# EDGAR Filing Document

**Accession Number:** 0000740766
**File Stem:** 0000740766-26-000008
**Filing Date:** 2026-3
**Character Count:** 3224156
**Document Hash:** a3be2bc4d792a8b01cfa3d98a043ffe0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000740766-26-000008.hdr.sgml**: 20260305

**ACCESSION NUMBER**: 0000740766-26-000008

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260227

**FILED AS OF DATE**: 20260305

**DATE AS OF CHANGE**: 20260305

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** DREYFUS GOVERNMENT CASH MANAGEMENT FUNDS
- **CENTRAL INDEX KEY:** 0000740766

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **FISCAL YEAR END:** 0131

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03964
- **FILM NUMBER:** 26724711

**BUSINESS ADDRESS:**
- **STREET 1:** C/O BNY MELLON INVESTMENT ADVISER, INC.
- **STREET 2:** 240 GREENWICH STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10286
- **BUSINESS PHONE:** 2129226400

**MAIL ADDRESS:**
- **STREET 1:** C/O BNY MELLON INVESTMENT ADVISER, INC.
- **STREET 2:** 240 GREENWICH STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10286

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DREYFUS GOVERNMENT CASH MANAGEMENT Funds
- **DATE OF NAME CHANGE:** 20040720

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DREYFUS GOVERNMENT CASH MANAGEMENT
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DREYFUS GOVERNMENT CASH MANAGEMENT INC
- **DATE OF NAME CHANGE:** 19880425

## Series and Classes Contracts Data

### Dreyfus Government Cash Management (Series ID: S000000128)

| Class ID   | Class Name                                                 | Ticker Symbol   |
|:---|:---|:---|
| C000000286 | dreyfus government cash management - Investor Shares       | DGVXX           |
| C000000287 | dreyfus government cash mangement - Institutional Shares   | DGCXX           |
| C000000288 | dreyfus government cash management - Administrative Shares | DAGXX           |
| C000000289 | Dreyfus Government Cash Management - Participant Shares    | DPGXX           |
| C000223301 | Dreyfus Government Cash Management - Service Shares        | DGUXX           |
| C000223302 | Dreyfus Government Cash Management - Wealth Shares         | DGQXX           |
| C000233952 | Dreyfus Government Cash Management - BOLD Shares           | DBLXX           |
| C000243326 | Dreyfus Government Cash Management-SPARK Shares            | SPKXX           |
| C000250287 | Dreyfus Government Cash Management - BOLD Future Shares    | DBFXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000740766

### General Information

**Report for (YYYY-MM-DD):** 2026-02-27

**Registrant Full Name:** Dreyfus Government Cash Management Funds

**CIK Number of Registrant:** 0000740766

**LEI of Registrant:** 549300F7IDB6WRO7VJ11

**Name of Series:** Dreyfus Government Cash Management

**LEI of Series:** 5493000Q69I5Q3QZIA91

**EDGAR Series Identifier:** S000000128

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

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

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

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

### Service Providers
| Role                          | Details                                    | File/CIK Number   |
|:---|:---|:---|
| Investment Adviser            | BNY Mellon Investment Adviser, Inc.        | 801-08147         |
| Independent Public Accountant | Ernst@Young<br>City: New York<br>State: NY |  |
| Administrator                 | none                                       |  |
| Transfer Agent                | BNY Mellon Transfer Inc<br>CIK: 0001285911 | 084-06102         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 002-89359

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 46 days

- **WAL:** 101 days

- **Total Value of Portfolio Securities:** $161555909688.11

- **Amortized Cost of Portfolio Securities:** $161533712741.13

- **Cash:** $4533138736.22

- **Total Other Assets:** $1406915358.36

- **Total Liabilities:** $1732635366.67

- **Net Assets of Series:** $165741131469.04

- **Number of Shares Outstanding (Series):** 165743083044.5800

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-02-02 | $113580828192.21          | $135346052483.33           | 68.1400%                  | 81.2000%                   |
| 2026-02-03 | $116670863804.21          | $137436205223.53           | 69.1200%                  | 81.4200%                   |
| 2026-02-04 | $114993232910.63          | $136395691458.14           | 68.5500%                  | 81.3100%                   |
| 2026-02-05 | $113662326141.97          | $135064861988.51           | 68.1700%                  | 81.0100%                   |
| 2026-02-06 | $117859055144.91          | $139261822888.53           | 69.2300%                  | 81.8000%                   |
| 2026-02-09 | $120763180866.63          | $142680364946.77           | 69.7400%                  | 82.4000%                   |
| 2026-02-10 | $121600488776.47          | $143165761751.47           | 69.7400%                  | 82.1000%                   |
| 2026-02-11 | $120758875804.70          | $140540237674.57           | 70.4000%                  | 81.9300%                   |
| 2026-02-12 | $115556593798.34          | $135128044563.07           | 68.7400%                  | 80.3800%                   |
| 2026-02-13 | $113739675532.81          | $134911397876.97           | 68.0400%                  | 80.7100%                   |
| 2026-02-17 | $115079624723.77          | $136799985101.70           | 68.1900%                  | 81.0600%                   |
| 2026-02-18 | $112632357054.26          | $134136809979.82           | 67.8000%                  | 80.7500%                   |
| 2026-02-19 | $114619673065.51          | $136185218538.71           | 68.3100%                  | 81.1700%                   |
| 2026-02-20 | $113400558990.06          | $135347274179.09           | 67.7800%                  | 80.8900%                   |
| 2026-02-23 | $115486176671.28          | $138800295408.77           | 68.3200%                  | 82.1100%                   |
| 2026-02-24 | $113708694008.75          | $136827967688.45           | 67.6500%                  | 81.4100%                   |
| 2026-02-25 | $113641952486.03          | $136375360784.62           | 67.7900%                  | 81.3500%                   |
| 2026-02-26 | $116850932498.28          | $139203475415.76           | 68.5500%                  | 81.6600%                   |
| 2026-02-27 | $114238189582.63          | $136956001737.89           | 68.2100%                  | 81.7800%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-02-02 | 3.7100%             |
| 2026-02-03 | 3.7000%             |
| 2026-02-04 | 3.7100%             |
| 2026-02-05 | 3.7100%             |
| 2026-02-06 | 3.6800%             |
| 2026-02-09 | 3.7200%             |
| 2026-02-10 | 3.7200%             |
| 2026-02-11 | 3.7200%             |
| 2026-02-12 | 3.7200%             |
| 2026-02-13 | 3.7200%             |
| 2026-02-17 | 3.7300%             |
| 2026-02-18 | 3.7300%             |
| 2026-02-19 | 3.7300%             |
| 2026-02-20 | 3.7300%             |
| 2026-02-23 | 3.7300%             |
| 2026-02-24 | 3.7300%             |
| 2026-02-25 | 3.7200%             |
| 2026-02-26 | 3.7200%             |
| 2026-02-27 | 3.7200%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-02-02 | 1.0001                      |
|  |  |
| 2026-02-03 | 1.0001                      |
|  |  |
| 2026-02-04 | 1.0001                      |
|  |  |
| 2026-02-05 | 1.0002                      |
|  |  |
| 2026-02-06 | 1.0001                      |
|  |  |
| 2026-02-09 | 1.0001                      |
|  |  |
| 2026-02-10 | 1.0001                      |
|  |  |
| 2026-02-11 | 1.0001                      |
|  |  |
| 2026-02-12 | 1.0001                      |
|  |  |
| 2026-02-13 | 1.0001                      |
|  |  |
| 2026-02-17 | 1.0001                      |
|  |  |
| 2026-02-18 | 1.0001                      |
|  |  |
| 2026-02-19 | 1.0001                      |
|  |  |
| 2026-02-20 | 1.0001                      |
|  |  |
| 2026-02-23 | 1.0001                      |
|  |  |
| 2026-02-24 | 1.0001                      |
|  |  |
| 2026-02-25 | 1.0001                      |
|  |  |
| 2026-02-26 | 1.0001                      |
|  |  |
| 2026-02-27 | 1.0001                      |
|  |  |

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

### Class: Dreyfus Government Cash Management -CLASS A

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $116602091313.74

- **Number of Shares Outstanding:** 116603283011.6900

- **Expense Reimbursement/Waiver:** 3579029.54

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0001          |
|  |  |
| 2026-02-03 | 1.0001          |
|  |  |
| 2026-02-04 | 1.0001          |
|  |  |
| 2026-02-05 | 1.0002          |
|  |  |
| 2026-02-06 | 1.0001          |
|  |  |
| 2026-02-09 | 1.0001          |
|  |  |
| 2026-02-10 | 1.0001          |
|  |  |
| 2026-02-11 | 1.0001          |
|  |  |
| 2026-02-12 | 1.0001          |
|  |  |
| 2026-02-13 | 1.0001          |
|  |  |
| 2026-02-17 | 1.0001          |
|  |  |
| 2026-02-18 | 1.0001          |
|  |  |
| 2026-02-19 | 1.0001          |
|  |  |
| 2026-02-20 | 1.0001          |
|  |  |
| 2026-02-23 | 1.0001          |
|  |  |
| 2026-02-24 | 1.0001          |
|  |  |
| 2026-02-25 | 1.0001          |
|  |  |
| 2026-02-26 | 1.0001          |
|  |  |
| 2026-02-27 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $6075824702.43            | $3832836225.72          |
| 2026-02-03 | $3788628475.81            | $2194392372.44          |
| 2026-02-04 | $1230352809.81            | $3207453153.08          |
| 2026-02-05 | $2957047867.26            | $4036788471.45          |
| 2026-02-06 | $5129168948.03            | $1506116943.26          |
| 2026-02-09 | $4471748018.58            | $2763316886.93          |
| 2026-02-10 | $3243309633.83            | $2501378016.37          |
| 2026-02-11 | $826142269.23             | $3911728858.32          |
| 2026-02-12 | $3119853326.40            | $5881390045.60          |
| 2026-02-13 | $3619210014.56            | $5504639233.50          |
| 2026-02-17 | $5556284531.38            | $1327548728.62          |
| 2026-02-18 | $2557914990.06            | $4746682307.55          |
| 2026-02-19 | $3530290703.99            | $1534742661.73          |
| 2026-02-20 | $2245885978.27            | $3125035173.70          |
| 2026-02-23 | $3260672256.77            | $1450533694.94          |
| 2026-02-24 | $1625599154.99            | $3406266098.37          |
| 2026-02-25 | $1432487137.85            | $2386104040.29          |
| 2026-02-26 | $4911429335.42            | $1914237142.62          |
| 2026-02-27 | $2998117304.83            | $4973717421.48          |

**Total Gross Subscriptions (Month):** $62579967459.50

**Total Gross Redemptions (Month):** $60204907475.97

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.5800%           |
| 2026-02-03 | 3.5800%           |
| 2026-02-04 | 3.5700%           |
| 2026-02-05 | 3.5800%           |
| 2026-02-06 | 3.5600%           |
| 2026-02-09 | 3.5600%           |
| 2026-02-10 | 3.5500%           |
| 2026-02-11 | 3.5600%           |
| 2026-02-12 | 3.5500%           |
| 2026-02-13 | 3.5600%           |
| 2026-02-17 | 3.5600%           |
| 2026-02-18 | 3.5600%           |
| 2026-02-19 | 3.5600%           |
| 2026-02-20 | 3.5600%           |
| 2026-02-23 | 3.5600%           |
| 2026-02-24 | 3.5600%           |
| 2026-02-25 | 3.5500%           |
| 2026-02-26 | 3.5500%           |
| 2026-02-27 | 3.5500%           |

**Beneficial/Record Owner Categories**
| Category                                                                    | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                                               |  | 0.0000%          | 11.0200%             |
| Depository institution or other banking institution                         |  | 0.0000%          | 61.0200%             |
| Insurance company                                                           |  | 0.0000%          | 0.1500%              |
| Non-financial corporation                                                   |  | 0.0000%          | 21.5600%             |
| Non-profit                                                                  |  | 0.0000%          | 0.2000%              |
| Other                                                                       | Other            | 0.0000%          | 3.5900%              |
| Pension plan                                                                |  | 0.0000%          | 0.2900%              |
| Registered investment company                                               |  | 0.0000%          | 0.6100%              |
| Retail investor                                                             |  | 0.0000%          | 1.3400%              |
| State or municipal government entity (excluding governmental pension plans) |  | 0.0000%          | 0.2700%              |

### Class: Dreyfus Government Cash Management -CLASS B

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $16162136725.81

- **Number of Shares Outstanding:** 16162375160.2300

- **Expense Reimbursement/Waiver:** 498438.27

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0001          |
|  |  |
| 2026-02-03 | 1.0001          |
|  |  |
| 2026-02-04 | 1.0001          |
|  |  |
| 2026-02-05 | 1.0002          |
|  |  |
| 2026-02-06 | 1.0001          |
|  |  |
| 2026-02-09 | 1.0001          |
|  |  |
| 2026-02-10 | 1.0001          |
|  |  |
| 2026-02-11 | 1.0001          |
|  |  |
| 2026-02-12 | 1.0001          |
|  |  |
| 2026-02-13 | 1.0001          |
|  |  |
| 2026-02-17 | 1.0001          |
|  |  |
| 2026-02-18 | 1.0001          |
|  |  |
| 2026-02-19 | 1.0001          |
|  |  |
| 2026-02-20 | 1.0001          |
|  |  |
| 2026-02-23 | 1.0001          |
|  |  |
| 2026-02-24 | 1.0001          |
|  |  |
| 2026-02-25 | 1.0001          |
|  |  |
| 2026-02-26 | 1.0001          |
|  |  |
| 2026-02-27 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $70158012.39              | $182305940.39           |
| 2026-02-03 | $170031183.68             | $17431100.57            |
| 2026-02-04 | $171590931.50             | $195549517.11           |
| 2026-02-05 | $78271287.36              | $42462981.04            |
| 2026-02-06 | $108729516.90             | $8099027.58             |
| 2026-02-09 | $216337419.54             | $116054467.11           |
| 2026-02-10 | $39284754.93              | $61824274.86            |
| 2026-02-11 | $18652179.65              | $151941555.52           |
| 2026-02-12 | $30276759.85              | $74126962.28            |
| 2026-02-13 | $78392121.25              | $126835501.82           |
| 2026-02-17 | $76019694.85              | $91186950.69            |
| 2026-02-18 | $94671015.29              | $20221642.48            |
| 2026-02-19 | $66548443.32              | $62790120.84            |
| 2026-02-20 | $32812297.60              | $22403398.63            |
| 2026-02-23 | $85730420.72              | $50376650.52            |
| 2026-02-24 | $69788852.19              | $50671347.45            |
| 2026-02-25 | $9859771.45               | $125173855.22           |
| 2026-02-26 | $134190478.33             | $49783782.17            |
| 2026-02-27 | $37833266.59              | $161525163.95           |

**Total Gross Subscriptions (Month):** $1589178407.39

**Total Gross Redemptions (Month):** $1610764240.23

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.3300%           |
| 2026-02-03 | 3.3300%           |
| 2026-02-04 | 3.3200%           |
| 2026-02-05 | 3.3300%           |
| 2026-02-06 | 3.3100%           |
| 2026-02-09 | 3.3100%           |
| 2026-02-10 | 3.3000%           |
| 2026-02-11 | 3.3100%           |
| 2026-02-12 | 3.3000%           |
| 2026-02-13 | 3.3100%           |
| 2026-02-17 | 3.3100%           |
| 2026-02-18 | 3.3100%           |
| 2026-02-19 | 3.3100%           |
| 2026-02-20 | 3.3100%           |
| 2026-02-23 | 3.3100%           |
| 2026-02-24 | 3.3100%           |
| 2026-02-25 | 3.3000%           |
| 2026-02-26 | 3.3000%           |
| 2026-02-27 | 3.3000%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 0.0000%          | 91.0100%             |
| Depository institution or other banking institution |  | 0.0000%          | 8.5200%              |
| Non-financial corporation                           |  | 0.0000%          | 0.0800%              |
| Non-profit                                          |  | 0.0000%          | 0.0100%              |
| Other                                               | Other            | 0.0000%          | 0.4000%              |
| Pension plan                                        |  | 0.0000%          | 0.1800%              |
| Retail investor                                     |  | 0.0100%          | 0.0300%              |

### Class: Dreyfus Government Cash Management -CLASS C

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $4176898893.47

- **Number of Shares Outstanding:** 4177009689.8700

- **Expense Reimbursement/Waiver:** 123129.50

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0001          |
|  |  |
| 2026-02-03 | 1.0001          |
|  |  |
| 2026-02-04 | 1.0001          |
|  |  |
| 2026-02-05 | 1.0002          |
|  |  |
| 2026-02-06 | 1.0001          |
|  |  |
| 2026-02-09 | 1.0001          |
|  |  |
| 2026-02-10 | 1.0001          |
|  |  |
| 2026-02-11 | 1.0001          |
|  |  |
| 2026-02-12 | 1.0001          |
|  |  |
| 2026-02-13 | 1.0001          |
|  |  |
| 2026-02-17 | 1.0001          |
|  |  |
| 2026-02-18 | 1.0001          |
|  |  |
| 2026-02-19 | 1.0001          |
|  |  |
| 2026-02-20 | 1.0001          |
|  |  |
| 2026-02-23 | 1.0001          |
|  |  |
| 2026-02-24 | 1.0001          |
|  |  |
| 2026-02-25 | 1.0001          |
|  |  |
| 2026-02-26 | 1.0001          |
|  |  |
| 2026-02-27 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $40642868.60              | $44050820.93            |
| 2026-02-03 | $133000845.44             | $42013319.51            |
| 2026-02-04 | $94690771.34              | $29693706.41            |
| 2026-02-05 | $29107022.07              | $51746660.27            |
| 2026-02-06 | $53296415.25              | $48697682.00            |
| 2026-02-09 | $77003353.53              | $32446421.88            |
| 2026-02-10 | $29099164.91              | $44509722.78            |
| 2026-02-11 | $53803851.31              | $51708864.70            |
| 2026-02-12 | $24503773.26              | $36276001.58            |
| 2026-02-13 | $20673405.08              | $53262918.46            |
| 2026-02-17 | $74058232.39              | $28203967.15            |
| 2026-02-18 | $56288615.09              | $31965489.63            |
| 2026-02-19 | $16824298.50              | $20212307.85            |
| 2026-02-20 | $38252796.02              | $32185031.21            |
| 2026-02-23 | $55504342.74              | $33333375.60            |
| 2026-02-24 | $82976532.06              | $34449314.25            |
| 2026-02-25 | $199842655.58             | $40123028.02            |
| 2026-02-26 | $181494270.37             | $269241270.64           |
| 2026-02-27 | $53432761.77              | $48624158.01            |

**Total Gross Subscriptions (Month):** $1314495975.31

**Total Gross Redemptions (Month):** $972744060.88

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.4800%           |
| 2026-02-03 | 3.4700%           |
| 2026-02-04 | 3.4700%           |
| 2026-02-05 | 3.4700%           |
| 2026-02-06 | 3.4600%           |
| 2026-02-09 | 3.4600%           |
| 2026-02-10 | 3.4500%           |
| 2026-02-11 | 3.4500%           |
| 2026-02-12 | 3.4500%           |
| 2026-02-13 | 3.4500%           |
| 2026-02-17 | 3.4600%           |
| 2026-02-18 | 3.4600%           |
| 2026-02-19 | 3.4600%           |
| 2026-02-20 | 3.4600%           |
| 2026-02-23 | 3.4600%           |
| 2026-02-24 | 3.4600%           |
| 2026-02-25 | 3.4500%           |
| 2026-02-26 | 3.4500%           |
| 2026-02-27 | 3.4500%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 0.0000%          | 72.9000%             |
| Depository institution or other banking institution |  | 0.0000%          | 24.9400%             |
| Non-financial corporation                           |  | 0.0000%          | 0.0000%              |
| Other                                               | Other            | 0.0000%          | 2.3100%              |
| Pension plan                                        |  | 0.0000%          | 0.0300%              |
| Retail investor                                     |  | 0.0000%          | 0.0000%              |

### Class: Dreyfus Government Cash Management -CLASS R

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $3002623619.31

- **Number of Shares Outstanding:** 3002655344.1700

- **Expense Reimbursement/Waiver:** 115207.64

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0001          |
|  |  |
| 2026-02-03 | 1.0001          |
|  |  |
| 2026-02-04 | 1.0001          |
|  |  |
| 2026-02-05 | 1.0002          |
|  |  |
| 2026-02-06 | 1.0001          |
|  |  |
| 2026-02-09 | 1.0001          |
|  |  |
| 2026-02-10 | 1.0001          |
|  |  |
| 2026-02-11 | 1.0001          |
|  |  |
| 2026-02-12 | 1.0001          |
|  |  |
| 2026-02-13 | 1.0001          |
|  |  |
| 2026-02-17 | 1.0001          |
|  |  |
| 2026-02-18 | 1.0001          |
|  |  |
| 2026-02-19 | 1.0001          |
|  |  |
| 2026-02-20 | 1.0001          |
|  |  |
| 2026-02-23 | 1.0001          |
|  |  |
| 2026-02-24 | 1.0001          |
|  |  |
| 2026-02-25 | 1.0001          |
|  |  |
| 2026-02-26 | 1.0001          |
|  |  |
| 2026-02-27 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $108930935.40             | $37050512.71            |
| 2026-02-03 | $13896051.20              | $22609606.90            |
| 2026-02-04 | $447079773.20             | $216082781.57           |
| 2026-02-05 | $36535460.08              | $7876722.78             |
| 2026-02-06 | $7021579.32               | $510152195.37           |
| 2026-02-09 | $2990915.26               | $37286103.79            |
| 2026-02-10 | $34873652.75              | $2350428.35             |
| 2026-02-11 | $2310287.68               | $947461547.17           |
| 2026-02-12 | $9604885.01               | $167532571.44           |
| 2026-02-13 | $829.28                   | $31278317.04            |
| 2026-02-17 | $516440.70                | $103621436.60           |
| 2026-02-18 | $77486253.28              | $22237435.03            |
| 2026-02-19 | $1778075.95               | $389604936.26           |
| 2026-02-20 | $57863744.36              | $107941030.41           |
| 2026-02-23 | $81890162.43              | $15762356.87            |
| 2026-02-24 | $381233070.06             | $34658554.38            |
| 2026-02-25 | $64917089.73              | $127781466.67           |
| 2026-02-26 | $64793821.82              | $250.00                 |
| 2026-02-27 | $90323575.50              | $424040012.34           |

**Total Gross Subscriptions (Month):** $1484046603.01

**Total Gross Redemptions (Month):** $3205328265.68

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.1800%           |
| 2026-02-03 | 3.1800%           |
| 2026-02-04 | 3.1700%           |
| 2026-02-05 | 3.1800%           |
| 2026-02-06 | 3.1600%           |
| 2026-02-09 | 3.1600%           |
| 2026-02-10 | 3.1500%           |
| 2026-02-11 | 3.1600%           |
| 2026-02-12 | 3.1500%           |
| 2026-02-13 | 3.1600%           |
| 2026-02-17 | 3.1600%           |
| 2026-02-18 | 3.1600%           |
| 2026-02-19 | 3.1600%           |
| 2026-02-20 | 3.1600%           |
| 2026-02-23 | 3.1600%           |
| 2026-02-24 | 3.1600%           |
| 2026-02-25 | 3.1500%           |
| 2026-02-26 | 3.1500%           |
| 2026-02-27 | 3.1500%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 0.0000%          | 44.7900%             |
| Depository institution or other banking institution |  | 0.0000%          | 53.1100%             |
| Insurance company                                   |  | 0.0000%          | 0.0200%              |
| Non-financial corporation                           |  | 0.0000%          | 0.0500%              |
| Other                                               | Other            | 0.0000%          | 2.0700%              |
| Pension plan                                        |  | 0.0000%          | 0.0200%              |
| Retail investor                                     |  | 0.0000%          | 0.0500%              |

### Class: Dreyfus Government Cash Management -CLASS E

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $6392693122.88

- **Number of Shares Outstanding:** 6392801878.6800

- **Expense Reimbursement/Waiver:** 198663.31

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0001          |
|  |  |
| 2026-02-03 | 1.0001          |
|  |  |
| 2026-02-04 | 1.0001          |
|  |  |
| 2026-02-05 | 1.0002          |
|  |  |
| 2026-02-06 | 1.0001          |
|  |  |
| 2026-02-09 | 1.0001          |
|  |  |
| 2026-02-10 | 1.0001          |
|  |  |
| 2026-02-11 | 1.0001          |
|  |  |
| 2026-02-12 | 1.0001          |
|  |  |
| 2026-02-13 | 1.0001          |
|  |  |
| 2026-02-17 | 1.0001          |
|  |  |
| 2026-02-18 | 1.0001          |
|  |  |
| 2026-02-19 | 1.0001          |
|  |  |
| 2026-02-20 | 1.0001          |
|  |  |
| 2026-02-23 | 1.0001          |
|  |  |
| 2026-02-24 | 1.0001          |
|  |  |
| 2026-02-25 | 1.0001          |
|  |  |
| 2026-02-26 | 1.0001          |
|  |  |
| 2026-02-27 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $35406524.86              | $55603957.61            |
| 2026-02-03 | $44797715.72              | $7485578.70             |
| 2026-02-04 | $7277434.61               | $17942522.44            |
| 2026-02-05 | $65312011.65              | $4226408.87             |
| 2026-02-06 | $24843804.35              | $22956345.71            |
| 2026-02-09 | $6697220.88               | $53311867.79            |
| 2026-02-10 | $15580246.36              | $22336032.47            |
| 2026-02-11 | $4560150.23               | $50974907.88            |
| 2026-02-12 | $3772357.26               | $57226659.52            |
| 2026-02-13 | $67654783.47              | $55726203.36            |
| 2026-02-17 | $2324270.97               | $26654640.81            |
| 2026-02-18 | $87900806.99              | $3566187.29             |
| 2026-02-19 | $12886593.00              | $109890861.60           |
| 2026-02-20 | $108965210.18             | $30064437.47            |
| 2026-02-23 | $5091825.10               | $89390941.64            |
| 2026-02-24 | $38988849.87              | $3039411.05             |
| 2026-02-25 | $23434943.17              | $12413577.66            |
| 2026-02-26 | $2371512.13               | $84231193.78            |
| 2026-02-27 | $44143402.65              | $16699825.45            |

**Total Gross Subscriptions (Month):** $602009663.45

**Total Gross Redemptions (Month):** $723741561.10

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 2.7800%           |
| 2026-02-03 | 2.7800%           |
| 2026-02-04 | 2.7700%           |
| 2026-02-05 | 2.7800%           |
| 2026-02-06 | 2.7600%           |
| 2026-02-09 | 2.7600%           |
| 2026-02-10 | 2.7500%           |
| 2026-02-11 | 2.7600%           |
| 2026-02-12 | 2.7500%           |
| 2026-02-13 | 2.7600%           |
| 2026-02-17 | 2.7600%           |
| 2026-02-18 | 2.7600%           |
| 2026-02-19 | 2.7600%           |
| 2026-02-20 | 2.7600%           |
| 2026-02-23 | 2.7600%           |
| 2026-02-24 | 2.7600%           |
| 2026-02-25 | 2.7500%           |
| 2026-02-26 | 2.7500%           |
| 2026-02-27 | 2.7500%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer   |  | 0.0000%          | 100.0000%            |
| Other           | Other            | 0.0000%          | 0.0100%              |
| Retail investor |  | 0.0000%          | 0.0000%              |

### Class: Dreyfus Government Cash Management -CLASS W

- **Minimum Initial Investment:** $2500.00

- **Net Assets of Class:** $11087628051.11

- **Number of Shares Outstanding:** 11087765679.4600

- **Expense Reimbursement/Waiver:** 346453.46

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0001          |
|  |  |
| 2026-02-03 | 1.0001          |
|  |  |
| 2026-02-04 | 1.0001          |
|  |  |
| 2026-02-05 | 1.0002          |
|  |  |
| 2026-02-06 | 1.0001          |
|  |  |
| 2026-02-09 | 1.0001          |
|  |  |
| 2026-02-10 | 1.0001          |
|  |  |
| 2026-02-11 | 1.0001          |
|  |  |
| 2026-02-12 | 1.0001          |
|  |  |
| 2026-02-13 | 1.0001          |
|  |  |
| 2026-02-17 | 1.0001          |
|  |  |
| 2026-02-18 | 1.0001          |
|  |  |
| 2026-02-19 | 1.0001          |
|  |  |
| 2026-02-20 | 1.0001          |
|  |  |
| 2026-02-23 | 1.0001          |
|  |  |
| 2026-02-24 | 1.0001          |
|  |  |
| 2026-02-25 | 1.0001          |
|  |  |
| 2026-02-26 | 1.0001          |
|  |  |
| 2026-02-27 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $43085763.39              | $40961362.57            |
| 2026-02-03 | $137310397.38             | $1666518.60             |
| 2026-02-04 | $6929277.61               | $62568507.86            |
| 2026-02-05 | $39597034.37              | $2161566.22             |
| 2026-02-06 | $160621586.73             | $35928748.59            |
| 2026-02-09 | $3230010.06               | $31178528.58            |
| 2026-02-10 | $10630529.93              | $91243990.23            |
| 2026-02-11 | $14431572.19              | $69420133.56            |
| 2026-02-12 | $22221510.86              | $6271126.33             |
| 2026-02-13 | $23759255.40              | $39926484.94            |
| 2026-02-17 | $3195706.51               | $37422458.01            |
| 2026-02-18 | $115133671.63             | $14053488.55            |
| 2026-02-19 | $14878204.00              | $133307983.32           |
| 2026-02-20 | $27535413.93              | $52087168.52            |
| 2026-02-23 | $21514086.99              | $14758829.22            |
| 2026-02-24 | $18357070.15              | $6377531.51             |
| 2026-02-25 | $23804739.01              | $34401256.32            |
| 2026-02-26 | $17883530.40              | $67359754.96            |
| 2026-02-27 | $15664950.58              | $111880860.50           |

**Total Gross Subscriptions (Month):** $719784311.12

**Total Gross Redemptions (Month):** $852976298.39

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.3300%           |
| 2026-02-03 | 3.3300%           |
| 2026-02-04 | 3.3200%           |
| 2026-02-05 | 3.3300%           |
| 2026-02-06 | 3.3100%           |
| 2026-02-09 | 3.3100%           |
| 2026-02-10 | 3.3000%           |
| 2026-02-11 | 3.3100%           |
| 2026-02-12 | 3.3000%           |
| 2026-02-13 | 3.3100%           |
| 2026-02-17 | 3.3100%           |
| 2026-02-18 | 3.3100%           |
| 2026-02-19 | 3.3100%           |
| 2026-02-20 | 3.3100%           |
| 2026-02-23 | 3.3100%           |
| 2026-02-24 | 3.3100%           |
| 2026-02-25 | 3.3000%           |
| 2026-02-26 | 3.3000%           |
| 2026-02-27 | 3.3000%           |

**Beneficial/Record Owner Categories**
| Category                                                                    | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                                               |  | 0.0000%          | 99.3500%             |
| Depository institution or other banking institution                         |  | 0.0000%          | 0.0300%              |
| Non-financial corporation                                                   |  | 0.0300%          | 0.0000%              |
| Non-profit                                                                  |  | 0.0000%          | 0.0000%              |
| Other                                                                       | Other            | 0.0100%          | 0.0000%              |
| Pension plan                                                                |  | 0.4400%          | 0.0200%              |
| Retail investor                                                             |  | 0.3500%          | 0.0200%              |
| State or municipal government entity (excluding governmental pension plans) |  | 0.0000%          | 0.0000%              |

### Class: Dreyfus Government Cash Management -CLASS O

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $5579815587.40

- **Number of Shares Outstanding:** 5579921144.6600

- **Expense Reimbursement/Waiver:** 159070.63

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0001          |
|  |  |
| 2026-02-03 | 1.0001          |
|  |  |
| 2026-02-04 | 1.0001          |
|  |  |
| 2026-02-05 | 1.0002          |
|  |  |
| 2026-02-06 | 1.0001          |
|  |  |
| 2026-02-09 | 1.0001          |
|  |  |
| 2026-02-10 | 1.0001          |
|  |  |
| 2026-02-11 | 1.0001          |
|  |  |
| 2026-02-12 | 1.0001          |
|  |  |
| 2026-02-13 | 1.0001          |
|  |  |
| 2026-02-17 | 1.0001          |
|  |  |
| 2026-02-18 | 1.0001          |
|  |  |
| 2026-02-19 | 1.0001          |
|  |  |
| 2026-02-20 | 1.0001          |
|  |  |
| 2026-02-23 | 1.0001          |
|  |  |
| 2026-02-24 | 1.0001          |
|  |  |
| 2026-02-25 | 1.0001          |
|  |  |
| 2026-02-26 | 1.0001          |
|  |  |
| 2026-02-27 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $95743198.41              | $39149264.17            |
| 2026-02-03 | $22630647.33              | $13136491.29            |
| 2026-02-04 | $51424482.03              | $82523874.50            |
| 2026-02-05 | $43438870.97              | $290600177.56           |
| 2026-02-06 | $64431914.34              | $51832001.81            |
| 2026-02-09 | $582003834.13             | $268341.61              |
| 2026-02-10 | $12007495.00              | $250023989.83           |
| 2026-02-11 | $1439489.00               | $369540708.85           |
| 2026-02-12 | $526869484.75             | $208909057.52           |
| 2026-02-13 | $59018.00                 | $583921864.32           |
| 2026-02-17 | $475263.00                | $67408171.10            |
| 2026-02-18 | $2380295.27               | $191750273.39           |
| 2026-02-19 | $252690961.24             | $46704.00               |
| 2026-02-20 | $177430489.26             | $268871876.20           |
| 2026-02-23 | $153580748.27             | $82828223.46            |
| 2026-02-24 | $539073940.93             | $57879750.20            |
| 2026-02-25 | $165646160.91             | $206500.00              |
| 2026-02-26 | $427793673.59             | $70843976.09            |
| 2026-02-27 | $27425032.00              | $307322576.11           |

**Total Gross Subscriptions (Month):** $3146544998.43

**Total Gross Redemptions (Month):** $2937063822.01

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.5800%           |
| 2026-02-03 | 3.5800%           |
| 2026-02-04 | 3.5700%           |
| 2026-02-05 | 3.5800%           |
| 2026-02-06 | 3.5600%           |
| 2026-02-09 | 3.5600%           |
| 2026-02-10 | 3.5500%           |
| 2026-02-11 | 3.5600%           |
| 2026-02-12 | 3.5500%           |
| 2026-02-13 | 3.5600%           |
| 2026-02-17 | 3.5600%           |
| 2026-02-18 | 3.5600%           |
| 2026-02-19 | 3.5600%           |
| 2026-02-20 | 3.5600%           |
| 2026-02-23 | 3.5600%           |
| 2026-02-24 | 3.5600%           |
| 2026-02-25 | 3.5500%           |
| 2026-02-26 | 3.5500%           |
| 2026-02-27 | 3.5500%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 0.0000%          | 1.9100%              |
| Depository institution or other banking institution |  | 0.0000%          | 82.7000%             |
| Non-financial corporation                           |  | 0.0000%          | 4.6400%              |
| Other                                               | Other            | 0.0000%          | 0.0200%              |
| Retail investor                                     |  | 0.0000%          | 10.7600%             |

### Class: Dreyfus Government Cash Management -CLASS S

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $2731655079.19

- **Number of Shares Outstanding:** 2731682071.4100

- **Expense Reimbursement/Waiver:** 73473.06

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0001          |
|  |  |
| 2026-02-03 | 1.0001          |
|  |  |
| 2026-02-04 | 1.0001          |
|  |  |
| 2026-02-05 | 1.0002          |
|  |  |
| 2026-02-06 | 1.0001          |
|  |  |
| 2026-02-09 | 1.0001          |
|  |  |
| 2026-02-10 | 1.0001          |
|  |  |
| 2026-02-11 | 1.0001          |
|  |  |
| 2026-02-12 | 1.0001          |
|  |  |
| 2026-02-13 | 1.0001          |
|  |  |
| 2026-02-17 | 1.0001          |
|  |  |
| 2026-02-18 | 1.0001          |
|  |  |
| 2026-02-19 | 1.0001          |
|  |  |
| 2026-02-20 | 1.0001          |
|  |  |
| 2026-02-23 | 1.0001          |
|  |  |
| 2026-02-24 | 1.0001          |
|  |  |
| 2026-02-25 | 1.0001          |
|  |  |
| 2026-02-26 | 1.0001          |
|  |  |
| 2026-02-27 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $267345764.13             | $10745546.85            |
| 2026-02-03 | $103065426.17             | $14150816.57            |
| 2026-02-04 | $0.00                     | $2576656.21             |
| 2026-02-05 | $0.00                     | $153520131.50           |
| 2026-02-06 | $113176188.89             | $0.00                   |
| 2026-02-09 | $85000000.00              | $12161785.48            |
| 2026-02-10 | $2938835.65               | $0.00                   |
| 2026-02-11 | $0.00                     | $51172255.32            |
| 2026-02-12 | $0.00                     | $51999715.78            |
| 2026-02-13 | $1726241.02               | $49384548.61            |
| 2026-02-17 | $42919209.74              | $25000000.00            |
| 2026-02-18 | $0.00                     | $61661764.36            |
| 2026-02-19 | $120000000.00             | $2060436.58             |
| 2026-02-20 | $2403418.24               | $0.00                   |
| 2026-02-23 | $145000000.00             | $4566648.94             |
| 2026-02-24 | $0.00                     | $51382165.97            |
| 2026-02-25 | $0.00                     | $62426123.93            |
| 2026-02-26 | $0.00                     | $15492167.69            |
| 2026-02-27 | $343750599.93             | $0.00                   |

**Total Gross Subscriptions (Month):** $1227325683.77

**Total Gross Redemptions (Month):** $568300763.79

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.5800%           |
| 2026-02-03 | 3.5700%           |
| 2026-02-04 | 3.5700%           |
| 2026-02-05 | 3.5800%           |
| 2026-02-06 | 3.5600%           |
| 2026-02-09 | 3.5600%           |
| 2026-02-10 | 3.5500%           |
| 2026-02-11 | 3.5600%           |
| 2026-02-12 | 3.5500%           |
| 2026-02-13 | 3.5600%           |
| 2026-02-17 | 3.5600%           |
| 2026-02-18 | 3.5600%           |
| 2026-02-19 | 3.5600%           |
| 2026-02-20 | 3.5600%           |
| 2026-02-23 | 3.5600%           |
| 2026-02-24 | 3.5600%           |
| 2026-02-25 | 3.5500%           |
| 2026-02-26 | 3.5500%           |
| 2026-02-27 | 3.5500%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 0.0000%          | 0.0000%              |
| Depository institution or other banking institution |  | 0.0000%          | 96.3400%             |
| Non-financial corporation                           |  | 0.0000%          | 3.6600%              |

### Class: Dreyfus Government Cash Management -CLASS I

- **Minimum Initial Investment:** $25000.00

- **Net Assets of Class:** $5589076.13

- **Number of Shares Outstanding:** 5589064.4100

- **Expense Reimbursement/Waiver:** 203.44

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0001          |
|  |  |
| 2026-02-03 | 1.0001          |
|  |  |
| 2026-02-04 | 1.0001          |
|  |  |
| 2026-02-05 | 1.0002          |
|  |  |
| 2026-02-06 | 1.0001          |
|  |  |
| 2026-02-09 | 1.0001          |
|  |  |
| 2026-02-10 | 1.0001          |
|  |  |
| 2026-02-11 | 1.0001          |
|  |  |
| 2026-02-12 | 1.0001          |
|  |  |
| 2026-02-13 | 1.0001          |
|  |  |
| 2026-02-17 | 1.0001          |
|  |  |
| 2026-02-18 | 1.0001          |
|  |  |
| 2026-02-19 | 1.0001          |
|  |  |
| 2026-02-20 | 1.0001          |
|  |  |
| 2026-02-23 | 1.0001          |
|  |  |
| 2026-02-24 | 1.0001          |
|  |  |
| 2026-02-25 | 1.0001          |
|  |  |
| 2026-02-26 | 1.0001          |
|  |  |
| 2026-02-27 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $15552.57                 | $78.79                  |
| 2026-02-03 | $0.00                     | $0.00                   |
| 2026-02-04 | $0.00                     | $0.03                   |
| 2026-02-05 | $0.00                     | $0.00                   |
| 2026-02-06 | $0.00                     | $0.00                   |
| 2026-02-09 | $0.00                     | $0.00                   |
| 2026-02-10 | $0.00                     | $0.00                   |
| 2026-02-11 | $0.00                     | $0.00                   |
| 2026-02-12 | $0.00                     | $0.00                   |
| 2026-02-13 | $0.00                     | $0.00                   |
| 2026-02-17 | $0.00                     | $0.00                   |
| 2026-02-18 | $0.00                     | $0.00                   |
| 2026-02-19 | $0.00                     | $0.00                   |
| 2026-02-20 | $0.00                     | $0.00                   |
| 2026-02-23 | $0.00                     | $0.00                   |
| 2026-02-24 | $0.00                     | $0.00                   |
| 2026-02-25 | $0.00                     | $0.00                   |
| 2026-02-26 | $0.00                     | $0.00                   |
| 2026-02-27 | $9177.57                  | $0.00                   |

**Total Gross Subscriptions (Month):** $24730.14

**Total Gross Redemptions (Month):** $78.82

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.2800%           |
| 2026-02-03 | 3.2800%           |
| 2026-02-04 | 3.2700%           |
| 2026-02-05 | 3.2800%           |
| 2026-02-06 | 3.2600%           |
| 2026-02-09 | 3.2600%           |
| 2026-02-10 | 3.3000%           |
| 2026-02-11 | 3.3000%           |
| 2026-02-12 | 3.2900%           |
| 2026-02-13 | 3.3000%           |
| 2026-02-17 | 3.2600%           |
| 2026-02-18 | 3.2600%           |
| 2026-02-19 | 3.2600%           |
| 2026-02-20 | 3.2600%           |
| 2026-02-23 | 3.2600%           |
| 2026-02-24 | 3.2600%           |
| 2026-02-25 | 3.2500%           |
| 2026-02-26 | 3.2500%           |
| 2026-02-27 | 3.2500%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 0.0000%          | 10.3100%             |
| Other         | Other            | 0.0000%          | 89.9400%             |

## Part C: Schedule of Portfolio Securities

### Security 1: ABN AMRO BANK NV

- **C.1 - Title:** ABN AMRO BANK NV
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6V13T5, C.4 - ISIN: 1867, C.3 - LEI: 894500815LOLO4M5QL67
- **C.18 - Value (incl. sponsor support):** $479000000.00
- **C.18.a - Value (excl. sponsor support):** $479000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2035-11-15      | 4.0000%  | 4.0000% | $922777.53         | $932514.41         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-08-15      | 4.2500%  | 4.2500% | $1388333.59        | $1418486.59        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-04-15      | 1.6250%  | 1.6250% | $2484828.46        | $2593562.88        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-04-30      | 3.8750%  | 3.8750% | $957999.99         | $982366.02         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-11-15      | 4.2500%  | 4.2500% | $3077127.93        | $3185211.88        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-31      | 4.1250%  | 4.1250% | $13731333.33       | $13959411.91       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-08-15      | 3.8750%  | 3.8750% | $4806669.19        | $4798952.23        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-06-30      | 4.2500%  | 4.2500% | $4128437.13        | $4255260.21        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-06-15      | 4.6250%  | 4.6250% | $5006891.19        | $5123208.65        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-05-31      | 4.6250%  | 4.6250% | $4789999.99        | $5071371.20        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-15      | 4.5000%  | 4.5000% | $6713344.66        | $6875788.65        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-30      | 4.6250%  | 4.6250% | $6262797.26        | $6571576.52        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-04-30      | 4.6250%  | 4.6250% | $3870543.53        | $4112076.01        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-15      | 2.1250%  | 2.1250% | $569083.93         | $620133.36         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-03-31      | 4.1250%  | 4.1250% | $2362364.13        | $2447358.74        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-03-31      | 4.1250%  | 4.1250% | $831831.39         | $865785.61         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-03-15      | 4.2500%  | 4.2500% | $1391494.99        | $1428574.92        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-02-28      | 4.2500%  | 4.2500% | $5660981.66        | $5906003.65        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-02-28      | 4.2500%  | 4.2500% | $28037.46          | $29455.59          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-15      | 4.1250%  | 4.1250% | $3512666.66        | $3535700.63        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-02-15      | 4.0000%  | 4.0000% | $2775166.33        | $2803239.82        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-01-31      | 4.0000%  | 4.0000% | $4139007.06        | $4212786.62        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-15      | 4.0000%  | 4.0000% | $2873999.99        | $2897993.24        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-12-31      | 3.7500%  | 3.7500% | $7983333.33        | $8093010.66        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-12-31      | 3.7500%  | 3.7500% | $1937842.39        | $1963005.84        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-12-15      | 4.3750%  | 4.3750% | $20501199.99       | $20806857.12       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-30      | 4.3750%  | 4.3750% | $9027329.79        | $9338620.25        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-11-30      | 4.3750%  | 4.3750% | $3170660.66        | $3313324.90        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-11-15      | 4.5000%  | 4.5000% | $53961042.46       | $56994094.28       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-10-31      | 4.8750%  | 4.8750% | $3413258.19        | $3656881.38        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-31      | 4.8750%  | 4.8750% | $2071579.19        | $2178821.85        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-15      | 4.6250%  | 4.6250% | $9476887.26        | $9696212.37        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-05-31      | 3.7500%  | 3.7500% | $6925413.93        | $7043000.23        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-01-15      | 1.1250%  | 1.1250% | $1887259.99        | $2016370.74        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-12-31      | 3.8750%  | 3.8750% | $44258641.99       | $45086392.06       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-11-30      | 3.8750%  | 3.8750% | $1277333.33        | $1305248.92        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-08-15      | 2.7500%  | 2.7500% | $55405770.33       | $52296487.27       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-12-31      | 1.2500%  | 1.2500% | $28985247.99       | $28486839.77       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-07-31      | 1.0000%  | 1.0000% | $32996521.73       | $31158643.72       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-09-30      | 0.3750%  | 0.3750% | $4209164.59        | $4015565.46        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-30      | 0.5000%  | 0.5000% | $236977.26         | $229214.99         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-15      | 2.0000%  | 2.0000% | $63815637.19       | $63449453.90       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-15      | 3.1250%  | 3.1250% | $47391046.53       | $47407533.90       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-15      | 2.8750%  | 2.8750% | $5486976.93        | $5417616.27        | U.S. Treasuries (including strips) |

### Security 2: BANCO SANTANDER SA

- **C.1 - Title:** BANCO SANTANDER SA
- **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: BYM6V11Y6, C.4 - ISIN: 179743, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 5.5000%  | 5.5000% | $1024.00           | $873.93            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-02-01      | 3.0000%  | 3.0000% | $1000.00           | $740.10            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-06-01      | 5.5000%  | 5.5000% | $1000.00           | $774.62            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-11-01      | 6.5000%  | 6.5000% | $1000.00           | $754.41            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-11-01      | 6.0000%  | 6.0000% | $3313.00           | $2599.20           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2041-07-01      | 5.0000%  | 5.0000% | $1000.00           | $82.49             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2041-07-01      | 5.0000%  | 5.0000% | $1000.00           | $73.59             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2044-05-01      | 4.0000%  | 4.0000% | $25675.00          | $3483.34           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2044-02-01      | 4.5000%  | 4.5000% | $4207.00           | $701.32            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-07-01      | 4.0000%  | 4.0000% | $17493.00          | $2739.24           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-04-01      | 4.5000%  | 4.5000% | $3000.00           | $580.10            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-02-01      | 3.5000%  | 3.5000% | $13132.00          | $3217.01           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-07-01      | 4.0000%  | 4.0000% | $2044.00           | $554.86            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-05-01      | 4.5000%  | 4.5000% | $2016.00           | $434.83            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-05-01      | 3.5000%  | 3.5000% | $1056.00           | $260.68            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-01-01      | 2.0000%  | 2.0000% | $2032.00           | $1395.32           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-01-01      | 2.0000%  | 2.0000% | $4096.00           | $2945.45           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-01-01      | 2.0000%  | 2.0000% | $3000.00           | $2007.97           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-01-01      | 2.0000%  | 2.0000% | $1000.00           | $698.93            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-01-01      | 2.0000%  | 2.0000% | $2048.00           | $1423.79           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-02-01      | 3.0000%  | 3.0000% | $1008.00           | $770.32            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-04-01      | 3.5000%  | 3.5000% | $4096.00           | $2856.32           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-04-01      | 3.5000%  | 3.5000% | $1024.00           | $803.53            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-05-01      | 3.5000%  | 3.5000% | $1022.00           | $737.63            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 5.0000%  | 5.0000% | $2008.00           | $1459.25           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 5.0000%  | 5.0000% | $2048.00           | $1529.31           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 5.0000%  | 5.0000% | $2008.00           | $1285.96           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 5.0000%  | 5.0000% | $1000.00           | $578.94            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 5.0000%  | 5.0000% | $3000.00           | $1947.43           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-10-01      | 5.5000%  | 5.5000% | $1024.00           | $696.63            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-01-01      | 6.0000%  | 6.0000% | $4000.00           | $2698.93           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-04-01      | 5.5000%  | 5.5000% | $2000.00           | $1361.72           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-06-01      | 6.0000%  | 6.0000% | $1120.00           | $821.20            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-08-01      | 7.0000%  | 7.0000% | $1000.00           | $895.95            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-02-01      | 1.5000%  | 1.5000% | $1000.00           | $496.48            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-03-01      | 3.0000%  | 3.0000% | $1000.00           | $718.43            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-12-01      | 2.0000%  | 2.0000% | $1008.00           | $635.35            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 5.0000%  | 5.0000% | $3064.00           | $2282.12           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 5.0000%  | 5.0000% | $2024.00           | $1530.38           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 5.0000%  | 5.0000% | $1000.00           | $696.57            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-12-01      | 5.5000%  | 5.5000% | $17070.00          | $13437.80          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2046-02-01      | 5.5000%  | 5.5000% | $1024.00           | $1049.28           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-12-01      | 3.0000%  | 3.0000% | $1008.00           | $556.95            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-03-01      | 5.0000%  | 5.0000% | $1024.00           | $1013.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-08-25      | 4.8170%  | 4.8170% | $11578.00          | $11398.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-12-25      | 4.8670%  | 4.8670% | $1000.00           | $984.26            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-12-25      | 4.8670%  | 4.8670% | $12022.00          | $11806.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-06-01      | 4.0000%  | 4.0000% | $3987000.00        | $609258.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-01-01      | 6.0000%  | 6.0000% | $1000.00           | $708.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-02-01      | 3.0000%  | 3.0000% | $1170.00           | $218.72            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-05-01      | 3.5000%  | 3.5000% | $1024.00           | $88.09             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-03-01      | 3.5000%  | 3.5000% | $2112.00           | $500.26            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-07-01      | 3.0000%  | 3.0000% | $21611360.00       | $3195678.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-06-01      | 4.5000%  | 4.5000% | $1000.00           | $261.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-05-01      | 4.0000%  | 4.0000% | $2023.00           | $450.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-08-01      | 3.5000%  | 3.5000% | $3520.00           | $166.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-07-01      | 4.0000%  | 4.0000% | $1000.00           | $103.38            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-07-01      | 5.0000%  | 5.0000% | $1008.00           | $9.33              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-09-01      | 5.0000%  | 5.0000% | $2027.00           | $53.10             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-06-01      | 6.0000%  | 6.0000% | $3010.00           | $2355.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-08-01      | 6.5000%  | 6.5000% | $220330.00         | $191067.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-08-01      | 6.5000%  | 6.5000% | $1000.00           | $980.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-09-01      | 5.0000%  | 5.0000% | $1024.00           | $882.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-03-01      | 6.0000%  | 6.0000% | $1000.00           | $955.01            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2034-11-01      | 6.0000%  | 6.0000% | $5711.00           | $73.06             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2038-04-01      | 6.0490%  | 6.0490% | $36636.00          | $1098.76           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2038-07-01      | 6.0490%  | 6.0490% | $26830.00          | $982.27            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2041-11-01      | 3.5000%  | 3.5000% | $1185.00           | $70.61             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2044-12-01      | 4.0000%  | 4.0000% | $2380.00           | $177.53            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2039-03-01      | 5.0000%  | 5.0000% | $3081.00           | $241.05            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2039-06-01      | 5.0000%  | 5.0000% | $2520260.00        | $84163.36          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2041-08-01      | 4.5000%  | 4.5000% | $1079.00           | $158.79            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-01-01      | 2.5000%  | 2.5000% | $1000.00           | $249.39            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-06-01      | 4.5000%  | 4.5000% | $2000.00           | $458.26            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-09-01      | 4.0000%  | 4.0000% | $84101.00          | $7342.85           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2028-04-01      | 3.0000%  | 3.0000% | $1462.00           | $13.67             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-02-01      | 4.5000%  | 4.5000% | $4031.00           | $1137.07           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-06-01      | 3.5000%  | 3.5000% | $1000.00           | $77.63             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-04-01      | 3.0000%  | 3.0000% | $1000.00           | $113.52            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-05-01      | 3.0000%  | 3.0000% | $1037.00           | $116.22            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-09-01      | 2.5000%  | 2.5000% | $3000.00           | $478.73            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-10-01      | 4.5000%  | 4.5000% | $164041.00         | $34400.01          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-01-01      | 4.0000%  | 4.0000% | $1024.00           | $242.22            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-01-15      | 3.0000%  | 3.0000% | $3542474.00        | $3136056.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-12-01      | 2.0000%  | 2.0000% | $2000.00           | $1817.13           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-03-01      | 2.0000%  | 2.0000% | $1000.00           | $912.02            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-05-01      | 2.0000%  | 2.0000% | $1009.00           | $493.68            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 4.5000%  | 4.5000% | $2364.00           | $1737.19           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 5.0000%  | 5.0000% | $1001.00           | $753.94            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 3.5000%  | 3.5000% | $12705.00          | $9162.16           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 5.0000%  | 5.0000% | $655663.00         | $498296.20         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-12-01      | 5.0000%  | 5.0000% | $1000.00           | $862.54            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-01-01      | 6.0000%  | 6.0000% | $1041.00           | $670.20            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-01-01      | 5.5000%  | 5.5000% | $1024.00           | $884.37            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-05-01      | 6.5000%  | 6.5000% | $1000.00           | $808.22            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-03-01      | 5.5000%  | 5.5000% | $3000.00           | $2251.38           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-02-01      | 2.5000%  | 2.5000% | $1008.00           | $665.38            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-06-01      | 6.5000%  | 6.5000% | $1000.00           | $754.11            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-07-01      | 6.0000%  | 6.0000% | $1000.00           | $764.43            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-04-01      | 6.5000%  | 6.5000% | $555725.00         | $434237.41         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-04-01      | 6.0000%  | 6.0000% | $2137.00           | $1775.62           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-12-01      | 5.5000%  | 5.5000% | $7112.00           | $5773.97           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-01-01      | 4.5000%  | 4.5000% | $1000.00           | $855.20            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-12-01      | 6.0000%  | 6.0000% | $1000.00           | $795.16            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-09-01      | 3.0000%  | 3.0000% | $1000.00           | $778.29            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-05-01      | 6.0000%  | 6.0000% | $1413.00           | $1166.08           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-05-01      | 6.0000%  | 6.0000% | $1024.00           | $858.92            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-05-01      | 6.0000%  | 6.0000% | $1908.00           | $1600.41           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 3.5000%  | 3.5000% | $1209000.00        | $1027253.21        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-08-01      | 6.0000%  | 6.0000% | $1000.00           | $929.70            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-05-01      | 2.5000%  | 2.5000% | $1000.00           | $796.98            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 6.0000%  | 6.0000% | $1000.00           | $884.21            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 5.5000%  | 5.5000% | $1008.00           | $880.93            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-12-01      | 6.0000%  | 6.0000% | $3059.00           | $2450.47           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-06-01      | 3.5000%  | 3.5000% | $3000.00           | $624.14            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 6.0000%  | 6.0000% | $137578.00         | $116233.68         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-05-01      | 6.0000%  | 6.0000% | $2268.00           | $1896.81           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-05-01      | 6.5000%  | 6.5000% | $1000.00           | $730.88            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 5.5000%  | 5.5000% | $879845.00         | $825446.76         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-01-01      | 2.5000%  | 2.5000% | $2052.00           | $1323.13           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-05-01      | 3.0000%  | 3.0000% | $1000.00           | $715.98            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 4.5000%  | 4.5000% | $2000.00           | $1545.21           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-11-01      | 5.0000%  | 5.0000% | $10809856.00       | $8483138.28        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-05-01      | 5.5000%  | 5.5000% | $1000.00           | $758.25            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-11-01      | 6.0000%  | 6.0000% | $1040.00           | $696.99            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-05-01      | 5.5000%  | 5.5000% | $3275.00           | $2607.66           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-09-01      | 6.0000%  | 6.0000% | $1943.00           | $1366.73           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 5.5000%  | 5.5000% | $1000.00           | $859.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-04-01      | 5.5000%  | 5.5000% | $2000.00           | $1519.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-06-01      | 6.0000%  | 6.0000% | $1000.00           | $858.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-06-01      | 5.0000%  | 5.0000% | $1000.00           | $834.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-08-01      | 4.1790%  | 4.1790% | $1000.00           | $1015.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-10-01      | 3.9100%  | 3.9100% | $1694.00           | $1701.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-08-01      | 3.5000%  | 3.5000% | $1024.00           | $229.52            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-09-01      | 4.0000%  | 4.0000% | $1000.00           | $240.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-05-01      | 4.0000%  | 4.0000% | $4640.00           | $1343.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-03-01      | 5.0000%  | 5.0000% | $3072.00           | $898.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-04-01      | 4.0000%  | 4.0000% | $1000.00           | $194.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-06-01      | 4.5000%  | 4.5000% | $1040.00           | $346.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-12-01      | 4.0000%  | 4.0000% | $1000.00           | $286.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-06-01      | 2.0000%  | 2.0000% | $1028.00           | $505.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-06-01      | 2.0000%  | 2.0000% | $2008.00           | $992.80            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-06-01      | 2.0000%  | 2.0000% | $1000.00           | $422.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-09-01      | 2.5000%  | 2.5000% | $3137948.00        | $1294939.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-10-01      | 2.0000%  | 2.0000% | $561361.00         | $278429.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-10-01      | 2.0000%  | 2.0000% | $1008.00           | $510.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-12-01      | 3.0000%  | 3.0000% | $1000.00           | $545.35            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-01-01      | 2.5000%  | 2.5000% | $5744.00           | $3300.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-10-01      | 3.0000%  | 3.0000% | $1364.00           | $819.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-11-01      | 3.0000%  | 3.0000% | $1000.00           | $618.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-12-01      | 2.5000%  | 2.5000% | $151000.00         | $102393.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-05-01      | 3.5000%  | 3.5000% | $1998.00           | $1334.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 4.5000%  | 4.5000% | $3072.00           | $2111.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-05-01      | 5.5000%  | 5.5000% | $1000.00           | $787.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-02-01      | 4.5000%  | 4.5000% | $3072.00           | $2455.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-04-01      | 5.5000%  | 5.5000% | $2048.00           | $1459.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-04-01      | 5.0000%  | 5.0000% | $385064.00         | $293652.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-04-01      | 5.5000%  | 5.5000% | $2024.00           | $1395.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-04-01      | 6.0000%  | 6.0000% | $1040.00           | $703.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-09-01      | 6.0000%  | 6.0000% | $1024.00           | $819.35            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-06-01      | 5.5000%  | 5.5000% | $782016.00         | $700008.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-06-01      | 5.5000%  | 5.5000% | $2024.00           | $1867.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-07-01      | 5.5000%  | 5.5000% | $1008.00           | $874.56            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-08-01      | 5.0000%  | 5.0000% | $1000.00           | $886.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 5.5000%  | 5.5000% | $1000.00           | $860.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 6.5000%  | 6.5000% | $184000.00         | $130646.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-11-01      | 6.0000%  | 6.0000% | $2048.00           | $1625.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-12-01      | 6.5000%  | 6.5000% | $1024.00           | $755.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-01-01      | 6.5000%  | 6.5000% | $5024.00           | $3792.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-02-01      | 4.5000%  | 4.5000% | $1000.00           | $856.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-07-01      | 6.5000%  | 6.5000% | $1024.00           | $847.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-04-01      | 6.0000%  | 6.0000% | $2000.00           | $1644.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-05-01      | 6.5000%  | 6.5000% | $2008.00           | $1625.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-06-01      | 5.5000%  | 5.5000% | $1024.00           | $974.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-06-01      | 5.5000%  | 5.5000% | $1024.00           | $974.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-01-01      | 5.0000%  | 5.0000% | $1024.00           | $967.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-01-01      | 6.0000%  | 6.0000% | $13312.00          | $11409.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 6.5000%  | 6.5000% | $1000.00           | $880.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-08-01      | 6.0000%  | 6.0000% | $1024.00           | $904.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-08-01      | 6.5000%  | 6.5000% | $639816.00         | $526373.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-09-01      | 6.0000%  | 6.0000% | $1024.00           | $926.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-02-01      | 5.0000%  | 5.0000% | $5324.00           | $4945.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 5.0000%  | 5.0000% | $1000.00           | $1009.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-02-01      | 5.5000%  | 5.5000% | $1000.00           | $1019.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 5.0000%  | 5.0000% | $1000.00           | $967.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 5.0000%  | 5.0000% | $1000.00           | $1012.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 5.0000%  | 5.0000% | $2000.00           | $2012.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 5.5000%  | 5.5000% | $1000.00           | $1021.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 5.5000%  | 5.5000% | $1000.00           | $1020.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 5.0000%  | 5.0000% | $1000.00           | $1006.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 5.5000%  | 5.5000% | $1000.00           | $1028.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 5.5000%  | 5.5000% | $1000.00           | $1026.90           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-09-01      | 5.0000%  | 5.0000% | $3000.00           | $2658.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-09-01      | 5.0000%  | 5.0000% | $1000.00           | $857.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 6.0000%  | 6.0000% | $1000.00           | $714.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-03-01      | 6.5000%  | 6.5000% | $1000.00           | $1032.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 5.5000%  | 5.5000% | $1000.00           | $894.73            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 6.0000%  | 6.0000% | $4900.00           | $5064.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 6.0000%  | 6.0000% | $1000.00           | $1026.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 6.0000%  | 6.0000% | $2004.00           | $2068.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-07-01      | 6.0000%  | 6.0000% | $1000.00           | $1024.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 5.5000%  | 5.5000% | $1000.00           | $1026.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 6.0000%  | 6.0000% | $1000.00           | $921.35            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 5.5000%  | 5.5000% | $1008.00           | $1025.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 6.5000%  | 6.5000% | $1005.00           | $1065.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 6.5000%  | 6.5000% | $1000.00           | $1073.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 5.5000%  | 5.5000% | $1000.00           | $784.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 5.5000%  | 5.5000% | $2028.00           | $2082.74           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-11-01      | 5.0000%  | 5.0000% | $2000.00           | $2021.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 5.0000%  | 5.0000% | $1008.00           | $998.38            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 5.0000%  | 5.0000% | $1273656.00        | $1284034.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 5.0000%  | 5.0000% | $1008.00           | $1016.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2057-01-01      | 4.0000%  | 4.0000% | $5845120.00        | $2035532.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 3.5000%  | 3.5000% | $1024.00           | $365.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-03-01      | 4.0000%  | 4.0000% | $2176.00           | $699.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-02-01      | 3.5000%  | 3.5000% | $2048.00           | $845.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2062-12-01      | 2.5000%  | 2.5000% | $1000.00           | $683.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2063-06-01      | 3.5000%  | 3.5000% | $1000.00           | $728.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-08-01      | 3.5000%  | 3.5000% | $9384.00           | $1921.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-02-01      | 4.5000%  | 4.5000% | $521464.00         | $74308.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-07-01      | 5.0000%  | 5.0000% | $1008.00           | $157.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-11-01      | 4.0000%  | 4.0000% | $1000.00           | $289.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-07-01      | 2.9800%  | 2.9800% | $1000.00           | $917.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-02-01      | 2.9400%  | 2.9400% | $1773796.00        | $1262678.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-04-01      | 3.5000%  | 3.5000% | $201200.00         | $40896.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2038-01-01      | 4.5000%  | 4.5000% | $577000.00         | $101274.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-12-01      | 3.0000%  | 3.0000% | $1000.00           | $94.86             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-07-01      | 4.5000%  | 4.5000% | $1000.00           | $267.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-11-01      | 4.5000%  | 4.5000% | $303528.00         | $80313.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-12-01      | 4.5000%  | 4.5000% | $2048.00           | $310.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-07-01      | 4.0000%  | 4.0000% | $2024.00           | $582.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-02-01      | 3.0000%  | 3.0000% | $4152291.00        | $606788.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-07-01      | 4.3600%  | 4.3600% | $1005.00           | $1016.36           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2059-01-01      | 4.5000%  | 4.5000% | $1137562.00        | $894412.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-10-01      | 5.0000%  | 5.0000% | $5674832.00        | $639234.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-11-01      | 4.5000%  | 4.5000% | $1000.00           | $285.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-05-01      | 4.5000%  | 4.5000% | $1000.00           | $313.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-11-01      | 3.0000%  | 3.0000% | $37296033.00       | $13237720.60       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-06-01      | 2.5000%  | 2.5000% | $2112.00           | $1025.36           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-08-01      | 3.0000%  | 3.0000% | $1000.00           | $416.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-12-01      | 2.0000%  | 2.0000% | $1009.00           | $649.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-04-01      | 2.0000%  | 2.0000% | $257597.00         | $195411.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-07-01      | 6.5000%  | 6.5000% | $1000.00           | $1035.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-08-01      | 5.0000%  | 5.0000% | $3056.00           | $2269.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-05-01      | 3.0000%  | 3.0000% | $1000.00           | $724.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-06-01      | 4.5000%  | 4.5000% | $1024.00           | $775.72            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-05-01      | 4.5000%  | 4.5000% | $1000.00           | $742.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 5.0000%  | 5.0000% | $1000.00           | $696.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-03-01      | 4.5000%  | 4.5000% | $3072.00           | $2515.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-09-01      | 5.0000%  | 5.0000% | $8016.00           | $5935.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 5.0000%  | 5.0000% | $2000.00           | $1058.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-08-01      | 5.0000%  | 5.0000% | $1090.00           | $784.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-08-01      | 5.0000%  | 5.0000% | $1000.00           | $691.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-01-01      | 6.5000%  | 6.5000% | $1000.00           | $712.22            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-04-01      | 5.0000%  | 5.0000% | $4032.00           | $3578.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-03-01      | 6.0000%  | 6.0000% | $1408.00           | $666.48            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 5.5000%  | 5.5000% | $1000.00           | $995.53            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 5.0000%  | 5.0000% | $1008.00           | $997.01            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-05-01      | 5.0000%  | 5.0000% | $30259.00          | $30600.77          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-02-01      | 6.0000%  | 6.0000% | $1000.00           | $775.15            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-12-01      | 6.0000%  | 6.0000% | $1024.00           | $1048.46           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 5.5000%  | 5.5000% | $11663080.00       | $11957638.65       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-02-01      | 5.5000%  | 5.5000% | $1000.00           | $1025.84           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-03-15      | 4.0000%  | 4.0000% | $1404.00           | $54.15             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-07-20      | 4.0000%  | 4.0000% | $183968.00         | $8748.84           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-02-20      | 4.0000%  | 4.0000% | $315310.00         | $30843.06          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-09-15      | 4.5000%  | 4.5000% | $5428.00           | $317.02            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-09-15      | 4.5000%  | 4.5000% | $1595396.00        | $169880.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-02-15      | 4.0000%  | 4.0000% | $63499.00          | $5034.35           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-12-15      | 4.0000%  | 4.0000% | $6865989.00        | $937027.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-09-15      | 3.0000%  | 3.0000% | $14798.00          | $1146.93           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-03-20      | 3.5000%  | 3.5000% | $1000.00           | $89.03             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-04-20      | 4.0000%  | 4.0000% | $186784.00         | $9786.82           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2044-06-20      | 3.5000%  | 3.5000% | $299193.00         | $20191.49          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2044-08-20      | 3.5000%  | 3.5000% | $1000.00           | $71.97             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2044-10-20      | 3.5000%  | 3.5000% | $3144.00           | $229.11            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-03-20      | 3.5000%  | 3.5000% | $221000.00         | $21529.23          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2030-04-20      | 3.0000%  | 3.0000% | $1000.00           | $43.35             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-09-20      | 4.0000%  | 4.0000% | $12188120.00       | $857054.81         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-10-20      | 3.5000%  | 3.5000% | $583880.00         | $53555.86          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-12-20      | 3.0000%  | 3.0000% | $1000.00           | $111.81            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-01-20      | 4.0000%  | 4.0000% | $986029.00         | $82130.55          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-04-20      | 5.0000%  | 5.0000% | $309000.00         | $27412.55          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-09-20      | 3.0000%  | 3.0000% | $1005.00           | $126.07            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-02-20      | 3.5000%  | 3.5000% | $1047000.00        | $88825.03          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-10-20      | 3.0000%  | 3.0000% | $219000.00         | $29046.97          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-10-20      | 4.5000%  | 4.5000% | $1000.00           | $85.67             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-04-20      | 3.0000%  | 3.0000% | $281335.00         | $43051.05          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-06-20      | 4.0000%  | 4.0000% | $1676998.00        | $147897.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-11-20      | 3.5000%  | 3.5000% | $1492998.00        | $119523.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-09-20      | 4.0000%  | 4.0000% | $3334224.00        | $309609.16         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-11-20      | 6.5000%  | 6.5000% | $45000.00          | $7033.11           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-12-20      | 4.5000%  | 4.5000% | $1532.00           | $102.12            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-03-20      | 4.5000%  | 4.5000% | $1000.00           | $73.54             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-03-20      | 5.5000%  | 5.5000% | $777349.00         | $60347.40          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-03-20      | 5.0000%  | 5.0000% | $1000.00           | $74.12             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-06-20      | 4.5000%  | 4.5000% | $1628332.00        | $171735.66         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-07-20      | 3.5000%  | 3.5000% | $1995770.00        | $65692.75          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-07-20      | 3.0000%  | 3.0000% | $875004.00         | $117720.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-02-20      | 3.0000%  | 3.0000% | $514811.00         | $81053.64          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-05-20      | 4.5000%  | 4.5000% | $918855.00         | $102922.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-05-20      | 4.5000%  | 4.5000% | $1000.00           | $191.92            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-06-20      | 3.0000%  | 3.0000% | $484988.00         | $121106.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-09-20      | 2.0000%  | 2.0000% | $329581.00         | $148824.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-10-20      | 2.5000%  | 2.5000% | $1000.00           | $388.56            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-12-20      | 2.5000%  | 2.5000% | $1000.00           | $412.20            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-12-20      | 3.5000%  | 3.5000% | $2778924.00        | $953125.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-04-20      | 6.0000%  | 6.0000% | $20000.00          | $11533.79          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-04-20      | 2.5000%  | 2.5000% | $2249730.00        | $1135921.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-04-20      | 3.0000%  | 3.0000% | $271529.00         | $121626.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-05-20      | 2.5000%  | 2.5000% | $1283407.00        | $670450.09         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-05-20      | 3.0000%  | 3.0000% | $1024.00           | $495.08            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-05-20      | 3.5000%  | 3.5000% | $1024.00           | $476.56            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-06-20      | 4.0000%  | 4.0000% | $1040069.00        | $455454.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-07-20      | 3.0000%  | 3.0000% | $258952.00         | $137263.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-02-20      | 5.0000%  | 5.0000% | $48000.00          | $19584.20          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-01-20      | 5.0000%  | 5.0000% | $44000.00          | $20638.87          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-05-20      | 4.5000%  | 4.5000% | $132000.00         | $81172.19          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-03-20      | 3.5000%  | 3.5000% | $1008.00           | $694.98            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-02-20      | 4.0000%  | 4.0000% | $11000.00          | $7237.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-03-01      | 5.0000%  | 5.0000% | $2016.00           | $1914.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-03-01      | 2.0000%  | 2.0000% | $1000.00           | $769.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 5.5000%  | 5.5000% | $1024.00           | $851.35            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-01-01      | 5.5000%  | 5.5000% | $1000.00           | $945.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-05-01      | 5.0000%  | 5.0000% | $2016.00           | $1772.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 6.0000%  | 6.0000% | $6096.00           | $5423.36           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-07-01      | 5.5000%  | 5.5000% | $882724.00         | $868590.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-11-01      | 5.5000%  | 5.5000% | $3125.00           | $3064.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 5.5000%  | 5.5000% | $1024.00           | $1025.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 5.0000%  | 5.0000% | $1024.00           | $1038.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-11-01      | 5.5000%  | 5.5000% | $1008.00           | $1031.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-11-01      | 5.5000%  | 5.5000% | $1000.00           | $1000.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-04-01      | 3.5000%  | 3.5000% | $1000.00           | $938.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-04-01      | 3.0000%  | 3.0000% | $3000.00           | $2704.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 5.0000%  | 5.0000% | $3000.00           | $3037.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-09-01      | 6.5000%  | 6.5000% | $1023.00           | $1070.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-04-01      | 2.5000%  | 2.5000% | $1024.00           | $979.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-06-01      | 6.0000%  | 6.0000% | $1024.00           | $1076.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 5.0000%  | 5.0000% | $1024.00           | $1041.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-02-01      | 5.0000%  | 5.0000% | $1024.00           | $1042.74           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2039-06-01      | 4.5000%  | 4.5000% | $1008.00           | $185.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-08-01      | 3.0000%  | 3.0000% | $1000.00           | $132.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-02-01      | 3.0000%  | 3.0000% | $1000.00           | $227.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-04-01      | 2.5000%  | 2.5000% | $1000.00           | $276.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-04-01      | 3.0000%  | 3.0000% | $1000.00           | $495.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-02-01      | 4.0000%  | 4.0000% | $1000.00           | $444.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-02-01      | 3.5000%  | 3.5000% | $1000.00           | $64.10             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-09-01      | 3.0000%  | 3.0000% | $1000.00           | $240.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-05-01      | 4.0000%  | 4.0000% | $2050.00           | $719.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-02-01      | 3.0000%  | 3.0000% | $1000.00           | $533.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-01-01      | 2.0000%  | 2.0000% | $1000.00           | $527.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-05-01      | 2.0000%  | 2.0000% | $1000.00           | $423.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-02-01      | 3.5000%  | 3.5000% | $1024.00           | $516.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-08-01      | 5.0000%  | 5.0000% | $1000.00           | $753.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-09-01      | 5.0000%  | 5.0000% | $1024.00           | $792.86            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-08-01      | 4.0000%  | 4.0000% | $1000.00           | $744.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-05-01      | 5.5000%  | 5.5000% | $545590.00         | $411590.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-11-01      | 6.5000%  | 6.5000% | $10380.00          | $7929.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-08-01      | 3.5000%  | 3.5000% | $4429.00           | $3390.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-10-01      | 4.0000%  | 4.0000% | $1000.00           | $799.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 6.5000%  | 6.5000% | $2000.00           | $1187.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-11-01      | 5.0000%  | 5.0000% | $3088.00           | $2642.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 4.5000%  | 4.5000% | $3032.00           | $2979.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 6.0000%  | 6.0000% | $4252.00           | $4410.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-11-01      | 5.5000%  | 5.5000% | $2048.00           | $2071.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-02-01      | 5.0000%  | 5.0000% | $1117415.00        | $1131422.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-09-01      | 4.0000%  | 4.0000% | $2000.00           | $72.40             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2038-02-01      | 6.0000%  | 6.0000% | $53518.00          | $367.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-07-01      | 3.5000%  | 3.5000% | $26438326.00       | $2821862.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-08-01      | 3.5000%  | 3.5000% | $1000.00           | $68.78             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-10-01      | 4.5000%  | 4.5000% | $2009.00           | $1522.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-12-01      | 5.0000%  | 5.0000% | $7895946.00        | $6140152.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-08-01      | 5.0000%  | 5.0000% | $748924.00         | $618185.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 5.0000%  | 5.0000% | $1585968.00        | $1516346.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-03-01      | 5.5000%  | 5.5000% | $1120.00           | $66.76             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 6.5000%  | 6.5000% | $1000.00           | $912.75            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 6.0000%  | 6.0000% | $1004.00           | $929.51            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-07-01      | 6.5000%  | 6.5000% | $1000.00           | $1016.36           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-07-01      | 5.5000%  | 5.5000% | $10569.00          | $10750.21          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 6.5000%  | 6.5000% | $1000.00           | $1046.14           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 6.0000%  | 6.0000% | $1000.00           | $1035.34           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 5.0000%  | 5.0000% | $1000.00           | $1002.00           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 5.5000%  | 5.5000% | $1064.00           | $1056.11           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 5.0000%  | 5.0000% | $1000.00           | $1003.30           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2060-04-15      | 5.7300%  | 5.7300% | $243730.00         | $260839.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2064-12-15      | 6.0300%  | 6.0300% | $79630.00          | $86391.28          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2066-07-15      | 5.3490%  | 5.3490% | $43504.00          | $45505.57          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-11-20      | 5.0000%  | 5.0000% | $1074744.00        | $1068877.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2059-12-15      | 4.9600%  | 4.9600% | $45050.00          | $45795.39          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2059-12-15      | 5.4000%  | 5.4000% | $325983.00         | $341289.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-01-20      | 5.0000%  | 5.0000% | $102347.00         | $101028.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-01-20      | 5.0000%  | 5.0000% | $1000.00           | $960.46            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-05-20      | 6.5000%  | 6.5000% | $1000.00           | $1045.10           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-06-20      | 6.5000%  | 6.5000% | $836184.00         | $726285.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-04-20      | 6.5000%  | 6.5000% | $37762.00          | $26000.03          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2060-03-15      | 4.9600%  | 4.9600% | $49000.00          | $49907.39          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2065-06-20      | 6.5000%  | 6.5000% | $377860.00         | $395007.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2065-08-15      | 6.2800%  | 6.2800% | $616029.00         | $673830.11         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-04-20      | 6.5000%  | 6.5000% | $1288836.00        | $1033840.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2066-11-15      | 5.7300%  | 5.7300% | $147504.00         | $147874.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2060-07-15      | 5.7000%  | 5.7000% | $333041.00         | $355664.12         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-10-20      | 5.0000%  | 5.0000% | $1009839.00        | $1003834.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2060-06-15      | 5.5990%  | 5.5990% | $498000.00         | $527309.25         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-06-20      | 6.5000%  | 6.5000% | $1548344.00        | $1619388.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-10-20      | 6.0000%  | 6.0000% | $1109134.00        | $1145540.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 5.5000%  | 5.5000% | $1000.00           | $1026.17           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-12-20      | 6.5000%  | 6.5000% | $522790.00         | $549403.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-10-20      | 5.0000%  | 5.0000% | $580420.00         | $585634.62         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-11-20      | 5.5000%  | 5.5000% | $1008.00           | $1031.97           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-09-20      | 6.5000%  | 6.5000% | $1000.00           | $1067.80           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 6.0000%  | 6.0000% | $1000.00           | $1037.93           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 7.5000%  | 7.5000% | $1000.00           | $1041.59           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 7.0000%  | 7.0000% | $23813.00          | $25707.93          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-11-20      | 5.0000%  | 5.0000% | $999348.00         | $1004424.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-11-20      | 5.0000%  | 5.0000% | $919642.00         | $927599.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 5.5000%  | 5.5000% | $1000.00           | $1026.10           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-11-20      | 6.5000%  | 6.5000% | $937738.00         | $984224.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-10-20      | 6.5000%  | 6.5000% | $1000.00           | $1048.82           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 7.5000%  | 7.5000% | $1000.00           | $1089.47           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 6.0000%  | 6.0000% | $1011.00           | $1050.37           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 6.0000%  | 6.0000% | $1000.00           | $1034.76           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 5.5000%  | 5.5000% | $7010.00           | $7189.09           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 5.5000%  | 5.5000% | $1000.00           | $1042.86           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-11-20      | 4.0000%  | 4.0000% | $252717.00         | $231212.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-12-20      | 5.5000%  | 5.5000% | $7811.00           | $6551.71           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-01-20      | 5.5000%  | 5.5000% | $405459.00         | $313183.59         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-01-20      | 5.5000%  | 5.5000% | $1051.00           | $858.81            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-02-20      | 5.5000%  | 5.5000% | $28125.00          | $22933.14          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-07-20      | 4.9810%  | 4.9810% | $36586.00          | $34782.09          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-09-20      | 3.5380%  | 3.5380% | $2104064.00        | $198629.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-07-20      | 3.0000%  | 3.0000% | $100000.00         | $5937.20           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-03-20      | 4.0000%  | 4.0000% | $100327.00         | $15689.84          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 2.9880%  | 2.9880% | $100736.00         | $5795.98           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2043-02-15      | 3.1250%  | 3.1250% | $100.00            | $83.59             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2050-08-15      | 1.3750%  | 1.3750% | $100.00            | $51.52             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-09-30      | 0.3750%  | 0.3750% | $200.00            | $190.98            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-10-31      | 4.8750%  | 4.8750% | $200.00            | $210.57            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-11-30      | 4.3750%  | 4.3750% | $200.00            | $207.14            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-04-15      | 2.1250%  | 2.1250% | $200.00            | $218.29            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-06-15      | 4.6250%  | 4.6250% | $100.00            | $102.36            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2034-11-15      | 4.2500%  | 4.2500% | $100.00            | $103.89            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-11-15      | 4.1250%  | 4.1250% | $100.00            | $102.32            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-04-30      | 3.7500%  | 3.7500% | $100.00            | $101.52            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-05-20      | 5.0000%  | 5.0000% | $16927.00          | $13559.62          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-06-20      | 5.5000%  | 5.5000% | $1024.00           | $745.05            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-06-20      | 5.5000%  | 5.5000% | $1000.00           | $592.74            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-02-20      | 2.5000%  | 2.5000% | $1008.00           | $630.20            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2037-07-20      | 4.0000%  | 4.0000% | $97251.00          | $58446.55          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-08-20      | 5.0000%  | 5.0000% | $42000.00          | $30478.02          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-08-20      | 5.5000%  | 5.5000% | $119000.00         | $73789.68          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-10-20      | 5.5000%  | 5.5000% | $1008.00           | $667.44            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-10-20      | 4.5000%  | 4.5000% | $8888.00           | $6770.30           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-10-20      | 5.0000%  | 5.0000% | $1024.00           | $748.20            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-10-20      | 2.0000%  | 2.0000% | $298000.00         | $173202.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-01-20      | 5.5000%  | 5.5000% | $1000.00           | $642.54            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-01-20      | 6.0000%  | 6.0000% | $15000.00          | $7574.92           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-03-20      | 5.5000%  | 5.5000% | $9000.00           | $6019.87           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-04-20      | 5.5000%  | 5.5000% | $148999.00         | $102356.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-04-20      | 6.0000%  | 6.0000% | $556000.00         | $297508.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-07-20      | 6.5000%  | 6.5000% | $28040.00          | $13443.49          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-08-20      | 4.5000%  | 4.5000% | $105000.00         | $87254.82          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-07-20      | 6.5000%  | 6.5000% | $45000.00          | $18283.62          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-01-20      | 5.0000%  | 5.0000% | $206446.00         | $182083.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-04-20      | 5.5000%  | 5.5000% | $995000.00         | $602430.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-06-20      | 4.0000%  | 4.0000% | $36127.00          | $32139.92          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-01-15      | 4.0000%  | 4.0000% | $185000.00         | $86219.68          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2058-01-15      | 4.4500%  | 4.4500% | $802473.00         | $776710.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2057-12-15      | 4.2100%  | 4.2100% | $1000.00           | $952.23            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2067-03-15      | 5.5800%  | 5.5800% | $1000.00           | $1071.39           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2058-05-15      | 5.1900%  | 5.1900% | $47077.00          | $47728.30          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-01-15      | 4.0000%  | 4.0000% | $98999.00          | $45106.87          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-02-20      | 3.5000%  | 3.5000% | $2880920.00        | $669365.12         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-11-15      | 3.0000%  | 3.0000% | $830000.00         | $307325.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-09-20      | 4.5000%  | 4.5000% | $540740.00         | $204753.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-03-20      | 3.0000%  | 3.0000% | $137000.00         | $49511.49          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-02-20      | 3.0000%  | 3.0000% | $1001.00           | $311.76            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-12-20      | 2.5000%  | 2.5000% | $192000.00         | $109940.01         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-04-20      | 5.5000%  | 5.5000% | $2664990.00        | $833464.51         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-09-20      | 2.5000%  | 2.5000% | $253000.00         | $109453.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-04-20      | 4.0000%  | 4.0000% | $2319296.00        | $768899.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-04-20      | 5.5000%  | 5.5000% | $1000.00           | $412.21            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-05-20      | 2.5000%  | 2.5000% | $689000.00         | $377571.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2058-01-15      | 5.3790%  | 5.3790% | $1000.00           | $1022.90           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-09-15      | 4.3490%  | 4.3490% | $450000.00         | $430985.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2057-08-15      | 3.9400%  | 3.9400% | $1000.00           | $934.98            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-01-20      | 3.0000%  | 3.0000% | $3156712.00        | $810253.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-04-20      | 3.0000%  | 3.0000% | $2850364.00        | $681909.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-12-20      | 4.0000%  | 4.0000% | $1222384.00        | $143833.81         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2044-02-15      | 4.0000%  | 4.0000% | $1285000.00        | $134587.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-03-15      | 4.0000%  | 4.0000% | $515990.00         | $68986.74          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-10-15      | 3.0000%  | 3.0000% | $293181.00         | $145822.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-09-15      | 4.5000%  | 4.5000% | $332862.00         | $263296.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2059-03-15      | 5.2990%  | 5.2990% | $242235.00         | $249698.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2060-01-15      | 5.5300%  | 5.5300% | $367374.00         | $384697.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2058-09-15      | 5.1900%  | 5.1900% | $58670.00          | $59705.82          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2058-04-15      | 4.6690%  | 4.6690% | $304947.00         | $300239.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-01-20      | 6.0000%  | 6.0000% | $1000.00           | $847.04            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2057-11-15      | 6.3790%  | 6.3790% | $108488.00         | $117461.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-06-20      | 5.5000%  | 5.5000% | $30000.00          | $29653.62          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-02-20      | 5.5000%  | 5.5000% | $1232610.00        | $828192.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-03-20      | 5.5000%  | 5.5000% | $592000.00         | $587566.74         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-07-20      | 6.0000%  | 6.0000% | $419574.00         | $328085.26         | Agency Mortgage-Backed Securities |

### Security 3: BANCO SANTANDER SA

- **C.1 - Title:** BANCO SANTANDER SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6V13X6, C.4 - ISIN: 37904, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $376000000.00
- **C.18.a - Value (excl. sponsor support):** $376000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2029-09-30      | 3.8750%  | 3.8750% | $21663900.00       | $22312504.31       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-12-31      | 3.8750%  | 3.8750% | $58945200.00       | $60159975.89       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-31      | 3.5000%  | 3.5000% | $24975000.00       | $25082230.09       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-02-28      | 4.0000%  | 4.0000% | $4100000.00        | $4261209.96        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-03-31      | 3.6250%  | 3.6250% | $5998800.00        | $6114601.95        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-05-15      | 3.3750%  | 3.3750% | $4000000.00        | $3942696.53        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-08-15      | 3.8750%  | 3.8750% | $47187400.00       | $47560960.48       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-08-31      | 4.1250%  | 4.1250% | $10000000.00       | $10456030.49       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-11-30      | 4.3750%  | 4.3750% | $50000000.00       | $52362955.76       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-01-31      | 4.0000%  | 4.0000% | $59029600.00       | $60159923.89       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-02-15      | 4.0000%  | 4.0000% | $5000000.00        | $5068644.83        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-15      | 4.1250%  | 4.1250% | $50000000.00       | $50336070.16       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-03-15      | 4.2500%  | 4.2500% | $34772600.00       | $35702264.48       | U.S. Treasuries (including strips) |

### Security 4: BANCO SANTANDER SA

- **C.1 - Title:** BANCO SANTANDER SA
- **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: BYM6V18A1, C.4 - ISIN: 179743, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-02-20      | 4.7500%  | 4.7500% | $1024.00           | $1026.95           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-12-20      | 4.7500%  | 4.7500% | $5121160.00        | $4830086.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2063-09-16      | 3.0000%  | 3.0000% | $1000.00           | $743.20            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2063-09-16      | 2.0000%  | 2.0000% | $13041584.00       | $7320625.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-09-01      | 6.0000%  | 6.0000% | $550000.00         | $10645.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-07-01      | 2.5000%  | 2.5000% | $79000.00          | $1884.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-01-01      | 4.0000%  | 4.0000% | $49000.00          | $6386.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-11-01      | 3.5000%  | 3.5000% | $40000.00          | $2685.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-09-01      | 3.0000%  | 3.0000% | $50000.00          | $1809.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-06-01      | 3.0000%  | 3.0000% | $136000.00         | $4306.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-10-01      | 4.0000%  | 4.0000% | $69000.00          | $2780.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2038-05-01      | 5.5000%  | 5.5000% | $632958.00         | $5349.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-09-01      | 6.0000%  | 6.0000% | $1000.00           | $12.94             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-08-01      | 4.5000%  | 4.5000% | $1000.00           | $90.59             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-05-01      | 5.0000%  | 5.0000% | $1176630.00        | $4260.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-08-01      | 3.5000%  | 3.5000% | $18000.00          | $14137.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-08-01      | 5.5000%  | 5.5000% | $6000.00           | $4908.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-07-01      | 3.5000%  | 3.5000% | $16000.00          | $9596.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-05-01      | 1.5000%  | 1.5000% | $30672.00          | $15802.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2044-11-01      | 4.0000%  | 4.0000% | $39000.00          | $15892.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-06-01      | 4.0000%  | 4.0000% | $3000.00           | $2289.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-01-01      | 3.0000%  | 3.0000% | $9000.00           | $6194.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-04-01      | 2.5000%  | 2.5000% | $20280.00          | $7448.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-12-01      | 2.5000%  | 2.5000% | $70000.00          | $17786.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-07-01      | 4.0000%  | 4.0000% | $56000.00          | $15434.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-04-01      | 4.0000%  | 4.0000% | $63585.00          | $14568.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-09-01      | 5.0000%  | 5.0000% | $10000.00          | $1732.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-06-01      | 3.0000%  | 3.0000% | $10000.00          | $7636.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-01-01      | 3.0000%  | 3.0000% | $5999.00           | $3861.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-12-01      | 3.0000%  | 3.0000% | $68856.00          | $24930.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-11-01      | 3.0000%  | 3.0000% | $99000.00          | $23879.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-11-01      | 3.0000%  | 3.0000% | $1000.00           | $185.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-08-01      | 6.0000%  | 6.0000% | $554591.00         | $3795.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-01-01      | 6.0000%  | 6.0000% | $1080.00           | $2.33              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-07-01      | 2.5000%  | 2.5000% | $48000.00          | $4894.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-02-01      | 3.5000%  | 3.5000% | $123999.00         | $4298.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-07-01      | 4.0000%  | 4.0000% | $286662.00         | $13551.42          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2038-12-01      | 5.5000%  | 5.5000% | $49999.00          | $1710.70           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2037-02-25      | 5.0000%  | 5.0000% | $1000.00           | $1019.91           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2035-12-25      | 4.3840%  | 4.3840% | $159094920.00      | $160743134.46      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2030-12-25      | 4.2190%  | 4.2190% | $7499950.00        | $7629892.46        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2035-11-26      | 4.2390%  | 4.2390% | $53999900.00       | $54383596.99       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2032-10-25      | 4.1440%  | 4.1440% | $699998.00         | $208280.26         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2032-08-25      | 3.5290%  | 3.5290% | $1859974.00        | $1813663.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2029-06-25      | 2.2970%  | 2.2970% | $499993.00         | $307066.44         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2029-01-25      | 3.5630%  | 3.5630% | $2699990.00        | $2693683.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2028-11-25      | 3.8590%  | 3.8590% | $2499952.00        | $2513554.37        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2028-02-25      | 3.6000%  | 3.6000% | $1602550.00        | $1600349.69        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2027-03-25      | 4.1630%  | 4.1630% | $4747176.00        | $36117.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-03-01      | 6.0000%  | 6.0000% | $5389952.00        | $4702.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-05-01      | 4.4560%  | 4.4560% | $19904832.00       | $39404.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-05-01      | 6.0000%  | 6.0000% | $2200000.00        | $22543.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-05-01      | 4.3680%  | 4.3680% | $26234560.00       | $46498.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-05-01      | 4.5220%  | 4.5220% | $66926240.00       | $90242.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2044-09-01      | 5.5000%  | 5.5000% | $14000.00          | $1277.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-11-01      | 5.5000%  | 5.5000% | $50486.00          | $1371.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-08-01      | 5.5000%  | 5.5000% | $495000.00         | $15790.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2038-06-01      | 5.0000%  | 5.0000% | $1291588.00        | $21121.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2038-02-01      | 6.5000%  | 6.5000% | $215000.00         | $2645.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-08-01      | 5.5000%  | 5.5000% | $4135144.00        | $14342.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-02-01      | 5.5000%  | 5.5000% | $724999.00         | $1824.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-07-01      | 7.0000%  | 7.0000% | $394999.00         | $1338.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-04-01      | 6.0000%  | 6.0000% | $1548658.00        | $2100.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-06-01      | 5.5000%  | 5.5000% | $2102900.00        | $10579.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-12-01      | 5.5000%  | 5.5000% | $789352.00         | $6764.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-09-01      | 6.0000%  | 6.0000% | $625000.00         | $3491.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-01-01      | 6.0000%  | 6.0000% | $613996.00         | $2004.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2056-03-25      | 4.5000%  | 4.5000% | $42343744.00       | $41979079.67       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2056-03-25      | 4.7000%  | 4.7000% | $21000000.00       | $20868752.33       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2038-09-01      | 6.0000%  | 6.0000% | $203000.00         | $1123.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-04-01      | 6.0000%  | 6.0000% | $903996.00         | $1329.01           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-06-01      | 3.0000%  | 3.0000% | $32150720.00       | $13881215.12       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-01-01      | 4.5000%  | 4.5000% | $1443.00           | $1449.89           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-05-01      | 3.3540%  | 3.3540% | $1000000.00        | $98720.00          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-12-01      | 2.7410%  | 2.7410% | $2100000.00        | $1594399.59        | Agency Mortgage-Backed Securities |

### Security 5: BANCO SANTANDER SA

- **C.1 - Title:** BANCO SANTANDER SA
- **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: BYM6V13Z1, C.4 - ISIN: 37904, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $506000000.00
- **C.18.a - Value (excl. sponsor support):** $506000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-11-01      | 2.5000%  | 2.5000% | $2000.00           | $708.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-02-01      | 3.0000%  | 3.0000% | $1004.00           | $210.84            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-05-01      | 3.5000%  | 3.5000% | $1000.00           | $107.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-06-01      | 4.0000%  | 4.0000% | $2525000.00        | $258749.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-06-01      | 3.0000%  | 3.0000% | $1000.00           | $100.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-07-01      | 3.5000%  | 3.5000% | $12338350.00       | $1316918.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-08-01      | 4.0000%  | 4.0000% | $1024.00           | $107.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-09-01      | 3.0000%  | 3.0000% | $1000.00           | $109.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-12-01      | 3.5000%  | 3.5000% | $1024.00           | $131.05            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-11-01      | 4.0000%  | 4.0000% | $1090002.00        | $127120.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-01-01      | 4.0000%  | 4.0000% | $1514992.00        | $190943.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2028-01-01      | 3.0000%  | 3.0000% | $1000.00           | $36.24             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-01-01      | 4.0000%  | 4.0000% | $1493190.00        | $178907.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-04-01      | 3.5000%  | 3.5000% | $12660480.00       | $1613533.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-03-01      | 3.0000%  | 3.0000% | $1001.00           | $108.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2028-05-01      | 3.5000%  | 3.5000% | $1000.00           | $42.70             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-05-01      | 4.0000%  | 4.0000% | $372560.00         | $28613.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-09-01      | 4.0000%  | 4.0000% | $3499003.00        | $249324.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-08-01      | 4.5000%  | 4.5000% | $1000.00           | $131.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-07-01      | 2.0000%  | 2.0000% | $95000.00          | $48470.65          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-07-01      | 2.5000%  | 2.5000% | $1000.00           | $498.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-03-01      | 3.0000%  | 3.0000% | $2000.00           | $160.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-03-01      | 4.0000%  | 4.0000% | $1000.00           | $67.35             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-10-01      | 3.0000%  | 3.0000% | $6840.00           | $553.86            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-11-01      | 3.0000%  | 3.0000% | $1008.00           | $84.04             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-01-01      | 3.0000%  | 3.0000% | $80000.00          | $11815.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-01-01      | 2.5000%  | 2.5000% | $1000.00           | $227.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2030-02-01      | 3.0000%  | 3.0000% | $1000.00           | $124.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-04-01      | 3.0000%  | 3.0000% | $1000.00           | $168.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-04-01      | 4.5000%  | 4.5000% | $1000.00           | $122.84            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-07-01      | 3.0000%  | 3.0000% | $1000.00           | $283.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-08-01      | 2.5000%  | 2.5000% | $1000.00           | $373.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-08-01      | 2.0000%  | 2.0000% | $1000.00           | $459.56            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-09-01      | 2.5000%  | 2.5000% | $1269000.00        | $514104.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-09-01      | 3.0000%  | 3.0000% | $1000.00           | $314.56            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-10-01      | 2.0000%  | 2.0000% | $1000000.00        | $249175.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-11-01      | 2.0000%  | 2.0000% | $1000.00           | $405.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-01-01      | 3.0000%  | 3.0000% | $1000.00           | $396.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-03-01      | 1.5000%  | 1.5000% | $2000.00           | $973.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-03-01      | 2.0000%  | 2.0000% | $1000.00           | $567.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-05-01      | 2.5000%  | 2.5000% | $1000.00           | $555.73            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-04-01      | 6.0000%  | 6.0000% | $1000.00           | $684.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 3.0000%  | 3.0000% | $1008.00           | $747.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-06-01      | 4.5000%  | 4.5000% | $40000.00          | $28923.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 3.5000%  | 3.5000% | $1000.00           | $763.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 4.5000%  | 4.5000% | $1008.00           | $764.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 2.5000%  | 2.5000% | $17853472.00       | $12555259.59       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-12-01      | 4.0000%  | 4.0000% | $9000.00           | $7369.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 4.0000%  | 4.0000% | $24214.00          | $19042.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-01      | 5.0000%  | 5.0000% | $6866400.00        | $5565542.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 5.5000%  | 5.5000% | $1000.00           | $770.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 5.5000%  | 5.5000% | $1000.00           | $768.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 5.5000%  | 5.5000% | $1040.00           | $793.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-01      | 4.5000%  | 4.5000% | $1000.00           | $869.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-11-01      | 5.0000%  | 5.0000% | $1147772.00        | $1005899.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-12-01      | 6.0000%  | 6.0000% | $1024.00           | $645.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-12-01      | 6.5000%  | 6.5000% | $1000.00           | $467.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-12-01      | 4.0000%  | 4.0000% | $21000.00          | $17121.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 5.5000%  | 5.5000% | $1000.00           | $816.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-07-01      | 6.5000%  | 6.5000% | $1447956.00        | $801106.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 6.5000%  | 6.5000% | $1024.00           | $618.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-08-01      | 5.5000%  | 5.5000% | $1000.00           | $657.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 5.5000%  | 5.5000% | $1000.00           | $820.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 6.0000%  | 6.0000% | $27930368.00       | $20170736.40       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-09-01      | 2.5000%  | 2.5000% | $137599197.00      | $56783168.81       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-10-01      | 2.5000%  | 2.5000% | $94423999.00       | $39616136.00       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-10-01      | 2.0000%  | 2.0000% | $77358501.00       | $38369118.70       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-01      | 5.0000%  | 5.0000% | $62177645.00       | $57759100.58       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-01      | 5.0000%  | 5.0000% | $4382468.00        | $4442454.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2045-08-01      | 4.0000%  | 4.0000% | $148029902.00      | $42569383.30       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-01      | 5.0000%  | 5.0000% | $41882691.00       | $42407727.62       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-02-01      | 7.0000%  | 7.0000% | $2000.00           | $1114.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-02-01      | 7.0000%  | 7.0000% | $1000.00           | $898.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-02-01      | 7.0000%  | 7.0000% | $1001.00           | $873.75            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-02-01      | 5.5000%  | 5.5000% | $1000.00           | $9.35              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-01-01      | 5.5000%  | 5.5000% | $2002.00           | $17.69             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-06-01      | 6.0000%  | 6.0000% | $1000.00           | $48.02             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-08-01      | 4.5000%  | 4.5000% | $4390000.00        | $397700.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-08-01      | 4.0000%  | 4.0000% | $198000.00         | $37445.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-02-01      | 4.5000%  | 4.5000% | $1942974.00        | $182187.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-04-01      | 6.0750%  | 6.0750% | $32498000.00       | $133892.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-04-01      | 6.1200%  | 6.1200% | $1002.00           | $26.21             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-11-01      | 5.7000%  | 5.7000% | $1000.00           | $23.09             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-02-01      | 6.0000%  | 6.0000% | $1000.00           | $94.61             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-02-01      | 5.5990%  | 5.5990% | $2001.00           | $130.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2028-03-01      | 5.0000%  | 5.0000% | $19996904.00       | $27150.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-06-01      | 4.5000%  | 4.5000% | $1005.00           | $40.40             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-09-01      | 4.0000%  | 4.0000% | $9417000.00        | $340928.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-04-01      | 6.0000%  | 6.0000% | $1071.00           | $12.98             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-09-01      | 6.0000%  | 6.0000% | $1000.00           | $18.12             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-11-01      | 6.5000%  | 6.5000% | $1000.00           | $22.31             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-02-01      | 6.0000%  | 6.0000% | $2234.00           | $15.32             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-07-01      | 5.5000%  | 5.5000% | $8895000.00        | $130128.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2029-05-01      | 5.5000%  | 5.5000% | $97702.00          | $296.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-03-01      | 4.5000%  | 4.5000% | $1000.00           | $60.93             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-02-01      | 3.5000%  | 3.5000% | $2000.00           | $280.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2027-01-01      | 3.0000%  | 3.0000% | $1011.00           | $4.77              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-03-01      | 3.5000%  | 3.5000% | $1120.00           | $154.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-10-01      | 3.0000%  | 3.0000% | $1000.00           | $185.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-11-01      | 3.5000%  | 3.5000% | $1000.00           | $155.66            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2028-01-01      | 2.0000%  | 2.0000% | $1000.00           | $22.08             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-02-01      | 3.0000%  | 3.0000% | $1998000.00        | $213032.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-02-01      | 3.5000%  | 3.5000% | $1000.00           | $171.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-01      | 3.5000%  | 3.5000% | $2816202.00        | $611674.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-06-01      | 3.0000%  | 3.0000% | $1000.00           | $206.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-07-01      | 4.5000%  | 4.5000% | $1000.00           | $34.20             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-10-01      | 4.5000%  | 4.5000% | $1000.00           | $47.02             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2030-03-01      | 4.5000%  | 4.5000% | $1003.00           | $12.55             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-05-01      | 4.5000%  | 4.5000% | $1000.00           | $26.62             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-06-01      | 3.5000%  | 3.5000% | $2000.00           | $121.04            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-03-01      | 3.5000%  | 3.5000% | $1023.00           | $164.73            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-05-01      | 3.5000%  | 3.5000% | $1007.00           | $144.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2028-05-01      | 2.5000%  | 2.5000% | $1000.00           | $31.40             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2028-04-01      | 3.0000%  | 3.0000% | $1000.00           | $27.80             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-08-01      | 3.0000%  | 3.0000% | $1000.00           | $111.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-08-01      | 3.5000%  | 3.5000% | $1000.00           | $169.01            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-04-01      | 4.0000%  | 4.0000% | $24997000.00       | $3439251.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-05-01      | 4.0000%  | 4.0000% | $1024.00           | $138.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2029-12-01      | 3.5000%  | 3.5000% | $649390.00         | $47509.61          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2030-06-01      | 2.5000%  | 2.5000% | $1000.00           | $58.95             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-01-01      | 3.5000%  | 3.5000% | $2245000.00        | $255295.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-10-01      | 4.0000%  | 4.0000% | $98951865.00       | $10011177.66       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-11-01      | 4.5000%  | 4.5000% | $9148.00           | $1032.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-01-01      | 4.0000%  | 4.0000% | $8630952.00        | $188057.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-01-01      | 4.5000%  | 4.5000% | $1000.00           | $51.33             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2029-02-01      | 3.5000%  | 3.5000% | $1000.00           | $45.91             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-02-01      | 3.0000%  | 3.0000% | $1000.00           | $74.25             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-09-01      | 3.5000%  | 3.5000% | $1000.00           | $159.06            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-04-01      | 5.0000%  | 5.0000% | $17798387.00       | $17550115.13       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-04-01      | 6.5000%  | 6.5000% | $1056222.00        | $842376.50         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-04-01      | 5.5000%  | 5.5000% | $6000.00           | $5721.94           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-03-01      | 6.5000%  | 6.5000% | $120078.00         | $48711.25          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-04-01      | 7.0000%  | 7.0000% | $1000.00           | $977.46            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-03-01      | 6.5000%  | 6.5000% | $1000.00           | $501.98            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-03-01      | 6.0000%  | 6.0000% | $1024.00           | $692.67            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-02-01      | 5.0000%  | 5.0000% | $11627488.00       | $11168027.68       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-11-01      | 5.0000%  | 5.0000% | $3128380.00        | $3121077.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-02-01      | 5.5000%  | 5.5000% | $2565736.00        | $2379114.71        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-02-01      | 6.0000%  | 6.0000% | $1024.00           | $890.50            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-01-01      | 7.0000%  | 7.0000% | $1000.00           | $841.61            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-02-01      | 6.0000%  | 6.0000% | $1000.00           | $989.74            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-01-01      | 6.0000%  | 6.0000% | $11519584.00       | $10440015.64       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-01-01      | 4.0000%  | 4.0000% | $3695776.00        | $3510983.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-01-01      | 5.5000%  | 5.5000% | $1000.00           | $801.43            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-01-01      | 6.5000%  | 6.5000% | $12556520.00       | $9380117.59        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-12-01      | 6.5000%  | 6.5000% | $1000.00           | $1053.16           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-11-01      | 5.0000%  | 5.0000% | $1000.00           | $981.68            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-12-01      | 5.5000%  | 5.5000% | $96561.00          | $87897.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-10-01      | 5.5000%  | 5.5000% | $1000.00           | $21.15             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-01      | 5.0000%  | 5.0000% | $1024.00           | $1031.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-01      | 6.5000%  | 6.5000% | $1008.00           | $1051.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-01      | 6.0000%  | 6.0000% | $1872098.00        | $1905594.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2045-12-01      | 5.5000%  | 5.5000% | $1008.00           | $988.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-12-01      | 4.5000%  | 4.5000% | $26143168.00       | $25330533.61       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-01      | 4.5000%  | 4.5000% | $82000.00          | $80894.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-01      | 6.0000%  | 6.0000% | $4713448.00        | $4786155.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2045-10-01      | 5.0000%  | 5.0000% | $1000.00           | $954.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-10-01      | 4.5000%  | 4.5000% | $1000.00           | $942.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-01      | 6.0000%  | 6.0000% | $42069974.00       | $40067848.08       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-01      | 5.0000%  | 5.0000% | $1000.00           | $989.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-09-01      | 5.5000%  | 5.5000% | $148957.00         | $128561.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-01      | 6.0000%  | 6.0000% | $23416000.00       | $21673851.14       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 6.5000%  | 6.5000% | $25519616.00       | $20418841.76       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 7.5000%  | 7.5000% | $1000.00           | $758.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 6.0000%  | 6.0000% | $1024.00           | $810.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-01      | 6.0000%  | 6.0000% | $304884.00         | $228619.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2045-02-01      | 5.5000%  | 5.5000% | $1000.00           | $741.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-12-01      | 5.5000%  | 5.5000% | $1001.00           | $788.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 7.0000%  | 7.0000% | $1000.00           | $563.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-11-01      | 5.0000%  | 5.0000% | $1000.00           | $713.44            | Agency Mortgage-Backed Securities |

### Security 6: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6V6AB5, C.4 - ISIN: 563, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.4000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2053-02-15      | 1.5000%  | 1.5000% | $100.00            | $88.57             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-05-15      | 3.6250%  | 3.6250% | $49999800.00       | $42461948.38       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-08-15      | 4.2500%  | 4.2500% | $32322600.00       | $30323991.49       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-11-15      | 4.5000%  | 4.5000% | $61999600.00       | $61360333.08       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-11-15      | 4.6250%  | 4.6250% | $50000000.00       | $51130014.64       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-02-15      | 4.6250%  | 4.6250% | $50000000.00       | $49936857.45       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-02-15      | 4.7500%  | 4.7500% | $5551000.00        | $5698038.13        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-05-15      | 4.7500%  | 4.7500% | $49523500.00       | $51072268.66       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-05-15      | 5.0000%  | 5.0000% | $11006700.00       | $11793454.96       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-01-15      | 0.1250%  | 0.1250% | $100.00            | $121.61            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-11-15      | 4.1250%  | 4.1250% | $100.00            | $103.62            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-15      | 2.1250%  | 2.1250% | $100.00            | $109.14            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-06-30      | 4.2500%  | 4.2500% | $35800.00          | $36963.62          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-10-31      | 4.1250%  | 4.1250% | $100.00            | $103.63            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-04-15      | 1.6250%  | 1.6250% | $70000000.00       | $73190424.48       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-07-15      | 1.8750%  | 1.8750% | $77440000.00       | $79999943.60       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-09-30      | 3.5000%  | 3.5000% | $2814500.00        | $2857615.54        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-31      | 3.7210%  | 3.7210% | $50000000.00       | $50137674.98       | U.S. Treasuries (including strips) |

### Security 7: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL
- **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: BYM6V1AM2, C.4 - ISIN: 563, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 1.4880%  | 1.4880% | $95000000.00       | $3410766.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-02-20      | 1.6380%  | 1.6380% | $100000000.00      | $5618615.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 2.8880%  | 2.8880% | $70000000.00       | $1798521.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 1.5880%  | 1.5880% | $200000000.00      | $3322771.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 1.5880%  | 1.5880% | $180000000.00      | $2646318.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-12-20      | 1.7380%  | 1.7380% | $100000000.00      | $2337499.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-08-20      | 2.3380%  | 2.3380% | $41666065.00       | $2326211.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 2.3380%  | 2.3380% | $133333334.00      | $7358893.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-05-20      | 3.5380%  | 3.5380% | $50000000.00       | $2351729.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-05-20      | 3.4880%  | 3.4880% | $73861909.00       | $3125212.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 1.6880%  | 1.6880% | $122495781.00      | $2534830.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 1.7880%  | 1.7880% | $200000000.00      | $6146053.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 2.3380%  | 2.3380% | $100000000.00      | $5561213.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 2.3280%  | 2.3280% | $28000000.00       | $1796340.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 3.3880%  | 3.3880% | $60000000.00       | $2106717.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-01-20      | 2.2880%  | 2.2880% | $100000000.00      | $2772839.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-11-20      | 3.2380%  | 3.2380% | $75000000.00       | $1560115.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-09-20      | 2.0380%  | 2.0380% | $100000000.00      | $1920222.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-09-20      | 2.3380%  | 2.3380% | $100000000.00      | $2114310.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-09-20      | 2.0380%  | 2.0380% | $100000000.00      | $1920141.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-09-20      | 2.0380%  | 2.0380% | $100000000.00      | $1916227.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2063-09-20      | 2.7880%  | 2.7880% | $153709668.00      | $6380826.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 1.7380%  | 1.7380% | $100000000.00      | $1116180.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-08-20      | 3.0380%  | 3.0380% | $80000000.00       | $1886740.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-08-20      | 2.2880%  | 2.2880% | $75000000.00       | $1903298.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-08-20      | 2.2880%  | 2.2880% | $100000000.00      | $2069593.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-05-20      | 1.8880%  | 1.8880% | $100000000.00      | $1593115.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-02-20      | 2.0880%  | 2.0880% | $42550629.00       | $2100820.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-02-20      | 2.6380%  | 2.6380% | $48016843.00       | $1980734.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 2.5380%  | 2.5380% | $44444445.00       | $2100963.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-05-20      | 0.0000%  | 0.0000% | $100000000.00      | $1210388.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-03-20      | 0.0000%  | 0.0000% | $85000000.00       | $507866.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-10-20      | 1.1470%  | 1.1470% | $58665655.00       | $4568594.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-08-20      | 0.9560%  | 0.9560% | $42998198.00       | $2619217.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-11-20      | 0.6970%  | 0.6970% | $64110827.00       | $3274864.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-12-20      | 2.6080%  | 2.6080% | $50013993.00       | $1949902.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-01-20      | 0.0000%  | 0.0000% | $50000000.00       | $624616.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-12-20      | 3.5000%  | 3.5000% | $30000000.00       | $3633679.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-10-20      | 2.5000%  | 2.5000% | $38196774.00       | $2988830.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-05-20      | 0.6320%  | 0.6320% | $31000000.00       | $1418140.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-01-20      | 0.8560%  | 0.8560% | $105727345.00      | $5328375.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-03-20      | 0.8810%  | 0.8810% | $134814450.00      | $6726031.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-10-20      | 0.5220%  | 0.5220% | $40000000.00       | $1620682.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-07-20      | 0.1520%  | 0.1520% | $74679076.00       | $1684107.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-07-20      | 0.2220%  | 0.2220% | $64199705.00       | $1155769.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-07-16      | 4.2500%  | 4.2500% | $25500000.00       | $1922106.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-07-20      | 3.0000%  | 3.0000% | $121122886.00      | $13836743.04       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-06-20      | 2.5000%  | 2.5000% | $54750000.00       | $4021858.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-04-20      | 0.0000%  | 0.0000% | $50000000.00       | $37650.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-04-20      | 4.0000%  | 4.0000% | $45331651.00       | $4750545.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-05-20      | 0.0000%  | 0.0000% | $100000000.00      | $32545.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-05-20      | 0.0000%  | 0.0000% | $148687743.00      | $149577.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-05-20      | 3.5000%  | 3.5000% | $36469061.00       | $4025809.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-11-20      | 1.5120%  | 1.5120% | $72500000.00       | $2491652.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-12-20      | 2.3180%  | 2.3180% | $91000000.00       | $1752879.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-11-20      | 2.2550%  | 2.2550% | $21500000.00       | $1039872.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-03-20      | 0.4640%  | 0.4640% | $37155000.00       | $853853.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-07-20      | 1.9910%  | 1.9910% | $50000000.00       | $1783261.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-05-20      | 1.2260%  | 1.2260% | $35000000.00       | $885474.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-12-20      | 2.3600%  | 2.3600% | $15068715.00       | $159679.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-04-20      | 2.5190%  | 2.5190% | $13000000.00       | $60050.69          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-07-25      | 4.0000%  | 4.0000% | $31000000.00       | $5631147.16        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-04-25      | 3.5000%  | 3.5000% | $15000000.00       | $2480972.42        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 7.0000%  | 7.0000% | $2433771.00        | $2158050.69        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2051-03-01      | 2.0000%  | 2.0000% | $100000000.00      | $10807601.07       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-02-01      | 5.5000%  | 5.5000% | $7123279.00        | $7285007.50        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2031-03-25      | 4.0000%  | 4.0000% | $73000000.00       | $72794350.88       | Agency Collateralized Mortgage Obligation |

### Security 8: BANK OF NOVA SCOTIA

- **C.1 - Title:** BANK OF NOVA SCOTIA
- **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: BYM6V11L4, C.4 - ISIN: 571, C.3 - LEI: L319ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2048-07-01      | 4.5000%  | 4.5000% | $1293.00           | $301.97            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2029-09-01      | 3.5000%  | 3.5000% | $2000.00           | $103.51            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-07-01      | 5.5000%  | 5.5000% | $5711367.00        | $4790264.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-02-01      | 3.0000%  | 3.0000% | $80464.00          | $62095.47          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-01-01      | 5.5000%  | 5.5000% | $3220051.00        | $3004780.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2051-10-01      | 2.0000%  | 2.0000% | $14999.00          | $9451.62           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-09-01      | 6.0000%  | 6.0000% | $2080017.00        | $1892849.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-07-01      | 4.0000%  | 4.0000% | $1860.00           | $100.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-11-01      | 3.5000%  | 3.5000% | $1056.00           | $333.35            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-03-01      | 4.0000%  | 4.0000% | $1648139.00        | $540687.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-06-01      | 4.0000%  | 4.0000% | $21000.00          | $6126.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-01      | 5.5000%  | 5.5000% | $2732203.00        | $2841172.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 6.5000%  | 6.5000% | $409253.00         | $279840.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-04-01      | 5.5000%  | 5.5000% | $1060640.00        | $847764.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 6.0000%  | 6.0000% | $36568524.00       | $31649872.49       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 5.5000%  | 5.5000% | $106641279.00      | $90610374.22       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-01      | 5.0000%  | 5.0000% | $3211139.00        | $3247268.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-01      | 5.0000%  | 5.0000% | $10478288.00       | $10602949.47       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-01      | 5.0000%  | 5.0000% | $1024.00           | $785.30            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-02-01      | 6.0000%  | 6.0000% | $34527711.00       | $32367211.55       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-07-01      | 6.5000%  | 6.5000% | $36247101.00       | $30827417.20       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-11-01      | 3.5000%  | 3.5000% | $32427103.00       | $30285020.39       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-10-01      | 6.0000%  | 6.0000% | $33478985.00       | $29752590.97       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-09-01      | 5.5000%  | 5.5000% | $33563485.00       | $31791138.44       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-01-01      | 6.5000%  | 6.5000% | $376887.00         | $314207.37         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-06-01      | 6.5000%  | 6.5000% | $1024.00           | $934.61            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-08-01      | 5.5000%  | 5.5000% | $367040.00         | $367943.15         | Agency Mortgage-Backed Securities |

### Security 9: BANK OF NOVA SCOTIA

- **C.1 - Title:** BANK OF NOVA SCOTIA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6V13U2, C.4 - ISIN: 571, C.3 - LEI: L319ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $139000000.00
- **C.18.a - Value (excl. sponsor support):** $139000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2026-07-31      | 0.6250%  | 0.6250% | $4324.88           | $4271.44           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-07-31      | 1.0000%  | 1.0000% | $404688.57         | $382147.76         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-31      | 0.7500%  | 0.7500% | $969266.85         | $958760.27         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-15      | 0.1250%  | 0.1250% | $11219067.28       | $13327196.67       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-30      | 1.2500%  | 1.2500% | $18705.42          | $18435.25          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-03-31      | 2.3750%  | 2.3750% | $189079.71         | $184847.55         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-30      | 2.7500%  | 2.7500% | $3.97              | $3.97              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-07-15      | 0.6250%  | 0.6250% | $3923346.48        | $4198058.12        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-31      | 2.7500%  | 2.7500% | $555.99            | $551.37            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-08-31      | 3.1250%  | 3.1250% | $9094.57           | $9122.91           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-02-15      | 3.5000%  | 3.5000% | $778570.77         | $765724.52         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-02-29      | 4.0000%  | 4.0000% | $3.97              | $4.09              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-15      | 4.6250%  | 4.6250% | $467317.99         | $477215.70         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-15      | 3.7500%  | 3.7500% | $397.14            | $402.64            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-04-30      | 3.5000%  | 3.5000% | $7.94              | $8.01              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-15      | 3.6250%  | 3.6250% | $4372.54           | $4417.24           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-06-30      | 3.7500%  | 3.7500% | $55576.17          | $56341.91          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-31      | 4.3750%  | 4.3750% | $3.97              | $4.14              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-09-30      | 4.6250%  | 4.6250% | $596826.28         | $634532.01         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-31      | 4.8750%  | 4.8750% | $397138.88         | $417698.19         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-15      | 2.3750%  | 2.3750% | $7823.71           | $8676.53           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-11-15      | 4.5000%  | 4.5000% | $6001511.65        | $6338845.68        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-15      | 4.6250%  | 4.6250% | $15548817.99       | $15860498.60       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-30      | 4.3750%  | 4.3750% | $2242161.34        | $2319478.05        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-12-31      | 3.7500%  | 3.7500% | $108610.62         | $110102.75         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-02-28      | 4.2500%  | 4.2500% | $1128612.48        | $1185697.25        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-05-15      | 4.3750%  | 4.3750% | $5615643.68        | $5875755.02        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-05-31      | 4.5000%  | 4.5000% | $1807941.22        | $1884042.44        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-05-31      | 4.6250%  | 4.6250% | $7125719.82        | $7544294.43        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-06-30      | 4.2500%  | 4.2500% | $39.71             | $40.93             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-07-31      | 4.3750%  | 4.3750% | $59495.97          | $59861.46          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-08-15      | 3.8750%  | 3.8750% | $124821.99         | $124621.60         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-31      | 3.7500%  | 3.7500% | $27.79             | $28.32             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-09-15      | 3.3750%  | 3.3750% | $3.97              | $4.02              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-09-30      | 3.5000%  | 3.5000% | $128237.42         | $130061.23         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-09-30      | 3.5000%  | 3.5000% | $16525.11          | $16747.75          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-31      | 4.1250%  | 4.1250% | $1000.79           | $1017.42           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-15      | 4.1250%  | 4.1250% | $2382825.37        | $2436464.74        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-15      | 4.1250%  | 4.1250% | $3.97              | $4.06              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-30      | 4.2500%  | 4.2500% | $714817.42         | $725576.49         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-12-15      | 4.0000%  | 4.0000% | $3.97              | $4.04              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-15      | 4.2500%  | 4.2500% | $1985714.28        | $2023737.42        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-01-31      | 4.2500%  | 4.2500% | $13860285.71       | $14266944.96       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-01-31      | 4.3750%  | 4.3750% | $745873.99         | $775204.09         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-03-31      | 4.1250%  | 4.1250% | $382182.48         | $397336.26         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-03-31      | 4.0000%  | 4.0000% | $1129950.85        | $1168090.67        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-05-15      | 4.2500%  | 4.2500% | $7.94              | $8.20              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-05-31      | 4.0000%  | 4.0000% | $816128.57         | $838580.44         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-06-15      | 3.8750%  | 3.8750% | $2401002.59        | $2442606.56        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-06-30      | 4.0000%  | 4.0000% | $17053.31          | $17421.81          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-07-31      | 3.8750%  | 3.8750% | $3971428.57        | $4034416.19        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-07-15      | 1.8750%  | 1.8750% | $6719800.11        | $6924019.79        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-31      | 3.6250%  | 3.6250% | $1674393.99        | $1707772.81        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-09-15      | 3.3750%  | 3.3750% | $865775.39         | $877469.67         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-15      | 3.5000%  | 3.5000% | $9710230.22        | $9818841.56        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-11-30      | 3.7500%  | 3.7500% | $992857.14         | $1000719.53        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-06      | 0.0000%  | 0.0000% | $39.71             | $39.09             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-27      | 0.0000%  | 0.0000% | $55.59             | $54.15             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-07      | 0.0000%  | 0.0000% | $47.65             | $47.46             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-21      | 0.0000%  | 0.0000% | $31.77             | $30.79             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-02-15      | 4.6250%  | 4.6250% | $19.85             | $20.49             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-02-15      | 2.1250%  | 2.1250% | $208658.85         | $317904.45         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-05-15      | 4.3750%  | 4.3750% | $598796.11         | $608017.01         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-11-15      | 3.1250%  | 3.1250% | $3.97              | $3.40              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-02-15      | 3.1250%  | 3.1250% | $7.94              | $6.60              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-05-15      | 2.8750%  | 2.8750% | $47.65             | $38.39             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-08-15      | 3.6250%  | 3.6250% | $3.97              | $3.52              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-02-15      | 3.6250%  | 3.6250% | $3.97              | $3.50              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-02-15      | 2.5000%  | 2.5000% | $15.88             | $11.60             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-02-15      | 0.7500%  | 0.7500% | $2682862.82        | $2789896.92        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2047-02-15      | 3.0000%  | 3.0000% | $3.97              | $3.08              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-02-15      | 3.0000%  | 3.0000% | $28526.77          | $21707.97          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-11-15      | 2.3750%  | 2.3750% | $23.82             | $15.99             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-02-15      | 2.0000%  | 2.0000% | $67.51             | $41.08             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-02-15      | 0.2500%  | 0.2500% | $5613459.39        | $4252717.66        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-05-15      | 1.2500%  | 1.2500% | $15.88             | $7.95              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-02-15      | 1.8750%  | 1.8750% | $7.94              | $4.61              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-08-15      | 2.0000%  | 2.0000% | $63.54             | $37.81             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-11-15      | 1.8750%  | 1.8750% | $59.57             | $34.49             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-02-15      | 2.3750%  | 2.3750% | $3.97              | $3.00              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-05-15      | 2.8750%  | 2.8750% | $7.94              | $5.80              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-05-15      | 3.8750%  | 3.8750% | $39.71             | $36.98             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-08-15      | 4.1250%  | 4.1250% | $7.94              | $7.25              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-02-15      | 4.6250%  | 4.6250% | $3.97              | $3.94              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-02-15      | 2.3750%  | 2.3750% | $545372.45         | $551247.15         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-02-15      | 4.7500%  | 4.7500% | $35.74             | $36.51             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-11-15      | 4.6250%  | 4.6250% | $3097.71           | $3115.14           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-15      | 1.5000%  | 1.5000% | $7.94              | $7.86              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-15      | 0.3750%  | 0.3750% | $3.97              | $5.25              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-15      | 2.2500%  | 2.2500% | $7942.85           | $7807.85           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-15      | 0.5000%  | 0.5000% | $628963.08         | $820158.39         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-06-30      | 1.8750%  | 1.8750% | $11803.08          | $11767.44          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-07-15      | 0.2500%  | 0.2500% | $264099.99         | $327070.50         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-15      | 1.6250%  | 1.6250% | $992853.17         | $993022.46         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-15      | 2.0000%  | 2.0000% | $43.68             | $43.43             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-15      | 2.3750%  | 2.3750% | $222876.57         | $221341.66         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-07-15      | 0.7500%  | 0.7500% | $4111131.51        | $5305591.32        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-07-31      | 1.8750%  | 1.8750% | $43685.71          | $43416.10          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-31      | 1.3750%  | 1.3750% | $14011.19          | $13945.80          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-09-30      | 1.6250%  | 1.6250% | $3.97              | $3.95              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-30      | 1.6250%  | 1.6250% | $11.91             | $11.78             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-12-31      | 1.7500%  | 1.7500% | $1624.31           | $1604.34           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-31      | 1.5000%  | 1.5000% | $107554.22         | $105645.33         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-30      | 0.5000%  | 0.5000% | $5095.34           | $4928.44           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-05-15      | 0.6250%  | 0.6250% | $1444873.22        | $1283445.60        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-31      | 0.5000%  | 0.5000% | $2303.42           | $2221.52           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-07-15      | 0.1250%  | 0.1250% | $1985714.28        | $2411352.98        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-08-15      | 0.6250%  | 0.6250% | $1008937.45        | $887724.90         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-02-15      | 1.1250%  | 1.1250% | $1866.57           | $1660.92           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-03-31      | 1.2500%  | 1.2500% | $2170862.28        | $2086483.25        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-15      | 0.1250%  | 0.1250% | $4744193.11        | $5870345.88        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-07-15      | 0.1250%  | 0.1250% | $458060.59         | $523795.55         | U.S. Treasuries (including strips) |

### Security 10: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC
- **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: BYM6RSHG4, C.4 - ISIN: 179685, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 6.0000%  | 6.0000% | $2158416.00        | $2255887.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-20      | 6.0000%  | 6.0000% | $6263041.00        | $6503032.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-20      | 5.5000%  | 5.5000% | $25003452.00       | $25023905.52       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-20      | 5.0000%  | 5.0000% | $1000.00           | $1003.11           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-20      | 4.5000%  | 4.5000% | $4173179.00        | $4120112.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-20      | 5.5000%  | 5.5000% | $6948071.00        | $7137094.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 5.0000%  | 5.0000% | $6974307.00        | $7050410.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-20      | 5.0000%  | 5.0000% | $1639915.00        | $1659239.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 5.0000%  | 5.0000% | $7013039.00        | $7100831.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-20      | 6.0000%  | 6.0000% | $2495.00           | $2550.98           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2060-12-15      | 5.4000%  | 5.4000% | $2841048.00        | $3003192.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2067-01-15      | 5.2400%  | 5.2400% | $10709076.00       | $11072707.43       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-02-20      | 7.0000%  | 7.0000% | $24098080.00       | $15304661.55       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-20      | 4.0000%  | 4.0000% | $48456704.00       | $44457106.42       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2066-12-15      | 5.7800%  | 5.7800% | $11881400.00       | $12655716.11       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2066-11-15      | 5.6840%  | 5.6840% | $12306532.00       | $13114343.01       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2060-04-15      | 5.7400%  | 5.7400% | $1881.00           | $2009.02           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-11-15      | 4.5000%  | 4.5000% | $5273.00           | $445.82            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-02-20      | 4.0000%  | 4.0000% | $12348176.00       | $11093744.30       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-20      | 5.5000%  | 5.5000% | $13289.00          | $9737.18           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-06-20      | 3.0000%  | 3.0000% | $91373000.00       | $12446457.64       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-11-20      | 3.0000%  | 3.0000% | $1499819.00        | $198161.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-09-20      | 3.5000%  | 3.5000% | $84000.00          | $7699.92           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-10-20      | 3.5000%  | 3.5000% | $300000000.00      | $28200882.06       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-06-01      | 6.5000%  | 6.5000% | $28001911.00       | $22852843.35       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 5.5000%  | 5.5000% | $18080093.00       | $18582609.70       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 5.5000%  | 5.5000% | $18375785.00       | $18748506.33       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 6.0000%  | 6.0000% | $25367060.00       | $26183242.29       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 6.5000%  | 6.5000% | $8022374.00        | $7716417.40        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 6.5000%  | 6.5000% | $30131395.00       | $27012564.49       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 6.5000%  | 6.5000% | $1833205.00        | $1784332.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 6.0000%  | 6.0000% | $14685055.00       | $14830869.61       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 6.0000%  | 6.0000% | $15285283.00       | $15154592.82       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 6.0000%  | 6.0000% | $22193771.00       | $21126753.63       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 6.5000%  | 6.5000% | $24651051.00       | $22612525.55       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 6.5000%  | 6.5000% | $29957623.00       | $31438631.20       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-07-01      | 6.5000%  | 6.5000% | $13636663.00       | $13840157.90       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 6.0000%  | 6.0000% | $14464858.00       | $14540133.88       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 6.0000%  | 6.0000% | $10117959.00       | $9990341.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 6.5000%  | 6.5000% | $26127436.00       | $26760731.16       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 5.5000%  | 5.5000% | $18080093.00       | $18537252.26       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-07-01      | 6.5000%  | 6.5000% | $24513654.00       | $17881525.17       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 5.5000%  | 5.5000% | $36639926.00       | $36581397.76       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-05-01      | 6.0000%  | 6.0000% | $17608630.00       | $15417636.88       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-03-01      | 5.5000%  | 5.5000% | $9987400.00        | $10214156.14       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-07-01      | 2.0000%  | 2.0000% | $1198.00           | $730.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-01-01      | 2.5000%  | 2.5000% | $60000000.00       | $28110457.67       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-02-01      | 3.5000%  | 3.5000% | $79046952.00       | $12478022.58       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 5.5000%  | 5.5000% | $18852637.00       | $14218100.49       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-03-01      | 2.0000%  | 2.0000% | $44100087.00       | $26320478.11       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-07-01      | 5.5000%  | 5.5000% | $34713075.00       | $30643129.26       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-04-01      | 5.5000%  | 5.5000% | $23263541.00       | $20129781.72       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-11-01      | 4.0000%  | 4.0000% | $55462070.00       | $9579348.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 6.5000%  | 6.5000% | $8651051.00        | $8609224.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-07-01      | 3.5000%  | 3.5000% | $125400920.00      | $11809153.97       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-08-01      | 3.0000%  | 3.0000% | $103500000.00      | $14464218.20       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-03-01      | 3.5000%  | 3.5000% | $699000.00         | $122585.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-02-01      | 4.5000%  | 4.5000% | $403102322.00      | $11704581.75       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-07-01      | 6.0000%  | 6.0000% | $17916450.00       | $13030761.15       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-03-01      | 6.0000%  | 6.0000% | $22824166.00       | $16790547.16       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-02-01      | 5.0000%  | 5.0000% | $22464709.00       | $18261877.08       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-01-01      | 5.5000%  | 5.5000% | $27228303.00       | $20044720.54       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-01-01      | 2.5000%  | 2.5000% | $75000000.00       | $44660984.67       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 6.5000%  | 6.5000% | $5000640.00        | $4809388.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-12-01      | 5.5000%  | 5.5000% | $21823228.00       | $18358614.94       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-10-01      | 2.5000%  | 2.5000% | $76100000.00       | $36992815.13       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-12-01      | 6.5000%  | 6.5000% | $7685219.00        | $7127599.22        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 6.5000%  | 6.5000% | $5909179.00        | $4748793.40        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-02-01      | 5.0000%  | 5.0000% | $43388225.00       | $30941411.32       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-02-01      | 5.0000%  | 5.0000% | $15417067.00       | $11814520.05       | Agency Mortgage-Backed Securities |

### Security 11: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC
- **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: BYM6V1AC4, C.4 - ISIN: 179685, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-05-20      | 3.0000%  | 3.0000% | $6181197.00        | $684049.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-05-20      | 4.0000%  | 4.0000% | $6099000.00        | $566779.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-06-20      | 3.0000%  | 3.0000% | $776000.00         | $88474.54          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-06-20      | 3.5000%  | 3.5000% | $25600000.00       | $2762409.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-06-20      | 4.0000%  | 4.0000% | $2693385.00        | $256359.14         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-07-20      | 2.5000%  | 2.5000% | $1800000.00        | $360815.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-07-20      | 3.0000%  | 3.0000% | $54100000.00       | $6382439.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-07-20      | 3.5000%  | 3.5000% | $2842000.00        | $305583.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-07-20      | 4.0000%  | 4.0000% | $2339000.00        | $217788.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-07-20      | 4.5000%  | 4.5000% | $952000.00         | $76927.75          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-08-20      | 3.0000%  | 3.0000% | $3726999.00        | $452581.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-09-20      | 3.0000%  | 3.0000% | $7086259.00        | $888929.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-09-20      | 4.5000%  | 4.5000% | $4100000.00        | $384009.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-10-20      | 2.5000%  | 2.5000% | $500000.00         | $76693.93          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-10-20      | 3.0000%  | 3.0000% | $36573.00          | $4693.22           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-10-20      | 3.5000%  | 3.5000% | $5975000.00        | $737208.63         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-10-20      | 3.0000%  | 3.0000% | $1540381.00        | $203625.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-12-20      | 2.5000%  | 2.5000% | $1593982.00        | $268674.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-11-20      | 3.0000%  | 3.0000% | $1025000.00        | $140012.17         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-12-20      | 3.5000%  | 3.5000% | $1500000.00        | $208067.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-12-20      | 4.0000%  | 4.0000% | $4181232.00        | $441589.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-01-20      | 3.0000%  | 3.0000% | $1926208.00        | $267289.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-01-20      | 3.5000%  | 3.5000% | $98434.00          | $12646.12          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-01-20      | 4.5000%  | 4.5000% | $8726000.00        | $858968.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-02-20      | 3.5000%  | 3.5000% | $17548000.00       | $2128236.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-01-20      | 4.0000%  | 4.0000% | $6398941.00        | $584206.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-03-20      | 4.0000%  | 4.0000% | $4500881.00        | $392496.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-02-20      | 4.5000%  | 4.5000% | $3300000.00        | $257303.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-07-20      | 4.0000%  | 4.0000% | $325000.00         | $28958.05          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-08-20      | 4.0000%  | 4.0000% | $7150000.00        | $664621.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-08-20      | 5.0000%  | 5.0000% | $10539955.00       | $705683.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-06-20      | 5.0000%  | 5.0000% | $5065000.00        | $471179.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-07-20      | 3.0000%  | 3.0000% | $480000.00         | $62516.42          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-08-20      | 3.0000%  | 3.0000% | $1454000.00        | $193275.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-08-20      | 3.5000%  | 3.5000% | $2000000.00        | $249729.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-09-20      | 3.5000%  | 3.5000% | $314348.00         | $36800.82          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-09-20      | 4.5000%  | 4.5000% | $6554155.00        | $590630.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-10-20      | 3.0000%  | 3.0000% | $15000000.00       | $1989518.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-03-20      | 1.5000%  | 1.5000% | $62725.00          | $7110.46           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-11-20      | 2.5000%  | 2.5000% | $200000.00         | $60062.77          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-11-20      | 4.5000%  | 4.5000% | $1403000.00        | $133255.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-12-20      | 3.0000%  | 3.0000% | $10100000.00       | $1397313.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-12-20      | 3.5000%  | 3.5000% | $852000.00         | $104572.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-12-20      | 4.0000%  | 4.0000% | $8661214.00        | $922220.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-01-20      | 3.0000%  | 3.0000% | $10438213.00       | $1473025.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-01-20      | 3.5000%  | 3.5000% | $477000.00         | $55809.02          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-12-20      | 4.0000%  | 4.0000% | $1210000.00        | $121921.82         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-01-20      | 5.0000%  | 5.0000% | $4294683.00        | $410457.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-02-20      | 3.0000%  | 3.0000% | $12153421.00       | $1679745.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-02-20      | 3.5000%  | 3.5000% | $328946.00         | $40569.43          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-03-20      | 4.5000%  | 4.5000% | $842414.00         | $73431.30          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-04-20      | 3.0000%  | 3.0000% | $1013208.00        | $155045.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-04-20      | 4.0000%  | 4.0000% | $175000.00         | $13796.45          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-04-20      | 4.5000%  | 4.5000% | $199635.00         | $15139.89          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-04-20      | 5.5000%  | 5.5000% | $6102781.00        | $631675.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-05-20      | 3.5000%  | 3.5000% | $6700000.00        | $798247.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-05-20      | 4.5000%  | 4.5000% | $617480.00         | $45406.41          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-06-20      | 3.0000%  | 3.0000% | $65281.00          | $9938.35           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-06-20      | 4.0000%  | 4.0000% | $585000.00         | $51592.31          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-05-20      | 4.5000%  | 4.5000% | $1301790.00        | $93346.88          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-10-20      | 4.0000%  | 4.0000% | $1647000.00        | $194015.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-08-20      | 4.5000%  | 4.5000% | $3848755.00        | $448486.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-11-20      | 2.5000%  | 2.5000% | $7252000.00        | $1321680.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-09-20      | 3.5000%  | 3.5000% | $7500428.00        | $808940.23         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-01-01      | 2.5000%  | 2.5000% | $985882.00         | $180805.91         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-12-01      | 3.5000%  | 3.5000% | $98724.00          | $12525.70          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-02-01      | 4.0000%  | 4.0000% | $1105769.00        | $69959.38          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-05-01      | 3.0000%  | 3.0000% | $83266.00          | $39456.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-05-01      | 2.5000%  | 2.5000% | $61205.00          | $39672.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-02-01      | 6.0000%  | 6.0000% | $83825742.00       | $59121034.18       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-03-01      | 5.5000%  | 5.5000% | $10407060.00       | $10636080.07       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-09-15      | 4.0000%  | 4.0000% | $10230000.00       | $792422.08         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-06-15      | 3.5000%  | 3.5000% | $1000000.00        | $94143.29          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-12-15      | 2.5000%  | 2.5000% | $1019837.00        | $115668.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-09-15      | 3.0000%  | 3.0000% | $1000000.00        | $89123.33          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-12-15      | 2.5000%  | 2.5000% | $88197.00          | $16757.71          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-02-20      | 3.0000%  | 3.0000% | $10785000.00       | $1167123.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-02-20      | 4.0000%  | 4.0000% | $300000.00         | $25297.22          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-08-20      | 4.0000%  | 4.0000% | $1112725.00        | $69537.08          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-09-20      | 3.0000%  | 3.0000% | $540649.00         | $55526.18          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-10-20      | 3.5000%  | 3.5000% | $10600000.00       | $905102.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-02-20      | 3.5000%  | 3.5000% | $8970474.00        | $738959.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-02-20      | 4.5000%  | 4.5000% | $500000.00         | $33595.95          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-03-20      | 3.5000%  | 3.5000% | $3622401.00        | $266122.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-03-20      | 4.0000%  | 4.0000% | $340000.00         | $18426.32          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-04-20      | 3.0000%  | 3.0000% | $260000.00         | $27619.58          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-04-20      | 4.0000%  | 4.0000% | $319000.00         | $25387.85          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-06-20      | 4.5000%  | 4.5000% | $320000.00         | $22522.87          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-06-20      | 4.5000%  | 4.5000% | $340000.00         | $15956.08          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-11-20      | 3.0000%  | 3.0000% | $365000.00         | $49920.80          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-11-20      | 4.0000%  | 4.0000% | $3450000.00        | $191053.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-12-20      | 3.5000%  | 3.5000% | $792859.00         | $58994.95          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-12-20      | 4.5000%  | 4.5000% | $315000.00         | $21589.31          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-02-20      | 3.5000%  | 3.5000% | $2799497.00        | $197590.25         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-07-20      | 3.5000%  | 3.5000% | $174000.00         | $11765.02          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-07-20      | 4.5000%  | 4.5000% | $15117.00          | $1015.04           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-09-20      | 3.5000%  | 3.5000% | $900000.00         | $68068.67          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-10-20      | 3.5000%  | 3.5000% | $1000000.00        | $72873.20          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-12-20      | 3.5000%  | 3.5000% | $1200000.00        | $85397.91          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-12-20      | 4.0000%  | 4.0000% | $7199792.00        | $526561.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-01-20      | 4.0000%  | 4.0000% | $3424477.00        | $261253.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-03-20      | 3.0000%  | 3.0000% | $817745.00         | $85401.33          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-03-20      | 3.5000%  | 3.5000% | $10153076.00       | $989085.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-04-20      | 3.5000%  | 3.5000% | $720000.00         | $75169.71          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-04-20      | 3.0000%  | 3.0000% | $4200000.00        | $371207.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-04-20      | 4.5000%  | 4.5000% | $518250.00         | $33640.70          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-05-20      | 3.5000%  | 3.5000% | $1400527.00        | $109761.81         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-06-20      | 3.0000%  | 3.0000% | $7352000.00        | $712523.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-06-20      | 3.5000%  | 3.5000% | $268261.00         | $23015.59          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-06-20      | 4.5000%  | 4.5000% | $742466.00         | $50156.31          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-07-20      | 3.0000%  | 3.0000% | $10337917.00       | $1116832.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-08-20      | 3.0000%  | 3.0000% | $10729181.00       | $1348328.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-08-20      | 3.5000%  | 3.5000% | $840844.00         | $77539.12          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-09-20      | 3.5000%  | 3.5000% | $446241.00         | $40905.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-10-20      | 5.0000%  | 5.0000% | $333300.00         | $25389.42          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-10-20      | 3.0000%  | 3.0000% | $3650000.00        | $393325.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-01-20      | 3.0000%  | 3.0000% | $9384000.00        | $1053940.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-01-20      | 3.5000%  | 3.5000% | $4062867.00        | $397400.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-12-20      | 4.5000%  | 4.5000% | $656660.00         | $48949.60          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-02-20      | 3.0000%  | 3.0000% | $3900000.00        | $471952.51         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-02-20      | 3.5000%  | 3.5000% | $219307.00         | $21371.38          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-02-20      | 4.0000%  | 4.0000% | $895411.00         | $75332.14          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-02-20      | 4.5000%  | 4.5000% | $880000.00         | $65458.33          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-03-20      | 2.5000%  | 2.5000% | $1400000.00        | $355073.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-04-20      | 3.0000%  | 3.0000% | $1009688.00        | $151593.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-04-20      | 5.0000%  | 5.0000% | $1274000.00        | $113021.35         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-05-20      | 3.0000%  | 3.0000% | $125000.00         | $17670.82          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-05-20      | 5.0000%  | 5.0000% | $2155000.00        | $201276.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-12-20      | 4.5000%  | 4.5000% | $87754240.00       | $5849997.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-12-20      | 5.0000%  | 5.0000% | $3095278.00        | $186432.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-01-20      | 5.0000%  | 5.0000% | $14621575.00       | $843875.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-20      | 5.0000%  | 5.0000% | $1000.00           | $1003.11           | Agency Mortgage-Backed Securities |

### Security 12: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6V1AB6, C.4 - ISIN: 179685, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2040-05-15      | 4.3750%  | 4.3750% | $100.00            | $101.99            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-15      | 0.0000%  | 0.0000% | $277551556.89      | $254999937.79      | U.S. Treasuries (including strips) |

### Security 13: BMO CAPITAL MARKETS CORP

- **C.1 - Title:** BMO CAPITAL MARKETS CORP
- **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: BYM6V1AN0, C.4 - ISIN: 801467, C.3 - LEI: RUC0QBLBRPRCU4W1NE59
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-20      | 2.5000%  | 2.5000% | $158596509.00      | $102591493.94      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-20      | 4.0000%  | 4.0000% | $113130445.00      | $108690233.48      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-07-20      | 4.0000%  | 4.0000% | $45851088.00       | $43718272.77       | Agency Mortgage-Backed Securities |

### Security 14: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6V6G86, C.4 - ISIN: 3487, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.4000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-09      | 0.0000%  | 0.0000% | $700.00            | $697.10            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-15      | 3.7500%  | 3.7500% | $200576800.00      | $203999338.34      | U.S. Treasuries (including strips) |

### Security 15: BNP PARIBAS NEW YORK

- **C.1 - Title:** BNP PARIBAS NEW YORK
- **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: BYM6QGMR1, C.4 - ISIN: 4080, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-10-01      | 7.0000%  | 7.0000% | $2429450.00        | $2597424.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-12-01      | 6.5000%  | 6.5000% | $692750.00         | $618681.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 6.5000%  | 6.5000% | $1186430.00        | $780317.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 6.0000%  | 6.0000% | $1000.00           | $933.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 4.5000%  | 4.5000% | $1224314.00        | $956645.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 6.5000%  | 6.5000% | $1000.00           | $1042.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 6.5000%  | 6.5000% | $1000.00           | $828.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.5000%  | 6.5000% | $279472.00         | $279283.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 6.5000%  | 6.5000% | $5388925.00        | $5754574.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-07-01      | 6.0000%  | 6.0000% | $1000.00           | $1031.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 6.0000%  | 6.0000% | $3016.00           | $2662.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-07-01      | 6.0000%  | 6.0000% | $2002.00           | $1930.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-07-01      | 6.0000%  | 6.0000% | $509413.00         | $525479.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 6.0000%  | 6.0000% | $1000.00           | $1020.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-07-01      | 6.5000%  | 6.5000% | $1000.00           | $1036.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 5.0000%  | 5.0000% | $1000.00           | $1010.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 6.5000%  | 6.5000% | $749561.00         | $788563.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.0000%  | 6.0000% | $1000.00           | $1032.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.0000%  | 6.0000% | $19427.00          | $19063.61          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 5.5000%  | 5.5000% | $861015.00         | $885426.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 5.5000%  | 5.5000% | $1030.00           | $1053.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 6.5000%  | 6.5000% | $1000.00           | $1054.23           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.0000%  | 6.0000% | $3014244.00        | $3134161.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 5.5000%  | 5.5000% | $1000.00           | $1016.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 5.5000%  | 5.5000% | $1000.00           | $1019.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 5.5000%  | 5.5000% | $1012.00           | $1033.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 6.5000%  | 6.5000% | $1000.00           | $803.73            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 5.0000%  | 5.0000% | $1036.00           | $1049.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 6.0000%  | 6.0000% | $1032.00           | $1088.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 5.5000%  | 5.5000% | $1008.00           | $1031.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-10-01      | 3.0000%  | 3.0000% | $1000.00           | $229.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-11-01      | 3.0000%  | 3.0000% | $147654.00         | $28999.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-02-01      | 3.0000%  | 3.0000% | $1000.00           | $227.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-09-01      | 5.0000%  | 5.0000% | $435000.00         | $42590.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-12-01      | 4.5000%  | 4.5000% | $1000.00           | $174.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-08-01      | 3.0000%  | 3.0000% | $1010.00           | $266.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-09-01      | 6.5000%  | 6.5000% | $1000.00           | $204.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-04-01      | 3.0000%  | 3.0000% | $1000.00           | $273.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-07-01      | 3.0000%  | 3.0000% | $1010.00           | $225.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-06-01      | 6.5000%  | 6.5000% | $1000.00           | $216.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-09-01      | 4.5000%  | 4.5000% | $1000.00           | $148.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-12-01      | 5.0000%  | 5.0000% | $94249.00          | $17551.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 1.9640%  | 1.9640% | $33574389.00       | $26275247.18       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-06-01      | 3.5000%  | 3.5000% | $57568.00          | $13417.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-01-01      | 4.0000%  | 4.0000% | $1256854.00        | $139653.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-01-01      | 3.5000%  | 3.5000% | $4000000.00        | $734490.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-09-01      | 2.5000%  | 2.5000% | $1000.00           | $594.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-02-01      | 2.0000%  | 2.0000% | $2105000.00        | $1012651.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-04-01      | 2.5000%  | 2.5000% | $673016.00         | $379936.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-02-01      | 4.7800%  | 4.7800% | $50000.00          | $50169.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-01-01      | 5.5000%  | 5.5000% | $7231480.00        | $5397729.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-09-01      | 2.5000%  | 2.5000% | $2000.00           | $1014.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 5.5000%  | 5.5000% | $1000.00           | $946.56            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-02-01      | 2.0000%  | 2.0000% | $6046170.00        | $4168541.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 4.5000%  | 4.5000% | $1000.00           | $960.26            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-06-01      | 3.0000%  | 3.0000% | $271424.00         | $207263.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-03-01      | 3.0000%  | 3.0000% | $1000.00           | $690.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 3.0000%  | 3.0000% | $1000.00           | $700.04            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 6.5000%  | 6.5000% | $1000.00           | $973.79            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 3.0000%  | 3.0000% | $35000.00          | $25748.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 5.0000%  | 5.0000% | $1000.00           | $664.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-05-01      | 3.5000%  | 3.5000% | $998277.00         | $858611.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-12-01      | 6.0000%  | 6.0000% | $1000.00           | $784.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 4.5000%  | 4.5000% | $1001.00           | $786.38            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-07-01      | 6.0000%  | 6.0000% | $1020.00           | $39.93             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-01-01      | 7.0000%  | 7.0000% | $3075817.00        | $104618.24         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-01-01      | 3.0000%  | 3.0000% | $150100.00         | $42302.49          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-01-01      | 4.0000%  | 4.0000% | $1000.00           | $470.82            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2041-11-01      | 5.0000%  | 5.0000% | $1725000.00        | $94374.33          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2046-08-01      | 3.0000%  | 3.0000% | $1000.00           | $155.04            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-02-01      | 3.5000%  | 3.5000% | $1067.00           | $124.90            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-01-01      | 3.5000%  | 3.5000% | $1000.00           | $174.26            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-03-01      | 3.5000%  | 3.5000% | $1285000.00        | $273629.72         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-06-01      | 4.0000%  | 4.0000% | $961000.00         | $183339.48         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-12-01      | 2.5000%  | 2.5000% | $1000.00           | $645.87            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-02-01      | 3.0000%  | 3.0000% | $1094.00           | $668.58            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 5.5000%  | 5.5000% | $1000.00           | $724.78            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-12-01      | 6.0000%  | 6.0000% | $1000.00           | $716.96            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-05-01      | 5.5000%  | 5.5000% | $1020.00           | $792.89            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-06-01      | 6.0000%  | 6.0000% | $26106976.00       | $20646233.69       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-06-01      | 5.0000%  | 5.0000% | $1000.00           | $848.52            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-03-01      | 6.0000%  | 6.0000% | $1000.00           | $816.82            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-10-01      | 3.5000%  | 3.5000% | $1000.00           | $812.03            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-01-01      | 4.0000%  | 4.0000% | $315924.00         | $274316.44         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-01-01      | 2.5000%  | 2.5000% | $1101.00           | $267.49            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-08-01      | 2.5000%  | 2.5000% | $131890.00         | $62278.50          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-04-01      | 2.0000%  | 2.0000% | $1000.00           | $533.61            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-07-01      | 3.0000%  | 3.0000% | $1000.00           | $578.08            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-03-01      | 2.0000%  | 2.0000% | $1008.00           | $570.69            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-04-01      | 2.0000%  | 2.0000% | $851252.00         | $493155.95         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-06-01      | 2.5000%  | 2.5000% | $90504.00          | $52469.91          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-02-01      | 2.5000%  | 2.5000% | $1000.00           | $659.71            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-07-01      | 5.5000%  | 5.5000% | $1000.00           | $787.44            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-03-01      | 2.7700%  | 2.7700% | $1239.00           | $1009.01           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-11-01      | 1.2200%  | 1.2200% | $3711872.00        | $3069826.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-06-01      | 3.5000%  | 3.5000% | $1000.00           | $712.45            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-01-01      | 4.5000%  | 4.5000% | $1000.00           | $692.61            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-06-01      | 5.0000%  | 5.0000% | $1000.00           | $980.01            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2045-10-01      | 6.5000%  | 6.5000% | $1000.00           | $1036.40           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-02-01      | 2.5000%  | 2.5000% | $182412.00         | $115865.79         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-05-01      | 3.5000%  | 3.5000% | $1000.00           | $697.92            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-02-01      | 6.0000%  | 6.0000% | $1024.00           | $788.22            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-02-01      | 3.0000%  | 3.0000% | $1000.00           | $201.61            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2046-03-01      | 6.1070%  | 6.1070% | $809930.00         | $60127.54          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2046-10-01      | 6.3460%  | 6.3460% | $467000.00         | $14487.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-07-01      | 6.4290%  | 6.4290% | $4150000.00        | $48337.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-10-01      | 8.0000%  | 8.0000% | $21251205.00       | $8517.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-11-01      | 4.5000%  | 4.5000% | $397427.00         | $9695.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-06-01      | 5.5000%  | 5.5000% | $6304.00           | $268.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-08-01      | 4.5000%  | 4.5000% | $6031919.00        | $467956.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-11-01      | 4.0000%  | 4.0000% | $1250000.00        | $127960.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-10-01      | 6.0000%  | 6.0000% | $1002.00           | $46.74             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-05-01      | 3.5090%  | 3.5090% | $650000.00         | $630606.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-01-01      | 3.0000%  | 3.0000% | $224000.00         | $47778.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-11-01      | 3.0000%  | 3.0000% | $1137.00           | $195.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-05-01      | 3.0000%  | 3.0000% | $2695196.00        | $562442.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-04-01      | 3.5000%  | 3.5000% | $1000.00           | $179.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-01-01      | 5.6230%  | 5.6230% | $1008.00           | $12.32             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-11-01      | 6.5000%  | 6.5000% | $1000.00           | $1053.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-02-01      | 5.5000%  | 5.5000% | $1008.00           | $1006.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-01-01      | 7.0000%  | 7.0000% | $1000.00           | $993.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-04-01      | 5.5000%  | 5.5000% | $1008.00           | $1010.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 5.5000%  | 5.5000% | $1008.00           | $1013.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-07-01      | 7.0000%  | 7.0000% | $1000.00           | $1060.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-07-01      | 7.0000%  | 7.0000% | $1000.00           | $1065.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-05-01      | 6.0000%  | 6.0000% | $1000.00           | $845.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 7.0000%  | 7.0000% | $1000.00           | $635.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 6.5000%  | 6.5000% | $1156218.00        | $1218922.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 3.5000%  | 3.5000% | $1000.00           | $927.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 2.5000%  | 2.5000% | $1000.00           | $871.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 5.5000%  | 5.5000% | $3000.00           | $3054.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-09-01      | 6.0000%  | 6.0000% | $748339.00         | $19789.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-06-01      | 5.5000%  | 5.5000% | $9935880.00        | $2380395.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-08-01      | 5.0000%  | 5.0000% | $773495.00         | $199501.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-08-01      | 3.0000%  | 3.0000% | $85000.00          | $33277.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-09-01      | 3.0000%  | 3.0000% | $5826980.00        | $1481049.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-02-01      | 3.0000%  | 3.0000% | $1000.00           | $320.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-07-01      | 3.0000%  | 3.0000% | $1000.00           | $360.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-05-01      | 3.5000%  | 3.5000% | $1000.00           | $213.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-05-01      | 3.5000%  | 3.5000% | $28000.00          | $5986.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-05-01      | 5.0000%  | 5.0000% | $1000.00           | $314.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-02-01      | 2.5000%  | 2.5000% | $800000.00         | $431798.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-08-01      | 3.0000%  | 3.0000% | $295503.00         | $108897.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-07-01      | 3.0000%  | 3.0000% | $55000.00          | $29268.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-06-01      | 3.0000%  | 3.0000% | $1100.00           | $615.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-07-01      | 2.5000%  | 2.5000% | $76176.00          | $46727.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-12-01      | 2.5000%  | 2.5000% | $2008.00           | $1267.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-10-01      | 2.5000%  | 2.5000% | $1000.00           | $634.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-12-01      | 3.0000%  | 3.0000% | $53905.00          | $34371.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-02-01      | 3.0000%  | 3.0000% | $1000.00           | $650.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-02-01      | 2.5000%  | 2.5000% | $1000.00           | $647.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-02-01      | 2.0000%  | 2.0000% | $699000.00         | $438629.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-03-01      | 3.5000%  | 3.5000% | $1000.00           | $631.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-08-01      | 4.5000%  | 4.5000% | $1058980.00        | $750042.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 2.5000%  | 2.5000% | $953987.00         | $662556.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-02-01      | 3.0000%  | 3.0000% | $1000.00           | $645.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-01-01      | 2.5000%  | 2.5000% | $1000.00           | $689.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-08-01      | 5.0000%  | 5.0000% | $2355.00           | $1670.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-02-01      | 2.5000%  | 2.5000% | $1000.00           | $706.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 2.5000%  | 2.5000% | $1000.00           | $664.20            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 4.5000%  | 4.5000% | $64421.00          | $48634.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2038-08-01      | 3.0000%  | 3.0000% | $1000.00           | $607.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-01-01      | 2.0000%  | 2.0000% | $14404.00          | $9444.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 4.5000%  | 4.5000% | $1000.00           | $716.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 5.0000%  | 5.0000% | $1874000.00        | $1456634.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 5.5000%  | 5.5000% | $1184588.00        | $912997.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 4.0000%  | 4.0000% | $775000.00         | $633179.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-02-01      | 6.0000%  | 6.0000% | $2268176.00        | $1278238.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-03-01      | 5.0000%  | 5.0000% | $88811.00          | $78334.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-07-01      | 6.0000%  | 6.0000% | $1000.00           | $658.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-04-01      | 5.0000%  | 5.0000% | $1000.00           | $835.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-07-01      | 2.5000%  | 2.5000% | $2894000.00        | $1797394.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-06-01      | 5.5000%  | 5.5000% | $1000.00           | $797.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 5.0000%  | 5.0000% | $1000.00           | $766.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-07-01      | 3.0000%  | 3.0000% | $3920424.00        | $2932082.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-06-01      | 5.0000%  | 5.0000% | $1024.00           | $805.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-02-01      | 3.0000%  | 3.0000% | $1000.00           | $735.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 3.0000%  | 3.0000% | $1000.00           | $704.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-06-01      | 5.0000%  | 5.0000% | $3960730.00        | $2737413.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-07-01      | 5.0000%  | 5.0000% | $30200.00          | $24562.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 2.5000%  | 2.5000% | $1000.00           | $752.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-09-01      | 6.0000%  | 6.0000% | $1000.00           | $765.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-11-01      | 3.0000%  | 3.0000% | $996000.00         | $782318.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-09-01      | 3.0000%  | 3.0000% | $1000.00           | $786.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-03-01      | 2.5000%  | 2.5000% | $40000.00          | $30159.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-06-01      | 6.5000%  | 6.5000% | $610784.00         | $454440.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-12-01      | 4.5000%  | 4.5000% | $2000.00           | $1604.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-10-01      | 5.0000%  | 5.0000% | $1024.00           | $825.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-01-01      | 4.5000%  | 4.5000% | $1000.00           | $837.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-08-01      | 3.5000%  | 3.5000% | $11025024.00       | $8685034.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-12-01      | 6.5000%  | 6.5000% | $100000.00         | $64096.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 2.5000%  | 2.5000% | $1000.00           | $774.38            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-08-01      | 5.0000%  | 5.0000% | $5866961.00        | $3750306.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 5.0000%  | 5.0000% | $1000.00           | $763.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-11-01      | 5.5000%  | 5.5000% | $1000.00           | $957.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-04-01      | 4.5000%  | 4.5000% | $1000.00           | $792.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 5.5000%  | 5.5000% | $1000.00           | $986.80            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 6.5000%  | 6.5000% | $1000.00           | $682.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-06-01      | 5.5000%  | 5.5000% | $1000.00           | $967.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 6.5000%  | 6.5000% | $1000.00           | $1027.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-07-01      | 7.0000%  | 7.0000% | $3350.00           | $3530.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-04-01      | 5.0000%  | 5.0000% | $1000.00           | $972.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-12-01      | 7.0000%  | 7.0000% | $1000.00           | $793.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-04-01      | 4.6900%  | 4.6900% | $252228.00         | $262234.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-07-01      | 4.5000%  | 4.5000% | $47920.00          | $7104.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-10-01      | 4.5000%  | 4.5000% | $414720.00         | $85625.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-07-01      | 6.0000%  | 6.0000% | $1008.00           | $130.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-02-01      | 4.5000%  | 4.5000% | $1000.00           | $220.92            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-07-01      | 2.5000%  | 2.5000% | $1450000.00        | $512982.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-07-01      | 2.5000%  | 2.5000% | $1370000.00        | $518630.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-08-01      | 2.5000%  | 2.5000% | $1000.00           | $405.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-08-01      | 3.0000%  | 3.0000% | $1000.00           | $380.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-09-01      | 3.5000%  | 3.5000% | $1000.00           | $485.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-11-01      | 3.0000%  | 3.0000% | $1000.00           | $524.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-02-01      | 3.0000%  | 3.0000% | $1000.00           | $556.06            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-12-01      | 3.0000%  | 3.0000% | $3031.00           | $1616.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-02-01      | 2.0000%  | 2.0000% | $369176.00         | $208430.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-04-01      | 2.0000%  | 2.0000% | $40110149.00       | $23968220.50       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-05-01      | 2.5000%  | 2.5000% | $1000.00           | $635.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 3.5000%  | 3.5000% | $1000.00           | $737.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-02-01      | 2.5000%  | 2.5000% | $76504.00          | $43636.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-03-01      | 2.5000%  | 2.5000% | $1000.00           | $658.05            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 4.0000%  | 4.0000% | $2740000.00        | $2042291.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 5.0000%  | 5.0000% | $2490376.00        | $1735414.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 5.0000%  | 5.0000% | $1000.00           | $706.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 4.0000%  | 4.0000% | $134571.00         | $104171.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-06-01      | 5.0000%  | 5.0000% | $1042.00           | $813.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 4.0000%  | 4.0000% | $19000.00          | $13701.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 4.5000%  | 4.5000% | $1000.00           | $726.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-12-01      | 5.5000%  | 5.5000% | $1000.00           | $927.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 4.5000%  | 4.5000% | $6089280.00        | $4469058.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 3.5000%  | 3.5000% | $174000.00         | $126392.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 5.0000%  | 5.0000% | $3155572.00        | $2480596.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 5.5000%  | 5.5000% | $9533840.00        | $7626108.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 4.5000%  | 4.5000% | $8144807.00        | $6236291.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-11-01      | 5.5000%  | 5.5000% | $1000.00           | $815.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-03-01      | 4.5000%  | 4.5000% | $1000.00           | $878.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-09-01      | 6.5000%  | 6.5000% | $1000.00           | $596.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 4.5000%  | 4.5000% | $1000.00           | $857.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-06-01      | 5.5000%  | 5.5000% | $1000.00           | $721.20            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-08-01      | 5.0000%  | 5.0000% | $1000.00           | $830.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 5.5000%  | 5.5000% | $1000.00           | $918.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 6.5000%  | 6.5000% | $11384.00          | $7890.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 6.5000%  | 6.5000% | $10906204.00       | $11452359.00       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 6.0000%  | 6.0000% | $9023507.00        | $9419306.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 5.5000%  | 5.5000% | $442728.00         | $455827.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-01-01      | 6.0000%  | 6.0000% | $2000.00           | $2099.23           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 6.0000%  | 6.0000% | $2000.00           | $1620.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-05-01      | 6.0000%  | 6.0000% | $1024.00           | $896.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-12-01      | 5.5000%  | 5.5000% | $1001.00           | $950.26            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-04-01      | 4.5000%  | 4.5000% | $1000.00           | $950.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 5.5000%  | 5.5000% | $1008.00           | $1018.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 6.0000%  | 6.0000% | $680969.00         | $705873.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-02-01      | 6.0000%  | 6.0000% | $1093.00           | $990.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-12-01      | 5.5000%  | 5.5000% | $1024.00           | $1012.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-06-01      | 6.0000%  | 6.0000% | $1024.00           | $1012.09           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 5.5000%  | 5.5000% | $1008.00           | $1025.81           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.0000%  | 6.0000% | $2298783.00        | $2372239.07        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 4.5000%  | 4.5000% | $1000.00           | $930.77            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 4.5000%  | 4.5000% | $1000.00           | $982.11            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 6.0000%  | 6.0000% | $1000.00           | $1040.55           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-02-01      | 5.0000%  | 5.0000% | $8210600.00        | $8246967.16        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2041-02-01      | 6.0000%  | 6.0000% | $1000.00           | $1029.14           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 7.0000%  | 7.0000% | $1000.00           | $1063.48           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 5.5000%  | 5.5000% | $77529.00          | $80606.70          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-02-01      | 5.5000%  | 5.5000% | $1000.00           | $1032.04           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-03-20      | 3.5000%  | 3.5000% | $1070.00           | $104.23            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-05-20      | 3.5000%  | 3.5000% | $1292.00           | $101.25            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-10-20      | 4.0000%  | 4.0000% | $2039.00           | $152.31            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-01-20      | 4.0000%  | 4.0000% | $1024.00           | $85.29             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-12-20      | 3.5000%  | 3.5000% | $1023.00           | $125.56            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-03-20      | 3.5000%  | 3.5000% | $1024.00           | $120.79            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-05-20      | 6.0000%  | 6.0000% | $1004.00           | $129.48            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-11-20      | 4.0000%  | 4.0000% | $27122368.00       | $2471301.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-12-20      | 4.0000%  | 4.0000% | $1024.00           | $93.09             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-02-20      | 6.0000%  | 6.0000% | $173998.00         | $17801.67          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-04-20      | 3.5000%  | 3.5000% | $1000.00           | $198.89            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-07-20      | 6.0000%  | 6.0000% | $55000.00          | $8687.80           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-20      | 3.5000%  | 3.5000% | $6997024.00        | $4870482.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-09-20      | 3.0000%  | 3.0000% | $23619794.00       | $13295716.03       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-02-20      | 2.0000%  | 2.0000% | $784902224.00      | $488964665.47      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-06-20      | 4.5000%  | 4.5000% | $1024.00           | $747.78            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-20      | 4.5000%  | 4.5000% | $1024.00           | $753.74            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-20      | 5.0000%  | 5.0000% | $1000.00           | $730.67            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-20      | 4.0000%  | 4.0000% | $2048.00           | $1553.57           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-20      | 4.5000%  | 4.5000% | $1000.00           | $763.19            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-20      | 5.5000%  | 5.5000% | $1002.00           | $680.44            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-12-20      | 5.5000%  | 5.5000% | $45231056.00       | $29435510.29       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-20      | 6.0000%  | 6.0000% | $6817.00           | $3847.54           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-20      | 6.0000%  | 6.0000% | $1024.00           | $580.18            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-20      | 4.0000%  | 4.0000% | $67673728.00       | $57319288.33       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-05-20      | 4.0000%  | 4.0000% | $1000.00           | $214.78            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-05-20      | 4.0000%  | 4.0000% | $15667500.00       | $2872996.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-03-20      | 2.5000%  | 2.5000% | $3008.00           | $1854.43           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-07-20      | 5.0000%  | 5.0000% | $1000.00           | $357.76            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-07-20      | 4.0000%  | 4.0000% | $598304.00         | $132084.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-20      | 4.5000%  | 4.5000% | $1011.00           | $941.13            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-02-20      | 7.5000%  | 7.5000% | $1050.00           | $1117.89           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-20      | 7.5000%  | 7.5000% | $1000.00           | $1016.76           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-20      | 7.5000%  | 7.5000% | $1000.00           | $389.27            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-20      | 5.5000%  | 5.5000% | $1000.00           | $1001.65           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-20      | 7.5000%  | 7.5000% | $1567000.00        | $1050204.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-20      | 5.5000%  | 5.5000% | $1000.00           | $825.02            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-20      | 5.0000%  | 5.0000% | $1164344.00        | $1142158.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-20      | 5.0000%  | 5.0000% | $1000.00           | $979.84            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-20      | 5.0000%  | 5.0000% | $1006.00           | $923.74            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-20      | 6.5000%  | 6.5000% | $1005.00           | $1062.16           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-20      | 7.0000%  | 7.0000% | $1000.00           | $1064.81           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-20      | 6.0000%  | 6.0000% | $297624.00         | $305074.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-20      | 7.0000%  | 7.0000% | $1000.00           | $979.29            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-20      | 6.0000%  | 6.0000% | $1008.00           | $1037.11           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-20      | 6.0000%  | 6.0000% | $1000.00           | $1019.23           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-20      | 7.5000%  | 7.5000% | $1000.00           | $1072.37           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-20      | 7.5000%  | 7.5000% | $1000.00           | $1073.01           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-20      | 7.0000%  | 7.0000% | $1000.00           | $1058.97           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-20      | 6.5000%  | 6.5000% | $1000.00           | $1053.58           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-20      | 6.0000%  | 6.0000% | $26628.00          | $25961.93          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-20      | 6.5000%  | 6.5000% | $1001.00           | $1046.99           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-20      | 6.5000%  | 6.5000% | $1019.00           | $1070.47           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-20      | 6.0000%  | 6.0000% | $2000.00           | $2059.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-10-01      | 5.0000%  | 5.0000% | $1000.00           | $930.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-03-01      | 5.5000%  | 5.5000% | $1024.00           | $1003.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 6.5000%  | 6.5000% | $2024.00           | $1758.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 6.5000%  | 6.5000% | $1040.00           | $925.04            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 6.0000%  | 6.0000% | $2000.00           | $1722.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 6.0000%  | 6.0000% | $1000.00           | $923.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-07-01      | 6.0000%  | 6.0000% | $1008.00           | $1008.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 5.5000%  | 5.5000% | $2276735.00        | $2315506.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 6.5000%  | 6.5000% | $1024.00           | $1056.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-01-01      | 7.5000%  | 7.5000% | $1280681.00        | $873906.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-12-01      | 6.5000%  | 6.5000% | $3098999.00        | $25009.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-11-01      | 6.5000%  | 6.5000% | $1000.00           | $11.64             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-10-01      | 6.5000%  | 6.5000% | $1000.00           | $6.57              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2038-01-01      | 6.0000%  | 6.0000% | $1051.00           | $15.77             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2038-08-01      | 5.5000%  | 5.5000% | $2396754.00        | $28924.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-08-01      | 6.0000%  | 6.0000% | $1000.00           | $11.66             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2038-06-01      | 5.5000%  | 5.5000% | $1000.00           | $6.36              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-05-01      | 3.0000%  | 3.0000% | $472000.00         | $87532.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2039-12-01      | 4.5000%  | 4.5000% | $23793856.00       | $1717005.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-08-01      | 2.0000%  | 2.0000% | $1000.00           | $615.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-09-01      | 2.0000%  | 2.0000% | $2623070.00        | $1638387.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-07-01      | 3.0000%  | 3.0000% | $1797000.00        | $193785.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-09-01      | 2.0000%  | 2.0000% | $1000.00           | $341.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-04-01      | 2.5000%  | 2.5000% | $1000.00           | $553.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-04-01      | 5.0000%  | 5.0000% | $1000.00           | $868.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-05-01      | 6.0000%  | 6.0000% | $1299940.00        | $884908.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-06-01      | 6.0000%  | 6.0000% | $1000.00           | $687.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-01-01      | 2.0000%  | 2.0000% | $1000.00           | $564.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-03-01      | 3.0000%  | 3.0000% | $1000.00           | $666.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 2.5000%  | 2.5000% | $43239000.00       | $29472492.24       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-04-01      | 2.5000%  | 2.5000% | $1001.00           | $592.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-06-01      | 4.0000%  | 4.0000% | $2024.00           | $1505.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 4.5000%  | 4.5000% | $330505.00         | $250551.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 2.5000%  | 2.5000% | $6232000.00        | $4421551.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-10-01      | 3.0000%  | 3.0000% | $1000.00           | $644.56            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-11-01      | 5.0000%  | 5.0000% | $1000.00           | $650.06            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-02-01      | 5.5000%  | 5.5000% | $1000.00           | $711.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-02-01      | 6.5000%  | 6.5000% | $2081.00           | $982.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-03-01      | 3.5000%  | 3.5000% | $78897.00          | $61647.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-06-01      | 6.0000%  | 6.0000% | $19269872.00       | $12368993.30       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-10-01      | 5.5000%  | 5.5000% | $1000.00           | $659.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 4.5000%  | 4.5000% | $27267456.00       | $26681614.38       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Debentures and Agency Strips  | 2053-11-01      | 5.5000%  | 5.5000% | $24105432.00       | $3286914.79        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-12-01      | 6.5000%  | 6.5000% | $1000.00           | $1046.38           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 6.5000%  | 6.5000% | $1000.00           | $571.14            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-02-01      | 5.5000%  | 5.5000% | $1000.00           | $853.18            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 6.5000%  | 6.5000% | $1000.00           | $708.14            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 6.5000%  | 6.5000% | $1000.00           | $1061.03           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 7.0000%  | 7.0000% | $1000.00           | $1062.53           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 6.0000%  | 6.0000% | $1000.00           | $870.69            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 6.0000%  | 6.0000% | $1000.00           | $1028.05           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 5.5000%  | 5.5000% | $1000.00           | $1021.01           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.5000%  | 6.5000% | $7777952.00        | $7940087.16        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 6.0000%  | 6.0000% | $1308614.00        | $1359680.06        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 5.5000%  | 5.5000% | $17955367.00       | $18030859.53       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 6.5000%  | 6.5000% | $1424500.00        | $1388469.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-05-01      | 6.0000%  | 6.0000% | $145664.00         | $126031.77         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-07-01      | 6.5000%  | 6.5000% | $1008.00           | $961.08            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 6.0000%  | 6.0000% | $1000.00           | $990.12            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-10-01      | 4.5000%  | 4.5000% | $25000.00          | $24090.92          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 5.5000%  | 5.5000% | $12922262.00       | $13184367.95       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 6.0000%  | 6.0000% | $33245920.00       | $30970433.45       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 5.0000%  | 5.0000% | $1000.00           | $992.54            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 5.5000%  | 5.5000% | $16834816.00       | $16651929.34       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-20      | 6.5000%  | 6.5000% | $1000.00           | $1047.55           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-20      | 6.5000%  | 6.5000% | $1000.00           | $1050.75           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-20      | 6.5000%  | 6.5000% | $2001.00           | $1972.56           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-20      | 6.5000%  | 6.5000% | $1000.00           | $1070.29           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-20      | 7.5000%  | 7.5000% | $1000.00           | $1078.18           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 7.0000%  | 7.0000% | $1000.00           | $1066.62           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-20      | 7.0000%  | 7.0000% | $1552.00           | $1617.96           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-20      | 5.0000%  | 5.0000% | $1024.00           | $954.30            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-20      | 5.5000%  | 5.5000% | $1000.00           | $817.14            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-20      | 5.0000%  | 5.0000% | $1000.00           | $934.36            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-20      | 5.5000%  | 5.5000% | $2078.00           | $1694.40           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-20      | 5.0000%  | 5.0000% | $1008.00           | $963.38            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-20      | 5.0000%  | 5.0000% | $1024.00           | $991.09            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-20      | 5.5000%  | 5.5000% | $142518.00         | $138271.01         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-20      | 5.5000%  | 5.5000% | $9638368.00        | $9586972.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-20      | 4.5000%  | 4.5000% | $1024.00           | $1005.78           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-20      | 5.0000%  | 5.0000% | $2032.00           | $2030.24           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-20      | 5.5000%  | 5.5000% | $27932097.00       | $28121273.03       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-10-20      | 4.5000%  | 4.5000% | $10677.00          | $471.83            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2036-02-15      | 0.0000%  | 0.0000% | $100.00            | $67.45             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-06-30      | 3.8750%  | 3.8750% | $100.00            | $101.90            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2032-05-15      | 0.0000%  | 0.0000% | $2204288.66        | $1745970.75        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2034-11-15      | 0.0000%  | 0.0000% | $1918993.72        | $1352408.90        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2041-05-15      | 0.0000%  | 0.0000% | $109.01            | $53.74             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2042-11-15      | 0.0000%  | 0.0000% | $6870302.71        | $3102869.16        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2047-11-15      | 0.0000%  | 0.0000% | $176854.76         | $61247.63          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2048-05-15      | 0.0000%  | 0.0000% | $82.70             | $27.94             | Agency Mortgage-Backed Securities |

### Security 16: BNP PARIBAS NEW YORK

- **C.1 - Title:** BNP PARIBAS NEW YORK
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6K4K21, C.4 - ISIN: 4080, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2026-06-25      | 0.0000%  | 0.0000% | $232700.00         | $229982.06         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-07-15      | 0.7500%  | 0.7500% | $242469000.00      | $312916630.95      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-31      | 3.6250%  | 3.6250% | $15220800.00       | $15411141.03       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-15      | 3.5000%  | 3.5000% | $325000000.00      | $329566824.99      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-01-15      | 3.5000%  | 3.5000% | $106309100.00      | $106875457.32      | U.S. Treasuries (including strips) |

### Security 17: BNP PARIBAS NEW YORK

- **C.1 - Title:** BNP PARIBAS NEW YORK
- **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: BYM6V14U1, C.4 - ISIN: 4080, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $1530000000.00
- **C.18.a - Value (excl. sponsor support):** $1530000000.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 5.5000%  | 5.5000% | $641365.00         | $632461.55         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-06-01      | 5.0000%  | 5.0000% | $1000.00           | $980.01            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-08-01      | 6.5000%  | 6.5000% | $1000.00           | $925.47            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-10-01      | 5.5000%  | 5.5000% | $1168892.00        | $1079176.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-08-01      | 5.5000%  | 5.5000% | $509532.00         | $507527.99         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-05-01      | 3.5000%  | 3.5000% | $9000.00           | $6146.64           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-06-01      | 5.0000%  | 5.0000% | $20222240.00       | $14600586.95       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-08-01      | 5.0000%  | 5.0000% | $65000.00          | $57820.04          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-01-25      | 2.5000%  | 2.5000% | $4985000.00        | $3613839.38        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-07-25      | 2.5000%  | 2.5000% | $7377000.00        | $5635475.67        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-03-01      | 5.5000%  | 5.5000% | $1587450.00        | $1347108.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2038-07-01      | 6.3070%  | 6.3070% | $30312950.00       | $17994.33          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-06-01      | 5.3710%  | 5.3710% | $15700000.00       | $33050.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-12-01      | 4.5000%  | 4.5000% | $2206492.00        | $199837.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-08-01      | 4.5000%  | 4.5000% | $156558.00         | $12461.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-01-01      | 6.0850%  | 6.0850% | $1425000.00        | $14432.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-10-01      | 6.5590%  | 6.5590% | $6891384.00        | $316609.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-10-01      | 6.4160%  | 6.4160% | $2550000.00        | $49151.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-02-01      | 5.0000%  | 5.0000% | $179998.00         | $24397.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2026-07-01      | 3.3500%  | 3.3500% | $55000.00          | $44924.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2027-06-01      | 2.9700%  | 2.9700% | $110000.00         | $89909.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-09-01      | 6.3890%  | 6.3890% | $247000.00         | $5640.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-10-01      | 3.5000%  | 3.5000% | $6975600.00        | $1035371.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-03-01      | 3.0000%  | 3.0000% | $1926378.00        | $48042.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-11-01      | 3.0000%  | 3.0000% | $2000000.00        | $347585.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-06-01      | 4.0000%  | 4.0000% | $935777.00         | $203736.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-04-01      | 3.5000%  | 3.5000% | $945000.00         | $174880.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-06-01      | 6.2320%  | 6.2320% | $3481936.00        | $130455.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-09-01      | 4.5000%  | 4.5000% | $48961.00          | $10594.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-02-01      | 4.5000%  | 4.5000% | $1645928.00        | $102893.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-04-01      | 4.5000%  | 4.5000% | $300000.00         | $56388.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-12-01      | 5.6210%  | 5.6210% | $2841289.00        | $5417.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-01-01      | 5.7960%  | 5.7960% | $23248969.00       | $45316.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-12-01      | 5.8230%  | 5.8230% | $4025000.00        | $8054.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-08-01      | 6.1340%  | 6.1340% | $3697828.00        | $19818.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-09-01      | 6.4130%  | 6.4130% | $89134657.00       | $275908.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-08-01      | 5.8150%  | 5.8150% | $24032146.00       | $484987.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-06-01      | 6.3250%  | 6.3250% | $8369069.00        | $19176.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-09-01      | 5.1710%  | 5.1710% | $9750000.00        | $88411.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-10-01      | 5.8070%  | 5.8070% | $50013319.00       | $81552.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-04-01      | 6.8250%  | 6.8250% | $2150000.00        | $37430.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-02-01      | 5.0000%  | 5.0000% | $2112888.00        | $2075277.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-01-01      | 7.0000%  | 7.0000% | $1002266.00        | $629337.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-02-01      | 5.5000%  | 5.5000% | $368828.00         | $372118.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-03-01      | 6.5000%  | 6.5000% | $97000.00          | $84588.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-04-01      | 6.0000%  | 6.0000% | $1000.00           | $835.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-09-01      | 5.5000%  | 5.5000% | $7056.00           | $7148.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 4.5000%  | 4.5000% | $1000.00           | $970.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 4.5000%  | 4.5000% | $1058052.00        | $1035223.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 5.5000%  | 5.5000% | $5166836.00        | $5087869.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 6.0000%  | 6.0000% | $148221.00         | $129788.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 6.0000%  | 6.0000% | $118629.00         | $117572.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 6.5000%  | 6.5000% | $716730.00         | $750417.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 6.5000%  | 6.5000% | $2116284.00        | $2203009.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 5.5000%  | 5.5000% | $4217862.00        | $4278436.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-03-01      | 6.0000%  | 6.0000% | $2821511.00        | $2600791.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 6.0000%  | 6.0000% | $100510.00         | $103406.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-03-01      | 7.0000%  | 7.0000% | $370027.00         | $393076.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 5.5000%  | 5.5000% | $6454184.00        | $6006178.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 6.0000%  | 6.0000% | $1255412.00        | $1258850.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-07-01      | 6.0000%  | 6.0000% | $14180832.00       | $13509319.12       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 6.0000%  | 6.0000% | $1163500.00        | $1200585.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 6.0000%  | 6.0000% | $4539743.00        | $4229607.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-07-01      | 5.5000%  | 5.5000% | $4988510.00        | $4688654.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-01-01      | 6.2430%  | 6.2430% | $4122465.00        | $3831899.02        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 5.1870%  | 5.1870% | $34341054.00       | $32439789.75       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-04-01      | 4.8600%  | 4.8600% | $32687696.00       | $31136103.76       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2046-12-01      | 3.5000%  | 3.5000% | $15000.00          | $2104.75           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-04-01      | 6.1310%  | 6.1310% | $4984456.00        | $62785.92          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-02-01      | 5.6900%  | 5.6900% | $7301044.00        | $37944.99          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-03-01      | 6.5000%  | 6.5000% | $2712000.00        | $24877.84          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-07-01      | 6.5430%  | 6.5430% | $24138089.00       | $375881.17         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-09-01      | 6.3790%  | 6.3790% | $79236448.00       | $1130661.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-08-01      | 6.3390%  | 6.3390% | $1620439.00        | $1407187.34        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-12-01      | 4.5000%  | 4.5000% | $207000.00         | $16383.56          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips        | 2052-11-15      | 4.5000%  | 4.5000% | $24900000.00       | $4294552.45        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2044-07-01      | 6.2540%  | 6.2540% | $591000.00         | $9853.92           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2038-04-01      | 5.5000%  | 5.5000% | $2328.00           | $13.97             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2041-05-01      | 4.5000%  | 4.5000% | $79380.00          | $7652.13           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-12-01      | 4.0000%  | 4.0000% | $530000.00         | $48498.17          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-09-01      | 3.0000%  | 3.0000% | $1000.00           | $56.62             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-12-01      | 3.5000%  | 3.5000% | $1428372.00        | $416055.71         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-01-01      | 3.5000%  | 3.5000% | $4890016.00        | $852177.75         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-10-01      | 5.0000%  | 5.0000% | $661999.00         | $61667.16          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-10-01      | 5.0000%  | 5.0000% | $33706000.00       | $3565887.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 2.5000%  | 2.5000% | $500000.00         | $323255.36         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-03-01      | 6.0000%  | 6.0000% | $497999.00         | $356664.56         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-02-01      | 2.0000%  | 2.0000% | $9908256.00        | $6884692.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-06-01      | 6.0000%  | 6.0000% | $9999000.00        | $6817917.77        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-07-01      | 4.5000%  | 4.5000% | $2226000.00        | $1633449.69        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-03-01      | 6.0000%  | 6.0000% | $1001.00           | $861.97            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-06-01      | 5.0000%  | 5.0000% | $19771349.00       | $16416611.28       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-06-01      | 2.5000%  | 2.5000% | $17713777.00       | $12534295.54       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-07-01      | 6.0000%  | 6.0000% | $8497780.00        | $5978513.19        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-09-01      | 2.5000%  | 2.5000% | $18000.00          | $13720.05          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-06-01      | 5.0000%  | 5.0000% | $115975.00         | $105653.48         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-05-01      | 5.5000%  | 5.5000% | $75818.00          | $67860.83          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-01-01      | 2.5000%  | 2.5000% | $2553904.00        | $620490.25         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-02-01      | 2.5000%  | 2.5000% | $54999.00          | $13451.35          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 6.5000%  | 6.5000% | $1008.00           | $880.66            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 6.0000%  | 6.0000% | $9193.00           | $8715.68           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-08-01      | 2.5000%  | 2.5000% | $56837360.00       | $26838619.73       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-03-01      | 5.5000%  | 5.5000% | $755632.00         | $565484.21         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-02-01      | 3.5000%  | 3.5000% | $46585.00          | $28409.83          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-12-01      | 2.5000%  | 2.5000% | $1868987.00        | $1192846.62        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-06-01      | 4.0000%  | 4.0000% | $255742.00         | $191992.86         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-03-01      | 2.0000%  | 2.0000% | $5040189.00        | $3321696.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 2.0000%  | 2.0000% | $5109992.00        | $3417419.48        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 3.0000%  | 3.0000% | $1387000.00        | $1015600.61        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-12-01      | 5.0000%  | 5.0000% | $7213040.00        | $5706604.32        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-02-01      | 4.0000%  | 4.0000% | $22000.00          | $18012.52          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-02-01      | 5.0000%  | 5.0000% | $855000.00         | $685103.96         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-07-01      | 5.5000%  | 5.5000% | $5921050.00        | $4662519.18        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-06-01      | 5.0000%  | 5.0000% | $658333.00         | $591560.14         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-08-01      | 6.5000%  | 6.5000% | $19701100.00       | $10999888.93       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-10-01      | 4.5000%  | 4.5000% | $1714595.00        | $1598485.66        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-10-01      | 6.5000%  | 6.5000% | $16210304.00       | $9623264.06        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-04-01      | 3.0000%  | 3.0000% | $1344988.00        | $1009541.38        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-02-01      | 2.1090%  | 2.1090% | $681138.00         | $451887.73         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-07-01      | 4.4000%  | 4.4000% | $3209508.00        | $3234656.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-11-01      | 1.2200%  | 1.2200% | $3127447.00        | $2586489.71        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-03-01      | 3.0490%  | 3.0490% | $762775.00         | $723707.02         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-07-01      | 3.5000%  | 3.5000% | $9389900.00        | $2844826.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-08-01      | 5.5000%  | 5.5000% | $1000.00           | $155.40            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-11-01      | 3.0000%  | 3.0000% | $230000.00         | $151497.51         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-01-01      | 2.0000%  | 2.0000% | $6572234.00        | $4496116.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-05-01      | 3.5000%  | 3.5000% | $27997.00          | $20542.45          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 3.0000%  | 3.0000% | $51541.00          | $39485.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-08-01      | 4.4800%  | 4.4800% | $837000.00         | $858638.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-04-01      | 4.7990%  | 4.7990% | $11643185.00       | $12134837.89       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-11-01      | 4.6390%  | 4.6390% | $51563300.00       | $52944170.89       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-10-01      | 4.2800%  | 4.2800% | $5544063.00        | $5562087.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-12-01      | 4.4640%  | 4.4640% | $15723197.00       | $15969858.14       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-12-01      | 4.2990%  | 4.2990% | $321203422.00      | $326154951.33      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-12-01      | 4.1200%  | 4.1200% | $48400.00          | $49020.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-12-01      | 4.5990%  | 4.5990% | $46438358.00       | $47516388.35       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-12-01      | 4.4690%  | 4.4690% | $27984700.00       | $28719951.34       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-01-01      | 4.6290%  | 4.6290% | $1068972.00        | $1093914.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-12-01      | 4.6100%  | 4.6100% | $71040500.00       | $72749055.56       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-08-01      | 4.5000%  | 4.5000% | $1157688.00        | $229502.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-07-01      | 6.0000%  | 6.0000% | $14045063.00       | $1812434.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-06-01      | 4.0000%  | 4.0000% | $540226.00         | $137268.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-02-01      | 4.5000%  | 4.5000% | $1000.00           | $220.92            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-12-01      | 2.5000%  | 2.5000% | $1001.00           | $501.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-10-01      | 2.0000%  | 2.0000% | $1000.00           | $525.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-12-01      | 3.0000%  | 3.0000% | $11461652.00       | $6111616.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-01-01      | 2.0000%  | 2.0000% | $1001.00           | $526.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-02-01      | 2.0000%  | 2.0000% | $50534.00          | $29396.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-01-01      | 3.0000%  | 3.0000% | $87950.00          | $56387.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 3.5000%  | 3.5000% | $1000.00           | $736.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-01-01      | 2.5000%  | 2.5000% | $1024.00           | $726.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-06-01      | 5.0000%  | 5.0000% | $3540240.00        | $2364683.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-06-01      | 4.0000%  | 4.0000% | $153686.00         | $86778.20          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-06-01      | 4.0000%  | 4.0000% | $63000.00          | $48608.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-06-01      | 5.0000%  | 5.0000% | $37312.00          | $29123.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 5.0000%  | 5.0000% | $39000.00          | $28669.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 5.5000%  | 5.5000% | $18084277.00       | $13673368.47       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-11-01      | 5.5000%  | 5.5000% | $896285.00         | $673031.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-11-01      | 4.5000%  | 4.5000% | $300000.00         | $240498.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-11-01      | 5.5000%  | 5.5000% | $1990000.00        | $1472449.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-01-01      | 6.0000%  | 6.0000% | $10000.00          | $6809.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-03-01      | 5.0000%  | 5.0000% | $749449.00         | $628033.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-04-01      | 5.0000%  | 5.0000% | $2984.00           | $2304.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-07-01      | 5.5000%  | 5.5000% | $499905.00         | $405125.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-11-01      | 6.5000%  | 6.5000% | $44743.00          | $29697.58          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-03-01      | 5.5000%  | 5.5000% | $834549.00         | $696999.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-05-01      | 6.0000%  | 6.0000% | $1000.00           | $863.66            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 6.5000%  | 6.5000% | $15180597.00       | $10522343.57       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-09-01      | 5.0000%  | 5.0000% | $1000.00           | $871.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-10-01      | 5.5000%  | 5.5000% | $31917.00          | $29699.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-11-01      | 5.0000%  | 5.0000% | $886201.00         | $824608.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-02-01      | 5.5000%  | 5.5000% | $4040560.00        | $4210587.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-02-01      | 5.0620%  | 5.0620% | $863710.00         | $883586.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-02-01      | 5.5000%  | 5.5000% | $6887032.00        | $7098341.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 6.0000%  | 6.0000% | $69104436.00       | $55983034.68       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 6.0000%  | 6.0000% | $1000.00           | $703.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 5.0000%  | 5.0000% | $1024.00           | $963.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-01-01      | 6.0000%  | 6.0000% | $19374312.00       | $15409262.29       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-03-01      | 5.5000%  | 5.5000% | $19455.00          | $13889.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 6.5000%  | 6.5000% | $10898329.00       | $9673087.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 6.0000%  | 6.0000% | $213926.00         | $221749.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 2.5000%  | 2.5000% | $667746.00         | $562823.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-06-01      | 6.0000%  | 6.0000% | $1024.00           | $1012.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 4.0000%  | 4.0000% | $10823900.00       | $10278438.45       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-06-01      | 5.5000%  | 5.5000% | $3125.00           | $748.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-01-01      | 3.0000%  | 3.0000% | $1401990.00        | $298628.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-09-01      | 3.0000%  | 3.0000% | $3716542.00        | $944637.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-03-01      | 3.0000%  | 3.0000% | $19104.00          | $7056.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-12-01      | 3.5000%  | 3.5000% | $1000.00           | $187.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-05-01      | 3.5000%  | 3.5000% | $79394901.00       | $16976294.40       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-10-01      | 3.5000%  | 3.5000% | $300000.00         | $114048.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-03-01      | 2.0000%  | 2.0000% | $583000.00         | $282947.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-07-01      | 6.0000%  | 6.0000% | $29288.00          | $30211.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 6.0000%  | 6.0000% | $1060150.00        | $821528.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.0000%  | 6.0000% | $582688.00         | $532591.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.0000%  | 6.0000% | $7248677.00        | $7498417.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.0000%  | 6.0000% | $3504.00           | $3438.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 5.0000%  | 5.0000% | $1000.00           | $1003.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 5.5000%  | 5.5000% | $1000.00           | $1022.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.0000%  | 6.0000% | $21805344.00       | $20228370.46       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 5.5000%  | 5.5000% | $1101758.00        | $1120467.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 6.0000%  | 6.0000% | $18744630.00       | $16494806.13       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 5.5000%  | 5.5000% | $8886415.00        | $8931123.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 6.5000%  | 6.5000% | $1843200.00        | $1940588.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 5.5000%  | 5.5000% | $6000.00           | $6114.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 5.5000%  | 5.5000% | $7000.00           | $7127.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 5.5000%  | 5.5000% | $5131940.00        | $5239116.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 6.0000%  | 6.0000% | $28938.00          | $30268.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-10-01      | 3.0000%  | 3.0000% | $3428996.00        | $973127.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-11-01      | 3.0000%  | 3.0000% | $313161.00         | $25790.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-06-01      | 4.0000%  | 4.0000% | $243289.00         | $62864.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-11-01      | 5.0000%  | 5.0000% | $1333938.00        | $596596.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2038-12-01      | 4.1500%  | 4.1500% | $1951980.00        | $1684010.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-08-01      | 3.0000%  | 3.0000% | $1006.00           | $265.38            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-06-01      | 5.0000%  | 5.0000% | $1001.00           | $179.52            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-11-01      | 5.0000%  | 5.0000% | $3122000.00        | $636008.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 2.2660%  | 2.2660% | $85640.00          | $62560.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-01-01      | 4.1840%  | 4.1840% | $18799317.00       | $17567310.27       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-11-01      | 6.2290%  | 6.2290% | $2366892.00        | $2138455.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-02-01      | 6.3810%  | 6.3810% | $1503062.00        | $1365874.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-12-01      | 4.5000%  | 4.5000% | $2194077.00        | $596945.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-01-01      | 5.0000%  | 5.0000% | $304356.00         | $25524.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-02-01      | 5.0000%  | 5.0000% | $195698.00         | $40752.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-12-01      | 3.0000%  | 3.0000% | $2606000.00        | $676120.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-09-01      | 2.5000%  | 2.5000% | $1577379.00        | $689060.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-09-01      | 2.5000%  | 2.5000% | $1000.00           | $456.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-10-01      | 2.0000%  | 2.0000% | $39909.00          | $29806.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-06-01      | 2.0000%  | 2.0000% | $15000000.00       | $9226234.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-01-01      | 2.0000%  | 2.0000% | $82300.00          | $36863.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-02-01      | 2.0000%  | 2.0000% | $620000.00         | $353178.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-06-01      | 2.6250%  | 2.6250% | $1000.00           | $709.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-03-01      | 2.9700%  | 2.9700% | $1906226.00        | $1505266.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-11-01      | 4.9400%  | 4.9400% | $285937.00         | $299567.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-09-01      | 4.8090%  | 4.8090% | $150000.00         | $154922.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-01-01      | 5.0490%  | 5.0490% | $1112126.00        | $1113001.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-11-01      | 3.0000%  | 3.0000% | $242870.00         | $153974.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-11-01      | 6.0000%  | 6.0000% | $1698736.00        | $1723039.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-03-01      | 5.0000%  | 5.0000% | $34604.00          | $31508.42          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-11-01      | 2.0000%  | 2.0000% | $146000.00         | $89438.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-02-01      | 2.5000%  | 2.5000% | $23001.00          | $14950.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 3.0000%  | 3.0000% | $230000.00         | $167151.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-04-01      | 3.0000%  | 3.0000% | $12955056.00       | $7949630.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 3.5000%  | 3.5000% | $1300000.00        | $691814.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 2.0000%  | 2.0000% | $2877472.00        | $1918688.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-01-01      | 7.0000%  | 7.0000% | $1723503.00        | $1195709.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-01-01      | 7.0000%  | 7.0000% | $1442650.00        | $1526763.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 5.0000%  | 5.0000% | $495000.00         | $375009.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 4.5000%  | 4.5000% | $3220679.00        | $2696204.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-05-01      | 5.0000%  | 5.0000% | $1000.00           | $885.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-12-01      | 6.5000%  | 6.5000% | $1366718.00        | $874725.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-12-01      | 4.9290%  | 4.9290% | $2258850.00        | $2355480.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-06-01      | 5.8090%  | 5.8090% | $4496000.00        | $4694256.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-10-01      | 4.1290%  | 4.1290% | $10000000.00       | $10135087.77       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-11-01      | 4.3390%  | 4.3390% | $943937.00         | $963890.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-04-01      | 4.9190%  | 4.9190% | $2585502.00        | $2716693.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-01-01      | 4.3700%  | 4.3700% | $1991963.00        | $2005581.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-11-01      | 5.0000%  | 5.0000% | $18070.00          | $16473.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 4.5000%  | 4.5000% | $3137336.00        | $3069930.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2039-12-01      | 6.2460%  | 6.2460% | $2316995.00        | $23208.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-08-01      | 6.5000%  | 6.5000% | $5240513.00        | $165656.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-10-01      | 4.0000%  | 4.0000% | $2201641.00        | $146051.72         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 6.0000%  | 6.0000% | $1000.00           | $1019.49           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 5.5000%  | 5.5000% | $8262.00           | $8318.31           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 4.5000%  | 4.5000% | $1532612.00        | $1234184.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 5.5000%  | 5.5000% | $544415.00         | $532321.94         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 5.5000%  | 5.5000% | $863426.00         | $873408.05         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 7.0000%  | 7.0000% | $3749516.00        | $3052652.74        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.5000%  | 6.5000% | $4911032.00        | $3491972.03        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.0000%  | 6.0000% | $69427.00          | $66795.66          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 5.5000%  | 5.5000% | $1024.00           | $1045.83           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 5.5000%  | 5.5000% | $6400480.00        | $6589492.12        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 6.0000%  | 6.0000% | $1028086.00        | $1069558.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 6.0000%  | 6.0000% | $835751.00         | $869771.69         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-05-01      | 6.0000%  | 6.0000% | $201289.00         | $174159.78         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 2.5000%  | 2.5000% | $1309026.00        | $1140011.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 5.5000%  | 5.5000% | $1000.00           | $1017.67           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-05-01      | 4.7300%  | 4.7300% | $5065614.00        | $5068951.71        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-02-01      | 6.5000%  | 6.5000% | $24488403.00       | $18657874.63       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 5.5000%  | 5.5000% | $3130683.00        | $3176252.72        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 6.0000%  | 6.0000% | $1000.00           | $1040.55           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 6.5000%  | 6.5000% | $2424581.00        | $2562654.23        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 6.5000%  | 6.5000% | $3874153.00        | $4037147.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 4.5000%  | 4.5000% | $20402688.00       | $20204084.01       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 6.5000%  | 6.5000% | $2245900.00        | $2347439.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-02-01      | 5.0000%  | 5.0000% | $3891580.00        | $3940441.86        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 5.5000%  | 5.5000% | $34333720.00       | $34860532.20       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 5.0000%  | 5.0000% | $17084904.00       | $17200646.35       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 5.5000%  | 5.5000% | $1018240.00        | $1047613.39        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-02-01      | 5.5000%  | 5.5000% | $5044636.00        | $5207281.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-06-15      | 4.7500%  | 4.7500% | $3685086.00        | $160777.46         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-07-20      | 6.0000%  | 6.0000% | $124000.00         | $6102.94           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-01-20      | 5.6250%  | 5.6250% | $403309.00         | $8217.25           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-01-20      | 6.5000%  | 6.5000% | $251999.00         | $25818.46          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-09-20      | 5.3750%  | 5.3750% | $1000.00           | $53.44             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-10-20      | 4.5000%  | 4.5000% | $448999.00         | $45389.67          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-01-20      | 4.0000%  | 4.0000% | $971998.00         | $88740.92          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-01-20      | 6.5000%  | 6.5000% | $208942.00         | $32819.97          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-05-20      | 3.5000%  | 3.5000% | $17540645.00       | $2089816.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-05-20      | 6.0000%  | 6.0000% | $1002.00           | $129.22            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-12-20      | 6.5000%  | 6.5000% | $388000.00         | $98512.36          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-12-20      | 4.0000%  | 4.0000% | $2024.00           | $184.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-08-20      | 6.0000%  | 6.0000% | $932971.00         | $133886.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-01-20      | 2.5000%  | 2.5000% | $3750000.00        | $1649279.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-02-20      | 2.5000%  | 2.5000% | $22307.00          | $14824.36          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-20      | 5.5000%  | 5.5000% | $1397841.00        | $1009355.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-20      | 3.5000%  | 3.5000% | $3095.00           | $2243.36           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-12-20      | 5.5000%  | 5.5000% | $1000.00           | $650.78            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-03-20      | 6.0000%  | 6.0000% | $9393792.00        | $4636155.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-20      | 6.0000%  | 6.0000% | $1024.00           | $580.18            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-07-20      | 5.0000%  | 5.0000% | $657596.00         | $235264.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-11-20      | 6.5000%  | 6.5000% | $1089300.00        | $838036.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-15      | 7.0000%  | 7.0000% | $14171.00          | $14446.87          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-15      | 7.0000%  | 7.0000% | $1714466.00        | $1586442.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-12-20      | 7.5000%  | 7.5000% | $1005.00           | $1080.63           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-20      | 5.5000%  | 5.5000% | $1098694.00        | $1118994.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2065-04-20      | 7.0000%  | 7.0000% | $1962601.00        | $1476375.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2065-04-20      | 7.0000%  | 7.0000% | $35435.00          | $25132.05          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-20      | 6.5000%  | 6.5000% | $1000.00           | $1044.82           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2075-09-20      | 5.3890%  | 5.3890% | $1891038.00        | $2086623.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-20      | 6.5000%  | 6.5000% | $1000.00           | $1053.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-05-01      | 2.0000%  | 2.0000% | $137066.00         | $87210.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-07-01      | 2.5000%  | 2.5000% | $4231000.00        | $2082719.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-11-01      | 2.0000%  | 2.0000% | $100000.00         | $61683.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-03-01      | 2.5000%  | 2.5000% | $84014.00          | $54401.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-12-01      | 2.0000%  | 2.0000% | $1000.00           | $701.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-03-01      | 3.0000%  | 3.0000% | $124610.00         | $68822.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 3.5000%  | 3.5000% | $6573.00           | $4563.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 3.0000%  | 3.0000% | $1500000.00        | $1022456.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-08-01      | 2.0000%  | 2.0000% | $4001000.00        | $2642890.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-06-01      | 4.0000%  | 4.0000% | $137000.00         | $100250.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-03-01      | 3.0000%  | 3.0000% | $1156000.00        | $787956.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2038-08-01      | 3.0000%  | 3.0000% | $1000.00           | $607.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-12-01      | 3.0000%  | 3.0000% | $200000.00         | $137715.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 5.5000%  | 5.5000% | $1000.00           | $770.73            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 5.0000%  | 5.0000% | $102000.00         | $73691.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-11-01      | 5.0000%  | 5.0000% | $2792000.00        | $1758632.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-02-01      | 3.0000%  | 3.0000% | $1000.00           | $703.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-03-01      | 5.5000%  | 5.5000% | $348000.00         | $275022.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 2.0000%  | 2.0000% | $339000.00         | $240138.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-05-01      | 2.5000%  | 2.5000% | $1995780.00        | $1444881.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 5.0000%  | 5.0000% | $16065220.00       | $12993031.22       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-01-01      | 4.0000%  | 4.0000% | $86912.00          | $69907.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 2.5000%  | 2.5000% | $2945000.00        | $2159899.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-06-01      | 3.5000%  | 3.5000% | $45000.00          | $34164.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 3.0000%  | 3.0000% | $464000.00         | $337988.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-07-01      | 5.0000%  | 5.0000% | $200000.00         | $153759.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-03-01      | 2.0000%  | 2.0000% | $163656.00         | $123323.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-08-01      | 5.0000%  | 5.0000% | $548860.00         | $482350.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-06-01      | 6.0000%  | 6.0000% | $1001.00           | $802.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-09-01      | 6.0000%  | 6.0000% | $1000.00           | $799.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-10-01      | 5.0000%  | 5.0000% | $180000.00         | $167419.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-03-01      | 5.5000%  | 5.5000% | $1024.00           | $1003.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 5.5000%  | 5.5000% | $17843560.00       | $17979981.72       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 6.0000%  | 6.0000% | $8070.00           | $7456.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-07-01      | 6.0000%  | 6.0000% | $1008.00           | $1008.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 5.0000%  | 5.0000% | $1010.00           | $1020.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 5.5000%  | 5.5000% | $1040.00           | $1052.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-08-01      | 6.3650%  | 6.3650% | $706000.00         | $8677.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-02-01      | 6.0080%  | 6.0080% | $904564.00         | $7020.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2038-04-01      | 6.8650%  | 6.8650% | $3466000.00        | $33520.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-01-01      | 4.5000%  | 4.5000% | $590000.00         | $48670.58          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-01-01      | 5.0000%  | 5.0000% | $4634416.00        | $537545.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-10-01      | 2.5000%  | 2.5000% | $6301950.00        | $1219909.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-06-01      | 2.0000%  | 2.0000% | $1736480.00        | $747889.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-06-01      | 1.5000%  | 1.5000% | $85406.00          | $31079.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-02-01      | 4.0000%  | 4.0000% | $12999.00          | $11483.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-01-01      | 8.0000%  | 8.0000% | $1564434.00        | $882872.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-03-01      | 6.0000%  | 6.0000% | $4060440.00        | $2704701.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-04-01      | 6.0000%  | 6.0000% | $21683200.00       | $14835591.11       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-06-01      | 6.0000%  | 6.0000% | $1480998.00        | $1018598.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-01-01      | 2.0000%  | 2.0000% | $849000.00         | $479634.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 3.5000%  | 3.5000% | $1000.00           | $715.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-02-01      | 5.5000%  | 5.5000% | $1000.00           | $711.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-06-01      | 5.0000%  | 5.0000% | $1040.00           | $842.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-06-01      | 5.5000%  | 5.5000% | $572998.00         | $431872.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2038-07-01      | 3.5000%  | 3.5000% | $24000.00          | $17229.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-08-01      | 4.5000%  | 4.5000% | $210275.00         | $161421.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-12-01      | 6.5000%  | 6.5000% | $370538.00         | $173126.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 5.5000%  | 5.5000% | $4000000.00        | $3304255.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 6.0000%  | 6.0000% | $35261440.00       | $24477039.66       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-09-01      | 6.5000%  | 6.5000% | $737657.00         | $478212.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-10-01      | 5.0000%  | 5.0000% | $1594380.00        | $1438444.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-10-01      | 5.0000%  | 5.0000% | $4652.00           | $4197.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-11-01      | 4.0000%  | 4.0000% | $36010.00          | $32894.37          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 5.5000%  | 5.5000% | $1030.00           | $1056.81           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 6.5000%  | 6.5000% | $1000.00           | $1056.12           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 6.0000%  | 6.0000% | $14161314.00       | $14789539.20       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-20      | 5.0000%  | 5.0000% | $31969240.00       | $29870966.30       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-20      | 5.0000%  | 5.0000% | $4060.00           | $3880.28           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-20      | 5.5000%  | 5.5000% | $213193.00         | $193894.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-20      | 5.5000%  | 5.5000% | $5803840.00        | $5630887.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-20      | 6.5000%  | 6.5000% | $11829988.00       | $11310122.49       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-20      | 5.0000%  | 5.0000% | $10975008.00       | $11090430.94       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-20      | 4.5000%  | 4.5000% | $1000.00           | $1008.74           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-20      | 4.5000%  | 4.5000% | $28302201.00       | $28713431.98       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2065-04-20      | 7.0000%  | 7.0000% | $1016097.00        | $758971.05         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-09-15      | 5.0000%  | 5.0000% | $684760.00         | $25901.39          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2035-07-20      | 5.3750%  | 5.3750% | $1000000.00        | $14967.74          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-05-20      | 5.6250%  | 5.6250% | $2900000.00        | $55813.40          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-04-20      | 5.6250%  | 5.6250% | $2498584.00        | $12932.13          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-10-15      | 4.5000%  | 4.5000% | $3741.00           | $1026.17           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-03-20      | 2.0000%  | 2.0000% | $4440909.00        | $2637056.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-20      | 5.4980%  | 5.4980% | $25054458.00       | $24963019.44       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2035-07-15      | 1.8750%  | 1.8750% | $2150000.00        | $2215340.08        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-11-15      | 0.0000%  | 0.0000% | $120.90            | $105.90            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-05-15      | 0.0000%  | 0.0000% | $141.31            | $121.41            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2050-02-15      | 0.0000%  | 0.0000% | $0.01              | $0.00              | Agency Mortgage-Backed Securities |

### Security 18: BNP PARIBAS NEW YORK

- **C.1 - Title:** BNP PARIBAS NEW YORK
- **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: BYM6MG1N7, C.4 - ISIN: 4080, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $1750000000.00
- **C.18.a - Value (excl. sponsor support):** $1750000000.00
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-20      | 4.5000%  | 4.5000% | $21518.00          | $15838.90          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-20      | 4.0000%  | 4.0000% | $13738320.00       | $10421668.80       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-12-20      | 5.0000%  | 5.0000% | $1000.00           | $748.70            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-20      | 6.0000%  | 6.0000% | $1824.00           | $1029.47           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-20      | 5.5000%  | 5.5000% | $1690900.00        | $1292297.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-03-20      | 2.5000%  | 2.5000% | $1000.00           | $616.50            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-04-20      | 4.5000%  | 4.5000% | $10890.00          | $4542.25           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-07-20      | 5.0000%  | 5.0000% | $93532.00          | $33462.40          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-02-20      | 5.0000%  | 5.0000% | $93836.00          | $4727.09           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-08-20      | 6.0000%  | 6.0000% | $562063.00         | $229147.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-12-20      | 6.5000%  | 6.5000% | $2715.00           | $862.46            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-12-20      | 3.0000%  | 3.0000% | $645000.00         | $289974.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-08-15      | 3.5000%  | 3.5000% | $1000.00           | $61.28             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-02-20      | 7.5000%  | 7.5000% | $1163530.00        | $1238770.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-15      | 7.0000%  | 7.0000% | $6602520.00        | $6798034.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-20      | 6.0000%  | 6.0000% | $1000.00           | $544.70            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2065-04-20      | 7.0000%  | 7.0000% | $1139799.00        | $476496.12         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-20      | 5.5000%  | 5.5000% | $3476756.00        | $2855117.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2065-04-20      | 7.0000%  | 7.0000% | $12647.00          | $4071.05           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-20      | 6.5000%  | 6.5000% | $19295.00          | $20322.88          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2065-03-20      | 6.5000%  | 6.5000% | $412608.00         | $362857.59         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2065-03-20      | 7.0000%  | 7.0000% | $10061.00          | $10498.52          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-20      | 7.0000%  | 7.0000% | $929134.00         | $909896.52         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2065-03-20      | 6.5000%  | 6.5000% | $3521000.00        | $2875581.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-20      | 7.0000%  | 7.0000% | $1889877.00        | $2000161.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2065-04-20      | 6.5000%  | 6.5000% | $330984.00         | $248244.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2065-03-20      | 7.0000%  | 7.0000% | $2680261.00        | $1871312.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2065-04-20      | 7.0000%  | 7.0000% | $103225.00         | $77651.48          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2065-04-20      | 7.0000%  | 7.0000% | $137497.00         | $97518.90          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-20      | 6.5000%  | 6.5000% | $3995320.00        | $4243345.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2065-10-20      | 5.0000%  | 5.0000% | $156082.00         | $151784.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-20      | 6.5000%  | 6.5000% | $1153616.00        | $1206618.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-20      | 7.0000%  | 7.0000% | $9998.00           | $10481.73          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 5.5000%  | 5.5000% | $1000.00           | $1026.03           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-20      | 7.0000%  | 7.0000% | $5412824.00        | $5642873.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-20      | 5.5000%  | 5.5000% | $19771.00          | $16989.59          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-20      | 5.0000%  | 5.0000% | $7324512.00        | $6826016.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-20      | 5.5000%  | 5.5000% | $157964801.00      | $129079754.88      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-20      | 5.0000%  | 5.0000% | $1000.00           | $934.36            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-20      | 5.5000%  | 5.5000% | $15974263.00       | $13025425.77       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-20      | 5.5000%  | 5.5000% | $2341.00           | $2271.23           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-20      | 6.5000%  | 6.5000% | $18774835.00       | $17949780.13       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-20      | 5.5000%  | 5.5000% | $22715459.00       | $22594330.31       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-20      | 5.0000%  | 5.0000% | $37804.00          | $37725.03          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-20      | 4.0000%  | 4.0000% | $941139.00         | $934267.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-20      | 4.5000%  | 4.5000% | $27502127.00       | $27012924.71       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-20      | 4.5000%  | 4.5000% | $1138.00           | $1147.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 6.0000%  | 6.0000% | $4232704.00        | $4013476.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-12-01      | 2.0000%  | 2.0000% | $26275000.00       | $16644496.02       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 2.0000%  | 2.0000% | $3203284.00        | $2187030.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 3.5000%  | 3.5000% | $14000.00          | $10102.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 4.0000%  | 4.0000% | $6992000.00        | $5176272.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 3.5000%  | 3.5000% | $24000.00          | $17280.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-02-01      | 3.5000%  | 3.5000% | $20000.00          | $12536.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 4.5000%  | 4.5000% | $1000.00           | $960.26            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-03-01      | 2.5000%  | 2.5000% | $8000.00           | $5393.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-02-01      | 2.5000%  | 2.5000% | $5892996.00        | $3993186.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-03-01      | 2.0000%  | 2.0000% | $15402993.00       | $10272048.00       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-03-01      | 2.5000%  | 2.5000% | $1000.00           | $566.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-01-01      | 5.5000%  | 5.5000% | $1359737.00        | $1402292.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 3.0000%  | 3.0000% | $1000.00           | $638.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 3.0000%  | 3.0000% | $1008.00           | $719.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-06-01      | 3.0000%  | 3.0000% | $7001.00           | $5870.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 5.0000%  | 5.0000% | $575000.00         | $408366.41         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 5.5000%  | 5.5000% | $1000.00           | $1020.48           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-07-01      | 6.0000%  | 6.0000% | $1000.00           | $1012.65           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 6.0000%  | 6.0000% | $1000.00           | $1028.05           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 6.0000%  | 6.0000% | $867509.00         | $741007.42         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-07-01      | 6.5000%  | 6.5000% | $1000.00           | $954.61            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 6.0000%  | 6.0000% | $1000.00           | $959.83            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 5.5000%  | 5.5000% | $1007.00           | $1028.16           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 6.0000%  | 6.0000% | $1559912.00        | $1616477.12        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 5.5000%  | 5.5000% | $1925626.00        | $1958367.69        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 5.5000%  | 5.5000% | $3202843.00        | $3250740.07        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.0000%  | 6.0000% | $1000.00           | $1026.48           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 6.5000%  | 6.5000% | $3245108.00        | $3226995.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 6.0000%  | 6.0000% | $489520.00         | $507637.82         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 5.5000%  | 5.5000% | $4659854.00        | $4317654.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 5.5000%  | 5.5000% | $34845711.00       | $35070504.27       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-05-01      | 5.5000%  | 5.5000% | $27050000.00       | $24533253.35       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 6.0000%  | 6.0000% | $1314500.00        | $1226136.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 5.5000%  | 5.5000% | $8216122.00        | $7775517.79        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 6.5000%  | 6.5000% | $3671024.00        | $3173237.09        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 3.0000%  | 3.0000% | $6679544.00        | $5779810.92        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 6.0000%  | 6.0000% | $1000.00           | $825.15            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-07-01      | 6.0000%  | 6.0000% | $64536.00          | $62369.88          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 5.5000%  | 5.5000% | $20028647.00       | $19863062.65       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 6.0000%  | 6.0000% | $1000.00           | $990.12            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 6.5000%  | 6.5000% | $5314240.00        | $5059652.12        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 5.5000%  | 5.5000% | $34282112.00       | $33663827.96       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-10-01      | 5.5000%  | 5.5000% | $1024.00           | $1026.59           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 5.5000%  | 5.5000% | $551348.00         | $566672.12         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips        | 2052-07-25      | 2.0000%  | 2.0000% | $100000.00         | $10790.25          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-06-01      | 6.0000%  | 6.0000% | $742503.00         | $525383.92         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 6.5000%  | 6.5000% | $1374918.00        | $1135132.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 4.5000%  | 4.5000% | $1000.00           | $930.77            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 5.5000%  | 5.5000% | $18052622.00       | $17527442.19       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 6.0000%  | 6.0000% | $2872536.00        | $2679562.69        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 4.5000%  | 4.5000% | $1000.00           | $982.11            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 5.5000%  | 5.5000% | $48208858.00       | $49287707.04       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 6.0000%  | 6.0000% | $7753568.00        | $8065718.05        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 6.0000%  | 6.0000% | $1000.00           | $1040.55           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-02-01      | 5.0000%  | 5.0000% | $1483300.00        | $1489869.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-10-01      | 4.5000%  | 4.5000% | $16000.00          | $15063.17          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 7.0000%  | 7.0000% | $257022.00         | $272761.87         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 5.5000%  | 5.5000% | $1000.00           | $1026.25           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-02-01      | 5.5000%  | 5.5000% | $1000.00           | $1032.04           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 5.5000%  | 5.5000% | $2741163.00        | $2799302.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-07-15      | 3.5000%  | 3.5000% | $285000.00         | $20169.70          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-03-20      | 3.5000%  | 3.5000% | $1003.00           | $97.70             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-10-20      | 4.0000%  | 4.0000% | $14323.00          | $1069.94           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-12-20      | 4.5000%  | 4.5000% | $1001.00           | $74.61             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-02-20      | 4.5000%  | 4.5000% | $1001.00           | $94.50             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-07-20      | 6.5000%  | 6.5000% | $1000.00           | $163.59            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-12-20      | 3.5000%  | 3.5000% | $28146688.00       | $3454648.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-03-20      | 3.5000%  | 3.5000% | $1323.00           | $156.06            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-05-20      | 3.5000%  | 3.5000% | $1249.00           | $148.80            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-12-20      | 4.0000%  | 4.0000% | $2175.00           | $197.73            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-08-20      | 3.5000%  | 3.5000% | $1000.00           | $118.78            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-08-20      | 5.5000%  | 5.5000% | $190000.00         | $23775.49          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-12-20      | 4.5000%  | 4.5000% | $1971.00           | $885.09            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-12-20      | 4.5000%  | 4.5000% | $2439511.00        | $88561.46          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-20      | 4.0000%  | 4.0000% | $162474600.00      | $116232318.89      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-04-20      | 4.5000%  | 4.5000% | $1004.00           | $205.36            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-06-20      | 4.5000%  | 4.5000% | $24862.00          | $6823.52           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-04-20      | 4.5000%  | 4.5000% | $1000.00           | $911.85            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-08-20      | 4.5000%  | 4.5000% | $1000.00           | $903.62            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-20      | 5.5000%  | 5.5000% | $6736653.00        | $4864414.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 4.5000%  | 4.5000% | $975000.00         | $710118.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 5.5000%  | 5.5000% | $10000.00          | $9281.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-11-01      | 5.5000%  | 5.5000% | $29384862.00       | $23949278.62       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-11-01      | 4.5000%  | 4.5000% | $13001.00          | $10091.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-01-01      | 6.0000%  | 6.0000% | $10000.00          | $6905.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-02-01      | 6.5000%  | 6.5000% | $51313342.00       | $28439140.78       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-04-01      | 4.5000%  | 4.5000% | $30000.00          | $24324.41          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-09-01      | 6.5000%  | 6.5000% | $72157400.00       | $43033043.55       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-06-01      | 6.5000%  | 6.5000% | $42623454.00       | $27898680.33       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-06-01      | 5.5000%  | 5.5000% | $1000.00           | $796.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-06-01      | 6.0000%  | 6.0000% | $1113.00           | $913.72            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-07-01      | 5.0000%  | 5.0000% | $28000.00          | $23728.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-08-01      | 5.5000%  | 5.5000% | $8000.00           | $6503.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 5.5000%  | 5.5000% | $1000.00           | $918.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-05-01      | 6.5000%  | 6.5000% | $20000.00          | $15873.58          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 6.5000%  | 6.5000% | $12420258.00       | $8609030.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 6.0000%  | 6.0000% | $26289511.00       | $20917976.88       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-09-01      | 5.0000%  | 5.0000% | $1000.00           | $871.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 4.5000%  | 4.5000% | $13062816.00       | $11765045.55       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 7.0000%  | 7.0000% | $215578.00         | $229488.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 5.5000%  | 5.5000% | $1000.00           | $1029.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-01-01      | 6.0000%  | 6.0000% | $1000.00           | $1049.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-02-01      | 4.0600%  | 4.0600% | $687013.00         | $685399.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 6.0000%  | 6.0000% | $6343.00           | $5138.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-04-01      | 5.0000%  | 5.0000% | $5973178.00        | $5429864.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-02-01      | 3.0000%  | 3.0000% | $4382664.00        | $3820127.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 5.5000%  | 5.5000% | $1261798.00        | $1146523.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 5.5000%  | 5.5000% | $862877.00         | $869034.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 5.5000%  | 5.5000% | $1368533.00        | $1382933.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-06-01      | 6.0000%  | 6.0000% | $1027.00           | $1015.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.5000%  | 6.5000% | $7609376.00        | $7425008.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 5.5000%  | 5.5000% | $32012100.00       | $32365557.09       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.5000%  | 6.5000% | $13702231.00       | $14188179.05       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-01-01      | 6.0000%  | 6.0000% | $773742.00         | $801855.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-03-01      | 3.0000%  | 3.0000% | $14767952.00       | $4687352.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-07-01      | 4.5000%  | 4.5000% | $1100000.00        | $167861.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-09-01      | 3.0000%  | 3.0000% | $121610.00         | $22163.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-02-01      | 3.0000%  | 3.0000% | $1461276.00        | $263190.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-05-01      | 3.0000%  | 3.0000% | $88570.00          | $14464.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-03-01      | 3.0000%  | 3.0000% | $479622.00         | $142283.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-12-01      | 5.0000%  | 5.0000% | $7517000.00        | $2677253.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-08-01      | 4.0000%  | 4.0000% | $1000.00           | $287.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-02-01      | 4.0000%  | 4.0000% | $36000.00          | $11924.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-06-01      | 3.0000%  | 3.0000% | $2491999.00        | $1025929.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-07-01      | 3.0000%  | 3.0000% | $1000.00           | $360.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-11-01      | 2.5000%  | 2.5000% | $23566474.00       | $13077306.39       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-12-01      | 2.0000%  | 2.0000% | $1474800.00        | $785755.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-05-01      | 3.5000%  | 3.5000% | $200000.00         | $37377.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-02-01      | 2.0000%  | 2.0000% | $1083200.00        | $638251.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-05-01      | 5.5000%  | 5.5000% | $14000.00          | $5681.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-09-01      | 3.0000%  | 3.0000% | $238000.00         | $98899.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2038-11-01      | 7.5000%  | 7.5000% | $1495000.00        | $616604.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-03-01      | 4.0000%  | 4.0000% | $1000.00           | $326.35            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-06-01      | 3.0000%  | 3.0000% | $46516.00          | $28063.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-06-01      | 3.0000%  | 3.0000% | $1000.00           | $559.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-06-01      | 2.0000%  | 2.0000% | $482941.00         | $242090.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-02-01      | 3.0000%  | 3.0000% | $93999.00          | $32006.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-04-01      | 3.0000%  | 3.0000% | $1000.00           | $493.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-12-01      | 2.5000%  | 2.5000% | $1003.00           | $633.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-10-01      | 2.5000%  | 2.5000% | $1000.00           | $634.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-12-01      | 2.5000%  | 2.5000% | $375000.00         | $231115.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-12-01      | 3.0000%  | 3.0000% | $11000.00          | $7013.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-03-01      | 2.5000%  | 2.5000% | $1000.00           | $663.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2038-08-01      | 3.0000%  | 3.0000% | $20000.00          | $10431.92          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-20      | 4.0000%  | 4.0000% | $17542272.00       | $17271290.99       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2065-02-20      | 7.0000%  | 7.0000% | $4471.00           | $4643.11           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-10-20      | 4.5000%  | 4.5000% | $1431.00           | $63.23             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2035-02-20      | 5.6250%  | 5.6250% | $12334065.00       | $128446.11         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-03-20      | 2.0000%  | 2.0000% | $8933.00           | $5304.50           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-01-20      | 6.4500%  | 6.4500% | $3033.00           | $222.96            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-12-15      | 6.5000%  | 6.5000% | $102495.00         | $2459.76           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2054-08-15      | 0.0000%  | 0.0000% | $200.00            | $51.49             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2044-02-15      | 1.3750%  | 1.3750% | $100.00            | $120.29            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2053-02-15      | 1.5000%  | 1.5000% | $200.00            | $176.59            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2032-08-15      | 0.0000%  | 0.0000% | $170.66            | $133.72            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2033-08-15      | 0.0000%  | 0.0000% | $0.14              | $0.10              | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2035-05-15      | 0.0000%  | 0.0000% | $2.20              | $1.51              | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-08-15      | 0.0000%  | 0.0000% | $0.24              | $0.21              | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-05-15      | 0.0000%  | 0.0000% | $47.15             | $42.11             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-05-15      | 0.0000%  | 0.0000% | $45.47             | $39.07             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2036-05-15      | 0.0000%  | 0.0000% | $0.20              | $0.13              | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2037-08-15      | 0.0000%  | 0.0000% | $18.73             | $11.41             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2042-08-15      | 0.0000%  | 0.0000% | $6.66              | $3.05              | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2043-08-15      | 0.0000%  | 0.0000% | $12.15             | $5.25              | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2050-02-15      | 0.0000%  | 0.0000% | $0.06              | $0.01              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 5.0000%  | 5.0000% | $194831.00         | $129483.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-05-01      | 3.5000%  | 3.5000% | $1000.00           | $860.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 5.0000%  | 5.0000% | $1000.00           | $757.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 6.0000%  | 6.0000% | $9369.00           | $6827.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 5.5000%  | 5.5000% | $34000.00          | $22417.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-04-01      | 6.5000%  | 6.5000% | $1000.00           | $966.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-06-01      | 5.0000%  | 5.0000% | $58473.00          | $57361.33          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 6.5000%  | 6.5000% | $548041.00         | $563356.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-05-01      | 4.7300%  | 4.7300% | $700000.00         | $720605.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-08-01      | 4.7300%  | 4.7300% | $4299826.00        | $4460824.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-09-01      | 4.4190%  | 4.4190% | $19616.00          | $19908.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-11-01      | 4.6390%  | 4.6390% | $1210404.00        | $1242818.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-10-01      | 4.2800%  | 4.2800% | $6614.00           | $6635.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-12-01      | 4.2990%  | 4.2990% | $91965.00          | $93382.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-07-01      | 6.0000%  | 6.0000% | $1018.00           | $131.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-10-01      | 4.5000%  | 4.5000% | $89000.00          | $11814.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-06-01      | 4.0000%  | 4.0000% | $1004.00           | $255.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-02-01      | 4.5000%  | 4.5000% | $1000.00           | $220.92            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-07-01      | 2.5000%  | 2.5000% | $656000.00         | $300661.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-07-01      | 2.5000%  | 2.5000% | $3114335.00        | $1466666.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-07-01      | 2.5000%  | 2.5000% | $33284.00          | $12033.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-07-01      | 3.0000%  | 3.0000% | $227890.00         | $60841.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-08-01      | 2.0000%  | 2.0000% | $2916000.00        | $1524590.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-09-01      | 2.0000%  | 2.0000% | $3097000.00        | $1646613.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-09-01      | 2.0000%  | 2.0000% | $768000.00         | $397790.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-09-01      | 2.0000%  | 2.0000% | $1000.00           | $535.92            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-02-01      | 2.0000%  | 2.0000% | $1008.00           | $569.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-02-01      | 2.5000%  | 2.5000% | $18559046.00       | $9305039.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-04-01      | 2.0000%  | 2.0000% | $1000.00           | $597.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-07-01      | 3.0000%  | 3.0000% | $18000.00          | $12376.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-07-01      | 2.5000%  | 2.5000% | $248000.00         | $157624.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-07-01      | 2.5000%  | 2.5000% | $29120616.00       | $17687609.62       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-07-01      | 2.0000%  | 2.0000% | $28165752.00       | $17166879.22       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 3.0000%  | 3.0000% | $7938280.00        | $5428700.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-02-01      | 3.0000%  | 3.0000% | $68984.00          | $42923.20          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-03-01      | 3.5000%  | 3.5000% | $24000.00          | $15944.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-03-01      | 3.0000%  | 3.0000% | $3598990.00        | $2363731.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-04-01      | 3.5000%  | 3.5000% | $31000.00          | $17112.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-06-01      | 3.5000%  | 3.5000% | $18000.00          | $13218.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-11-01      | 5.0000%  | 5.0000% | $1080.00           | $827.56            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 5.0000%  | 5.0000% | $16000.00          | $12067.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 5.0000%  | 5.0000% | $1000.00           | $786.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 5.0000%  | 5.0000% | $1000.00           | $827.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-07-01      | 3.0000%  | 3.0000% | $1000.00           | $132.56            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-12-01      | 3.5000%  | 3.5000% | $78000.00          | $5706.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-09-01      | 5.0000%  | 5.0000% | $1000.00           | $86.12             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-08-01      | 2.5000%  | 2.5000% | $4596000.00        | $834415.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-10-01      | 3.0000%  | 3.0000% | $3051000.00        | $499365.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-01-01      | 3.0000%  | 3.0000% | $102000.00         | $17766.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-07-01      | 4.0000%  | 4.0000% | $215000.00         | $21055.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-11-01      | 4.0000%  | 4.0000% | $210000.00         | $24491.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-07-01      | 4.5000%  | 4.5000% | $3283674.00        | $252434.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-04-01      | 3.0000%  | 3.0000% | $142984.00         | $10144.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-07-01      | 3.0000%  | 3.0000% | $3325000.00        | $358562.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-01-01      | 3.0000%  | 3.0000% | $1999308.00        | $326291.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-03-01      | 4.0000%  | 4.0000% | $37000.00          | $5506.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-04-01      | 3.0000%  | 3.0000% | $38000.00          | $7356.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-12-01      | 2.0000%  | 2.0000% | $10359.00          | $5223.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-12-01      | 2.0000%  | 2.0000% | $149960.00         | $80334.42          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-02-01      | 2.0000%  | 2.0000% | $5800000.00        | $2602632.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-04-01      | 2.5000%  | 2.5000% | $11554187.00       | $6389508.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-05-01      | 2.0000%  | 2.0000% | $32386816.00       | $19277317.05       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-05-01      | 2.5000%  | 2.5000% | $18525575.00       | $10295234.10       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-05-01      | 1.5000%  | 1.5000% | $11000.00          | $6556.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-04-01      | 5.0000%  | 5.0000% | $11000.00          | $9550.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-05-01      | 5.5000%  | 5.5000% | $72618252.00       | $58179501.59       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-01-01      | 2.0000%  | 2.0000% | $2580020.00        | $1676297.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-01-01      | 2.5000%  | 2.5000% | $1000.00           | $649.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-01-01      | 2.0000%  | 2.0000% | $44601.00          | $27884.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-02-01      | 2.0000%  | 2.0000% | $430129.00         | $284538.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-04-01      | 2.0000%  | 2.0000% | $85206.00          | $38345.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 3.5000%  | 3.5000% | $9000.00           | $6152.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-06-01      | 4.0000%  | 4.0000% | $1024.00           | $761.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 2.5000%  | 2.5000% | $1000.00           | $697.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 3.0000%  | 3.0000% | $24000.00          | $17226.62          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 3.5000%  | 3.5000% | $72726.00          | $52038.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-06-01      | 4.5000%  | 4.5000% | $1873000.00        | $1354321.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 5.0000%  | 5.0000% | $1000.00           | $727.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 5.5000%  | 5.5000% | $34000.00          | $22929.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-11-01      | 4.0000%  | 4.0000% | $8000.00           | $6389.10           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-01-01      | 6.0000%  | 6.0000% | $231831.00         | $138061.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-03-01      | 5.0000%  | 5.0000% | $566147.00         | $444176.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-02-01      | 5.0000%  | 5.0000% | $1164000.00        | $904310.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-02-01      | 5.5000%  | 5.5000% | $1000.00           | $711.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-04-01      | 4.5000%  | 4.5000% | $507000.00         | $412923.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 6.0000%  | 6.0000% | $1000.00           | $668.20            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-06-01      | 5.0000%  | 5.0000% | $1333.00           | $1080.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-06-01      | 6.0000%  | 6.0000% | $27015.00          | $17340.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-06-01      | 6.0000%  | 6.0000% | $14144368.00       | $9079022.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-04-01      | 3.5000%  | 3.5000% | $27000.00          | $21492.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-09-01      | 6.0000%  | 6.0000% | $15893000.00       | $10458590.81       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-10-01      | 6.5000%  | 6.5000% | $416566.00         | $215151.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2038-10-01      | 6.0000%  | 6.0000% | $4181209.00        | $1983351.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-12-01      | 5.0000%  | 5.0000% | $17000.00          | $14962.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-12-01      | 6.0000%  | 6.0000% | $1000.00           | $630.56            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-01-01      | 5.5000%  | 5.5000% | $5353700.00        | $4371757.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-07-01      | 5.5000%  | 5.5000% | $1000.00           | $801.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 4.0000%  | 4.0000% | $11000.00          | $9758.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-09-01      | 6.5000%  | 6.5000% | $159343.00         | $103299.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-10-01      | 5.0000%  | 5.0000% | $4400112.00        | $3969765.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2039-12-01      | 5.0000%  | 5.0000% | $604075.00         | $460484.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-01-01      | 5.5000%  | 5.5000% | $1359990.00        | $1011094.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 3.5000%  | 3.5000% | $62051.00          | $55540.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 4.0000%  | 4.0000% | $1002.00           | $938.72            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 5.0000%  | 5.0000% | $5231241.00        | $5108270.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 4.5000%  | 4.5000% | $23312472.00       | $22811603.26       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 6.5000%  | 6.5000% | $5567053.00        | $5311499.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-02-01      | 2.5000%  | 2.5000% | $105023.00         | $69039.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 4.0000%  | 4.0000% | $340000.00         | $222518.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-04-01      | 4.0000%  | 4.0000% | $350000.00         | $204974.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 3.0000%  | 3.0000% | $867033.00         | $579707.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 3.0000%  | 3.0000% | $1000.00           | $681.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-08-01      | 5.0000%  | 5.0000% | $935660.00         | $704749.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-08-01      | 5.0000%  | 5.0000% | $1000.00           | $709.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-02-01      | 3.0000%  | 3.0000% | $1000.00           | $658.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 2.5000%  | 2.5000% | $29938.00          | $19885.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-03-01      | 3.0000%  | 3.0000% | $39000.00          | $26583.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-12-01      | 2.5000%  | 2.5000% | $8001.00           | $5826.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 2.5000%  | 2.5000% | $1004.00           | $700.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 2.0000%  | 2.0000% | $17000.00          | $11745.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 3.0000%  | 3.0000% | $7000.00           | $5316.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-11-01      | 5.0000%  | 5.0000% | $758931.00         | $569432.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-07-01      | 6.0000%  | 6.0000% | $1000.00           | $658.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-02-01      | 3.0000%  | 3.0000% | $1000.00           | $735.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 3.0000%  | 3.0000% | $1497000.00        | $1127095.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-09-01      | 5.0000%  | 5.0000% | $1484164.00        | $1268590.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-08-01      | 3.5000%  | 3.5000% | $10000.00          | $8040.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-03-01      | 2.5000%  | 2.5000% | $3722189.00        | $2760718.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-12-01      | 3.0000%  | 3.0000% | $25000.00          | $19320.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-05-01      | 2.0000%  | 2.0000% | $590000.00         | $433355.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-11-01      | 3.0000%  | 3.0000% | $17191449.00       | $12880412.69       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-12-01      | 6.5000%  | 6.5000% | $3063192.00        | $1783860.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 3.0000%  | 3.0000% | $28000.00          | $21710.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-05-01      | 5.5000%  | 5.5000% | $19000.00          | $16675.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 3.5000%  | 3.5000% | $7000.00           | $5567.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-01-01      | 4.5000%  | 4.5000% | $1229000.00        | $1029209.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-06-01      | 6.0000%  | 6.0000% | $1246404.00        | $861731.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-08-01      | 5.0000%  | 5.0000% | $1000.00           | $878.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-10-01      | 6.0000%  | 6.0000% | $9563145.00        | $8297239.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-06-01      | 6.0000%  | 6.0000% | $1152.00           | $923.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-06-01      | 5.5000%  | 5.5000% | $8787.00           | $7620.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-09-01      | 5.5000%  | 5.5000% | $28844426.00       | $24873907.40       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-03-01      | 4.5000%  | 4.5000% | $4878040.00        | $4391296.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-06-01      | 3.0000%  | 3.0000% | $923307.00         | $744751.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 6.5000%  | 6.5000% | $3464.00           | $3008.90           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 6.5000%  | 6.5000% | $42404423.00       | $36723750.25       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 6.5000%  | 6.5000% | $2953860.00        | $2972599.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 6.0000%  | 6.0000% | $26371.00          | $24365.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 5.5000%  | 5.5000% | $1000.00           | $1017.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.5000%  | 6.5000% | $54560112.00       | $53800488.57       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 5.0000%  | 5.0000% | $1000.00           | $1010.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-12-01      | 6.5000%  | 6.5000% | $1789000.00        | $23501.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-10-01      | 4.5000%  | 4.5000% | $1000.00           | $123.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-08-01      | 3.0000%  | 3.0000% | $35000.00          | $5031.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-10-01      | 6.0000%  | 6.0000% | $1600000.00        | $5358.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-12-01      | 6.5000%  | 6.5000% | $1002.00           | $101.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-12-01      | 3.0000%  | 3.0000% | $1000.00           | $309.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-06-01      | 6.0000%  | 6.0000% | $1124990.00        | $12011.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-07-01      | 6.0000%  | 6.0000% | $999096.00         | $15473.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-12-01      | 6.5000%  | 6.5000% | $1694352.00        | $5257.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2038-02-01      | 7.0000%  | 7.0000% | $791040.00         | $7837.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2038-09-01      | 6.5000%  | 6.5000% | $1001941.00        | $9284.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2038-11-01      | 7.0000%  | 7.0000% | $930838.00         | $18924.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2039-04-01      | 6.0000%  | 6.0000% | $746012.00         | $24915.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-03-01      | 4.5000%  | 4.5000% | $1150000.00        | $7925.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-11-01      | 4.0000%  | 4.0000% | $9987488.00        | $951317.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-12-01      | 4.0000%  | 4.0000% | $49132.00          | $6412.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-06-01      | 3.0000%  | 3.0000% | $61261.00          | $9976.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-03-01      | 5.0000%  | 5.0000% | $1293847.00        | $18285.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-04-01      | 3.0000%  | 3.0000% | $56000.00          | $5702.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-06-01      | 3.0000%  | 3.0000% | $5999000.00        | $606998.64         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-07-01      | 5.0000%  | 5.0000% | $3510296.00        | $3121050.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 4.5000%  | 4.5000% | $1000.00           | $741.57            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-05-01      | 7.0000%  | 7.0000% | $1189400.00        | $1268350.62        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-05-01      | 6.5000%  | 6.5000% | $926220.00         | $963221.64         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-06-01      | 7.0000%  | 7.0000% | $615944.00         | $541091.36         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-07-01      | 5.5000%  | 5.5000% | $5926992.00        | $5628189.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-08-01      | 6.5000%  | 6.5000% | $1000.00           | $925.47            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-09-01      | 6.0000%  | 6.0000% | $2021588.00        | $1719297.34        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-10-01      | 6.5000%  | 6.5000% | $1000.00           | $641.58            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-10-01      | 6.5000%  | 6.5000% | $1008.00           | $953.19            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-12-01      | 6.5000%  | 6.5000% | $14898704.00       | $7980600.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-07-01      | 6.0000%  | 6.0000% | $2033960.00        | $2054127.69        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-07-01      | 2.0000%  | 2.0000% | $1704548.00        | $1030699.06        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-09-01      | 2.5000%  | 2.5000% | $777783.00         | $482465.76         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 3.5000%  | 3.5000% | $3778980.00        | $2620440.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-02-01      | 2.5000%  | 2.5000% | $1000.00           | $635.18            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-06-01      | 5.0000%  | 5.0000% | $13842720.00       | $8963504.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-06-01      | 5.0000%  | 5.0000% | $1000.00           | $722.00            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 4.5000%  | 4.5000% | $1000.00           | $801.89            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-01-01      | 6.5000%  | 6.5000% | $1059.00           | $610.24            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-02-01      | 6.0000%  | 6.0000% | $1024.00           | $788.22            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-04-01      | 5.0000%  | 5.0000% | $21264.00          | $16648.90          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-02-01      | 3.0000%  | 3.0000% | $1000.00           | $201.61            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-05-01      | 6.0000%  | 6.0000% | $18575552.00       | $14609347.69       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-12-01      | 3.5000%  | 3.5000% | $1141202.00        | $269439.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-12-01      | 6.0000%  | 6.0000% | $1553091.00        | $7466.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-12-01      | 7.0000%  | 7.0000% | $14110607.00       | $12098.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-08-01      | 6.5000%  | 6.5000% | $19984492.00       | $12010.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-04-01      | 5.0000%  | 5.0000% | $97439.00          | $770.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-05-01      | 3.5000%  | 3.5000% | $12000000.00       | $1555068.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-05-01      | 3.5000%  | 3.5000% | $80364.00          | $12597.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-04-01      | 6.2860%  | 6.2860% | $1436.00           | $20.75             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-09-01      | 4.5000%  | 4.5000% | $73131.00          | $12455.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-02-01      | 4.5000%  | 4.5000% | $29513696.00       | $4043912.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-01-01      | 4.0000%  | 4.0000% | $1211000.00        | $237362.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-03-01      | 6.2020%  | 6.2020% | $838000.00         | $49015.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-05-01      | 5.5000%  | 5.5000% | $90998.00          | $15215.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-07-01      | 3.1400%  | 3.1400% | $4570000.00        | $4363238.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-08-01      | 3.0000%  | 3.0000% | $100558.00         | $21473.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-11-01      | 4.0000%  | 4.0000% | $67000.00          | $8955.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-11-01      | 3.5000%  | 3.5000% | $69000.00          | $10719.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-05-01      | 2.5000%  | 2.5000% | $127254.00         | $21401.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-02-01      | 3.5000%  | 3.5000% | $100000.00         | $18891.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-09-01      | 3.0000%  | 3.0000% | $701189.00         | $149938.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-06-01      | 4.0000%  | 4.0000% | $600000.00         | $44751.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-04-01      | 4.0000%  | 4.0000% | $1000.00           | $155.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-06-01      | 4.0000%  | 4.0000% | $231998.00         | $31338.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-09-01      | 4.0000%  | 4.0000% | $51754.00          | $6216.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-11-01      | 4.5000%  | 4.5000% | $1078.00           | $195.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-02-01      | 4.5000%  | 4.5000% | $1303192.00        | $211055.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-02-01      | 4.5000%  | 4.5000% | $1024.00           | $104.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-03-01      | 3.5000%  | 3.5000% | $1000.00           | $196.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-11-01      | 5.5000%  | 5.5000% | $3504514.00        | $8732.10           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-07-01      | 5.5000%  | 5.5000% | $1099000.00        | $9644.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-08-01      | 4.5000%  | 4.5000% | $3999600.00        | $14215.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-06-01      | 6.5000%  | 6.5000% | $2854214.00        | $8966.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-09-01      | 6.5000%  | 6.5000% | $1775000.00        | $12011.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-10-01      | 6.1420%  | 6.1420% | $2400000.00        | $18012.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-11-01      | 6.5000%  | 6.5000% | $1470834.00        | $7160.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-10-01      | 6.5000%  | 6.5000% | $2982084.00        | $16225.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-11-01      | 6.5000%  | 6.5000% | $1000.00           | $1053.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-02-01      | 6.0000%  | 6.0000% | $7001.00           | $5485.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-02-01      | 6.5000%  | 6.5000% | $1548660.00        | $1628787.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 5.5000%  | 5.5000% | $1053.00           | $1058.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-01-01      | 5.5000%  | 5.5000% | $1031.00           | $1018.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-08-01      | 5.0000%  | 5.0000% | $255000.00         | $10984.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-09-01      | 4.5000%  | 4.5000% | $1219940.00        | $48049.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-12-01      | 4.0000%  | 4.0000% | $64000.00          | $5677.86           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-12-01      | 6.0000%  | 6.0000% | $1000.00           | $836.65            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 6.5000%  | 6.5000% | $1000.00           | $571.14            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-02-01      | 5.0000%  | 5.0000% | $5919408.00        | $5542875.69        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-02-01      | 6.0000%  | 6.0000% | $4287923.00        | $3969892.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 6.5000%  | 6.5000% | $1001.00           | $1062.09           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 7.0000%  | 7.0000% | $27683.00          | $29414.18          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 6.5000%  | 6.5000% | $387920.00         | $410819.79         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 6.5000%  | 6.5000% | $2610229.00        | $2427896.37        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 6.0000%  | 6.0000% | $475506.00         | $445280.33         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-07-01      | 6.5000%  | 6.5000% | $30487.00          | $397.14            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2038-10-01      | 6.4160%  | 6.4160% | $7097788.00        | $7428387.19        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2045-10-01      | 4.0000%  | 4.0000% | $1127766.00        | $12043.38          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-01-01      | 4.0000%  | 4.0000% | $1000.00           | $470.82            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-03-01      | 4.0000%  | 4.0000% | $149979.00         | $26594.91          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-02-01      | 4.5000%  | 4.5000% | $2003.00           | $430.96            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-12-01      | 6.5000%  | 6.5000% | $820000.00         | $7099.26           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2046-12-01      | 2.5000%  | 2.5000% | $1000.00           | $251.70            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2046-12-01      | 3.5000%  | 3.5000% | $85000.00          | $11913.56          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-02-01      | 3.5000%  | 3.5000% | $123394.00         | $14444.18          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-07-01      | 4.0000%  | 4.0000% | $1002.00           | $158.32            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2046-08-01      | 3.5000%  | 3.5000% | $76000.00          | $16240.81          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-10-01      | 2.0000%  | 2.0000% | $1000.00           | $405.03            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-10-01      | 2.5000%  | 2.5000% | $1193.00           | $524.72            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-02-01      | 3.0000%  | 3.0000% | $1000.00           | $611.13            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-06-01      | 4.5000%  | 4.5000% | $1499000.00        | $978675.89         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-01-01      | 2.5000%  | 2.5000% | $1000.00           | $664.70            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-11-01      | 5.0000%  | 5.0000% | $109995.00         | $91036.28          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-11-01      | 5.5000%  | 5.5000% | $1025.00           | $828.88            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-08-01      | 6.0000%  | 6.0000% | $1010.00           | $805.89            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-05-01      | 5.5000%  | 5.5000% | $1000.00           | $777.34            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-05-01      | 6.5000%  | 6.5000% | $14816239.00       | $8766135.88        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-03-01      | 6.0000%  | 6.0000% | $212000.00         | $182555.59         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-06-01      | 5.0000%  | 5.0000% | $1000.00           | $848.52            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-03-01      | 6.0000%  | 6.0000% | $2385194.00        | $1948297.41        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-03-01      | 5.5000%  | 5.5000% | $51019410.00       | $43410018.16       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 4.0000%  | 4.0000% | $777834.00         | $635593.29         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-11-01      | 5.5000%  | 5.5000% | $37400000.00       | $35078911.22       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-07-01      | 2.5000%  | 2.5000% | $18694000.00       | $6643761.80        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 6.5000%  | 6.5000% | $1008.00           | $880.66            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-11-01      | 4.5000%  | 4.5000% | $1000.00           | $933.61            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-08-01      | 3.5000%  | 3.5000% | $2906983.00        | $532270.30         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-12-01      | 2.0000%  | 2.0000% | $6793940.00        | $3703353.90        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-03-01      | 2.0000%  | 2.0000% | $1008.00           | $570.69            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-04-01      | 3.0000%  | 3.0000% | $8087760.00        | $3750451.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-05-01      | 2.5000%  | 2.5000% | $1320307.00        | $723898.10         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-06-01      | 2.5000%  | 2.5000% | $47360.00          | $27457.07          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-01-01      | 3.5000%  | 3.5000% | $129990.00         | $76883.49          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-12-01      | 2.5000%  | 2.5000% | $1023.00           | $652.91            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-06-01      | 4.0000%  | 4.0000% | $6323666.00        | $4747357.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-03-01      | 2.5000%  | 2.5000% | $1000.00           | $664.95            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 2.5000%  | 2.5000% | $1217611.00        | $825736.08         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-10-01      | 5.0000%  | 5.0000% | $37441955.00       | $28713877.65       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-01-01      | 5.0000%  | 5.0000% | $874614.00         | $696391.20         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-08-01      | 5.5000%  | 5.5000% | $24760874.00       | $19265979.05       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-02-01      | 6.0000%  | 6.0000% | $12950272.00       | $8230458.78        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-09-01      | 6.5000%  | 6.5000% | $53557854.00       | $40209410.01       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-11-01      | 1.2200%  | 1.2200% | $1020.00           | $843.56            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-12-01      | 2.0000%  | 2.0000% | $7173248.00        | $4645389.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-07-01      | 5.5000%  | 5.5000% | $1589000.00        | $1550663.59        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 6.0000%  | 6.0000% | $1100500.00        | $809936.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-07-01      | 6.5000%  | 6.5000% | $346539.00         | $356212.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-10-01      | 6.5000%  | 6.5000% | $1000.00           | $1008.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-09-01      | 2.5000%  | 2.5000% | $1000.00           | $507.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-07-01      | 2.5000%  | 2.5000% | $45005.00          | $23350.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-02-01      | 2.0000%  | 2.0000% | $1000.00           | $556.86            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-02-01      | 2.0000%  | 2.0000% | $99000.00          | $47098.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-12-01      | 2.0000%  | 2.0000% | $1000.00           | $652.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-07-01      | 3.0000%  | 3.0000% | $51986.00          | $14087.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-07-01      | 2.5000%  | 2.5000% | $66500.00          | $16187.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-05-01      | 2.5000%  | 2.5000% | $1530000.00        | $573995.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-11-01      | 3.5000%  | 3.5000% | $1000.00           | $268.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-11-01      | 3.0000%  | 3.0000% | $397890.00         | $83770.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-10-01      | 3.0000%  | 3.0000% | $51801521.00       | $9357089.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-09-01      | 3.0000%  | 3.0000% | $2295994.00        | $414725.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-10-01      | 3.0000%  | 3.0000% | $345000.00         | $92858.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-04-01      | 4.5000%  | 4.5000% | $294000.00         | $106883.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-02-01      | 4.0000%  | 4.0000% | $46060993.00       | $6848580.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-12-01      | 5.0000%  | 5.0000% | $126102.00         | $18122.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-09-01      | 5.0000%  | 5.0000% | $165000.00         | $15361.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-07-01      | 6.0000%  | 6.0000% | $90007.00          | $23907.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-03-01      | 4.5000%  | 4.5000% | $127835.00         | $23735.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-06-01      | 3.3700%  | 3.3700% | $33088.00          | $31555.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2038-12-01      | 4.1500%  | 4.1500% | $47020.00          | $40565.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-02-01      | 3.0000%  | 3.0000% | $35000.00          | $5850.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-09-01      | 6.0000%  | 6.0000% | $1205218.00        | $62489.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-10-01      | 3.0000%  | 3.0000% | $43000.00          | $7680.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-02-01      | 3.0000%  | 3.0000% | $1000.00           | $227.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-09-01      | 3.0000%  | 3.0000% | $142988.00         | $25343.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-08-01      | 3.0000%  | 3.0000% | $107331.00         | $6934.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 5.0000%  | 5.0000% | $1000.00           | $1004.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 5.0000%  | 5.0000% | $19710.00          | $17077.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 5.5000%  | 5.5000% | $5443599.00        | $5647462.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 5.5000%  | 5.5000% | $1000.00           | $1016.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 5.5000%  | 5.5000% | $1025.00           | $1063.90           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.5000%  | 6.5000% | $1024.00           | $1072.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.0000%  | 6.0000% | $10000.00          | $10265.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 5.5000%  | 5.5000% | $1000.00           | $1022.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 7.0000%  | 7.0000% | $1000.00           | $976.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.0000%  | 6.0000% | $11000.00          | $10833.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 7.0000%  | 7.0000% | $1645490.00        | $1741825.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 6.0000%  | 6.0000% | $1166290.00        | $973170.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-01-01      | 5.0000%  | 5.0000% | $39939553.00       | $40102180.08       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-07-01      | 6.5000%  | 6.5000% | $1000.00           | $1036.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.5000%  | 6.5000% | $3909252.00        | $3879588.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 6.0000%  | 6.0000% | $2708375.00        | $2809566.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 6.0000%  | 6.0000% | $1000.00           | $777.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 6.0000%  | 6.0000% | $131167.00         | $135825.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 6.0000%  | 6.0000% | $1164.00           | $1027.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-07-01      | 6.0000%  | 6.0000% | $3113520.00        | $3185288.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 6.0000%  | 6.0000% | $3450472.00        | $3301665.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 6.0000%  | 6.0000% | $2424720.00        | $2432025.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 4.5000%  | 4.5000% | $13827948.00       | $13608091.77       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 6.0000%  | 6.0000% | $1000.00           | $819.80            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 5.5000%  | 5.5000% | $1000.00           | $1016.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 6.0000%  | 6.0000% | $2205830.00        | $2269403.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 7.0000%  | 7.0000% | $9998.00           | $10593.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 5.5000%  | 5.5000% | $1049450.00        | $1061577.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 6.0000%  | 6.0000% | $1000.00           | $933.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 6.0000%  | 6.0000% | $3171360.00        | $3235511.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-12-01      | 5.0000%  | 5.0000% | $9126.00           | $7804.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-03-01      | 6.0000%  | 6.0000% | $1000.00           | $689.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-12-01      | 6.0000%  | 6.0000% | $11474.00          | $10395.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-11-01      | 4.5000%  | 4.5000% | $1040264.00        | $778758.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-11-01      | 5.5000%  | 5.5000% | $6020.00           | $5682.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-10-01      | 6.5000%  | 6.5000% | $9098240.00        | $3825988.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 5.5000%  | 5.5000% | $1111569.00        | $1063580.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 6.0000%  | 6.0000% | $30018214.00       | $24149042.24       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-07-01      | 6.0000%  | 6.0000% | $18427776.00       | $15653742.47       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-05-01      | 6.0000%  | 6.0000% | $1871314.00        | $1581615.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-07-01      | 7.0000%  | 7.0000% | $1000.00           | $1065.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-07-01      | 7.0000%  | 7.0000% | $1006.00           | $1067.06           | Agency Mortgage-Backed Securities |

### Security 19: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC
- **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: BYM6V1C57, C.4 - ISIN: 51126, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-10-20      | 2.4950%  | 2.4950% | $4863000.00        | $31570.61          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-12-20      | 2.6570%  | 2.6570% | $1155000.00        | $5569.38           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-03-20      | 1.8480%  | 1.8480% | $19964512.00       | $106066.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2038-08-20      | 6.0000%  | 6.0000% | $7915500.00        | $17607.66          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-09-20      | 2.2330%  | 2.2330% | $13339000.00       | $236073.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-05-20      | 2.4550%  | 2.4550% | $10094000.00       | $40099.84          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-09-20      | 2.0490%  | 2.0490% | $3732000.00        | $63549.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-10-20      | 1.8980%  | 1.8980% | $1670000.00        | $5583.60           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-08-20      | 0.2040%  | 0.2040% | $4456448.00        | $376.50            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-02-20      | 2.0330%  | 2.0330% | $1425000.00        | $3487.86           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-04-20      | 1.4510%  | 1.4510% | $1416000.00        | $3302.11           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2060-01-20      | 1.8100%  | 1.8100% | $62160768.00       | $66196.70          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-12-16      | 4.5000%  | 4.5000% | $3775000.00        | $52619.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-10-20      | 3.5000%  | 3.5000% | $33120256.00       | $16358.40          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-05-20      | 4.0000%  | 4.0000% | $17923000.00       | $281210.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2058-09-16      | 0.9650%  | 0.9650% | $160000000.00      | $1222977.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-12-16      | 0.7330%  | 0.7330% | $140000000.00      | $985435.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2057-10-16      | 0.6520%  | 0.6520% | $75000000.00       | $640784.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-09-20      | 4.5000%  | 4.5000% | $9809648.00        | $413259.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2059-05-16      | 0.6040%  | 0.6040% | $118544768.00      | $1136570.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2060-03-16      | 0.5910%  | 0.5910% | $90000000.00       | $895868.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2058-04-16      | 0.4560%  | 0.4560% | $135879040.00      | $1406192.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-03-20      | 0.9710%  | 0.9710% | $16319680.00       | $316414.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-03-20      | 0.9800%  | 0.9800% | $16358656.00       | $232942.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-03-20      | 0.9800%  | 0.9800% | $16358656.00       | $232942.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-02-20      | 1.5260%  | 1.5260% | $6633304.00        | $205616.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-03-20      | 1.6880%  | 1.6880% | $80865792.00       | $2047065.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-04-20      | 1.2130%  | 1.2130% | $15731696.00       | $275894.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-02-20      | 1.2970%  | 1.2970% | $9147088.00        | $230739.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-03-20      | 1.8700%  | 1.8700% | $9068080.00        | $319435.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-03-20      | 1.8700%  | 1.8700% | $9068080.00        | $319435.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-03-20      | 1.8700%  | 1.8700% | $9068080.00        | $319435.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-03-20      | 1.8700%  | 1.8700% | $9068080.00        | $319435.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-03-20      | 1.6480%  | 1.6480% | $62193024.00       | $1423096.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-05-20      | 1.6090%  | 1.6090% | $41567296.00       | $917621.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-03-20      | 1.7970%  | 1.7970% | $159744.00         | $159.63            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-05-20      | 1.6960%  | 1.6960% | $33643000.00       | $84683.92          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-06-20      | 1.7640%  | 1.7640% | $64904576.00       | $221946.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-08-20      | 1.4230%  | 1.4230% | $47852992.00       | $215188.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-09-20      | 2.1040%  | 2.1040% | $517997.00         | $3945.09           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-09-20      | 1.2750%  | 1.2750% | $21866560.00       | $560133.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-09-20      | 0.5200%  | 0.5200% | $48195648.00       | $332992.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-11-20      | 1.8760%  | 1.8760% | $19818784.00       | $573609.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-11-20      | 1.5620%  | 1.5620% | $35430272.00       | $916157.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-10-20      | 2.3450%  | 2.3450% | $6513000.00        | $57266.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-12-20      | 1.3540%  | 1.3540% | $150000000.00      | $3588525.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-10-20      | 0.7440%  | 0.7440% | $98615296.00       | $36682.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-04-20      | 1.8450%  | 1.8450% | $49909312.00       | $1067829.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-04-20      | 0.6980%  | 0.6980% | $153124864.00      | $72586.73          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-01-20      | 1.1500%  | 1.1500% | $23938688.00       | $654809.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-01-20      | 1.0890%  | 1.0890% | $110486144.00      | $2616764.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-06-20      | 1.7310%  | 1.7310% | $166058240.00      | $4144176.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-12-20      | 1.6470%  | 1.6470% | $44410368.00       | $928113.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-08-20      | 1.3220%  | 1.3220% | $75000000.00       | $1915003.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-04-20      | 1.5290%  | 1.5290% | $65056768.00       | $1697383.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2058-09-16      | 0.6100%  | 0.6100% | $94891520.00       | $701478.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2060-08-16      | 0.6590%  | 0.6590% | $75000000.00       | $582420.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2060-01-16      | 1.2940%  | 1.2940% | $52464832.00       | $2913925.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-02-20      | 0.8620%  | 0.8620% | $48273040.00       | $58432.17          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-04-20      | 1.0900%  | 1.0900% | $18283872.00       | $92596.42          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-06-20      | 1.7400%  | 1.7400% | $82681856.00       | $2997633.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-03-20      | 0.4640%  | 0.4640% | $26988000.00       | $620207.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-06-20      | 1.9910%  | 1.9910% | $50000000.00       | $1808788.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-08-20      | 2.1480%  | 2.1480% | $46659776.00       | $2046863.49        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-12-25      | 2.0000%  | 2.0000% | $39515000.00       | $3650210.47        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-10-25      | 1.8210%  | 1.8210% | $2060000.00        | $50063.81          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-12-25      | 1.9070%  | 1.9070% | $130972672.00      | $2253755.47        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-02-25      | 3.5000%  | 3.5000% | $31414624.00       | $4620397.78        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-04-25      | 3.0000%  | 3.0000% | $76171904.00       | $11066642.25       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-06-25      | 6.0000%  | 6.0000% | $35628720.00       | $5215188.33        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-10-15      | 4.5000%  | 4.5000% | $94872576.00       | $914997.12         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-11-25      | 2.5000%  | 2.5000% | $44265344.00       | $2888609.48        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2048-01-25      | 4.5000%  | 4.5000% | $30000000.00       | $1969469.71        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-10-25      | 2.5000%  | 2.5000% | $27843008.00       | $1892771.09        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2049-02-25      | 3.0000%  | 3.0000% | $11833328.00       | $733163.18         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-11-25      | 6.5000%  | 6.5000% | $21987872.00       | $2090631.22        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-06-25      | 4.0000%  | 4.0000% | $70282752.00       | $12103188.10       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-10-25      | 4.5000%  | 4.5000% | $20755136.00       | $2135789.88        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2036-01-25      | 6.0000%  | 6.0000% | $10152368.00       | $1444561.10        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-11-25      | 5.5000%  | 5.5000% | $8731680.00        | $1484434.90        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2056-02-25      | 5.5000%  | 5.5000% | $19789740.00       | $3413091.94        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-06-25      | 6.0000%  | 6.0000% | $7333328.00        | $1114166.79        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2036-08-15      | 0.0000%  | 0.0000% | $138412032.00      | $211.00            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-03-16      | 1.4490%  | 1.4490% | $161480704.00      | $228.81            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-03-16      | 0.1060%  | 0.1060% | $263323648.00      | $15257.59          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-11-16      | 0.1520%  | 0.1520% | $411041775.00      | $221.27            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2063-05-20      | 2.0310%  | 2.0310% | $22631456.00       | $36764.09          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2063-08-20      | 1.6540%  | 1.6540% | $14409723.00       | $11479.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2063-08-20      | 1.1400%  | 1.1400% | $129024000.00      | $78958.02          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2063-08-20      | 0.7420%  | 0.7420% | $13172736.00       | $2853.38           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2063-08-20      | 1.5370%  | 1.5370% | $10997760.00       | $7129.44           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2062-12-20      | 2.1410%  | 2.1410% | $18252992.00       | $90913.90          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2059-09-20      | 1.6900%  | 1.6900% | $19922944.00       | $234.72            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2062-12-20      | 1.9600%  | 1.9600% | $1769472.00        | $206.27            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2061-01-20      | 1.6770%  | 1.6770% | $3997696.00        | $680.10            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2061-05-20      | 1.5280%  | 1.5280% | $27450000.00       | $46548.21          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2061-05-20      | 1.2630%  | 1.2630% | $13123584.00       | $8535.36           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2062-02-20      | 0.9820%  | 0.9820% | $186769408.00      | $103147.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2062-01-20      | 1.3740%  | 1.3740% | $49491200.00       | $59049.75          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2062-05-20      | 0.4450%  | 0.4450% | $23134208.00       | $2976.99           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2062-06-20      | 1.4230%  | 1.4230% | $38901696.00       | $57425.96          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2061-04-20      | 0.4950%  | 0.4950% | $7340019.00        | $124.29            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2060-03-20      | 1.4380%  | 1.4380% | $52097024.00       | $41808.50          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2062-10-20      | 1.4820%  | 1.4820% | $35789184.00       | $41920.92          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2062-10-20      | 1.7650%  | 1.7650% | $12099584.00       | $10347.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2062-10-20      | 0.3250%  | 0.3250% | $12058624.00       | $215.15            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-11-20      | 2.5490%  | 2.5490% | $6315000.00        | $94089.31          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-12-20      | 2.4360%  | 2.4360% | $25000000.00       | $413166.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-01-20      | 2.1180%  | 2.1180% | $813000.00         | $10825.27          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-01-20      | 2.0810%  | 2.0810% | $5504500.00        | $45921.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-02-20      | 2.0260%  | 2.0260% | $2012000.00        | $12510.50          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-03-20      | 0.5140%  | 0.5140% | $20414464.00       | $2616.06           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-04-20      | 1.4920%  | 1.4920% | $19560000.00       | $96890.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-03-20      | 1.6000%  | 1.6000% | $7959000.00        | $10361.60          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-03-20      | 2.0930%  | 2.0930% | $18930752.00       | $133706.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-05-20      | 1.5640%  | 1.5640% | $78319360.00       | $268315.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-09-20      | 1.9260%  | 1.9260% | $2892000.00        | $22209.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-09-20      | 1.8250%  | 1.8250% | $45196992.00       | $347978.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-07-20      | 1.4900%  | 1.4900% | $7032832.00        | $7014.18           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-07-20      | 1.6850%  | 1.6850% | $46026752.00       | $30597.04          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-09-20      | 1.6830%  | 1.6830% | $1154000.00        | $5655.17           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2058-04-20      | 0.5130%  | 0.5130% | $14942208.00       | $3515.87           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-10-20      | 1.3750%  | 1.3750% | $8625000.00        | $17932.42          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-11-20      | 1.9270%  | 1.9270% | $1721980.00        | $16477.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-12-20      | 1.4590%  | 1.4590% | $7499776.00        | $6044.10           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-02-20      | 1.7870%  | 1.7870% | $43487680.00       | $88789.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-11-20      | 2.4850%  | 2.4850% | $17138000.00       | $456432.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-11-20      | 1.7980%  | 1.7980% | $52452352.00       | $200350.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-07-20      | 5.5000%  | 5.5000% | $1364318.00        | $206644.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-12-20      | 5.5000%  | 5.5000% | $10233408.00       | $1723186.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-04-20      | 6.0000%  | 6.0000% | $833333.00         | $147417.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 1.0000%  | 1.0000% | $15548624.00       | $254686.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-12-20      | 6.0000%  | 6.0000% | $4394144.00        | $263857.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 7.0000%  | 7.0000% | $7142856.00        | $493309.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-09-20      | 6.0000%  | 6.0000% | $6000000.00        | $933178.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-09-20      | 7.0000%  | 7.0000% | $33230144.00       | $4701404.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-08-20      | 7.5000%  | 7.5000% | $3973264.00        | $680525.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-09-20      | 0.9990%  | 0.9990% | $13007760.00       | $84598.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-09-20      | 7.0000%  | 7.0000% | $6568592.00        | $197932.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-06-20      | 1.0230%  | 1.0230% | $70000000.00       | $5530292.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2075-11-20      | 0.9050%  | 0.9050% | $100000000.00      | $7866533.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2075-01-20      | 0.9450%  | 0.9450% | $40295232.00       | $3049780.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2075-11-20      | 0.8030%  | 0.8030% | $80686080.00       | $6284590.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 6.5000%  | 6.5000% | $22298976.00       | $1030575.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-02-20      | 1.2410%  | 1.2410% | $62917632.00       | $4620183.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-07-20      | 0.7270%  | 0.7270% | $50327232.00       | $2421025.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-12-20      | 3.5000%  | 3.5000% | $55000000.00       | $3890705.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 3.5000%  | 3.5000% | $40000000.00       | $3584403.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 3.5000%  | 3.5000% | $48427328.00       | $6064077.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-09-20      | 0.9520%  | 0.9520% | $50000000.00       | $3281296.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-09-20      | 1.7320%  | 1.7320% | $45197056.00       | $1579559.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-05-20      | 2.1880%  | 2.1880% | $25000000.00       | $1066577.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-05-20      | 0.6320%  | 0.6320% | $71675648.00       | $3278908.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-03-20      | 1.9570%  | 1.9570% | $10875472.00       | $469571.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-11-20      | 1.8430%  | 1.8430% | $53850112.00       | $47134.99          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-01-20      | 1.0100%  | 1.0100% | $154000000.00      | $9992738.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-11-20      | 1.1410%  | 1.1410% | $10443000.00       | $631578.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-09-20      | 2.1130%  | 2.1130% | $63356544.00       | $151613.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-11-20      | 0.7140%  | 0.7140% | $125000000.00      | $6521939.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 3.5000%  | 3.5000% | $39511552.00       | $3731936.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-11-20      | 4.5000%  | 4.5000% | $13286640.00       | $750610.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-11-20      | 2.5000%  | 2.5000% | $90000000.00       | $7533812.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-11-20      | 2.5000%  | 2.5000% | $131875000.00      | $11248018.75       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-11-20      | 1.4970%  | 1.4970% | $56078528.00       | $871034.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-11-20      | 1.5120%  | 1.5120% | $47440000.00       | $1630399.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-10-20      | 2.2000%  | 2.2000% | $3315932.00        | $29941.69          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-05-20      | 3.0000%  | 3.0000% | $29863712.00       | $4698923.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-09-16      | 0.4810%  | 0.4810% | $205467200.00      | $11501651.89       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-12-16      | 1.0760%  | 1.0760% | $50455104.00       | $3830734.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-06-16      | 0.7390%  | 0.7390% | $199778000.00      | $11143363.77       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2063-09-16      | 0.6100%  | 0.6100% | $250000000.00      | $10495810.36       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2057-07-16      | 0.3980%  | 0.3980% | $200000000.00      | $2793607.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-12-20      | 1.1540%  | 1.1540% | $33797632.00       | $1007460.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-11-20      | 2.2550%  | 2.2550% | $18775392.00       | $908094.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-01-20      | 1.3480%  | 1.3480% | $15463328.00       | $362483.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-04-20      | 0.3970%  | 0.3970% | $236407552.00      | $5996865.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-11-20      | 2.0970%  | 2.0970% | $13975856.00       | $697736.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-09-20      | 1.4950%  | 1.4950% | $49834112.00       | $1400182.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-08-20      | 0.6840%  | 0.6840% | $20406272.00       | $10996.81          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-07-20      | 2.4420%  | 2.4420% | $4003000.00        | $55601.58          | Agency Collateralized Mortgage Obligation |

### Security 20: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6V6ED7, C.4 - ISIN: 51126, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-01      | 0.0000%  | 0.0000% | $71018700.00       | $69544351.78       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-30      | 0.0000%  | 0.0000% | $14649700.00       | $14558139.37       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-06-04      | 0.0000%  | 0.0000% | $27061600.00       | $26801808.63       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-12-24      | 0.0000%  | 0.0000% | $24580800.00       | $23883934.32       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-21      | 0.0000%  | 0.0000% | $24998800.00       | $24227587.02       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-11-15      | 4.0000%  | 4.0000% | $134820000.00      | $128121834.02      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-15      | 0.3750%  | 0.3750% | $25043000.00       | $33498402.57       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-30      | 0.5000%  | 0.5000% | $248127200.00      | $239999705.82      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-05-15      | 2.8750%  | 2.8750% | $65490000.00       | $62948311.39       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-31      | 3.6250%  | 3.6250% | $237035600.00      | $239999807.01      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-07-31      | 4.1250%  | 4.1250% | $155968800.00      | $160159160.32      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-31      | 3.6250%  | 3.6250% | $235308800.00      | $239999648.42      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-08-31      | 3.6250%  | 3.6250% | $46655200.00       | $47605326.70       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-10-15      | 1.1250%  | 1.1250% | $166661000.00      | $167884707.74      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-05-15      | 0.0000%  | 0.0000% | $116596.08         | $92353.30          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-08-15      | 0.0000%  | 0.0000% | $123984445.43      | $50674922.53       | U.S. Treasuries (including strips) |

### Security 21: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC
- **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: BYM6S6RG0, C.4 - ISIN: 51126, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                        | Maturity Date   | Coupon   | Yield    | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-02-25      | 1.8320%  | 1.8320%  | $72051712.00       | $2003766.77        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-02-25      | 1.0000%  | 1.0000%  | $3850000.00        | $49477.91          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-03-25      | 1.4370%  | 1.4370%  | $420000000.00      | $10743378.81       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-05-25      | 1.4320%  | 1.4320%  | $110000000.00      | $2539397.15        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-05-25      | 0.2320%  | 0.2320%  | $185000000.00      | $1635883.31        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-06-25      | 1.3830%  | 1.3830%  | $352869376.00      | $7823467.44        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-09-25      | 2.2320%  | 2.2320%  | $49180480.00       | $1718094.91        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-02-25      | 1.3320%  | 1.3320%  | $154056160.00      | $4040321.64        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-02-25      | 1.0000%  | 1.0000%  | $1891518.00        | $29937.87          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-01-25      | 1.3500%  | 1.3500%  | $339743232.00      | $12765172.45       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-01-01      | 4.0090%  | 4.0090%  | $45811.00          | $35645.61          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-06-01      | 4.0190%  | 4.0190%  | $11249000.00       | $9098193.05        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-11-01      | 3.0000%  | 3.0000%  | $7977864.00        | $1371872.97        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-07-01      | 3.0000%  | 3.0000%  | $22000000.00       | $1837287.19        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2040-02-15      | 2.4670%  | 2.4670%  | $76754688.00       | $167575.62         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 5.5000%  | 5.5000%  | $11162224.00       | $10202218.88       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-07-01      | 5.5000%  | 5.5000%  | $2805232.00        | $2374348.66        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 5.5000%  | 5.5000%  | $16996200.00       | $16840032.23       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 5.5000%  | 5.5000%  | $8345824.00        | $8267482.44        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-04-01      | 4.0000%  | 4.0000%  | $1250150.00        | $244695.69         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-06-01      | 2.0000%  | 2.0000%  | $19000000.00       | $11686563.49       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-02-01      | 2.5000%  | 2.5000%  | $24000.00          | $16161.05          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-06-01      | 3.5000%  | 3.5000%  | $784975.00         | $502161.30         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-01-01      | 3.5000%  | 3.5000%  | $11453040.00       | $7705407.28        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-11-01      | 5.0000%  | 5.0000%  | $2835510.00        | $2843162.44        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-09-01      | 4.0000%  | 4.0000%  | $154549760.00      | $121060447.64      | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-09-01      | 3.5000%  | 3.5000%  | $8568688.00        | $6613596.26        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-02-01      | 5.0000%  | 5.0000%  | $8814928.00        | $8881031.24        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 4.0000%  | 4.0000%  | $1000000.00        | $730587.45         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 3.5000%  | 3.5000%  | $2369256.00        | $1724780.11        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-11-01      | 5.0000%  | 5.0000%  | $300000.00         | $238174.44         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2038-02-01      | 2.0000%  | 2.0000%  | $63673.00          | $45655.43          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-04-01      | 4.0000%  | 4.0000%  | $1100000.00        | $62409.83          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-06-01      | 4.5000%  | 4.5000%  | $4093000.00        | $3752344.74        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-06-01      | 3.0000%  | 3.0000%  | $117000.00         | $85649.94          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-02-01      | 4.5000%  | 4.5000%  | $212690.00         | $172045.56         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-04-01      | 5.5000%  | 5.5000%  | $4660420.00        | $3421473.17        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-05-01      | 4.5000%  | 4.5000%  | $200999.00         | $165073.30         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 7.0000%  | 7.0000%  | $17518000.00       | $18770275.82       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-10-25      | 2.3820%  | 2.3820%  | $100000000.00      | $2901627.11        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-11-01      | 5.0000%  | 5.0000%  | $50046464.00       | $46623565.72       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2041-02-01      | 4.5000%  | 4.5000%  | $982550.00         | $979971.02         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-02-01      | 6.5000%  | 6.5000%  | $2579130.00        | $2740251.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2034-02-20      | 3.4180%  | 3.4180%  | $129990656.00      | $11360.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-01-20      | 1.7860%  | 1.7860%  | $4110000.00        | $25701.08          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2035-02-20      | 2.9680%  | 2.9680%  | $50013056.00       | $66288.95          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-06-20      | 2.3380%  | 2.3380%  | $20000000.00       | $145445.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-11-20      | 2.5480%  | 2.5480%  | $743000.00         | $4684.48           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-11-20      | 0.0960%  | 0.0960%  | $150142976.00      | $33617.95          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2038-09-20      | 2.2180%  | 2.2180%  | $15945904.00       | $92428.12          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-11-20      | 2.4680%  | 2.4680%  | $19234048.00       | $261848.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2040-02-20      | 2.3680%  | 2.3680%  | $435637760.00      | $1606554.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2040-06-20      | 2.7980%  | 2.7980%  | $170503936.00      | $517366.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-10-16      | 2.3750%  | 2.3750%  | $72603264.00       | $620934.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-12-16      | 1.8140%  | 1.8140%  | $32907456.00       | $292938.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-07-20      | 2.4680%  | 2.4680%  | $9000000.00        | $235728.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-10-20      | 1.8980%  | 1.8980%  | $33333312.00       | $645707.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-01-20      | 1.8680%  | 1.8680%  | $206000000.00      | $2530820.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-03-20      | 2.2680%  | 2.2680%  | $45319616.00       | $774288.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-04-16      | 3.5000%  | 3.5000%  | $18900992.00       | $507608.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-02-20      | 2.3180%  | 2.3180%  | $24630080.00       | $514412.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-03-20      | 0.9710%  | 0.9710%  | $16319680.00       | $316414.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-03-20      | 0.9800%  | 0.9800%  | $16358656.00       | $232942.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-12-20      | 1.2910%  | 1.2910%  | $47945040.00       | $1058481.57        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-03-25      | 3.3320%  | 3.3320%  | $50500000.00       | $2179141.92        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-05-25      | 2.2320%  | 2.2320%  | $100000000.00      | $2258395.51        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-05-25      | 2.7520%  | 2.7520%  | $45000000.00       | $2301343.01        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-10-25      | 1.2320%  | 1.2320%  | $25000000.00       | $484888.18         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-09-25      | 1.5320%  | 1.5320%  | $159435520.00      | $4431695.31        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-03-25      | 1.6820%  | 1.6820%  | $85124352.00       | $2511795.99        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-09-25      | 1.5820%  | 1.5820%  | $92109184.00       | $1987084.03        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-03-25      | 1.8320%  | 1.8320%  | $40621440.00       | $1127622.01        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-12-25      | 0.5820%  | 0.5820%  | $50000000.00       | $712114.50         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-12-25      | 2.8320%  | 2.8320%  | $238951424.00      | $8582608.13        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-12-25      | 2.2820%  | 2.2820%  | $25000000.00       | $915474.94         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-11-25      | 0.9320%  | 0.9320%  | $179000000.00      | $3373226.73        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-11-25      | 0.7820%  | 0.7820%  | $200000000.00      | $2472246.33        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-12-25      | 1.3820%  | 1.3820%  | $216500000.00      | $4245216.64        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-11-25      | 2.0820%  | 2.0820%  | $82000000.00       | $3018744.67        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-02-25      | 1.3820%  | 1.3820%  | $152000000.00      | $2725997.50        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-02-25      | 1.3320%  | 1.3320%  | $40000000.00       | $802114.33         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-02-25      | 1.4320%  | 1.4320%  | $101000000.00      | $2101706.48        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-02-25      | 0.0000%  | 0.0000%  | $249999.00         | $365.36            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-05-25      | 1.4820%  | 1.4820%  | $150000000.00      | $3627722.31        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-07-25      | 0.4080%  | 0.4080%  | $325000000.00      | $4240652.73        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-12-25      | 1.1050%  | 1.1050%  | $180000000.00      | $4438979.49        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-12-25      | 1.7820%  | 1.7820%  | $95000000.00       | $3331698.54        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-11-25      | 1.7320%  | 1.7320%  | $86206848.00       | $2859928.45        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-01-25      | 1.0000%  | 1.0000%  | $16458976.00       | $250848.68         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-12-25      | 1.4320%  | 1.4320%  | $137324288.00      | $4560633.83        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-11-25      | 1.0000%  | 1.0000%  | $1660204.00        | $29233.58          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-02-25      | 1.2820%  | 1.2820%  | $182866432.00      | $4946542.56        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-03-25      | 1.3500%  | 1.3500%  | $130000000.00      | $5533580.00        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2054-06-15      | 2.2270%  | 2.2270%  | $66018944.00       | $1239170.18        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-06-15      | 2.3270%  | 2.3270%  | $297858048.00      | $3519818.89        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2046-11-15      | 2.2270%  | 2.2270%  | $48916672.00       | $1086600.13        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2047-10-15      | 2.3770%  | 2.3770%  | $38171760.00       | $1154334.99        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-02-15      | 2.4270%  | 2.4270%  | $53650944.00       | $1094108.45        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2056-08-15      | 2.3270%  | 2.3270%  | $26045408.00       | $1071861.61        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2049-09-25      | 2.3180%  | 2.3180%  | $44937536.00       | $1215644.84        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-06-25      | 2.3680%  | 2.3680%  | $41463168.00       | $2176691.69        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-09-25      | 1.6820%  | 1.6820%  | $61500000.00       | $4338971.92        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-09-25      | 1.6320%  | 1.6320%  | $100000000.00      | $3461183.15        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-10-25      | 1.5120%  | 1.5120%  | $82672000.00       | $1979701.28        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-12-25      | 1.9320%  | 1.9320%  | $100000000.00      | $2998033.46        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-11-25      | 2.3820%  | 2.3820%  | $125000000.00      | $3525709.77        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-11-25      | 2.3020%  | 2.3020%  | $125000000.00      | $2770944.38        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-11-25      | 2.3920%  | 2.3920%  | $100000000.00      | $2514409.06        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-02-25      | 2.6820%  | 2.6820%  | $39072448.00       | $1406016.67        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-03-25      | 2.1820%  | 2.1820%  | $100000000.00      | $3336318.80        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-05-25      | 3.4320%  | 3.4320%  | $150312448.00      | $7016956.34        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-05-25      | 2.2820%  | 2.2820%  | $103500000.00      | $3132418.21        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-06-25      | 2.1320%  | 2.1320%  | $78348672.00       | $2616432.03        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-07-25      | 1.5320%  | 1.5320%  | $50000000.00       | $1996042.37        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-08-25      | 3.4320%  | 3.4320%  | $75000000.00       | $3113709.89        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-08-25      | 1.5320%  | 1.5320%  | $150000000.00      | $2824713.43        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-09-25      | 2.2320%  | 2.2320%  | $100000000.00      | $3491258.27        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-07-25      | 2.2320%  | 2.2320%  | $108000000.00      | $2693051.54        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-09-25      | 2.2320%  | 2.2320%  | $121147904.00      | $2985352.37        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-11-25      | 1.0320%  | 1.0320%  | $96500000.00       | $1861977.27        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-11-25      | 1.0000%  | 1.0000%  | $100000.00         | $1510.00           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-11-25      | 2.1820%  | 2.1820%  | $50000000.00       | $1517742.10        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-12-25      | 2.1320%  | 2.1320%  | $85000000.00       | $2820613.88        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-02-25      | 1.2820%  | 1.2820%  | $252000000.00      | $4800210.28        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-02-25      | 1.0000%  | 1.0000%  | $9099990.00        | $118769.56         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-02-25      | 0.4320%  | 0.4320%  | $50000000.00       | $513551.37         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-02-25      | 2.1530%  | 2.1530%  | $438898688.00      | $14505075.94       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-02-25      | 1.3820%  | 1.3820%  | $87000000.00       | $1637315.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-08-20      | 1.0000%  | 1.0000%  | $5759608.00        | $42662.26          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 1.5880%  | 1.5880%  | $113253760.00      | $4172183.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 1.7880%  | 1.7880%  | $200000000.00      | $7523717.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 1.5380%  | 1.5380%  | $150000000.00      | $4358997.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 1.6380%  | 1.6380%  | $99361536.00       | $2612242.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 1.5880%  | 1.5880%  | $180000000.00      | $3195898.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-07-20      | 2.8880%  | 2.8880%  | $63682240.00       | $4078821.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-07-20      | 2.3380%  | 2.3380%  | $60000000.00       | $3085640.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-07-20      | 1.4880%  | 1.4880%  | $40000000.00       | $1223392.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-07-20      | 2.9380%  | 2.9380%  | $200000000.00      | $3684830.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-08-20      | 2.2380%  | 2.2380%  | $100000000.00      | $4302216.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-08-20      | 1.5880%  | 1.5880%  | $100000000.00      | $3393786.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-08-20      | 1.6880%  | 1.6880%  | $100000000.00      | $2031508.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-10-20      | 1.7880%  | 1.7880%  | $333273088.00      | $8534527.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-10-20      | 1.7880%  | 1.7880%  | $542663680.00      | $20685120.37       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-01-20      | 1.7880%  | 1.7880%  | $88419328.00       | $3269814.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-11-20      | 2.9380%  | 2.9380%  | $75000000.00       | $1679074.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-11-20      | 1.5880%  | 1.5880%  | $50000000.00       | $920273.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-12-20      | 0.6880%  | 0.6880%  | $50000000.00       | $739973.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-08-20      | 1.5880%  | 1.5880%  | $109033600.00      | $2038591.51        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-10-25      | 1.5320%  | 1.5320%  | $25000000.00       | $946272.05         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-12-25      | 2.5820%  | 2.5820%  | $65864240.00       | $2550966.23        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-11-25      | 3.2320%  | 3.2320%  | $50000000.00       | $1833533.08        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-11-25      | 2.4820%  | 2.4820%  | $37500000.00       | $943960.55         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-06-25      | 2.1820%  | 2.1820%  | $62844000.00       | $2006683.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 2.2630%  | 2.2630%  | $100000000.00      | $2589681.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-02-20      | 7.0000%  | 7.0000%  | $21428544.00       | $1509650.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-02-20      | 2.9880%  | 2.9880%  | $81347072.00       | $8111960.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 1.6380%  | 1.6380%  | $38620352.00       | $1886803.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 3.5880%  | 3.5880%  | $49225152.00       | $5599888.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 1.6380%  | 1.6380%  | $33000000.00       | $1556759.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-02-20      | 0.6680%  | 0.6680%  | $250000000.00      | $2420977.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 1.6380%  | 1.6380%  | $315366912.00      | $10874045.91       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-04-20      | 2.1880%  | 2.1880%  | $100000000.00      | $4453650.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-04-20      | 1.6080%  | 1.6080%  | $80000000.00       | $2447029.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-05-20      | 1.0000%  | 1.0000%  | $4693952.00        | $143335.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-04-20      | 0.8880%  | 0.8880%  | $119951616.00      | $2357480.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-02-20      | 2.2380%  | 2.2380%  | $47178624.00       | $2106151.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-08-20      | 2.2380%  | 2.2380%  | $125217152.00      | $4572852.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-11-20      | 1.0000%  | 1.0000%  | $8715536.00        | $183610.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 2.2880%  | 2.2880%  | $67000000.00       | $4187664.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 0.5880%  | 0.5880%  | $722500000.00      | $8407790.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-11-20      | 1.7880%  | 1.7880%  | $100000000.00      | $4922910.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-11-20      | 1.7880%  | 1.7880%  | $100000000.00      | $5312542.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-11-20      | 1.1380%  | 1.1380%  | $70000000.00       | $2246512.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-11-20      | 0.3880%  | 0.3880%  | $290000000.00      | $3574322.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-10-20      | 1.0380%  | 1.0380%  | $25000000.00       | $881747.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 2.0380%  | 2.0380%  | $146323456.00      | $5549464.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-11-20      | 1.0000%  | 1.0000%  | $973577.00         | $23924.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-05-20      | 1.0000%  | 1.0000%  | $1348376.00        | $18959.47          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-06-20      | 5.5000%  | 5.5000%  | $16969664.00       | $1794985.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-10-20      | 6.0000%  | 6.0000%  | $625000.00         | $117344.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-11-20      | 2.4380%  | 2.4380%  | $31000000.00       | $2563043.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-11-20      | 3.5380%  | 3.5380%  | $74381184.00       | $8378609.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-12-20      | 0.2880%  | 0.2880%  | $500000000.00      | $5271289.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-12-20      | 0.3880%  | 0.3880%  | $120000000.00      | $1437725.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-12-20      | 5.5000%  | 5.5000%  | $12272720.00       | $2284239.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-01-20      | 5.5000%  | 5.5000%  | $7400000.00        | $1380216.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-02-20      | 1.3990%  | 1.3990%  | $25000000.00       | $1194230.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-02-20      | 1.3500%  | 1.3500%  | $25000000.00       | $818762.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-08-20      | 3.4380%  | 3.4380%  | $86065920.00       | $6509044.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-02-20      | 0.7500%  | 0.7500%  | $322183040.00      | $5684221.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 0.8610%  | 0.8610%  | $63945280.00       | $809967.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-04-20      | 6.5000%  | 6.5000%  | $2946840.00        | $279040.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-12-20      | 1.6470%  | 1.6470%  | $44410368.00       | $928113.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-06-20      | 1.3160%  | 1.3160%  | $41752768.00       | $841123.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 2.3630%  | 2.3630%  | $200000000.00      | $7585849.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-08-20      | 0.9680%  | 0.9680%  | $80000000.00       | $2427345.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-08-20      | 18.7090% | 18.7090% | $11538448.00       | $13766654.33       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-08-20      | 1.6880%  | 1.6880%  | $100000000.00      | $4135814.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-03-20      | 2.2680%  | 2.2680%  | $34000000.00       | $679155.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-02-20      | 2.2680%  | 2.2680%  | $41953984.00       | $750557.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-08-20      | 0.0000%  | 0.0000%  | $50000000.00       | $250395.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-10-20      | 0.0000%  | 0.0000%  | $50000000.00       | $293743.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-10-20      | 0.7180%  | 0.7180%  | $30000000.00       | $318022.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-02-20      | 2.2180%  | 2.2180%  | $48323000.00       | $1579002.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-01-20      | 0.1220%  | 0.1220%  | $71096192.00       | $89972.11          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-08-20      | 2.4180%  | 2.4180%  | $9000000.00        | $528664.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-09-20      | 2.5680%  | 2.5680%  | $137805568.00      | $10512279.10       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-09-16      | 0.0250%  | 0.0250%  | $99636224.00       | $1000124.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-06-20      | 0.1380%  | 0.1380%  | $32668672.00       | $870406.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-06-20      | 3.5000%  | 3.5000%  | $12368064.00       | $845009.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-12-20      | 1.9860%  | 1.9860%  | $72510336.00       | $3298402.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 0.0000%  | 0.0000%  | $63849000.00       | $108411.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 2.5180%  | 2.5180%  | $25000000.00       | $2518964.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 0.0000%  | 0.0000%  | $204000000.00      | $1919755.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 0.0000%  | 0.0000%  | $125621120.00      | $225248.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-01-20      | 0.0000%  | 0.0000%  | $166903552.00      | $1642744.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-01-20      | 0.0000%  | 0.0000%  | $168729600.00      | $758241.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-11-20      | 0.9380%  | 0.9380%  | $50000000.00       | $1069680.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-11-20      | 2.4880%  | 2.4880%  | $9248816.00        | $87561.04          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-03-20      | 0.0000%  | 0.0000%  | $234000000.00      | $1147430.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-07-20      | 0.0000%  | 0.0000%  | $213054464.00      | $2422448.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-02-20      | 0.0000%  | 0.0000%  | $199999488.00      | $178378.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-02-20      | 0.0000%  | 0.0000%  | $50000000.00       | $166349.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-03-20      | 0.0000%  | 0.0000%  | $50000000.00       | $452418.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-03-20      | 0.0000%  | 0.0000%  | $250000000.00      | $1318281.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-07-20      | 0.3380%  | 0.3380%  | $500000000.00      | $7442703.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-05-20      | 5.3740%  | 5.3740%  | $18833856.00       | $12349035.51       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-06-20      | 0.0000%  | 0.0000%  | $338072064.00      | $2777595.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-06-20      | 0.0000%  | 0.0000%  | $500000000.00      | $2088687.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-10-20      | 1.9380%  | 1.9380%  | $11000000.00       | $374381.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-07-20      | 0.2380%  | 0.2380%  | $100000000.00      | $1551234.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-08-20      | 1.0880%  | 1.0880%  | $50000000.00       | $957896.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-02-20      | 1.3880%  | 1.3880%  | $50000000.00       | $1434100.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-03-20      | 1.8380%  | 1.8380%  | $140000000.00      | $2438405.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-04-20      | 1.8380%  | 1.8380%  | $100000000.00      | $3261407.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-10-20      | 2.2680%  | 2.2680%  | $44926976.00       | $4342767.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-06-20      | 2.3880%  | 2.3880%  | $50000000.00       | $1001873.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 2.5880%  | 2.5880%  | $40260160.00       | $2764609.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 3.4880%  | 3.4880%  | $39375000.00       | $868731.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-11-20      | 2.5380%  | 2.5380%  | $75000000.00       | $2949414.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 1.9380%  | 1.9380%  | $185000000.00      | $2182262.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-09-20      | 1.8880%  | 1.8880%  | $115000000.00      | $3436499.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 2.0380%  | 2.0380%  | $100000000.00      | $2006472.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-08-20      | 2.1380%  | 2.1380%  | $36933312.00       | $1740686.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-09-20      | 1.9380%  | 1.9380%  | $134019072.00      | $1748526.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-03-20      | 2.5880%  | 2.5880%  | $28556864.00       | $3451975.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-01-20      | 1.7380%  | 1.7380%  | $100000000.00      | $1574525.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-01-20      | 2.7880%  | 2.7880%  | $50000000.00       | $2250872.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 2.1380%  | 2.1380%  | $150000000.00      | $2363771.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-01-20      | 2.1680%  | 2.1680%  | $145000000.00      | $5467295.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 2.0680%  | 2.0680%  | $100000000.00      | $2260318.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 1.7880%  | 1.7880%  | $41132480.00       | $1617308.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-03-20      | 1.5480%  | 1.5480%  | $205000000.00      | $3280193.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-03-20      | 2.3880%  | 2.3880%  | $82843648.00       | $1776197.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-03-20      | 2.3380%  | 2.3380%  | $150000000.00      | $8627122.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 2.3380%  | 2.3380%  | $114978560.00      | $2874435.37        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2046-03-01      | 3.5000%  | 3.5000%  | $280520.00         | $53124.97          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-11-01      | 1.5000%  | 1.5000%  | $3300000.00        | $2781822.44        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-09-01      | 3.5000%  | 3.5000%  | $1000.00           | $584.81            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2039-05-01      | 5.0000%  | 5.0000%  | $30000.00          | $19571.91          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 4.0000%  | 4.0000%  | $345000.00         | $250261.60         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-03-01      | 2.5000%  | 2.5000%  | $164134912.00      | $37096687.25       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-09-01      | 2.0000%  | 2.0000%  | $122925000.00      | $59106925.65       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 5.0000%  | 5.0000%  | $29391904.00       | $26518785.11       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-06-01      | 4.5000%  | 4.5000%  | $2319712.00        | $1737779.17        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-07-01      | 4.0000%  | 4.0000%  | $470000.00         | $100190.12         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-10-01      | 3.5000%  | 3.5000%  | $54468000.00       | $8176834.16        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-12-01      | 2.0000%  | 2.0000%  | $848517.00         | $591005.35         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 4.0000%  | 4.0000%  | $2758804.00        | $2228909.46        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-10-01      | 3.5000%  | 3.5000%  | $16941344.00       | $6366346.18        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-04-01      | 3.5000%  | 3.5000%  | $947862.00         | $651657.70         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 4.0000%  | 4.0000%  | $4585720.00        | $3655022.28        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-03-01      | 6.0000%  | 6.0000%  | $500000.00         | $387933.13         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-04-25      | 2.7180%  | 2.7180%  | $36642816.00       | $587468.19         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-08-25      | 1.7680%  | 1.7680%  | $79393536.00       | $356352.91         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2044-11-25      | 2.3680%  | 2.3680%  | $100000000.00      | $1197560.32        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-05-25      | 2.3680%  | 2.3680%  | $21000000.00       | $668572.62         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-04-25      | 2.4180%  | 2.4180%  | $20327840.00       | $527694.75         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-04-25      | 2.2180%  | 2.2180%  | $16014240.00       | $234258.07         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-03-25      | 2.0180%  | 2.0180%  | $15739808.00       | $263237.01         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-07-25      | 3.0000%  | 3.0000%  | $30170880.00       | $3005492.34        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-10-25      | 1.5320%  | 1.5320%  | $75000000.00       | $2734168.67        | Agency Collateralized Mortgage Obligation |

### Security 22: CANADIAN IMPERIAL BANK

- **C.1 - Title:** CANADIAN IMPERIAL BANK
- **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: BYM6V14A5, C.4 - ISIN: 108620, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-11-15      | 6.0000%  | 6.0000% | $8000000.00        | $104263.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-10-20      | 4.2760%  | 4.2760% | $8219.00           | $1213.71           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2038-10-20      | 3.0180%  | 3.0180% | $146332.00         | $10.54             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-03-20      | 2.3680%  | 2.3680% | $17786046.00       | $467041.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-06-20      | 4.2360%  | 4.2360% | $3000.00           | $295.92            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-09-20      | 4.4460%  | 4.4460% | $2000.00           | $242.27            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-01-20      | 4.5960%  | 4.5960% | $5111625.00        | $516992.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-09-20      | 2.4680%  | 2.4680% | $29542225.00       | $377584.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-02-20      | 4.9130%  | 4.9130% | $2000.00           | $587.24            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-10-20      | 4.4960%  | 4.4960% | $4321463.00        | $2529140.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-10-20      | 4.4960%  | 4.4960% | $2047000.00        | $1012085.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-10-20      | 4.4910%  | 4.4910% | $997000.00         | $395635.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-11-20      | 4.3040%  | 4.3040% | $996000.00         | $368890.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-11-20      | 4.4460%  | 4.4460% | $1996000.00        | $986492.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-12-20      | 4.2460%  | 4.2460% | $1097000.00        | $114027.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-05-20      | 4.4460%  | 4.4460% | $1995000.00        | $1015309.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-05-20      | 4.3960%  | 4.3960% | $997000.00         | $263028.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-06-20      | 4.4460%  | 4.4460% | $79763.00          | $28736.25          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-08-20      | 4.2960%  | 4.2960% | $1997000.00        | $513722.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-08-20      | 4.7960%  | 4.7960% | $9769446.00        | $5605140.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-05-20      | 5.1610%  | 5.1610% | $6967075.00        | $5456283.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-05-20      | 5.1610%  | 5.1610% | $1500000.00        | $1105430.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-05-20      | 4.5610%  | 4.5610% | $995000.00         | $531585.16         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-06-20      | 5.1610%  | 5.1610% | $7200000.00        | $5424267.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-12-20      | 5.3760%  | 5.3760% | $1000.00           | $298.82            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-11-20      | 5.0460%  | 5.0460% | $996000.00         | $677716.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-12-20      | 4.9960%  | 4.9960% | $996000.00         | $728323.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-02-20      | 4.9610%  | 4.9610% | $3981369.00        | $2619553.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-02-20      | 5.0760%  | 5.0760% | $3957160.00        | $2985255.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-07-20      | 5.3110%  | 5.3110% | $49896143.00       | $47747546.76       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-12-20      | 2.2680%  | 2.2680% | $45336712.00       | $1464870.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-10-20      | 0.0000%  | 0.0000% | $29012333.00       | $298292.11         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-12-20      | 0.0000%  | 0.0000% | $37500000.00       | $672447.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-04-20      | 3.6710%  | 3.6710% | $2975012.00        | $1374883.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-06-20      | 4.7110%  | 4.7110% | $495000.00         | $484992.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-10-20      | 4.5610%  | 4.5610% | $1635582.00        | $1597197.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-08-20      | 5.0110%  | 5.0110% | $5000000.00        | $4550468.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-09-20      | 4.9610%  | 4.9610% | $997000.00         | $886984.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-01-20      | 4.5610%  | 4.5610% | $4806351.00        | $4608308.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-08-20      | 4.4110%  | 4.4110% | $1997000.00        | $2017545.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-04-20      | 4.5110%  | 4.5110% | $995000.00         | $832810.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-09-20      | 4.6110%  | 4.6110% | $2000.00           | $1919.14           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-09-20      | 4.5610%  | 4.5610% | $1000000.00        | $995009.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-07-20      | 3.9380%  | 3.9380% | $750000.00         | $345972.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-12-20      | 4.8110%  | 4.8110% | $997000.00         | $955055.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-09-20      | 4.4610%  | 4.4610% | $995000.00         | $958762.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-01-20      | 4.5610%  | 4.5610% | $996000.00         | $938833.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-03-20      | 4.3610%  | 4.3610% | $1109212.00        | $958683.66         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-08-20      | 4.3110%  | 4.3110% | $3001.00           | $1846.94           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-10-20      | 4.4610%  | 4.4610% | $996000.00         | $946289.25         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-01-20      | 3.5000%  | 3.5000% | $1000000.00        | $518517.82         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-03-20      | 3.5000%  | 3.5000% | $1900000.00        | $1301836.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-01-20      | 4.7110%  | 4.7110% | $20096999.00       | $9691868.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-06-20      | 4.4610%  | 4.4610% | $997000.00         | $980552.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-12-20      | 4.5610%  | 4.5610% | $59948195.00       | $54796996.75       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-04-02      | 0.0000%  | 0.0000% | $100.00            | $99.65             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-04-23      | 0.0000%  | 0.0000% | $300.00            | $298.34            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2047-02-15      | 3.0000%  | 3.0000% | $499900.00         | $388592.50         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2042-02-15      | 2.3750%  | 2.3750% | $396000.00         | $299826.36         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2055-08-15      | 4.7500%  | 4.7500% | $193100.00         | $195786.90         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2030-02-28      | 4.0000%  | 4.0000% | $37451000.00       | $38841162.49       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2033-07-15      | 1.3750%  | 1.3750% | $9230500.00        | $9828910.67        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-07-31      | 4.0000%  | 4.0000% | $100.00            | $101.93            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2030-04-15      | 1.6250%  | 1.6250% | $1290000.00        | $1346449.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-10-01      | 2.5000%  | 2.5000% | $1514.00           | $895.03            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-02-01      | 6.5000%  | 6.5000% | $17031985.00       | $12789586.35       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-02-01      | 7.0000%  | 7.0000% | $30053000.00       | $23401436.79       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 6.0000%  | 6.0000% | $1180.00           | $1082.92           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-11-01      | 1.5000%  | 1.5000% | $132977856.00      | $73328346.88       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-12-01      | 7.0000%  | 7.0000% | $29411000.00       | $19782532.88       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-05-01      | 4.5000%  | 4.5000% | $2033571.00        | $1562208.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-06-25      | 5.0970%  | 5.0970% | $20000000.00       | $16575881.30       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2038-10-15      | 4.2640%  | 4.2640% | $19951355.00       | $1714117.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-08-25      | 5.0670%  | 5.0670% | $9973089.00        | $9341034.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-01-01      | 3.5000%  | 3.5000% | $10246000.00       | $1826123.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-05-01      | 4.0000%  | 4.0000% | $197568003.00      | $31219251.63       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-04-01      | 6.0000%  | 6.0000% | $14002545.00       | $118803.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-10-01      | 5.5000%  | 5.5000% | $1364252.00        | $1251985.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-10-01      | 5.5000%  | 5.5000% | $1882539.00        | $1881167.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-11-01      | 4.5000%  | 4.5000% | $2780036.00        | $2411758.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 5.5000%  | 5.5000% | $5027651.00        | $4339779.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 6.0000%  | 6.0000% | $4432869.00        | $4562396.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-06-01      | 7.0000%  | 7.0000% | $1397200.00        | $1485539.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-06-01      | 7.0000%  | 7.0000% | $1453450.00        | $1284761.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 7.0000%  | 7.0000% | $1125243.00        | $1199999.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 7.0000%  | 7.0000% | $1617875.00        | $1728343.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2061-09-01      | 5.0000%  | 5.0000% | $10117867.00       | $6262929.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-10-01      | 2.7100%  | 2.7100% | $11069000.00       | $10435702.13       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-10-01      | 2.4300%  | 2.4300% | $7500000.00        | $6734518.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2044-04-01      | 4.0000%  | 4.0000% | $8449773.00        | $4243182.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-11-01      | 3.0000%  | 3.0000% | $8796802.00        | $1918090.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-07-01      | 5.2100%  | 5.2100% | $997764.00         | $1041154.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-02-01      | 5.5000%  | 5.5000% | $4438701.00        | $4590496.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-11-01      | 3.9800%  | 3.9800% | $9156669.00        | $9226199.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-11-01      | 3.8990%  | 3.8990% | $8252327.00        | $8285968.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-05-01      | 2.0000%  | 2.0000% | $1117.00           | $665.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-04-01      | 4.0000%  | 4.0000% | $3207181.00        | $2231496.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-11-01      | 6.5000%  | 6.5000% | $41417186.00       | $27718446.09       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-01-01      | 6.5000%  | 6.5000% | $50000000.00       | $30139616.17       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-04-01      | 5.5000%  | 5.5000% | $3651857.00        | $3247747.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 6.0000%  | 6.0000% | $1114509.00        | $1162741.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 5.5000%  | 5.5000% | $2597303.00        | $2692115.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-03-01      | 5.0000%  | 5.0000% | $1475550.00        | $1503423.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-02-01      | 5.0000%  | 5.0000% | $1139075.00        | $1150965.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 5.5000%  | 5.5000% | $430503.00         | $421050.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-04-01      | 2.0000%  | 2.0000% | $33890501.00       | $27423797.60       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-07-01      | 6.0000%  | 6.0000% | $33691807.00       | $32981043.37       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 6.0000%  | 6.0000% | $66934784.00       | $69786166.97       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-06-01      | 3.5000%  | 3.5000% | $10125712.00       | $3039814.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-11-01      | 3.0000%  | 3.0000% | $13641131.00       | $6376933.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-06-01      | 5.0000%  | 5.0000% | $31416.00          | $25148.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 6.5000%  | 6.5000% | $45151577.00       | $32588526.67       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-05-01      | 2.0000%  | 2.0000% | $14846000.00       | $11484740.62       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-05-01      | 5.0000%  | 5.0000% | $46230317.00       | $44912295.12       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-11-01      | 3.5000%  | 3.5000% | $149988353.00      | $40141421.96       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-06-01      | 5.5000%  | 5.5000% | $39761130.00       | $32039006.75       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-08-01      | 5.5000%  | 5.5000% | $62047744.00       | $51255397.86       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 6.0000%  | 6.0000% | $1000.00           | $952.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 6.0000%  | 6.0000% | $10620926.00       | $10744859.62       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-12-01      | 6.0000%  | 6.0000% | $12047548.00       | $12357021.20       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-06-01      | 6.5000%  | 6.5000% | $41456512.00       | $28232267.67       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-07-01      | 5.5000%  | 5.5000% | $79875.00          | $74328.50          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-02-01      | 5.0000%  | 5.0000% | $8697837.00        | $8790846.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-02-01      | 5.0000%  | 5.0000% | $7121944.00        | $7197370.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-05-20      | 4.5000%  | 4.5000% | $7598948.00        | $544894.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-01-20      | 3.5000%  | 3.5000% | $151362002.00      | $19527066.43       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-01-20      | 4.5000%  | 4.5000% | $2655560.00        | $790426.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-10-20      | 4.5000%  | 4.5000% | $1446022.00        | $251938.82         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-07-20      | 5.1610%  | 5.1610% | $3380570.00        | $2660200.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-06-20      | 4.8460%  | 4.8460% | $5496330.00        | $3035169.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-03-20      | 5.1610%  | 5.1610% | $1838377.00        | $1419251.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-09-20      | 4.5960%  | 4.5960% | $5000000.00        | $2677752.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-04-20      | 5.1610%  | 5.1610% | $1500000.00        | $1370836.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-09-20      | 5.0460%  | 5.0460% | $5000000.00        | $2710223.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-09-20      | 5.0960%  | 5.0960% | $5000000.00        | $2706439.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-04-20      | 5.1610%  | 5.1610% | $1500000.00        | $1163045.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-11-20      | 5.3760%  | 5.3760% | $7067203.00        | $1894397.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-12-20      | 5.0160%  | 5.0160% | $994999.00         | $568944.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-12-20      | 4.9960%  | 4.9960% | $4882019.00        | $2978400.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-12-20      | 4.9960%  | 4.9960% | $14804906.00       | $9791107.03        | Agency Mortgage-Backed Securities |

### Security 23: CITIGROUP GLOBAL MARKETS

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS
- **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: BYM6UGDF2, C.4 - ISIN: 171697, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-22
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-07-20      | 3.5000%  | 3.5000% | $182695000.00      | $19580768.14       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-06-20      | 4.5000%  | 4.5000% | $10732453.00       | $1124322.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-05-20      | 5.5000%  | 5.5000% | $1500000.00        | $130766.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-08-20      | 3.0000%  | 3.0000% | $1605000.00        | $82015.67          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-07-20      | 3.0000%  | 3.0000% | $3475000.00        | $467514.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-08-20      | 3.5000%  | 3.5000% | $5200000.00        | $617688.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-07-20      | 4.0000%  | 4.0000% | $3300000.00        | $355177.05         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-08-20      | 3.0000%  | 3.0000% | $5214222.00        | $738789.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-09-20      | 3.5000%  | 3.5000% | $72752044.00       | $8378231.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-07-20      | 4.5000%  | 4.5000% | $8000000.00        | $890154.05         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-09-20      | 5.0000%  | 5.0000% | $6900000.00        | $838831.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-09-20      | 5.5000%  | 5.5000% | $1500000.00        | $201065.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-12-20      | 3.0000%  | 3.0000% | $497328319.00      | $84773762.39       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-12-20      | 3.5000%  | 3.5000% | $27549189.00       | $3518855.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-11-20      | 4.5000%  | 4.5000% | $435000.00         | $55983.90          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-01-20      | 3.0000%  | 3.0000% | $2000000.00        | $173292.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-01-20      | 3.0000%  | 3.0000% | $5115907.00        | $904374.09         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-01-20      | 3.5000%  | 3.5000% | $72065789.00       | $9297138.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-01-20      | 4.5000%  | 4.5000% | $5595000.00        | $701587.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-01-20      | 5.0000%  | 5.0000% | $2959996.00        | $420067.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-10-20      | 6.0000%  | 6.0000% | $2010097.00        | $299022.25         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-02-20      | 2.5000%  | 2.5000% | $540000.00         | $108829.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-02-20      | 3.0000%  | 3.0000% | $313589205.00      | $51464371.72       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-02-20      | 4.0000%  | 4.0000% | $117050717.00      | $16307635.26       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-01-20      | 4.5000%  | 4.5000% | $1500000.00        | $187936.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-03-20      | 3.0000%  | 3.0000% | $1600000.00        | $134454.66         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-02-20      | 2.5000%  | 2.5000% | $917000.00         | $188333.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-02-20      | 3.0000%  | 3.0000% | $6061190.00        | $954294.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-02-20      | 3.5000%  | 3.5000% | $12478335.00       | $1850070.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-07-20      | 4.5000%  | 4.5000% | $1154000.00        | $155420.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-04-20      | 2.5000%  | 2.5000% | $450000.00         | $59008.76          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-04-20      | 2.5000%  | 2.5000% | $1230000.00        | $298110.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-04-20      | 3.0000%  | 3.0000% | $98823462.00       | $20939700.97       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-04-20      | 3.5000%  | 3.5000% | $36874559.00       | $7334006.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-04-20      | 4.0000%  | 4.0000% | $16571213.00       | $3033007.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-04-20      | 4.5000%  | 4.5000% | $3946000.00        | $713032.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-05-20      | 4.0000%  | 4.0000% | $705088.00         | $82290.36          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-05-20      | 2.0000%  | 2.0000% | $157394.00         | $65093.19          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-05-20      | 2.5000%  | 2.5000% | $910000.00         | $248578.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-05-20      | 3.0000%  | 3.0000% | $557869825.00      | $134465773.79      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-05-20      | 3.5000%  | 3.5000% | $87413417.00       | $18725052.56       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-05-20      | 4.0000%  | 4.0000% | $19457406.00       | $3916420.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-05-20      | 4.5000%  | 4.5000% | $5000000.00        | $959637.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-05-20      | 2.0000%  | 2.0000% | $200000.00         | $74393.09          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-02-20      | 5.0000%  | 5.0000% | $494000.00         | $201554.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-11-20      | 5.5000%  | 5.5000% | $1847052.00        | $758747.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-05-20      | 5.5000%  | 5.5000% | $165045.00         | $69233.73          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-02-20      | 3.0000%  | 3.0000% | $3710446.00        | $2866391.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-09-20      | 4.5000%  | 4.5000% | $1036117.00        | $198541.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-10-15      | 3.0000%  | 3.0000% | $2653711.00        | $457343.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-10-20      | 3.5000%  | 3.5000% | $11304165.00       | $7009022.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-07-20      | 5.5000%  | 5.5000% | $1326762.00        | $647258.52         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-10-20      | 4.0000%  | 4.0000% | $3065770.00        | $2053222.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-11-20      | 4.0000%  | 4.0000% | $3157378.00        | $2177457.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-04-20      | 5.0000%  | 5.0000% | $1012930.00        | $808275.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-01-20      | 5.0000%  | 5.0000% | $4394486.00        | $2559578.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-01-20      | 5.0000%  | 5.0000% | $1481386.00        | $1048303.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-04-20      | 5.0000%  | 5.0000% | $1009485.00        | $356181.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-01-15      | 4.5000%  | 4.5000% | $1007570.00        | $704930.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-11-15      | 5.0000%  | 5.0000% | $1769452.00        | $739874.63         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-02-15      | 5.0000%  | 5.0000% | $10024031.00       | $2732535.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-03-20      | 6.0000%  | 6.0000% | $2344011.00        | $155482.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-10-15      | 5.5000%  | 5.5000% | $998659.00         | $86590.44          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-02-15      | 5.5000%  | 5.5000% | $1416078.00        | $305315.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-07-20      | 5.0000%  | 5.0000% | $1000.00           | $67.03             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-08-20      | 4.0000%  | 4.0000% | $16580.00          | $1541.17           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-08-20      | 4.5000%  | 4.5000% | $1000221.00        | $78602.27          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-08-20      | 5.0000%  | 5.0000% | $59873441.00       | $4008717.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-10-20      | 3.0000%  | 3.0000% | $2915000.00        | $203840.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-10-20      | 2.5000%  | 2.5000% | $2298995.00        | $408962.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-10-20      | 3.0000%  | 3.0000% | $9869988.00        | $1527245.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-10-20      | 3.5000%  | 3.5000% | $50102649.00       | $5962890.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-08-20      | 4.5000%  | 4.5000% | $52630995.00       | $6132967.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-11-20      | 3.0000%  | 3.0000% | $1550000.00        | $129436.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-11-20      | 2.5000%  | 2.5000% | $2060000.00        | $375435.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-11-20      | 3.0000%  | 3.0000% | $42074003.00       | $6898459.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-11-20      | 3.5000%  | 3.5000% | $353283903.00      | $43713894.31       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-11-20      | 4.0000%  | 4.0000% | $2000000.00        | $252500.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-10-20      | 4.5000%  | 4.5000% | $3210000.00        | $416274.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-10-20      | 5.0000%  | 5.0000% | $2710000.00        | $356379.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-09-20      | 3.5000%  | 3.5000% | $459653000.00      | $49574745.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-09-20      | 4.0000%  | 4.0000% | $62115967.00       | $5767960.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-09-20      | 4.5000%  | 4.5000% | $16710710.00       | $1266135.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-09-20      | 5.0000%  | 5.0000% | $46880539.00       | $3516983.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-10-20      | 3.5000%  | 3.5000% | $54729652.00       | $5896696.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-10-20      | 4.0000%  | 4.0000% | $2975961.00        | $270031.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-10-20      | 4.5000%  | 4.5000% | $18217914.00       | $1383101.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-10-20      | 5.0000%  | 5.0000% | $32933605.00       | $2179220.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-10-20      | 5.5000%  | 5.5000% | $847610.00         | $66540.16          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-11-20      | 3.5000%  | 3.5000% | $11029000.00       | $1328968.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-11-20      | 4.0000%  | 4.0000% | $3799315.00        | $346181.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-11-20      | 4.5000%  | 4.5000% | $2874305.00        | $211097.74         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-11-20      | 5.0000%  | 5.0000% | $33512711.00       | $1985792.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-12-20      | 3.5000%  | 3.5000% | $6189106.00        | $719714.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-12-20      | 4.0000%  | 4.0000% | $5886667.00        | $535171.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-12-20      | 4.5000%  | 4.5000% | $12248664.00       | $816537.81         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-12-20      | 5.0000%  | 5.0000% | $229862232.00      | $13844926.42       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-12-20      | 5.5000%  | 5.5000% | $29304298.00       | $2110128.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-01-20      | 5.5000%  | 5.5000% | $5445000.00        | $409932.12         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-01-20      | 3.0000%  | 3.0000% | $576000.00         | $111891.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-01-20      | 3.5000%  | 3.5000% | $1169218.00        | $152568.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-01-20      | 4.5000%  | 4.5000% | $36826766.00       | $2373178.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-01-20      | 5.0000%  | 5.0000% | $35160637.00       | $2029275.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-02-20      | 3.5000%  | 3.5000% | $5085849.00        | $520739.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-02-20      | 4.0000%  | 4.0000% | $49662941.00       | $3906928.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-02-20      | 4.5000%  | 4.5000% | $34919389.00       | $2516352.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-01-20      | 5.0000%  | 5.0000% | $7412000.00        | $473706.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-02-20      | 5.5000%  | 5.5000% | $39650000.00       | $3366017.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-03-20      | 3.5000%  | 3.5000% | $1620172.00        | $144207.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-03-20      | 4.0000%  | 4.0000% | $392197609.00      | $31810539.91       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-03-20      | 4.5000%  | 4.5000% | $44805729.00       | $3295026.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-03-20      | 5.0000%  | 5.0000% | $9732492.00        | $637516.46         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-03-20      | 5.5000%  | 5.5000% | $11333191.00       | $879821.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-04-20      | 3.5000%  | 3.5000% | $8855000.00        | $816219.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-04-20      | 4.0000%  | 4.0000% | $89807995.00       | $6896076.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-04-20      | 4.5000%  | 4.5000% | $10342694.00       | $870722.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-03-20      | 5.0000%  | 5.0000% | $6785000.00        | $502946.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-05-20      | 3.0000%  | 3.0000% | $2532579.00        | $295300.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-05-20      | 3.5000%  | 3.5000% | $950000000.00      | $91961383.67       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-05-20      | 4.0000%  | 4.0000% | $72231976.00       | $5870210.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-05-20      | 5.0000%  | 5.0000% | $940853.00         | $82299.89          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-06-20      | 3.0000%  | 3.0000% | $29600000.00       | $4031991.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-06-20      | 3.5000%  | 3.5000% | $3055569.00        | $309105.08         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-06-20      | 4.0000%  | 4.0000% | $5000000.00        | $424938.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-06-20      | 4.5000%  | 4.5000% | $6312000.00        | $665709.14         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-06-20      | 5.0000%  | 5.0000% | $40145008.00       | $3130452.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-06-20      | 5.5000%  | 5.5000% | $30620378.00       | $3231670.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-07-20      | 3.0000%  | 3.0000% | $5701994.00        | $721984.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-04-20      | 4.0000%  | 4.0000% | $2213285.00        | $601502.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-04-20      | 4.0000%  | 4.0000% | $3568828.00        | $1575772.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-04-20      | 4.0000%  | 4.0000% | $1470187.00        | $306275.66         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-03-20      | 5.0000%  | 5.0000% | $703223.00         | $355867.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-04-20      | 4.0000%  | 4.0000% | $1223332.00        | $710840.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-04-15      | 3.5000%  | 3.5000% | $1368681.00        | $391955.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-05-20      | 4.0000%  | 4.0000% | $372412.00         | $57238.86          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-04-20      | 4.0000%  | 4.0000% | $1781948.00        | $959243.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-04-20      | 4.0000%  | 4.0000% | $1063567.00        | $810201.08         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-04-20      | 4.0000%  | 4.0000% | $1053154.00        | $550189.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-04-20      | 4.0000%  | 4.0000% | $1339624.00        | $289908.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-05-15      | 2.5000%  | 2.5000% | $2355908.00        | $964303.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-05-20      | 3.0000%  | 3.0000% | $4047367.00        | $1661191.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-05-15      | 2.5000%  | 2.5000% | $1551981.00        | $352507.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-05-15      | 2.5000%  | 2.5000% | $200919.00         | $59384.10          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-09-20      | 5.0000%  | 5.0000% | $6379909.00        | $2106262.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-07-20      | 5.0000%  | 5.0000% | $2883494.00        | $1000756.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-08-20      | 5.0000%  | 5.0000% | $1920451.00        | $635090.42         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-06-20      | 5.5000%  | 5.5000% | $1099919.00        | $238911.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-03-20      | 4.0000%  | 4.0000% | $1524412.00        | $653925.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-04-20      | 5.0000%  | 5.0000% | $2712393.00        | $1522956.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-10-20      | 4.0000%  | 4.0000% | $4905225.00        | $3610930.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-05-20      | 4.5000%  | 4.5000% | $2207646.00        | $1405419.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-02-15      | 3.5000%  | 3.5000% | $3021349.00        | $454155.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-04-15      | 3.0000%  | 3.0000% | $130901.00         | $94479.83          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-05-15      | 3.0000%  | 3.0000% | $192439.00         | $130163.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-01-20      | 7.0000%  | 7.0000% | $1200155.00        | $998775.05         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-03-20      | 7.0000%  | 7.0000% | $1210263.00        | $845123.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-02-15      | 3.5000%  | 3.5000% | $5428926.00        | $3889919.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-01-20      | 5.0000%  | 5.0000% | $600000.00         | $99025.82          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-05-20      | 6.0000%  | 6.0000% | $1500000.00        | $159704.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-10-20      | 3.5000%  | 3.5000% | $5970000.00        | $237265.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-06-15      | 3.5000%  | 3.5000% | $27658595.00       | $6485225.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-11-20      | 4.5000%  | 4.5000% | $3068000.00        | $1158435.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-01-20      | 3.0000%  | 3.0000% | $3300000.00        | $1541836.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-09-20      | 3.5000%  | 3.5000% | $5880000.00        | $1055104.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-04-20      | 3.0000%  | 3.0000% | $31984840.00       | $6712324.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-05-20      | 2.0000%  | 2.0000% | $17141560.00       | $6885914.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-02-20      | 4.0000%  | 4.0000% | $89988736.00       | $17930085.80       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-03-15      | 5.0000%  | 5.0000% | $40750295.00       | $8897174.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-03-15      | 4.5000%  | 4.5000% | $66344192.00       | $17576049.61       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-11-20      | 5.0000%  | 5.0000% | $380752.00         | $84961.36          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-03-15      | 5.5000%  | 5.5000% | $5300291.00        | $1880655.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-07-20      | 6.5000%  | 6.5000% | $7780891.00        | $2642988.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-06-20      | 5.5000%  | 5.5000% | $6204000.00        | $4069256.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-02-15      | 4.5000%  | 4.5000% | $304597.00         | $160133.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-03-15      | 2.5000%  | 2.5000% | $20068686.00       | $13353862.18       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-05-15      | 5.0000%  | 5.0000% | $7233298.00        | $4214350.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-06-15      | 5.0000%  | 5.0000% | $32153467.00       | $18897052.11       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-02-15      | 3.0000%  | 3.0000% | $95661187.00       | $67819337.30       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-01-15      | 5.0000%  | 5.0000% | $748461.00         | $342669.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-04-15      | 3.0000%  | 3.0000% | $7826913.00        | $5915071.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-03-20      | 3.5000%  | 3.5000% | $150000.00         | $107626.63         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-08-20      | 5.5000%  | 5.5000% | $7555713.00        | $5097412.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-06-20      | 4.0000%  | 4.0000% | $1484852.00        | $395515.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-02-20      | 4.5000%  | 4.5000% | $6003765.00        | $558882.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-03-20      | 4.5000%  | 4.5000% | $9571287.00        | $2308691.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-06-20      | 4.0000%  | 4.0000% | $583000.00         | $99693.85          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-06-20      | 4.5000%  | 4.5000% | $385899.00         | $124763.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-09-15      | 2.5000%  | 2.5000% | $1380542.00        | $397366.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-05-15      | 5.0000%  | 5.0000% | $1971494.00        | $282779.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-07-20      | 4.0000%  | 4.0000% | $466000.00         | $79609.37          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-07-20      | 3.5000%  | 3.5000% | $4800000.00        | $930714.08         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-02-20      | 3.5000%  | 3.5000% | $6900000.00        | $1603175.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-06-15      | 5.5000%  | 5.5000% | $1153155.00        | $433416.74         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-05-20      | 4.0000%  | 4.0000% | $1161090.00        | $98977.08          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-09-15      | 3.5000%  | 3.5000% | $1466203.00        | $719792.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-12-15      | 4.0000%  | 4.0000% | $1244485.00        | $297933.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-09-20      | 4.5000%  | 4.5000% | $2422000.00        | $773736.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-10-15      | 2.5000%  | 2.5000% | $647807.00         | $473778.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-09-15      | 3.5000%  | 3.5000% | $438522.00         | $146606.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-08-20      | 3.5000%  | 3.5000% | $1275000.00        | $256244.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-01-15      | 3.5000%  | 3.5000% | $1096540.00        | $758173.42         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-11-15      | 3.5000%  | 3.5000% | $690530.00         | $66472.49          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-11-15      | 3.0000%  | 3.0000% | $9153253.00        | $1604445.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-09-20      | 5.5000%  | 5.5000% | $2088632.00        | $1288638.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-01-15      | 5.5000%  | 5.5000% | $1199611.00        | $146987.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-09-15      | 2.5000%  | 2.5000% | $829791.00         | $376677.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-11-15      | 4.5000%  | 4.5000% | $3585495.00        | $597569.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-10-15      | 3.0000%  | 3.0000% | $146484.00         | $92031.36          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-11-15      | 3.5000%  | 3.5000% | $467183.00         | $151217.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-11-15      | 3.5000%  | 3.5000% | $479312.00         | $173313.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-04-20      | 4.0000%  | 4.0000% | $1260635.00        | $694969.51         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-10-20      | 3.0000%  | 3.0000% | $960000.00         | $256187.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-11-20      | 3.0000%  | 3.0000% | $1142575.00        | $503811.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-11-20      | 3.0000%  | 3.0000% | $1354455.00        | $197673.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-04-20      | 3.0000%  | 3.0000% | $1944000.00        | $800176.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-10-15      | 3.5000%  | 3.5000% | $1581223.00        | $206616.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-12-20      | 3.0000%  | 3.0000% | $1500000.00        | $141787.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-09-20      | 5.0000%  | 5.0000% | $1357294.00        | $937638.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-01-20      | 3.5000%  | 3.5000% | $4867963.00        | $1777002.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-12-15      | 3.5000%  | 3.5000% | $2101674.00        | $220672.09         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-02-20      | 3.0000%  | 3.0000% | $23587424.00       | $7346465.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-03-20      | 5.0000%  | 5.0000% | $1283206.00        | $299880.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-03-15      | 3.5000%  | 3.5000% | $15369441.00       | $1521835.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-04-20      | 4.0000%  | 4.0000% | $1193832.00        | $249191.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-04-20      | 4.0000%  | 4.0000% | $1670611.00        | $880568.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-02-20      | 5.0000%  | 5.0000% | $1223374.00        | $562517.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-04-20      | 4.0000%  | 4.0000% | $350002.00         | $76041.07          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-05-15      | 3.5000%  | 3.5000% | $1300000.00        | $362830.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-02-20      | 5.0000%  | 5.0000% | $1561612.00        | $454050.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-03-20      | 3.0000%  | 3.0000% | $25902942.00       | $5260721.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-04-20      | 4.0000%  | 4.0000% | $2516476.00        | $1231894.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-04-20      | 4.0000%  | 4.0000% | $1154148.00        | $335578.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-04-20      | 4.0000%  | 4.0000% | $1890654.00        | $750081.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-04-20      | 4.0000%  | 4.0000% | $1036203.00        | $434652.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-04-20      | 4.0000%  | 4.0000% | $1953539.00        | $1119687.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-04-20      | 4.0000%  | 4.0000% | $1664224.00        | $439401.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-04-20      | 4.0000%  | 4.0000% | $3029721.00        | $667504.88         | Agency Mortgage-Backed Securities |

### Security 24: CITIGROUP GLOBAL MARKETS

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS
- **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: BYM6P3V26, C.4 - ISIN: 171697, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $2210000000.00
- **C.18.a - Value (excl. sponsor support):** $2210000000.00
- **C.19 - Percentage of Net Assets:** 1.3300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-14
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                        | Maturity Date   | Coupon   | Yield    | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-07-25      | 2.5000%  | 2.5000%  | $12000000.00       | $558169.93         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-10-25      | 3.0000%  | 3.0000%  | $37949556.00       | $1943861.43        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-10-25      | 3.0000%  | 3.0000%  | $32056594.00       | $1744808.20        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2060-10-25      | 2.4180%  | 2.4180%  | $24212379.00       | $1670457.98        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-06-25      | 1.1380%  | 1.1380%  | $149202353.00      | $6608086.87        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-07-25      | 2.5000%  | 2.5000%  | $1441600.00        | $127622.12         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-09-25      | 0.2270%  | 0.2270%  | $106330136.00      | $580114.74         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-12-25      | 2.5000%  | 2.5000%  | $24398360.00       | $2339338.39        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-04-25      | 2.5000%  | 2.5000%  | $1000000.00        | $88457.60          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-01-25      | 2.5000%  | 2.5000%  | $745000.00         | $79009.35          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-01-25      | 2.0000%  | 2.0000%  | $1000000.00        | $58568.62          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-02-25      | 2.5000%  | 2.5000%  | $1100000.00        | $92700.93          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-02-25      | 2.5000%  | 2.5000%  | $1100000.00        | $90044.48          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-06-25      | 3.0000%  | 3.0000%  | $52408264.00       | $2358483.45        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-01-25      | 2.5000%  | 2.5000%  | $4048700.00        | $436206.25         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-02-25      | 2.0000%  | 2.0000%  | $24061096.00       | $2459716.13        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-12-25      | 2.5000%  | 2.5000%  | $17954400.00       | $1250575.01        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-08-25      | 2.5000%  | 2.5000%  | $16198800.00       | $1567835.40        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-07-25      | 3.5000%  | 3.5000%  | $4446000.00        | $339794.16         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-05-25      | 0.0000%  | 0.0000%  | $4800000.00        | $1027016.50        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-03-25      | 0.0000%  | 0.0000%  | $13594000.00       | $6608138.55        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-05-25      | 2.5000%  | 2.5000%  | $22170000.00       | $1426362.44        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-05-25      | 3.0000%  | 3.0000%  | $48318160.00       | $3657797.13        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-12-25      | 0.0000%  | 0.0000%  | $105000000.00      | $194560.10         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-02-25      | 0.0000%  | 0.0000%  | $317973908.00      | $820306.95         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-05-25      | 0.1760%  | 0.1760%  | $312526000.00      | $2235446.28        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-09-25      | 1.7110%  | 1.7110%  | $104372181.00      | $4616902.31        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-11-25      | 2.5000%  | 2.5000%  | $14605459.00       | $959710.18         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-10-25      | 2.5000%  | 2.5000%  | $700000.00         | $94764.73          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-09-25      | 1.6320%  | 1.6320%  | $65225362.00       | $1846407.77        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2040-10-25      | 1.9320%  | 1.9320%  | $65000000.00       | $2955919.85        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-07-25      | 2.3320%  | 2.3320%  | $102069815.00      | $5528621.45        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-06-25      | 1.7520%  | 1.7520%  | $105253578.00      | $3296401.93        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-08-25      | 1.1320%  | 1.1320%  | $91000000.00       | $1414968.01        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-10-25      | 1.5320%  | 1.5320%  | $50000000.00       | $1892544.10        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-04-25      | 2.0000%  | 2.0000%  | $50000000.00       | $2306413.36        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-04-25      | 2.0000%  | 2.0000%  | $50000000.00       | $2283247.84        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-04-25      | 2.5000%  | 2.5000%  | $6785000.00        | $874490.23         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-09-25      | 0.1590%  | 0.1590%  | $58414427.00       | $202349.95         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-03-25      | 2.6820%  | 2.6820%  | $67728750.00       | $2681402.04        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-12-25      | 3.5000%  | 3.5000%  | $37983982.00       | $3109326.88        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-03-25      | 2.1320%  | 2.1320%  | $78000000.00       | $2110939.33        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-03-25      | 2.0320%  | 2.0320%  | $19000000.00       | $493784.86         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-03-25      | 2.2320%  | 2.2320%  | $56495885.00       | $2450269.29        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2057-12-25      | 2.2180%  | 2.2180%  | $149720538.00      | $13507384.63       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-10-25      | 0.0000%  | 0.0000%  | $18782859.00       | $11175714.72       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2041-11-25      | 2.2180%  | 2.2180%  | $22833002.00       | $1529213.31        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-01-25      | 2.3680%  | 2.3680%  | $29260657.00       | $2642317.75        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-11-25      | 4.0000%  | 4.0000%  | $19412925.00       | $2728285.98        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-10-25      | 2.0320%  | 2.0320%  | $234686628.00      | $7126043.11        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-11-25      | 0.0000%  | 0.0000%  | $7042858.00        | $2453788.13        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-11-25      | 0.0000%  | 0.0000%  | $11438462.00       | $4756231.14        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-11-25      | 9.9310%  | 9.9310%  | $3675000.00        | $1945566.96        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-02-25      | 2.9320%  | 2.9320%  | $58919417.00       | $2910956.74        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2046-06-25      | 4.5000%  | 4.5000%  | $1448382.00        | $171564.80         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-11-25      | 1.3660%  | 1.3660%  | $105500000.00      | $1777826.07        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-11-25      | 2.3320%  | 2.3320%  | $77150725.00       | $1941891.40        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-12-25      | 1.2320%  | 1.2320%  | $50000000.00       | $750217.31         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-12-25      | 1.9820%  | 1.9820%  | $27593482.00       | $1266405.59        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-06-25      | 3.3820%  | 3.3820%  | $55273530.00       | $2848040.13        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-05-25      | 2.8320%  | 2.8320%  | $35968856.00       | $1060583.71        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-06-25      | 6.0000%  | 6.0000%  | $2929798.00        | $371369.83         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-03-25      | 3.3320%  | 3.3320%  | $25000000.00       | $1078783.13        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-03-25      | 2.6820%  | 2.6820%  | $9000000.00        | $288859.15         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2049-11-25      | 0.0000%  | 0.0000%  | $10211376.00       | $6377841.64        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2038-05-25      | 0.0000%  | 0.0000%  | $507644433.00      | $664902.72         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2039-07-25      | 1.1090%  | 1.1090%  | $157000000.00      | $2921211.82        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2040-06-25      | 0.4190%  | 0.4190%  | $123517243.00      | $3371162.95        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2040-10-25      | 0.7440%  | 0.7440%  | $66385013.00       | $821148.15         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-11-25      | 0.0070%  | 0.0070%  | $267115520.00      | $2527046.31        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-01-25      | 0.1430%  | 0.1430%  | $85000000.00       | $1401982.41        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2052-03-15      | 2.5000%  | 2.5000%  | $2077346.00        | $211742.94         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2041-10-25      | 2.6680%  | 2.6680%  | $68294957.00       | $347108.08         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2041-10-25      | 2.2180%  | 2.2180%  | $80506286.00       | $338087.84         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2041-10-25      | 2.6680%  | 2.6680%  | $54900000.00       | $205323.43         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-01-25      | 1.7050%  | 1.7050%  | $12000000.00       | $1173730.18        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-03-25      | 2.7180%  | 2.7180%  | $75666666.00       | $422846.18         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-04-25      | 2.8180%  | 2.8180%  | $135251988.00      | $813336.13         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-10-25      | 2.3180%  | 2.3180%  | $37000000.00       | $230503.93         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-10-25      | 2.3180%  | 2.3180%  | $68789290.00       | $565928.20         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-11-25      | 0.2180%  | 0.2180%  | $1535798.00        | $414625.13         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-11-25      | 0.2180%  | 0.2180%  | $4162902.00        | $1484841.09        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-12-25      | 0.8450%  | 0.8450%  | $8167000.00        | $824943.34         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-02-25      | 0.8610%  | 0.8610%  | $3812819.00        | $97177.85          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2033-03-25      | 1.1610%  | 1.1610%  | $802728.00         | $592850.04         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-06-25      | 0.3270%  | 0.3270%  | $37385888.00       | $2175210.55        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-07-25      | 2.3680%  | 2.3680%  | $65450000.00       | $999014.11         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-07-25      | 2.3680%  | 2.3680%  | $123045625.00      | $55779.68          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-07-25      | 0.9590%  | 0.9590%  | $29411503.00       | $371603.52         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-05-25      | 0.0000%  | 0.0000%  | $7500000.00        | $637749.86         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2045-01-25      | 1.8180%  | 1.8180%  | $36733333.00       | $529580.44         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2045-04-25      | 3.0000%  | 3.0000%  | $21128421.00       | $273105.86         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-02-25      | 0.0000%  | 0.0000%  | $5089535.00        | $1249978.96        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-02-25      | 0.5090%  | 0.5090%  | $12360298.00       | $314902.77         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-01-25      | 0.0000%  | 0.0000%  | $2251025.00        | $333911.70         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2038-01-25      | 5.5000%  | 5.5000%  | $41391189.00       | $994273.74         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2046-08-25      | 2.3180%  | 2.3180%  | $19600000.00       | $183906.81         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2046-09-25      | 2.3180%  | 2.3180%  | $10500000.00       | $151072.92         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2046-09-25      | 2.3180%  | 2.3180%  | $116458134.00      | $1224785.34        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2046-10-25      | 3.5000%  | 3.5000%  | $15193293.00       | $192793.61         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2039-05-25      | 2.3180%  | 2.3180%  | $80000000.00       | $1154432.42        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2046-11-25      | 5.0000%  | 5.0000%  | $61098340.00       | $1422686.89        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-09-25      | 2.3680%  | 2.3680%  | $8300000.00        | $287607.17         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-12-25      | 3.0000%  | 3.0000%  | $15358759.00       | $395799.90         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-11-25      | 3.0000%  | 3.0000%  | $5085551.00        | $135990.15         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-11-25      | 2.3680%  | 2.3680%  | $19500000.00       | $610901.12         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-12-25      | 1.9830%  | 1.9830%  | $55521365.00       | $365210.67         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-01-25      | 2.3680%  | 2.3680%  | $10080000.00       | $385789.13         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-05-25      | 3.0000%  | 3.0000%  | $12250000.00       | $311031.09         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-05-25      | 2.4180%  | 2.4180%  | $6365487.00        | $238245.09         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-06-25      | 2.4180%  | 2.4180%  | $67347603.00       | $1022446.14        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-03-25      | 2.2680%  | 2.2680%  | $30861825.00       | $781660.24         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-10-25      | 2.4180%  | 2.4180%  | $61371260.00       | $1072408.26        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-12-25      | 3.0000%  | 3.0000%  | $8500000.00        | $185255.14         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-01-25      | 2.3680%  | 2.3680%  | $33506876.00       | $797247.26         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-07-25      | 2.3180%  | 2.3180%  | $29793639.00       | $716686.52         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-07-25      | 2.2680%  | 2.2680%  | $61099150.00       | $1828970.16        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-04-25      | 2.3180%  | 2.3180%  | $7185388.00        | $194248.44         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2059-07-25      | 1.9240%  | 1.9240%  | $47311230.00       | $508619.85         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-09-25      | 2.2680%  | 2.2680%  | $66660157.00       | $3176864.06        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-08-25      | 2.2680%  | 2.2680%  | $15415093.00       | $526749.31         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-10-25      | 2.2680%  | 2.2680%  | $19675387.00       | $372656.96         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2060-03-25      | 1.9760%  | 1.9760%  | $39101267.00       | $480893.56         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-07-25      | 0.8410%  | 0.8410%  | $44873317.00       | $1702239.97        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-07-25      | 0.8840%  | 0.8840%  | $48000000.00       | $1497597.40        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2057-01-25      | 2.5000%  | 2.5000%  | $16150550.00       | $1571833.69        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-06-25      | 4.5000%  | 4.5000%  | $26089220.00       | $1493414.79        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-05-25      | 0.8110%  | 0.8110%  | $152201077.00      | $5321989.45        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-06-25      | 0.1000%  | 0.1000%  | $50000000.00       | $68306.35          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-06-25      | 0.1000%  | 0.1000%  | $50000000.00       | $68306.35          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-06-25      | 0.0500%  | 0.0500%  | $50000000.00       | $57666.09          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-06-25      | 0.0500%  | 0.0500%  | $50000000.00       | $57666.09          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-03-25      | 3.3820%  | 3.3820%  | $93625698.00       | $5514868.97        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-04-25      | 1.6320%  | 1.6320%  | $50000000.00       | $1500925.87        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-04-25      | 2.3820%  | 2.3820%  | $100000000.00      | $4045191.82        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-09-25      | 6.0000%  | 6.0000%  | $37800000.00       | $4216820.53        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-04-25      | 2.2320%  | 2.2320%  | $50000000.00       | $2550097.85        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-09-25      | 2.2320%  | 2.2320%  | $161939112.00      | $6517543.82        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-04-25      | 3.5320%  | 3.5320%  | $23859314.00       | $1273741.95        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-05-25      | 0.5820%  | 0.5820%  | $125500000.00      | $1630985.22        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-05-25      | 0.4070%  | 0.4070%  | $200000000.00      | $1961780.09        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-06-25      | 1.5320%  | 1.5320%  | $176260657.00      | $4449735.69        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-01-25      | 6.0000%  | 6.0000%  | $5563012.00        | $1165824.82        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-08-25      | 2.1320%  | 2.1320%  | $175000000.00      | $8721847.00        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-07-25      | 0.2800%  | 0.2800%  | $100000000.00      | $708465.90         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-08-25      | 3.4320%  | 3.4320%  | $49161846.00       | $3798162.69        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-08-25      | 1.4320%  | 1.4320%  | $321024012.00      | $11874115.25       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-12-25      | 5.5000%  | 5.5000%  | $2900715.00        | $396976.95         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-12-25      | 6.0000%  | 6.0000%  | $13102664.00       | $2435213.17        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-09-25      | 1.4820%  | 1.4820%  | $85000000.00       | $3767716.58        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-10-25      | 1.6820%  | 1.6820%  | $132276468.00      | $8443555.11        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-01-25      | 6.0000%  | 6.0000%  | $833333.00         | $140330.00         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-12-25      | 1.8820%  | 1.8820%  | $112500000.00      | $10258935.49       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2046-04-25      | 3.5000%  | 3.5000%  | $39159150.00       | $5813696.99        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2040-08-15      | 6.0210%  | 6.0210%  | $2000000.00        | $84681.83          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-01-15      | 2.3540%  | 2.3540%  | $52013322.00       | $6149827.34        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-02-15      | 1.6080%  | 1.6080%  | $12132667.00       | $4839484.99        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-03-15      | 1.5080%  | 1.5080%  | $14000000.00       | $858513.90         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-08-15      | 2.7270%  | 2.7270%  | $86538461.00       | $464284.66         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-10-15      | 2.8270%  | 2.8270%  | $68027539.00       | $151198.62         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-01-15      | 5.0000%  | 5.0000%  | $17607116.00       | $73294.18          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-08-15      | 0.4020%  | 0.4020%  | $324467.00         | $128505.99         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-10-15      | 4.0000%  | 4.0000%  | $26669758.00       | $549258.86         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-12-15      | 3.5000%  | 3.5000%  | $37328571.00       | $736918.43         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2032-10-15      | 0.4150%  | 0.4150%  | $3354985.00        | $240067.72         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-05-15      | 0.8170%  | 0.8170%  | $1152000.00        | $155456.12         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-05-15      | 1.4530%  | 1.4530%  | $6723521.00        | $1080307.49        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-01-15      | 0.6240%  | 0.6240%  | $1400000.00        | $453120.98         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2039-07-15      | 1.0540%  | 1.0540%  | $922000.00         | $165832.01         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2037-06-15      | 1.0540%  | 1.0540%  | $14006544.00       | $1010060.15        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2039-07-15      | 1.0540%  | 1.0540%  | $21949299.00       | $1607452.24        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2044-06-15      | 1.0540%  | 1.0540%  | $4599909.00        | $402927.21         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2044-12-15      | 2.3270%  | 2.3270%  | $19371287.00       | $287742.01         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-12-15      | 1.8780%  | 1.8780%  | $8462701.00        | $215259.43         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2045-04-15      | 4.0000%  | 4.0000%  | $29115218.00       | $521342.44         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-11-15      | 5.0000%  | 5.0000%  | $23125271.00       | $139129.79         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2046-06-15      | 2.3270%  | 2.3270%  | $84758758.00       | $869470.31         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-01-15      | 1.8780%  | 1.8780%  | $2541949.00        | $1207745.74        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2046-08-15      | 2.3270%  | 2.3270%  | $56050000.00       | $959583.57         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2047-05-15      | 4.0000%  | 4.0000%  | $12375000.00       | $711049.61         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2047-07-15      | 2.4270%  | 2.4270%  | $18085000.00       | $329022.30         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-04-15      | 2.2930%  | 2.2930%  | $56325200.00       | $726754.45         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-10-25      | 2.6910%  | 2.6910%  | $28275677.00       | $2981718.09        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2049-01-25      | 2.6290%  | 2.6290%  | $9800000.00        | $1044112.84        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2030-02-27      | 0.9740%  | 0.9740%  | $25020934.00       | $773683.40         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-06-15      | 2.4770%  | 2.4770%  | $35046467.00       | $1109502.18        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2045-12-25      | 2.3140%  | 2.3140%  | $1781000.00        | $103800.76         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2047-08-15      | 4.5000%  | 4.5000%  | $4969307.00        | $236089.53         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2029-06-25      | 0.8920%  | 0.8920%  | $362148827.00      | $9974125.90        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-06-15      | 2.2270%  | 2.2270%  | $19596184.00       | $514147.91         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2046-12-25      | 1.8910%  | 1.8910%  | $1887000.00        | $125929.02         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2046-12-15      | 2.0370%  | 2.0370%  | $33890354.00       | $466611.89         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-03-25      | 6.5000%  | 6.5000%  | $25000000.00       | $2837662.72        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-03-25      | 2.6820%  | 2.6820%  | $52000000.00       | $1722155.25        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-10-25      | 2.5000%  | 2.5000%  | $900000.00         | $104785.19         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-03-25      | 2.6820%  | 2.6820%  | $40000000.00       | $1324734.81        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-03-25      | 2.1820%  | 2.1820%  | $40000000.00       | $1117440.16        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-03-25      | 2.6820%  | 2.6820%  | $39000000.00       | $1291616.44        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-03-25      | 2.0820%  | 2.0820%  | $26000000.00       | $689806.62         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-03-25      | 3.3320%  | 3.3320%  | $6500000.00        | $276404.39         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-11-25      | 4.0000%  | 4.0000%  | $1500000.00        | $214081.44         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-03-25      | 4.0000%  | 4.0000%  | $15734193.00       | $2000433.50        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-04-25      | 2.8820%  | 2.8820%  | $50000000.00       | $1848888.06        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-05-25      | 3.3820%  | 3.3820%  | $22000000.00       | $900514.00         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-05-25      | 3.5320%  | 3.5320%  | $26000000.00       | $1112053.26        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-05-25      | 3.4320%  | 3.4320%  | $50000000.00       | $2402925.64        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-03-25      | 4.5000%  | 4.5000%  | $20506388.00       | $2802314.01        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-10-25      | 1.5820%  | 1.5820%  | $189471440.00      | $5405811.04        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-09-25      | 1.5820%  | 1.5820%  | $89071737.00       | $2001385.59        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-06-25      | 2.0620%  | 2.0620%  | $50000000.00       | $1307317.72        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-06-25      | 0.1000%  | 0.1000%  | $49766702.00       | $59839.96          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-12-25      | 3.4320%  | 3.4320%  | $150000000.00      | $5657444.63        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-09-25      | 1.5220%  | 1.5220%  | $122000000.00      | $3848073.91        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-09-25      | 1.5320%  | 1.5320%  | $124249327.00      | $2330650.37        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-09-25      | 4.2240%  | 4.2240%  | $5613077.00        | $675815.91         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-07-25      | 3.4320%  | 3.4320%  | $88367871.00       | $3543691.39        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-09-25      | 2.2320%  | 2.2320%  | $56500000.00       | $1729897.88        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-08-25      | 1.4820%  | 1.4820%  | $106712043.00      | $2992672.15        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-08-25      | 1.3320%  | 1.3320%  | $46000000.00       | $1037881.26        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-08-25      | 1.5320%  | 1.5320%  | $190887053.00      | $5588296.34        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-10-25      | 6.0000%  | 6.0000%  | $2915577.00        | $376643.57         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-12-25      | 1.4550%  | 1.4550%  | $74000000.00       | $1775416.01        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-10-25      | 1.5820%  | 1.5820%  | $100000000.00      | $2671895.97        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-12-25      | 3.4320%  | 3.4320%  | $2194050.00        | $108272.34         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-11-25      | 1.0000%  | 1.0000%  | $50000000.00       | $610883.37         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-12-25      | 2.2820%  | 2.2820%  | $100000000.00      | $2719221.27        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-12-25      | 1.4320%  | 1.4320%  | $100000000.00      | $2153599.49        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-12-25      | 2.5000%  | 2.5000%  | $19156678.00       | $2424709.62        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-11-25      | 1.7320%  | 1.7320%  | $100586844.00      | $3455521.97        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-12-25      | 1.3820%  | 1.3820%  | $106617472.00      | $2214845.03        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-09-25      | 3.5320%  | 3.5320%  | $57059863.00       | $4022922.66        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-11-25      | 0.4000%  | 0.4000%  | $50000000.00       | $429372.67         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-12-25      | 2.9820%  | 2.9820%  | $25000000.00       | $1487501.44        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-11-25      | 0.8320%  | 0.8320%  | $226602094.00      | $3568447.11        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-10-25      | 6.5990%  | 6.5990%  | $3169000.00        | $1349677.77        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-12-25      | 2.2320%  | 2.2320%  | $69000000.00       | $2486579.14        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-03-25      | 1.5320%  | 1.5320%  | $358040417.00      | $9950691.34        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-09-25      | 6.0000%  | 6.0000%  | $11573710.00       | $459281.53         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-03-25      | 3.4320%  | 3.4320%  | $42187540.00       | $2603124.94        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-03-25      | 1.4820%  | 1.4820%  | $204396700.00      | $6696539.18        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-11-25      | 12.6170% | 12.6170% | $5472135.00        | $1189014.78        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-01-25      | 2.2820%  | 2.2820%  | $30000000.00       | $1122108.37        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-01-25      | 1.6320%  | 1.6320%  | $50000000.00       | $1539542.71        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-01-25      | 3.4320%  | 3.4320%  | $56375000.00       | $3045425.14        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-01-25      | 0.5000%  | 0.5000%  | $50000000.00       | $585180.30         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-01-25      | 2.2320%  | 2.2320%  | $52000000.00       | $2587039.19        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-01-25      | 0.0500%  | 0.0500%  | $66000000.00       | $60202.01          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-01-25      | 1.3820%  | 1.3820%  | $142001999.00      | $2763119.76        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-01-25      | 2.1820%  | 2.1820%  | $70000000.00       | $2341270.12        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-01-25      | 0.8320%  | 0.8320%  | $74000000.00       | $1117599.07        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-01-25      | 0.6000%  | 0.6000%  | $35611679.00       | $268851.44         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-01-25      | 1.3320%  | 1.3320%  | $213060287.00      | $4192115.77        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-02-25      | 1.4820%  | 1.4820%  | $80991317.00       | $2036037.24        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-01-25      | 0.0500%  | 0.0500%  | $193060287.00      | $112633.44         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-02-25      | 0.4320%  | 0.4320%  | $250000000.00      | $2801311.42        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-06-25      | 1.3320%  | 1.3320%  | $100000000.00      | $2467026.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-11-20      | 2.5000%  | 2.5000%  | $4575885.00        | $1813957.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-11-20      | 3.0000%  | 3.0000%  | $3330588.00        | $1095723.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-12-20      | 2.0000%  | 2.0000%  | $828949.00         | $401373.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-12-20      | 2.5000%  | 2.5000%  | $7565632.00        | $3118570.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-12-20      | 3.0000%  | 3.0000%  | $367000.00         | $125774.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-12-20      | 3.5000%  | 3.5000%  | $4245000.00        | $1455965.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-12-20      | 4.0000%  | 4.0000%  | $271778.00         | $84920.78          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-11-20      | 4.5000%  | 4.5000%  | $1482269.00        | $373992.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-10-20      | 2.0000%  | 2.0000%  | $4851339.00        | $2780490.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-07-20      | 2.5000%  | 2.5000%  | $806618.00         | $620144.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-06-20      | 3.0000%  | 3.0000%  | $108261.00         | $75070.70          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-09-20      | 2.5000%  | 2.5000%  | $2302828.00        | $1643982.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-07-20      | 3.0000%  | 3.0000%  | $20417569.00       | $14396585.31       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-06-20      | 3.0000%  | 3.0000%  | $5935135.00        | $4485967.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-08-20      | 3.0000%  | 3.0000%  | $97522.00          | $75228.14          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-09-20      | 2.5000%  | 2.5000%  | $1250569.00        | $994499.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-12-20      | 4.5000%  | 4.5000%  | $1641374.00        | $1044817.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-07-15      | 2.5000%  | 2.5000%  | $1959399.00        | $847624.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-05-20      | 3.5000%  | 3.5000%  | $820151.00         | $442589.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-06-20      | 2.5000%  | 2.5000%  | $1588785.00        | $932287.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-06-20      | 3.0000%  | 3.0000%  | $1570613.00        | $965208.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-12-20      | 2.5000%  | 2.5000%  | $2952850.00        | $1487269.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-12-20      | 2.5000%  | 2.5000%  | $98000.00          | $56115.21          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-12-20      | 3.0000%  | 3.0000%  | $4062973.00        | $1894088.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-05-20      | 4.0000%  | 4.0000%  | $3327588.00        | $511442.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-06-20      | 5.5000%  | 5.5000%  | $1443417.00        | $782746.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-05-20      | 3.0000%  | 3.0000%  | $1000.00           | $410.43            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-06-15      | 3.5000%  | 3.5000%  | $1130047.00        | $750806.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-06-20      | 4.0000%  | 4.0000%  | $2335300.00        | $623484.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-07-20      | 4.0000%  | 4.0000%  | $1019267.00        | $615258.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-06-20      | 3.5000%  | 3.5000%  | $1351122.00        | $752184.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-09-20      | 4.5000%  | 4.5000%  | $1314463.00        | $338910.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-07-20      | 4.0000%  | 4.0000%  | $2060488.00        | $703561.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-07-15      | 2.5000%  | 2.5000%  | $4887010.00        | $1735367.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-08-15      | 2.5000%  | 2.5000%  | $11728358.00       | $3041176.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-10-20      | 2.0000%  | 2.0000%  | $1988687.00        | $1106485.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-08-20      | 4.0000%  | 4.0000%  | $1200000.00        | $602881.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-10-20      | 2.5000%  | 2.5000%  | $1311082.00        | $623391.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-10-20      | 3.0000%  | 3.0000%  | $200000.00         | $84163.17          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-09-20      | 4.0000%  | 4.0000%  | $200000.00         | $66388.20          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-09-20      | 3.0000%  | 3.0000%  | $3056019.00        | $1862769.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-09-20      | 3.5000%  | 3.5000%  | $650725.00         | $263657.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-08-20      | 2.5000%  | 2.5000%  | $1898957.00        | $1097273.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-08-20      | 3.0000%  | 3.0000%  | $1135679.00        | $493634.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-08-20      | 3.5000%  | 3.5000%  | $2864523.00        | $1582322.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-09-20      | 3.5000%  | 3.5000%  | $505341.00         | $376562.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-09-20      | 3.5000%  | 3.5000%  | $387352.00         | $200305.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-09-20      | 3.5000%  | 3.5000%  | $322973.00         | $203029.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-10-20      | 4.5000%  | 4.5000%  | $1789626.00        | $625314.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-09-20      | 4.0000%  | 4.0000%  | $774456.00         | $158548.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-10-20      | 3.0000%  | 3.0000%  | $1380375.00        | $949100.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-10-20      | 3.5000%  | 3.5000%  | $119835.00         | $65464.47          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-10-20      | 3.5000%  | 3.5000%  | $427998.00         | $282692.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-11-20      | 3.0000%  | 3.0000%  | $2271276.00        | $1137577.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-11-20      | 2.0000%  | 2.0000%  | $350000.00         | $181779.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-11-20      | 4.5000%  | 4.5000%  | $1192603.00        | $407260.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-12-20      | 3.5000%  | 3.5000%  | $207452.00         | $82372.98          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-06-20      | 4.0000%  | 4.0000%  | $4659325.00        | $2625035.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-05-20      | 4.0000%  | 4.0000%  | $1013708.00        | $494447.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-05-20      | 4.5000%  | 4.5000%  | $15752.00          | $10027.95          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-10-20      | 4.0000%  | 4.0000%  | $109497091.00      | $102650948.18      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-11-20      | 4.5000%  | 4.5000%  | $1300000.00        | $222980.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-09-20      | 2.5000%  | 2.5000%  | $30660302.00       | $12910700.25       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-11-20      | 2.5000%  | 2.5000%  | $52226595.00       | $29102131.92       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-10-15      | 2.2770%  | 2.2770%  | $14317301.00       | $646696.74         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2038-06-15      | 2.3460%  | 2.3460%  | $56649678.00       | $1286328.21        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-09-25      | 2.9530%  | 2.9530%  | $17532606.00       | $1957731.98        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-09-25      | 2.7270%  | 2.7270%  | $32445118.00       | $3599771.69        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2049-04-25      | 2.7800%  | 2.7800%  | $34600000.00       | $4149128.61        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2026-05-25      | 0.9810%  | 0.9810%  | $90000000.00       | $198639.08         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-01-15      | 4.0000%  | 4.0000%  | $21178156.00       | $1894432.49        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-04-15      | 4.0000%  | 4.0000%  | $1500000.00        | $183155.63         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2050-04-25      | 3.1390%  | 3.1390%  | $1316000.00        | $208240.57         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-02-15      | 5.0000%  | 5.0000%  | $12436106.00       | $1241884.84        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-05-15      | 0.4500%  | 0.4500%  | $8160210.00        | $111008.79         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-05-15      | 2.2270%  | 2.2270%  | $56662100.00       | $5205492.04        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2047-08-15      | 2.1590%  | 2.1590%  | $59673135.00       | $2349846.33        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2029-11-25      | 0.0170%  | 0.0170%  | $621762263.00      | $1680224.34        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2029-12-25      | 0.0140%  | 0.0140%  | $375079031.00      | $1128521.13        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2035-05-25      | 7.2500%  | 7.2500%  | $9895921.00        | $364291.89         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2033-07-15      | 5.7410%  | 5.7410%  | $6498145.00        | $141461.95         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2036-03-25      | 10.4280% | 10.4280% | $6598335.00        | $200402.12         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2034-05-15      | 2.7270%  | 2.7270%  | $49346094.00       | $73073.26          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2036-06-25      | 10.3330% | 10.3330% | $3656000.00        | $126656.54         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2035-01-15      | 3.4770%  | 3.4770%  | $132760000.00      | $195161.14         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2036-07-25      | 11.8730% | 11.8730% | $1572369.00        | $455193.23         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2036-06-25      | 13.7130% | 13.7130% | $7692308.00        | $86086.92          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2036-01-15      | 7.0000%  | 7.0000%  | $11428572.00       | $328357.91         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2035-11-15      | 7.0000%  | 7.0000%  | $8411028.00        | $82665.43          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2036-05-15      | 13.7490% | 13.7490% | $7692308.00        | $75413.06          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2036-06-15      | 16.6630% | 16.6630% | $2433000.00        | $126515.97         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2038-01-25      | 3.2180%  | 3.2180%  | $35000000.00       | $137959.69         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2037-10-15      | 2.6270%  | 2.6270%  | $95938000.00       | $412931.95         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2039-03-25      | 5.0000%  | 5.0000%  | $62200000.00       | $105665.10         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2040-04-25      | 2.6680%  | 2.6680%  | $135714285.00      | $504237.73         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2058-03-25      | 5.5000%  | 5.5000%  | $1127909.00        | $59368.26          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-12-20      | 4.5000%  | 4.5000%  | $620600.00         | $278686.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-01-20      | 2.0000%  | 2.0000%  | $218942879.00      | $107553150.18      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-05-20      | 3.0000%  | 3.0000%  | $302593544.00      | $72935429.05       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-06-20      | 2.5000%  | 2.5000%  | $315183639.00      | $91202923.37       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-06-20      | 3.0000%  | 3.0000%  | $1064399301.00     | $265790861.70      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-06-20      | 3.5000%  | 3.5000%  | $19375016.00       | $4386682.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-06-20      | 4.0000%  | 4.0000%  | $2500971.00        | $487017.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-07-20      | 3.0000%  | 3.0000%  | $481983.00         | $76421.55          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-07-20      | 4.0000%  | 4.0000%  | $505670.00         | $90925.79          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-07-20      | 2.0000%  | 2.0000%  | $5166116.00        | $2012811.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-07-20      | 2.5000%  | 2.5000%  | $30184142.00       | $9565554.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-07-20      | 3.0000%  | 3.0000%  | $56859170.00       | $15308184.70       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-07-20      | 3.5000%  | 3.5000%  | $375000.00         | $93996.13          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-07-20      | 4.5000%  | 4.5000%  | $293000.00         | $70018.54          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-08-20      | 2.0000%  | 2.0000%  | $31136879.00       | $13439123.41       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-08-20      | 3.0000%  | 3.0000%  | $270296333.00      | $78294927.13       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-08-20      | 3.5000%  | 3.5000%  | $4843070.00        | $1322995.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-07-20      | 4.0000%  | 4.0000%  | $10121508.00       | $2472815.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-08-20      | 4.5000%  | 4.5000%  | $1590000.00        | $361609.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-09-20      | 4.5000%  | 4.5000%  | $510000.00         | $120978.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-09-20      | 2.5000%  | 2.5000%  | $7274001.00        | $2749732.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-07-20      | 3.0000%  | 3.0000%  | $40939613.00       | $12637304.87       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-09-20      | 4.0000%  | 4.0000%  | $750000.00         | $203666.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-10-20      | 3.5000%  | 3.5000%  | $639000.00         | $201322.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-10-20      | 4.0000%  | 4.0000%  | $4618335.00        | $1385772.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-10-20      | 2.0000%  | 2.0000%  | $79926889.00       | $36979010.76       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-10-20      | 2.5000%  | 2.5000%  | $1095128.00        | $425530.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-08-20      | 3.0000%  | 3.0000%  | $17779418.00       | $5821956.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-11-20      | 3.5000%  | 3.5000%  | $8452025.00        | $2647686.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-10-20      | 4.5000%  | 4.5000%  | $2589660.00        | $604808.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-11-20      | 4.0000%  | 4.0000%  | $1423440.00        | $178925.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-11-20      | 2.0000%  | 2.0000%  | $6039201.00        | $2863255.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-05-20      | 2.0030%  | 2.0030%  | $53620824.00       | $1161364.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-10-20      | 1.3260%  | 1.3260%  | $49903469.00       | $1141144.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-10-20      | 2.3670%  | 2.3670%  | $57500000.00       | $632073.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-06-20      | 1.6710%  | 1.6710%  | $76072526.00       | $1631220.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-08-20      | 1.8460%  | 1.8460%  | $26224679.00       | $262396.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-09-20      | 2.3880%  | 2.3880%  | $122402019.00      | $2295794.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-09-20      | 1.8570%  | 1.8570%  | $58621766.00       | $151658.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-11-20      | 2.4130%  | 2.4130%  | $28716935.00       | $326118.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-11-20      | 2.5120%  | 2.5120%  | $38589715.00       | $432015.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-02-20      | 1.6590%  | 1.6590%  | $36796905.00       | $325388.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-11-20      | 1.5120%  | 1.5120%  | $137890203.00      | $377569.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-04-20      | 2.4470%  | 2.4470%  | $40368984.00       | $446930.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-01-20      | 2.3010%  | 2.3010%  | $34503909.00       | $358045.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-03-20      | 2.4810%  | 2.4810%  | $48209126.00       | $437519.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-05-20      | 1.7010%  | 1.7010%  | $99660899.00       | $2349643.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-01-20      | 1.3510%  | 1.3510%  | $33500000.00       | $1135390.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-06-20      | 1.7070%  | 1.7070%  | $18056987.00       | $146948.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-08-20      | 2.5050%  | 2.5050%  | $39264290.00       | $484510.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2061-01-16      | 0.9040%  | 0.9040%  | $208030459.00      | $2075641.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2060-04-16      | 1.2110%  | 1.2110%  | $143848293.00      | $1742831.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2058-09-16      | 0.6820%  | 0.6820%  | $55000000.00       | $1521487.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2062-07-16      | 1.0500%  | 1.0500%  | $53000000.00       | $1660569.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-08-20      | 1.5520%  | 1.5520%  | $201959816.00      | $6787166.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-12-20      | 1.3080%  | 1.3080%  | $69071282.00       | $2538221.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-02-20      | 0.5880%  | 0.5880%  | $16350000.00       | $437513.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2062-09-16      | 0.2500%  | 0.2500%  | $110300000.00      | $1329413.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2062-12-16      | 0.2500%  | 0.2500%  | $164409580.00      | $1250244.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-03-20      | 2.1060%  | 2.1060%  | $73688000.00       | $750073.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-02-20      | 1.9520%  | 1.9520%  | $55970020.00       | $797290.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-10-20      | 0.0580%  | 0.0580%  | $50000000.00       | $180775.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-01-20      | 2.3180%  | 2.3180%  | $22067475.00       | $556943.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-09-16      | 0.5000%  | 0.5000%  | $21918996.00       | $233774.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2063-03-16      | 0.5000%  | 0.5000%  | $20568348.00       | $424565.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2059-08-16      | 0.6770%  | 0.6770%  | $300000000.00      | $9117962.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-06-16      | 0.8290%  | 0.8290%  | $75411759.00       | $4657936.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-11-16      | 0.8400%  | 0.8400%  | $98564000.00       | $5863146.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-11-16      | 0.7340%  | 0.7340%  | $35112034.00       | $2112836.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-01-16      | 0.7480%  | 0.7480%  | $107001558.00      | $7166214.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-04-16      | 0.9500%  | 0.9500%  | $100000000.00      | $6862870.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-09-16      | 0.9210%  | 0.9210%  | $122318296.00      | $8439455.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-02-16      | 0.7670%  | 0.7670%  | $60154175.00       | $4197040.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-01-16      | 0.6520%  | 0.6520%  | $100375221.00      | $6345366.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-12-16      | 0.7940%  | 0.7940%  | $20154004.00       | $1432591.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-05-16      | 0.8410%  | 0.8410%  | $82470287.00       | $6029161.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-09-16      | 0.6800%  | 0.6800%  | $128321316.00      | $8244846.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-02-16      | 0.8290%  | 0.8290%  | $200000000.00      | $14223590.38       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-09-16      | 0.8590%  | 0.8590%  | $6985005.00        | $529913.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-12-16      | 0.5000%  | 0.5000%  | $7500000.00        | $185103.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-07-16      | 0.7350%  | 0.7350%  | $125089269.00      | $8576236.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-11-20      | 2.3380%  | 2.3380%  | $65879676.00       | $2696162.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 1.6380%  | 1.6380%  | $260399885.00      | $8906161.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-01-20      | 4.0000%  | 4.0000%  | $3866371.00        | $719530.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-06-20      | 2.1880%  | 2.1880%  | $42397559.00       | $2973950.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-05-16      | 0.7670%  | 0.7670%  | $150000000.00      | $10434209.38       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-06-20      | 1.3010%  | 1.3010%  | $28211035.00       | $220318.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-11-20      | 2.4580%  | 2.4580%  | $75297944.00       | $849171.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-11-20      | 2.3180%  | 2.3180%  | $15277666.00       | $610229.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-11-16      | 0.8890%  | 0.8890%  | $154760325.00      | $12235440.16       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-07-16      | 0.7830%  | 0.7830%  | $26844067.00       | $1990129.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-07-16      | 0.0000%  | 0.0000%  | $38296834.00       | $3187482.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-07-16      | 0.0000%  | 0.0000%  | $66966634.00       | $5743360.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-07-16      | 0.0000%  | 0.0000%  | $105263468.00      | $7124570.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-01-20      | 1.0010%  | 1.0010%  | $97675293.00       | $2224987.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-12-20      | 1.1670%  | 1.1670%  | $101821732.00      | $2024540.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-06-20      | 5.5000%  | 5.5000%  | $3061890.00        | $576257.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-12-20      | 4.5000%  | 4.5000%  | $33217465.00       | $24552626.53       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2040-07-16      | 2.7250%  | 2.7250%  | $131297989.00      | $518316.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-12-16      | 4.5000%  | 4.5000%  | $269500000.00      | $914554.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-01-20      | 1.7890%  | 1.7890%  | $70138490.00       | $1143916.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-01-20      | 2.1180%  | 2.1180%  | $24837594.00       | $330717.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-12-20      | 1.7440%  | 1.7440%  | $66186619.00       | $895069.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-02-20      | 1.8370%  | 1.8370%  | $33908000.00       | $796556.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-04-20      | 2.0380%  | 2.0380%  | $84305309.00       | $602187.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-06-20      | 2.2790%  | 2.2790%  | $136346184.00      | $1102489.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-07-20      | 1.7830%  | 1.7830%  | $43404196.00       | $273521.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-04-20      | 2.0510%  | 2.0510%  | $18988000.00       | $156068.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-09-20      | 1.9260%  | 1.9260%  | $122489829.00      | $940694.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-10-20      | 2.3560%  | 2.3560%  | $115090218.00      | $1401436.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-10-20      | 2.2840%  | 2.2840%  | $61491000.00       | $1097248.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-08-20      | 1.7020%  | 1.7020%  | $17017413.00       | $73617.21          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-11-20      | 1.6080%  | 1.6080%  | $102665687.00      | $1080804.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-11-20      | 2.5250%  | 2.5250%  | $82368698.00       | $1137932.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-02-20      | 2.0500%  | 2.0500%  | $36235679.00       | $204134.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-12-20      | 2.3360%  | 2.3360%  | $45000000.00       | $930528.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-05-20      | 2.2550%  | 2.2550%  | $56469109.00       | $264924.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-04-20      | 2.4160%  | 2.4160%  | $43573800.00       | $429300.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-06-20      | 1.6670%  | 1.6670%  | $45839205.00       | $348827.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-09-20      | 1.5150%  | 1.5150%  | $61800000.00       | $453703.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-09-20      | 2.2330%  | 2.2330%  | $46445192.00       | $821987.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-10-20      | 2.5930%  | 2.5930%  | $50683420.00       | $159346.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-10-20      | 2.5800%  | 2.5800%  | $25864000.00       | $191117.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-05-20      | 2.4550%  | 2.4550%  | $43358045.00       | $172245.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-11-20      | 2.3180%  | 2.3180%  | $70668862.00       | $550820.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-11-20      | 2.7570%  | 2.7570%  | $30000000.00       | $311559.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-11-20      | 2.4210%  | 2.4210%  | $52734805.00       | $487333.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-10-20      | 2.2650%  | 2.2650%  | $49580631.00       | $255715.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-09-20      | 2.3250%  | 2.3250%  | $34531002.00       | $282914.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-10-20      | 2.2330%  | 2.2330%  | $35385683.00       | $190348.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-12-20      | 2.5330%  | 2.5330%  | $31712373.00       | $333424.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-12-20      | 2.1190%  | 2.1190%  | $164959989.00      | $1160467.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-12-20      | 1.9730%  | 1.9730%  | $168998474.00      | $1223989.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-12-20      | 2.5120%  | 2.5120%  | $84223548.00       | $486640.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-01-20      | 2.3780%  | 2.3780%  | $30750871.00       | $387450.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-01-20      | 1.5350%  | 1.5350%  | $95993262.00       | $316402.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-02-20      | 1.8730%  | 1.8730%  | $31547250.00       | $288531.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-02-20      | 2.0760%  | 2.0760%  | $55385800.00       | $377106.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-06-20      | 2.1660%  | 2.1660%  | $50224650.00       | $254051.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2040-04-20      | 1.9480%  | 1.9480%  | $200250000.00      | $591404.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2040-09-16      | 2.8250%  | 2.8250%  | $33333333.00       | $518496.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-02-16      | 1.9510%  | 1.9510%  | $15000000.00       | $3245531.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-05-16      | 2.1360%  | 2.1360%  | $44705211.00       | $5894296.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-08-20      | 2.3680%  | 2.3680%  | $52410000.00       | $491614.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-07-16      | 1.8250%  | 1.8250%  | $42500768.00       | $539443.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-07-20      | 1.8180%  | 1.8180%  | $27588059.00       | $643751.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-08-20      | 1.0700%  | 1.0700%  | $1366990.00        | $861817.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2058-08-16      | 0.6020%  | 0.6020%  | $30000000.00       | $236223.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2058-09-16      | 0.7610%  | 0.7610%  | $190495167.00      | $1384750.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-09-20      | 1.3200%  | 1.3200%  | $51268769.00       | $315348.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2060-06-16      | 0.5520%  | 0.5520%  | $100000000.00      | $1206305.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-02-20      | 1.5260%  | 1.5260%  | $52840000.00       | $1637916.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-03-20      | 1.3130%  | 1.3130%  | $32018609.00       | $592726.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-09-20      | 1.3490%  | 1.3490%  | $40349673.00       | $1311276.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-02-20      | 1.7930%  | 1.7930%  | $146045000.00      | $1975583.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-03-20      | 2.0400%  | 2.0400%  | $49447817.00       | $606194.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-04-20      | 1.9630%  | 1.9630%  | $52421984.00       | $1583329.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-04-20      | 2.0140%  | 2.0140%  | $60523175.00       | $577384.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-04-20      | 1.5600%  | 1.5600%  | $75000000.00       | $1506343.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-05-20      | 1.8310%  | 1.8310%  | $50000000.00       | $1089270.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-03-20      | 1.5880%  | 1.5880%  | $140000000.00      | $2480197.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-03-20      | 3.5380%  | 3.5380%  | $22700000.00       | $721333.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-03-20      | 2.1380%  | 2.1380%  | $70000000.00       | $2461582.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2076-02-20      | 0.7400%  | 0.7400%  | $41425537.00       | $3748552.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2076-01-20      | 0.7340%  | 0.7340%  | $42077846.00       | $3064156.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2075-01-20      | 2.5460%  | 2.5460%  | $44721445.00       | $1703894.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2075-01-20      | 0.9770%  | 0.9770%  | $103540591.00      | $8724241.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2075-02-20      | 0.8680%  | 0.8680%  | $93616540.00       | $6736875.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2075-10-20      | 0.8210%  | 0.8210%  | $17384021.00       | $900303.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-08-20      | 0.7140%  | 0.7140%  | $8468640.00        | $206316.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2075-02-20      | 0.5920%  | 0.5920%  | $126771974.00      | $6329362.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2075-04-20      | 0.9240%  | 0.9240%  | $140241879.00      | $10294849.64       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2075-09-20      | 0.1410%  | 0.1410%  | $69105905.00       | $95436.68          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2075-04-20      | 0.6710%  | 0.6710%  | $234828282.00      | $15254460.02       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-09-20      | 0.4370%  | 0.4370%  | $13161762.00       | $209914.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2075-05-20      | 0.8220%  | 0.8220%  | $161775940.00      | $11874199.71       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2075-06-20      | 0.7470%  | 0.7470%  | $126607596.00      | $9416675.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2075-12-20      | 1.1060%  | 1.1060%  | $22866528.00       | $2025314.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2075-07-20      | 0.9560%  | 0.9560%  | $13329940.00       | $885992.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2075-08-20      | 0.9780%  | 0.9780%  | $29607063.00       | $2575004.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2075-08-20      | 0.7750%  | 0.7750%  | $171672724.00      | $12297950.34       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2075-08-20      | 1.0160%  | 1.0160%  | $12226577.00       | $886385.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 1.6850%  | 1.6850%  | $150000000.00      | $4480168.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 1.7880%  | 1.7880%  | $100000000.00      | $3761858.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 2.2960%  | 2.2960%  | $100000000.00      | $3381020.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 2.3380%  | 2.3380%  | $100000000.00      | $2124731.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-06-20      | 3.4380%  | 3.4380%  | $26962927.00       | $4157241.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 1.5380%  | 1.5380%  | $117922779.00      | $2591201.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-05-20      | 3.4880%  | 3.4880%  | $40000000.00       | $1692462.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-05-20      | 2.3380%  | 2.3380%  | $90000000.00       | $3582397.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 3.6380%  | 3.6380%  | $50000000.00       | $4287101.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-09-16      | 0.9530%  | 0.9530%  | $70144550.00       | $5717950.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 1.8380%  | 1.8380%  | $126473828.00      | $4672294.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-07-20      | 1.6380%  | 1.6380%  | $80000000.00       | $2465072.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-07-20      | 1.4780%  | 1.4780%  | $50000000.00       | $801940.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-07-20      | 2.3380%  | 2.3380%  | $137833334.00      | $5831771.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-07-20      | 1.9880%  | 1.9880%  | $30000000.00       | $1067714.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-07-20      | 2.9880%  | 2.9880%  | $313000000.00      | $4039676.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-07-20      | 2.3180%  | 2.3180%  | $100000000.00      | $5405518.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-08-20      | 2.9780%  | 2.9780%  | $100000000.00      | $4927824.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-08-20      | 2.9880%  | 2.9880%  | $70929155.00       | $3922932.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-10-20      | 1.8380%  | 1.8380%  | $100000000.00      | $4048584.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-09-20      | 2.1880%  | 2.1880%  | $100000000.00      | $4185901.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-02-16      | 2.3250%  | 2.3250%  | $36876188.00       | $3330402.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-11-20      | 1.6880%  | 1.6880%  | $133425000.00      | $5245655.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-11-20      | 2.3380%  | 2.3380%  | $100000000.00      | $2432872.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-11-20      | 2.1880%  | 2.1880%  | $100000000.00      | $3049236.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-10-20      | 1.1380%  | 1.1380%  | $100000000.00      | $3113171.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-10-20      | 1.1380%  | 1.1380%  | $100000000.00      | $3098224.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-10-20      | 1.7480%  | 1.7480%  | $125000000.00      | $4851778.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-10-20      | 1.7580%  | 1.7580%  | $150000000.00      | $5282207.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-12-20      | 2.3880%  | 2.3880%  | $76514873.00       | $4730590.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-12-20      | 1.7380%  | 1.7380%  | $118297992.00      | $3688849.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 2.2680%  | 2.2680%  | $125935982.00      | $6320020.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-12-20      | 2.4380%  | 2.4380%  | $50000000.00       | $2697838.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-12-20      | 2.4380%  | 2.4380%  | $42630928.00       | $2722710.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-12-20      | 2.3880%  | 2.3880%  | $100000000.00      | $4145986.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-12-20      | 2.4080%  | 2.4080%  | $100000000.00      | $5602070.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-02-20      | 2.2280%  | 2.2280%  | $100000000.00      | $5790237.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 2.9180%  | 2.9180%  | $21500000.00       | $1121962.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 2.8880%  | 2.8880%  | $70000000.00       | $1798521.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-02-20      | 2.9880%  | 2.9880%  | $40217423.00       | $2791874.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 1.6880%  | 1.6880%  | $301072000.00      | $6672915.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-02-20      | 1.5880%  | 1.5880%  | $84894016.00       | $3523500.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-06-20      | 2.3180%  | 2.3180%  | $28862988.00       | $853748.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-06-20      | 1.1060%  | 1.1060%  | $78080820.00       | $568800.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-03-20      | 2.3180%  | 2.3180%  | $16705945.00       | $660496.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-04-20      | 1.1980%  | 1.1980%  | $32572799.00       | $303784.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-05-20      | 5.0000%  | 5.0000%  | $13020665.00       | $1231226.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-04-20      | 3.0000%  | 3.0000%  | $122499999.00      | $9129032.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-06-20      | 4.5000%  | 4.5000%  | $7833673.00        | $717497.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-06-20      | 3.5000%  | 3.5000%  | $10826155.00       | $739663.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-06-20      | 2.5180%  | 2.5180%  | $31470940.00       | $1603419.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-07-20      | 0.0000%  | 0.0000%  | $74657124.00       | $134308.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-03-20      | 0.5560%  | 0.5560%  | $219860519.00      | $8246080.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-02-20      | 0.7500%  | 0.7500%  | $332050388.00      | $895043.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-04-20      | 0.8490%  | 0.8490%  | $70000000.00       | $3795577.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-05-20      | 0.6890%  | 0.6890%  | $120514039.00      | $5833770.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-06-20      | 2.7070%  | 2.7070%  | $88435676.00       | $2044958.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-09-20      | 1.7320%  | 1.7320%  | $4600000.00        | $160762.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-01-20      | 1.5590%  | 1.5590%  | $42088974.00       | $457819.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-07-20      | 0.8230%  | 0.8230%  | $33279341.00       | $1497616.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-10-20      | 0.0000%  | 0.0000%  | $63959920.00       | $222101.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-10-20      | 0.3540%  | 0.3540%  | $119121673.00      | $2570460.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-11-20      | 0.9480%  | 0.9480%  | $37279761.00       | $2742468.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-12-20      | 0.9150%  | 0.9150%  | $10631694.00       | $708355.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2075-01-20      | 0.9680%  | 0.9680%  | $190031326.00      | $15298525.63       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-12-20      | 0.7200%  | 0.7200%  | $39344744.00       | $2361983.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2075-01-20      | 0.7580%  | 0.7580%  | $34010000.00       | $1934404.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-06-20      | 0.8420%  | 0.8420%  | $43250000.00       | $2705643.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-03-20      | 1.7280%  | 1.7280%  | $18000000.00       | $901175.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-04-20      | 0.7070%  | 0.7070%  | $26098475.00       | $1329346.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-09-20      | 0.8910%  | 0.8910%  | $71306322.00       | $4206319.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-09-20      | 0.9590%  | 0.9590%  | $153245629.00      | $9090445.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-06-20      | 0.5220%  | 0.5220%  | $23158643.00       | $441937.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-08-20      | 2.5570%  | 2.5570%  | $51775740.00       | $1681258.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-04-20      | 1.1900%  | 1.1900%  | $77931055.00       | $6173951.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-09-20      | 0.2130%  | 0.2130%  | $24260350.00       | $223565.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-03-20      | 2.5240%  | 2.5240%  | $44813108.00       | $1237011.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-01-20      | 1.1540%  | 1.1540%  | $49862311.00       | $1765351.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-05-20      | 0.8590%  | 0.8590%  | $45294920.00       | $2647572.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-10-20      | 2.6380%  | 2.6380%  | $25000000.00       | $1249198.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-07-20      | 7.9610%  | 7.9610%  | $15854656.00       | $12876066.15       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-05-20      | 1.7080%  | 1.7080%  | $40000000.00       | $1136175.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-07-20      | 0.0000%  | 0.0000%  | $31768000.00       | $11956857.40       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-09-20      | 0.8880%  | 0.8880%  | $137562438.00      | $3793163.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-10-20      | 2.0380%  | 2.0380%  | $50000000.00       | $3339765.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-09-20      | 2.3080%  | 2.3080%  | $100000000.00      | $4416105.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-06-20      | 2.4380%  | 2.4380%  | $38833331.00       | $1229295.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-03-20      | 0.5340%  | 0.5340%  | $60209342.00       | $2208398.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-06-20      | 2.3380%  | 2.3380%  | $125000000.00      | $2468571.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-06-20      | 2.4380%  | 2.4380%  | $18845528.00       | $1593955.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-06-20      | 1.6380%  | 1.6380%  | $49762814.00       | $1131597.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-07-20      | 1.4180%  | 1.4180%  | $40000000.00       | $1015347.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-08-20      | 2.2880%  | 2.2880%  | $150000000.00      | $4411887.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-08-20      | 1.3880%  | 1.3880%  | $85875000.00       | $2410245.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 2.0380%  | 2.0380%  | $237020992.00      | $4310749.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 23.3690% | 23.3690% | $4843019.00        | $5548795.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-09-20      | 2.7880%  | 2.7880%  | $156300507.00      | $1763475.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-09-20      | 2.0880%  | 2.0880%  | $35472882.00       | $1992357.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-11-20      | 18.0590% | 18.0590% | $6203248.00        | $3272839.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 2.7380%  | 2.7380%  | $75000000.00       | $2385375.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-01-20      | 1.6880%  | 1.6880%  | $300000000.00      | $4462402.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-01-20      | 3.2880%  | 3.2880%  | $110000000.00      | $3871894.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 2.6880%  | 2.6880%  | $185000000.00      | $5899535.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 2.2380%  | 2.2380%  | $75000000.00       | $2581713.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 1.4880%  | 1.4880%  | $150000000.00      | $5304195.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-03-20      | 1.6880%  | 1.6880%  | $110000000.00      | $5507300.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 1.6880%  | 1.6880%  | $45265264.00       | $2128356.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-02-20      | 2.2880%  | 2.2880%  | $100000000.00      | $4955170.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 2.9380%  | 2.9380%  | $40000000.00       | $2891222.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 3.4380%  | 3.4380%  | $45000000.00       | $2722886.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 1.6380%  | 1.6380%  | $150000000.00      | $6250840.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 0.9880%  | 0.9880%  | $448333333.00      | $5588718.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 3.3880%  | 3.3880%  | $37693943.00       | $4007054.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-04-20      | 1.4880%  | 1.4880%  | $300000000.00      | $5066244.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 2.1380%  | 2.1380%  | $100000000.00      | $4686910.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-04-20      | 2.1880%  | 2.1880%  | $37818434.00       | $2949193.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-04-20      | 3.4380%  | 3.4380%  | $64000000.00       | $5935812.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-04-20      | 1.6880%  | 1.6880%  | $65136782.00       | $2330987.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-06-20      | 1.5380%  | 1.5380%  | $50000000.00       | $3086810.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-06-20      | 3.4380%  | 3.4380%  | $44304133.00       | $3361242.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 1.4880%  | 1.4880%  | $74005558.00       | $2744180.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-07-20      | 1.3380%  | 1.3380%  | $180000000.00      | $3450756.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 1.3380%  | 1.3380%  | $88105482.00       | $3015291.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 2.2880%  | 2.2880%  | $41000000.00       | $2382778.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-11-20      | 2.9380%  | 2.9380%  | $75000000.00       | $5819713.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-11-20      | 2.9880%  | 2.9880%  | $72780201.00       | $5769945.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-11-20      | 3.5380%  | 3.5380%  | $50000000.00       | $5381777.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-11-20      | 1.8380%  | 1.8380%  | $75000000.00       | $5135605.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-11-20      | 6.5000%  | 6.5000%  | $21543692.00       | $2113007.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-01-20      | 1.3880%  | 1.3880%  | $100000000.00      | $2877831.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-12-20      | 1.7880%  | 1.7880%  | $50000000.00       | $2515831.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-12-20      | 0.3480%  | 0.3480%  | $560000000.00      | $6345996.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-12-20      | 1.1380%  | 1.1380%  | $82000000.00       | $2756149.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-12-20      | 1.8380%  | 1.8380%  | $70898064.00       | $2858328.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-01-20      | 0.5880%  | 0.5880%  | $100000000.00      | $2394444.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-01-20      | 2.0380%  | 2.0380%  | $75000000.00       | $5798599.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-01-20      | 2.6380%  | 2.6380%  | $83000000.00       | $6107433.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-01-20      | 2.6380%  | 2.6380%  | $99585625.00       | $9544921.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-02-20      | 0.0500%  | 0.0500%  | $70000000.00       | $109810.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-02-20      | 2.0420%  | 2.0420%  | $50726636.00       | $4076244.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-02-20      | 2.0410%  | 2.0410%  | $133750344.00      | $9405059.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-02-20      | 5.0000%  | 5.0000%  | $2500000.00        | $531537.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-02-20      | 1.4420%  | 1.4420%  | $72806077.00       | $4004728.56        | Agency Collateralized Mortgage Obligation |

### Security 25: CITIGROUP GLOBAL MARKETS

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6JHWA3, C.4 - ISIN: 171697, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $385000000.00
- **C.18.a - Value (excl. sponsor support):** $385000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2031-11-15      | 1.3750%  | 1.3750% | $56880900.00       | $50392340.80       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-01-15      | 0.1250%  | 0.1250% | $56427900.00       | $61599985.22       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-05-15      | 2.8750%  | 2.8750% | $64087200.00       | $61599954.52       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-05-31      | 4.5000%  | 4.5000% | $169300.00         | $176426.30         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-06-30      | 4.2500%  | 4.2500% | $953100.00         | $988030.53         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-01-31      | 4.3750%  | 4.3750% | $59099600.00       | $61423580.75       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-03-31      | 4.1250%  | 4.1250% | $59250600.00       | $61599923.40       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-04-30      | 4.0000%  | 4.0000% | $32371800.00       | $33300066.90       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-05-31      | 4.1250%  | 4.1250% | $59673900.00       | $61599925.94       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-10-31      | 3.6250%  | 3.6250% | $100.00            | $101.39            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-11-30      | 3.5000%  | 3.5000% | $300.00            | $301.53            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-12-31      | 3.6250%  | 3.6250% | $19300.00          | $19443.74          | U.S. Treasuries (including strips) |

### Security 26: CREDIT AGRICOLE CIB

- **C.1 - Title:** CREDIT AGRICOLE CIB
- **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: BYM6V13Q1, C.4 - ISIN: 4257, C.3 - LEI: 969500TJ5KRTCJQWXH05
- **C.18 - Value (incl. sponsor support):** $1150000000.00
- **C.18.a - Value (excl. sponsor support):** $1150000000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-07-15      | 6.5000%  | 6.5000% | $1000.00           | $1024.38           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-07-20      | 3.0000%  | 3.0000% | $2168303.00        | $789176.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-05-20      | 3.0000%  | 3.0000% | $1000.00           | $170.61            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-08-20      | 3.0000%  | 3.0000% | $1000500.00        | $193675.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-08-20      | 3.0000%  | 3.0000% | $1253040.00        | $433203.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-12-20      | 2.0000%  | 2.0000% | $1070.00           | $490.28            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-03-20      | 2.0000%  | 2.0000% | $1000.00           | $526.04            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-02-20      | 2.5000%  | 2.5000% | $1000.00           | $665.10            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-02-20      | 2.0000%  | 2.0000% | $1000.00           | $750.25            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-05-20      | 4.5000%  | 4.5000% | $1024.00           | $953.23            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-02-20      | 7.0000%  | 7.0000% | $1420953.00        | $727698.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-05-15      | 6.5000%  | 6.5000% | $2209317.00        | $2357327.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-09-20      | 7.5000%  | 7.5000% | $2863738.00        | $2374502.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-06-20      | 6.5000%  | 6.5000% | $1544712.00        | $953314.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-06-20      | 6.5000%  | 6.5000% | $1077462.00        | $596149.62         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-07-20      | 7.0000%  | 7.0000% | $2231879.00        | $2116905.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-11-20      | 7.0000%  | 7.0000% | $2588167.00        | $2708662.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-11-20      | 7.5000%  | 7.5000% | $1314746.00        | $1426489.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-06-20      | 6.5000%  | 6.5000% | $1020032.00        | $782628.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-06-20      | 6.5000%  | 6.5000% | $1246223.00        | $1089935.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-06-20      | 6.5000%  | 6.5000% | $1121490.00        | $422861.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-07-20      | 6.0000%  | 6.0000% | $1025379.00        | $1063059.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-07-20      | 6.5000%  | 6.5000% | $1027335.00        | $541285.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-07-20      | 6.5000%  | 6.5000% | $1083378.00        | $983354.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-10-20      | 6.5000%  | 6.5000% | $1985427.00        | $1352281.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-10-20      | 6.5000%  | 6.5000% | $1015021.00        | $864547.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-10-20      | 6.5000%  | 6.5000% | $1274012.00        | $908701.82         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-09-20      | 7.0000%  | 7.0000% | $8321852.00        | $6912725.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-10-20      | 6.5000%  | 6.5000% | $1039332.00        | $987722.82         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-10-20      | 6.5000%  | 6.5000% | $1000592.00        | $601204.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-11-20      | 7.5000%  | 7.5000% | $1000.00           | $750.17            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-11-20      | 6.5000%  | 6.5000% | $2268587.00        | $2283937.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-10-20      | 6.5000%  | 6.5000% | $1369059.00        | $929316.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-10-20      | 6.5000%  | 6.5000% | $3163213.00        | $1698455.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-01-20      | 7.0000%  | 7.0000% | $1000.00           | $511.22            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-01-20      | 8.0000%  | 8.0000% | $2434224.00        | $1859902.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-01-20      | 8.0000%  | 8.0000% | $1034919.00        | $506056.42         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-03-20      | 7.0000%  | 7.0000% | $5335752.00        | $5634258.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-03-20      | 7.0000%  | 7.0000% | $2785966.00        | $2941891.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-02-20      | 7.0000%  | 7.0000% | $2728886.00        | $2690745.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-02-20      | 7.0000%  | 7.0000% | $1503229.00        | $1460341.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-03-20      | 7.0000%  | 7.0000% | $2953736.00        | $3125462.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-03-20      | 7.0000%  | 7.0000% | $1170.00           | $1237.50           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-03-20      | 7.0000%  | 7.0000% | $2303684.00        | $2134404.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-03-20      | 7.5000%  | 7.5000% | $2785019.00        | $2985755.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-03-20      | 7.5000%  | 7.5000% | $3867232.00        | $3926730.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-07-20      | 7.0000%  | 7.0000% | $1226115.00        | $1299071.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-07-20      | 6.5000%  | 6.5000% | $2550889.00        | $2724765.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-07-20      | 7.0000%  | 7.0000% | $1568562.00        | $1673350.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-09-20      | 6.0000%  | 6.0000% | $1024.00           | $1054.88           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-09-20      | 7.5000%  | 7.5000% | $2630921.00        | $2832060.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-09-20      | 7.5000%  | 7.5000% | $1623831.00        | $1748554.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-09-20      | 7.5000%  | 7.5000% | $1177.00           | $1267.13           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-09-20      | 7.5000%  | 7.5000% | $2338513.00        | $2534171.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-09-20      | 7.0000%  | 7.0000% | $1000.00           | $1055.31           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-12-20      | 7.5000%  | 7.5000% | $3047093.00        | $3308341.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-12-20      | 6.5000%  | 6.5000% | $1750239.00        | $1877109.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 6.5000%  | 6.5000% | $2007299.00        | $2154513.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 7.5000%  | 7.5000% | $1000.00           | $1086.43           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 5.0000%  | 5.0000% | $1481771.00        | $1492538.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-02-20      | 6.0000%  | 6.0000% | $1000.00           | $1035.74           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-02-20      | 5.5000%  | 5.5000% | $1000.00           | $1031.93           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-12-20      | 5.0000%  | 5.0000% | $1000.00           | $1003.11           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 5.0000%  | 5.0000% | $532618.00         | $535562.13         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-12-01      | 3.3300%  | 3.3300% | $1538415.00        | $404081.28         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-09-01      | 5.0570%  | 5.0570% | $50000.00          | $40961.71          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-04-01      | 4.5000%  | 4.5000% | $57392.00          | $1690.29           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2041-01-01      | 6.1010%  | 6.1010% | $9241457.00        | $82614.66          | Agency Mortgage-Backed Securities |
| Federal Home Loan Banks-Agency Debentures and Agency Strips                        | 2040-02-13      | 5.2000%  | 5.2000% | $8435000.00        | $8433922.19        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-04-01      | 6.3170%  | 6.3170% | $18513066.00       | $437886.56         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-05-01      | 4.0000%  | 4.0000% | $1000.00           | $657.68            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-07-01      | 3.0000%  | 3.0000% | $1000.00           | $596.16            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-04-01      | 2.0000%  | 2.0000% | $1000.00           | $650.66            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-04-01      | 6.0000%  | 6.0000% | $16045000.00       | $11332473.59       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-05-01      | 4.0000%  | 4.0000% | $1100.00           | $242.07            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 5.5000%  | 5.5000% | $59679760.00       | $55989935.74       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-12-01      | 3.5000%  | 3.5000% | $19144100.00       | $4634623.38        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-07-01      | 3.0000%  | 3.0000% | $1457.00           | $859.73            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-04-01      | 5.0000%  | 5.0000% | $499990.00         | $493736.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 7.5000%  | 7.5000% | $278958.00         | $302160.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-07-01      | 3.5000%  | 3.5000% | $1833771.00        | $165509.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-03-01      | 3.0000%  | 3.0000% | $1000.00           | $21.64             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-04-01      | 2.0000%  | 2.0000% | $24934747.00       | $13264479.86       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-11-01      | 4.5000%  | 4.5000% | $1000.00           | $1029.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-04-01      | 4.7000%  | 4.7000% | $11121900.00       | $11518111.50       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-06-01      | 4.4400%  | 4.4400% | $1000.00           | $1022.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-08-01      | 4.5800%  | 4.5800% | $1000.00           | $1035.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-10-01      | 5.5700%  | 5.5700% | $1000.00           | $999.06            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-10-01      | 5.2300%  | 5.2300% | $1000.00           | $1036.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-06-01      | 5.8090%  | 5.8090% | $32466899.00       | $33898562.98       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-12-01      | 4.2990%  | 4.2990% | $10017900.00       | $10213264.63       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-11-01      | 4.2800%  | 4.2800% | $2238000.00        | $2272058.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-12-01      | 4.4690%  | 4.4690% | $1000.00           | $1026.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-02-01      | 5.5000%  | 5.5000% | $1000.00           | $1026.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-10-01      | 2.5000%  | 2.5000% | $7789464.00        | $4252206.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-11-01      | 3.0000%  | 3.0000% | $1000.00           | $595.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-08-01      | 5.5000%  | 5.5000% | $1024.00           | $901.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 6.5000%  | 6.5000% | $1108.00           | $1145.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 6.5000%  | 6.5000% | $1000.00           | $1033.32           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 7.0000%  | 7.0000% | $13226865.00       | $10962601.34       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 6.0000%  | 6.0000% | $5971993.00        | $5472952.81        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 7.0000%  | 7.0000% | $12460977.00       | $11490473.48       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 6.0000%  | 6.0000% | $1024.00           | $1062.48           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-12-01      | 5.0000%  | 5.0000% | $59038709.00       | $59577940.18       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 5.0000%  | 5.0000% | $1000.00           | $985.87            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 5.5000%  | 5.5000% | $1024.00           | $1006.40           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 5.5000%  | 5.5000% | $1040.00           | $1065.29           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-02-01      | 5.5000%  | 5.5000% | $2602708.00        | $2664663.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2044-09-20      | 4.0000%  | 4.0000% | $27700000.00       | $1806262.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-07-20      | 3.5000%  | 3.5000% | $1024.00           | $124.54            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-10-20      | 3.0000%  | 3.0000% | $11400000.00       | $1512034.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-12-20      | 3.0000%  | 3.0000% | $10000000.00       | $1383478.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-01-20      | 2.0000%  | 2.0000% | $22000000.00       | $10807244.86       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-02-20      | 2.5000%  | 2.5000% | $8000000.00        | $3591692.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-06-20      | 3.0000%  | 3.0000% | $1005.00           | $250.95            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-04-20      | 3.5000%  | 3.5000% | $7142970.00        | $4961340.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-03-20      | 2.5000%  | 2.5000% | $1166.00           | $560.19            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-08-20      | 2.0000%  | 2.0000% | $149998000.00      | $84393605.82       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-10-20      | 1.5000%  | 1.5000% | $1000.00           | $515.94            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-11-20      | 3.0000%  | 3.0000% | $9739600.00        | $5913111.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-03-20      | 3.0000%  | 3.0000% | $1024.00           | $661.17            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-06-20      | 5.5000%  | 5.5000% | $3500000.00        | $2546565.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-08-20      | 4.5000%  | 4.5000% | $1024.00           | $753.60            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-03-20      | 5.0000%  | 5.0000% | $148208498.00      | $112619409.90      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-04-20      | 5.5000%  | 5.5000% | $1000.00           | $686.96            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-08-20      | 6.5000%  | 6.5000% | $1936.00           | $947.40            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-05-20      | 3.0000%  | 3.0000% | $2094.00           | $1438.87           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-05-20      | 7.0000%  | 7.0000% | $1024.00           | $346.97            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-10-20      | 3.5000%  | 3.5000% | $1008.00           | $911.66            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-01-20      | 6.0000%  | 6.0000% | $1024.00           | $651.48            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-04-20      | 5.5000%  | 5.5000% | $1024.00           | $876.45            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-07-20      | 3.5000%  | 3.5000% | $1024.00           | $944.77            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-06-20      | 6.0000%  | 6.0000% | $485530000.00      | $480352203.18      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-10-20      | 3.5000%  | 3.5000% | $1040.00           | $968.07            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2065-03-20      | 7.0000%  | 7.0000% | $1001.00           | $622.69            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-11-20      | 6.5000%  | 6.5000% | $1269234.00        | $1332996.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-02-20      | 6.5000%  | 6.5000% | $1000.00           | $1053.04           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-01-20      | 3.5000%  | 3.5000% | $25000000.00       | $1743166.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-12-20      | 4.0000%  | 4.0000% | $53600000.00       | $2665638.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-12-15      | 3.5000%  | 3.5000% | $40000000.00       | $1793095.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-02-20      | 2.5000%  | 2.5000% | $1587.00           | $1350.08           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-09-15      | 5.0000%  | 5.0000% | $64000000.00       | $3444892.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-07-15      | 5.5000%  | 5.5000% | $26220374.00       | $2292567.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-12-15      | 5.5000%  | 5.5000% | $15000000.00       | $475792.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-04-20      | 4.6110%  | 4.6110% | $579887.00         | $325634.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-09-20      | 4.6410%  | 4.6410% | $530266.00         | $281511.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-08-20      | 3.5880%  | 3.5880% | $470003.00         | $37335.45          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-02-20      | 2.3180%  | 2.3180% | $103799298.00      | $5236650.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-06-20      | 2.2380%  | 2.2380% | $169707666.00      | $7433678.37        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2045-02-15      | 0.7500%  | 0.7500% | $400.00            | $415.95            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2048-02-15      | 3.0000%  | 3.0000% | $800.00            | $614.90            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2044-11-15      | 4.6250%  | 4.6250% | $3460300.00        | $3521953.17        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-01-15      | 0.5000%  | 0.5000% | $368200.00         | $480127.25         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-07-15      | 0.2500%  | 0.2500% | $900.00            | $1114.59           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-03-31      | 1.2500%  | 1.2500% | $400.00            | $384.45            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2032-01-15      | 0.1250%  | 0.1250% | $80888100.00       | $88302165.50       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-04-30      | 2.8750%  | 2.8750% | $100.00            | $99.15             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2032-08-15      | 2.7500%  | 2.7500% | $100.00            | $94.38             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-12-31      | 3.7500%  | 3.7500% | $1095200.00        | $1110246.17        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-04-15      | 2.1250%  | 2.1250% | $500.00            | $544.85            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2031-07-31      | 4.1250%  | 4.1250% | $32400.00          | $33270.47          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-11-30      | 3.3750%  | 3.3750% | $400.00            | $402.67            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2039-08-15      | 0.0000%  | 0.0000% | $18047891.37       | $9840468.39        | Agency Mortgage-Backed Securities |

### Security 27: CREDIT AGRICOLE CIB

- **C.1 - Title:** CREDIT AGRICOLE CIB
- **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: BYM6V13P3, C.4 - ISIN: 4257, C.3 - LEI: 969500TJ5KRTCJQWXH05
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-08-01      | 5.0000%  | 5.0000% | $1024.00           | $945.38            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-02-01      | 5.5000%  | 5.5000% | $1000.00           | $1026.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-02-01      | 6.5000%  | 6.5000% | $1027603.00        | $1072071.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 6.5000%  | 6.5000% | $1008.00           | $1007.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 3.0000%  | 3.0000% | $8066000.00        | $7290140.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-03-01      | 3.5000%  | 3.5000% | $1125504.00        | $253704.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 6.0000%  | 6.0000% | $1024.00           | $1048.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 5.0000%  | 5.0000% | $1097.00           | $1105.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2044-09-01      | 6.0000%  | 6.0000% | $1024.00           | $605.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 5.0000%  | 5.0000% | $2072240.00        | $1906170.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-01-01      | 5.0000%  | 5.0000% | $1067.00           | $1070.13           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 6.0000%  | 6.0000% | $1000.00           | $981.56            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 5.5000%  | 5.5000% | $2495408.00        | $2551734.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 5.0000%  | 5.0000% | $1000.00           | $906.04            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-11-01      | 6.5000%  | 6.5000% | $1012.00           | $894.12            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 6.0000%  | 6.0000% | $1001.00           | $917.35            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-03-01      | 2.0000%  | 2.0000% | $1048.00           | $869.40            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 4.0480%  | 4.0480% | $140009.00         | $100805.40         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-07-01      | 5.5000%  | 5.5000% | $6195.00           | $5991.31           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-05-01      | 6.5000%  | 6.5000% | $1024.00           | $934.99            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 6.5000%  | 6.5000% | $992480.00         | $1055891.79        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-02-01      | 5.0000%  | 5.0000% | $1024.00           | $1044.99           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 5.5000%  | 5.5000% | $1024.00           | $1006.40           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 5.5000%  | 5.5000% | $1008.00           | $1032.51           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-07-20      | 3.5000%  | 3.5000% | $4352.00           | $529.31            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-07-20      | 5.0000%  | 5.0000% | $1000.00           | $67.03             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-01-20      | 5.0000%  | 5.0000% | $1002.00           | $57.82             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-03-20      | 2.5000%  | 2.5000% | $1040.00           | $499.66            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-04-20      | 2.5000%  | 2.5000% | $1000.00           | $504.91            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-06-20      | 2.5000%  | 2.5000% | $1000.00           | $546.19            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-09-20      | 2.5000%  | 2.5000% | $1024.00           | $601.56            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-10-20      | 1.5000%  | 1.5000% | $1000.00           | $515.94            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-03-20      | 3.0000%  | 3.0000% | $1059.00           | $683.76            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-08-20      | 4.5000%  | 4.5000% | $1024.00           | $753.60            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-08-20      | 6.0000%  | 6.0000% | $2719.00           | $1679.49           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-09-20      | 7.0000%  | 7.0000% | $1024.00           | $319.30            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-09-20      | 4.5000%  | 4.5000% | $1024.00           | $934.31            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-06-20      | 3.5000%  | 3.5000% | $1000.00           | $777.76            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-05-20      | 7.0000%  | 7.0000% | $642560.00         | $217728.42         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-07-15      | 6.5000%  | 6.5000% | $1000.00           | $1024.38           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-08-20      | 5.5000%  | 5.5000% | $1000.00           | $979.36            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-09-20      | 2.0000%  | 2.0000% | $1000.00           | $400.99            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-12-20      | 2.5000%  | 2.5000% | $1000.00           | $618.55            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-12-20      | 2.0000%  | 2.0000% | $1000.00           | $375.96            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-12-20      | 2.0000%  | 2.0000% | $1000.00           | $458.20            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-11-20      | 2.5000%  | 2.5000% | $1000.00           | $313.93            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-07-20      | 2.5000%  | 2.5000% | $1000.00           | $363.75            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-08-20      | 2.5000%  | 2.5000% | $1000.00           | $522.96            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-02-20      | 2.5000%  | 2.5000% | $1000.00           | $665.10            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-05-20      | 4.5000%  | 4.5000% | $1084.00           | $1009.09           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-10-20      | 4.0000%  | 4.0000% | $1000.00           | $828.31            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-09-20      | 4.5000%  | 4.5000% | $1000.00           | $719.90            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-02-15      | 6.5000%  | 6.5000% | $1008.00           | $953.21            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-08-20      | 7.0000%  | 7.0000% | $1006.00           | $657.14            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-08-20      | 6.7990%  | 6.7990% | $2000.00           | $1528.81           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-09-20      | 7.0000%  | 7.0000% | $1008.00           | $878.78            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-11-20      | 7.5000%  | 7.5000% | $1000.00           | $750.17            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-11-20      | 7.0000%  | 7.0000% | $1000.00           | $987.46            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-09-20      | 7.0000%  | 7.0000% | $1000.00           | $1052.69           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-03-20      | 6.0000%  | 6.0000% | $1000.00           | $1032.39           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-03-20      | 7.5000%  | 7.5000% | $1120.00           | $1089.61           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2065-05-20      | 7.0000%  | 7.0000% | $1024.00           | $930.81            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-09-20      | 6.0000%  | 6.0000% | $1000.00           | $1037.88           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-09-20      | 6.0000%  | 6.0000% | $1008.00           | $1053.50           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-09-20      | 6.0000%  | 6.0000% | $1008.00           | $1049.60           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-09-20      | 7.0000%  | 7.0000% | $1000.00           | $1049.05           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-09-20      | 7.0000%  | 7.0000% | $1000.00           | $1055.31           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 6.0000%  | 6.0000% | $1024.00           | $1071.50           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 6.5000%  | 6.5000% | $1008.00           | $1081.84           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 5.0000%  | 5.0000% | $1000.00           | $1011.81           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-02-20      | 7.5000%  | 7.5000% | $1000.00           | $1087.24           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-02-20      | 6.0000%  | 6.0000% | $1000.00           | $1035.74           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 6.5000%  | 6.5000% | $1000.00           | $1073.21           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-02-20      | 5.5000%  | 5.5000% | $1000.00           | $1031.93           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 6.5000%  | 6.5000% | $2000.00           | $2101.89           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-12-20      | 5.0000%  | 5.0000% | $1000.00           | $1003.11           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 5.0000%  | 5.0000% | $1308892.00        | $1316127.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-10-20      | 3.5000%  | 3.5000% | $2050.00           | $1854.07           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-12-20      | 5.5000%  | 5.5000% | $1024.00           | $858.91            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-04-20      | 5.5000%  | 5.5000% | $2047.00           | $1752.06           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-07-20      | 3.5000%  | 3.5000% | $1000.00           | $922.63            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-06-20      | 6.0000%  | 6.0000% | $20819705.00       | $20597679.16       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-08-20      | 6.5000%  | 6.5000% | $3072.00           | $3145.72           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-10-20      | 3.5000%  | 3.5000% | $1040.00           | $968.07            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-03-20      | 7.0000%  | 7.0000% | $2058.00           | $1954.29           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2065-03-20      | 7.0000%  | 7.0000% | $1024.00           | $518.72            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-02-20      | 6.5000%  | 6.5000% | $1000.00           | $1053.04           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-12-20      | 6.5000%  | 6.5000% | $3000.00           | $3163.40           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 5.5000%  | 5.5000% | $2000.00           | $2043.88           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-10-15      | 3.0000%  | 3.0000% | $1008.00           | $89.00             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-04-20      | 3.0000%  | 3.0000% | $1000.00           | $209.85            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-12-20      | 2.0000%  | 2.0000% | $1008.00           | $702.40            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-02-20      | 2.5000%  | 2.5000% | $1000.00           | $850.71            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 3.5000%  | 3.5000% | $1024.00           | $697.36            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-07-20      | 4.9610%  | 4.9610% | $1619.00           | $747.38            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2051-02-15      | 0.0000%  | 0.0000% | $182000.00         | $54677.71          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-11-15      | 5.2500%  | 5.2500% | $166000.00         | $176089.62         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2052-11-15      | 4.0000%  | 4.0000% | $1019400.00        | $922446.61         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-04-15      | 0.1250%  | 0.1250% | $45500.00          | $56300.56          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-04-30      | 3.7820%  | 3.7820% | $2313800.00        | $2322956.28        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2035-08-15      | 4.2500%  | 4.2500% | $610900.00         | $624168.03         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-08-15      | 3.6250%  | 3.6250% | $4835000.00        | $4860826.91        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2032-08-31      | 3.8750%  | 3.8750% | $4400.00           | $4516.59           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-12-15      | 3.5000%  | 3.5000% | $200.00            | $201.65            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2036-02-15      | 4.1250%  | 4.1250% | $572900.00         | $578696.26         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2046-08-15      | 0.0000%  | 0.0000% | $452598.59         | $166602.89         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-03-01      | 3.0000%  | 3.0000% | $1183.00           | $138.28            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-04-01      | 4.5000%  | 4.5000% | $4409.00           | $129.85            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-07-01      | 4.5000%  | 4.5000% | $1028.00           | $223.82            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-06-01      | 4.5000%  | 4.5000% | $4330.00           | $990.67            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-05-01      | 4.0000%  | 4.0000% | $2037.00           | $1339.71           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-07-01      | 3.0000%  | 3.0000% | $1000.00           | $596.16            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-04-01      | 2.0000%  | 2.0000% | $1000.00           | $650.66            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2028-12-01      | 4.2500%  | 4.2500% | $1000.00           | $1015.65           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-09-01      | 2.0000%  | 2.0000% | $1951.00           | $1007.63           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-07-01      | 5.5000%  | 5.5000% | $16186304.00       | $13865950.34       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-11-01      | 2.5000%  | 2.5000% | $34525824.00       | $23719818.26       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-07-25      | 1.7140%  | 1.7140% | $50000000.00       | $45008494.45       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-12-25      | 1.2080%  | 1.2080% | $77000000.00       | $67881232.18       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-01-25      | 1.9240%  | 1.9240% | $18712282.00       | $16108862.12       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-09-25      | 3.7580%  | 3.7580% | $50000000.00       | $48982142.03       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 7.5000%  | 7.5000% | $1000.00           | $1082.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 7.5000%  | 7.5000% | $1000.00           | $1083.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-10-01      | 4.2900%  | 4.2900% | $1817888.00        | $1846980.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-11-01      | 4.2800%  | 4.2800% | $1000.00           | $1015.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-11-01      | 3.0000%  | 3.0000% | $1919000.00        | $1250331.43        | Agency Mortgage-Backed Securities |

### Security 28: CREDIT AGRICOLE CIB

- **C.1 - Title:** CREDIT AGRICOLE CIB
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6V13S7, C.4 - ISIN: 4257, C.3 - LEI: 969500TJ5KRTCJQWXH05
- **C.18 - Value (incl. sponsor support):** $2943000000.00
- **C.18.a - Value (excl. sponsor support):** $2943000000.00
- **C.19 - Percentage of Net Assets:** 1.7800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2031-02-15      | 1.1250%  | 1.1250% | $675940.64         | $601470.86         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-15      | 0.1250%  | 0.1250% | $146.05            | $180.72            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-08-15      | 1.2500%  | 1.2500% | $73.02             | $64.43             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-31      | 1.1250%  | 1.1250% | $299411.91         | $284502.37         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-31      | 0.7500%  | 0.7500% | $40895.28          | $40451.99          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-01-15      | 0.1250%  | 0.1250% | $73.02             | $79.72             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-02-15      | 1.8750%  | 1.8750% | $476078813.15      | $430033206.81      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-03-31      | 2.5000%  | 2.5000% | $1460.54           | $1459.36           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-15      | 0.1250%  | 0.1250% | $28695126.32       | $32645826.86       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-05-31      | 2.7500%  | 2.7500% | $266549.62         | $262360.77         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-31      | 2.6250%  | 2.6250% | $1598129.33        | $1590704.85        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-07-15      | 0.6250%  | 0.6250% | $49155256.67       | $52597094.19       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-15      | 1.6250%  | 1.6250% | $41442405.85       | $46296412.14       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-08-15      | 3.8750%  | 3.8750% | $25022656.67       | $25134871.53       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-12-15      | 4.3750%  | 4.3750% | $292.10            | $296.46            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-05-31      | 4.6250%  | 4.6250% | $9196181.24        | $9736377.60        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-06-15      | 4.6250%  | 4.6250% | $73.02             | $74.72             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-15      | 4.3750%  | 4.3750% | $127005420.59      | $129153948.84      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-07-31      | 4.1250%  | 4.1250% | $71201.61          | $73114.56          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-07-15      | 1.8750%  | 1.8750% | $146.05            | $155.08            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-08-15      | 3.8750%  | 3.8750% | $73.02             | $72.91             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-15      | 3.7500%  | 3.7500% | $16592239.65       | $16671933.73       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-08-31      | 3.6250%  | 3.6250% | $19931777.86       | $20370373.88       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-09-15      | 3.3750%  | 3.3750% | $730.27            | $740.22            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-09-30      | 3.6250%  | 3.6250% | $20001299.85       | $20264780.71       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-09-30      | 3.5000%  | 3.5000% | $40731631.19       | $41280411.59       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-31      | 4.1250%  | 4.1250% | $68873137.59       | $70017126.11       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-11-15      | 4.2500%  | 4.2500% | $18841.04          | $19502.83          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-31      | 4.1250%  | 4.1250% | $26503066.00       | $26714471.88       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-01-31      | 4.3750%  | 4.3750% | $60451995.03       | $62829156.18       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-02-15      | 4.2500%  | 4.2500% | $146.05            | $148.43            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-04-15      | 1.6250%  | 1.6250% | $145855956.32      | $152238514.78      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-05-31      | 4.0000%  | 4.0000% | $160609660.79      | $165028067.86      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-06-30      | 3.8750%  | 3.8750% | $511.19            | $520.92            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-07-15      | 3.8750%  | 3.8750% | $657.24            | $666.56            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-31      | 3.8750%  | 3.8750% | $146.05            | $147.23            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-08-31      | 3.8750%  | 3.8750% | $312702.87         | $320988.86         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-08-31      | 3.6250%  | 3.6250% | $541789.50         | $552822.97         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-09-30      | 3.6250%  | 3.6250% | $584.21            | $594.29            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-09-30      | 3.6250%  | 3.6250% | $112462.03         | $114401.80         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-15      | 3.5000%  | 3.5000% | $16596110.09       | $16829314.80       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-30      | 3.3750%  | 3.3750% | $3592650.81        | $3616693.05        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-11-30      | 3.7500%  | 3.7500% | $209317333.17      | $210974907.93      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-01-31      | 3.7500%  | 3.7500% | $73.02             | $73.75             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-08-15      | 0.0000%  | 0.0000% | $4668115.72        | $3815918.52        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-02-15      | 0.0000%  | 0.0000% | $14498830.32       | $11601819.03       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-08-15      | 0.0000%  | 0.0000% | $13783889.40       | $10800738.71       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-02-15      | 0.0000%  | 0.0000% | $14987415.12       | $11481648.90       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-02-15      | 0.0000%  | 0.0000% | $17135124.56       | $12521406.60       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2037-02-15      | 0.0000%  | 0.0000% | $42288214.40       | $26511623.39       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-15      | 0.0000%  | 0.0000% | $24.42             | $24.23             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-02-15      | 0.0000%  | 0.0000% | $32280985.60       | $29085490.84       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-08-15      | 0.0000%  | 0.0000% | $32878498.44       | $29073798.60       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2037-05-15      | 0.0000%  | 0.0000% | $9904984.16        | $6126222.80        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2038-02-15      | 0.0000%  | 0.0000% | $17106643.91       | $10145899.18       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2039-02-15      | 0.0000%  | 0.0000% | $2989717.37        | $1676839.79        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-08-15      | 0.0000%  | 0.0000% | $17343.92          | $4770.44           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2039-05-15      | 0.0000%  | 0.0000% | $6445432.35        | $3564968.63        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2039-08-15      | 0.0000%  | 0.0000% | $3.73              | $2.03              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2039-08-15      | 0.0000%  | 0.0000% | $214.94            | $117.19            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2039-11-15      | 0.0000%  | 0.0000% | $73.02             | $39.22             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-02-15      | 0.0000%  | 0.0000% | $17308.27          | $4646.24           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-05-15      | 0.0000%  | 0.0000% | $0.73              | $0.19              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-08-15      | 0.0000%  | 0.0000% | $981270.68         | $504955.02         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-19      | 0.0000%  | 0.0000% | $72297.02          | $72152.35          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-05      | 0.0000%  | 0.0000% | $511.19            | $510.88            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-01      | 0.0000%  | 0.0000% | $3417458.33        | $3346511.90        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-02      | 0.0000%  | 0.0000% | $163946.27         | $163385.41         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-30      | 0.0000%  | 0.0000% | $372001.04         | $369676.03         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-21      | 0.0000%  | 0.0000% | $16680602.67       | $16542487.28       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-06-04      | 0.0000%  | 0.0000% | $8032856.42        | $7955741.00        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-17      | 0.0000%  | 0.0000% | $113119.28         | $112914.53         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-24      | 0.0000%  | 0.0000% | $219.08            | $218.53            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-07-02      | 0.0000%  | 0.0000% | $421002.35         | $415781.92         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-07-16      | 0.0000%  | 0.0000% | $2760212.67        | $2722397.76        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-07-30      | 0.0000%  | 0.0000% | $2907508.73        | $2863896.10        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-19      | 0.0000%  | 0.0000% | $15144254.44       | $15022343.19       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-20      | 0.0000%  | 0.0000% | $59298.16          | $58288.61          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-02-15      | 0.0000%  | 0.0000% | $113557.44         | $46357.66          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-08-15      | 0.0000%  | 0.0000% | $10720918.13       | $3469289.10        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-11-15      | 0.0000%  | 0.0000% | $36294.56          | $11590.74          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-02-15      | 0.0000%  | 0.0000% | $365.13            | $115.29            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-05-15      | 0.0000%  | 0.0000% | $36440.62          | $10317.06          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-15      | 6.5000%  | 6.5000% | $219008.85         | $227419.68         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-04-15      | 3.6250%  | 3.6250% | $730272.95         | $1563997.92        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-05-15      | 4.3750%  | 4.3750% | $73.02             | $74.15             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-05-15      | 3.0000%  | 3.0000% | $146.05            | $121.95            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-08-15      | 2.7500%  | 2.7500% | $22930.57          | $18205.99          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-05-15      | 2.8750%  | 2.8750% | $52394017.22       | $42212008.51       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-05-15      | 2.8750%  | 2.8750% | $317522.67         | $255816.80         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-05-15      | 3.3750%  | 3.3750% | $66538820.09       | $57119327.39       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-11-15      | 3.0000%  | 3.0000% | $7711974.49        | $6208831.88        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-02-15      | 0.7500%  | 0.7500% | $8502421.93        | $8841630.13        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2046-02-15      | 2.5000%  | 2.5000% | $718661.61         | $516794.40         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2047-02-15      | 3.0000%  | 3.0000% | $110344.24         | $85775.04          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2047-05-15      | 3.0000%  | 3.0000% | $62070060.81       | $48585512.94       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2047-05-15      | 3.0000%  | 3.0000% | $67039.05          | $52475.00          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2047-08-15      | 2.7500%  | 2.7500% | $19838448.98       | $14642175.98       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2047-11-15      | 2.7500%  | 2.7500% | $516960.22         | $384019.53         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-02-15      | 3.0000%  | 3.0000% | $4382367.99        | $3368430.35        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-05-15      | 3.1250%  | 3.1250% | $438.16            | $347.03            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-05-15      | 3.1250%  | 3.1250% | $752181.14         | $595740.17         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-02-15      | 3.0000%  | 3.0000% | $29868.16          | $22728.73          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-02-15      | 0.1250%  | 0.1250% | $365.13            | $235.06            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-05-15      | 3.2500%  | 3.2500% | $28646271.06       | $24772751.41       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-02-15      | 1.5000%  | 1.5000% | $73.02             | $64.48             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-05-15      | 3.6250%  | 3.6250% | $66720438.98       | $56336361.07       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-08-15      | 4.3750%  | 4.3750% | $1093291.63        | $1072114.88        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-02-15      | 4.2500%  | 4.2500% | $12381193.69       | $11548915.49       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-02-15      | 4.5000%  | 4.5000% | $73.02             | $72.56             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-05-15      | 4.6250%  | 4.6250% | $6401718.75        | $6430253.09        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-08-15      | 4.2500%  | 4.2500% | $73.02             | $68.11             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-11-15      | 4.5000%  | 4.5000% | $90480.81          | $89034.77          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-02-15      | 4.7500%  | 4.7500% | $16437129.67       | $16794268.82       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-08-15      | 4.8750%  | 4.8750% | $9243210.81        | $9583139.34        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-11-15      | 4.6250%  | 4.6250% | $319354934.73      | $324191020.02      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-02-15      | 0.0000%  | 0.0000% | $226384.61         | $158539.86         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-15      | 1.5000%  | 1.5000% | $216745.01         | $214677.09         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-15      | 0.3750%  | 0.3750% | $105451.41         | $139408.70         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-15      | 2.2500%  | 2.2500% | $13973699.92       | $13736200.91       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-15      | 2.2500%  | 2.2500% | $146.05            | $144.03            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-15      | 0.5000%  | 0.5000% | $124298152.70      | $162082919.12      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-15      | 3.1250%  | 3.1250% | $13948.21          | $13953.06          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-06-30      | 1.8750%  | 1.8750% | $73154800.94       | $72933883.95       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-07-15      | 0.2500%  | 0.2500% | $174419195.35      | $216006720.16      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-07-15      | 0.1250%  | 0.1250% | $105089345.06      | $142772711.49      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-05-15      | 0.6250%  | 0.6250% | $584.21            | $518.94            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-09-30      | 0.3750%  | 0.3750% | $511.19            | $487.67            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-11-15      | 0.0000%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-08-15      | 0.0000%  | 0.0000% | $766779.29         | $351398.08         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-08-15      | 0.0000%  | 0.0000% | $766779.29         | $313398.03         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-08-15      | 0.0000%  | 0.0000% | $1105173.17        | $451706.38         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-11-15      | 0.0000%  | 0.0000% | $7033897.79        | $2841525.89        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-11-15      | 0.0000%  | 0.0000% | $18362622.96       | $7418058.97        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2047-08-15      | 0.0000%  | 0.0000% | $433599.55         | $151889.05         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-08-15      | 0.0000%  | 0.0000% | $17343.98          | $5783.59           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-02-15      | 0.0000%  | 0.0000% | $762222.40         | $235739.38         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-05-15      | 0.0000%  | 0.0000% | $26.37             | $8.04              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-11-15      | 0.0000%  | 0.0000% | $27.01             | $8.05              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-08-15      | 0.0000%  | 0.0000% | $923.06            | $265.82            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-08-15      | 0.0000%  | 0.0000% | $433599.56         | $106381.05         | U.S. Treasuries (including strips) |

### Security 29: DAIWA CAPITAL MARKETS

- **C.1 - Title:** DAIWA CAPITAL MARKETS
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6V18U7, C.4 - ISIN: 36977, C.3 - LEI: M67H5PRC0NQKM73ZAS82
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2036-02-15      | 4.1250%  | 4.1250% | $184235.29         | $186789.42         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2036-01-15      | 1.8750%  | 1.8750% | $192211.76         | $195159.63         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-30      | 3.3750%  | 3.3750% | $26644658.82       | $26843669.39       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-11-15      | 4.0000%  | 4.0000% | $10588.23          | $10740.87          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-09-30      | 3.5000%  | 3.5000% | $14365199.99       | $14585261.60       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-09-15      | 3.3750%  | 3.3750% | $398188.23         | $404019.41         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-08-31      | 3.6250%  | 3.6250% | $767294.11         | $784706.98         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-04-15      | 1.6250%  | 1.6250% | $67727999.99       | $70814872.42       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-04-30      | 4.0000%  | 4.0000% | $494.11            | $509.78            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-04-15      | 3.7500%  | 3.7500% | $9801529.41        | $10006704.50       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-03-31      | 4.0000%  | 4.0000% | $18938117.64       | $19618119.48       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-01-31      | 4.2500%  | 4.2500% | $2858399.99        | $2948187.74        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-11-30      | 4.1250%  | 4.1250% | $7618164.70        | $7892364.17        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-07-31      | 4.0000%  | 4.0000% | $1954376.47        | $1995755.36        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-06-30      | 4.6250%  | 4.6250% | $423.52            | $428.02            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-06-30      | 4.2500%  | 4.2500% | $13305670.58       | $13738150.01       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-02-28      | 4.2500%  | 4.2500% | $1433647.05        | $1497681.76        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-30      | 4.3750%  | 4.3750% | $3871129.41        | $4009410.47        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-09-30      | 4.6250%  | 4.6250% | $20791129.41       | $21810166.40       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-09-30      | 4.1250%  | 4.1250% | $39500752.94       | $40584046.33       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-31      | 3.1250%  | 3.1250% | $61411.76          | $62073.21          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-05-31      | 2.7500%  | 2.7500% | $16347670.58       | $16119553.57       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-11-15      | 1.3750%  | 1.3750% | $2842588.23        | $2526015.65        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-07-15      | 0.1250%  | 0.1250% | $83749411.76       | $95999935.48       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-15      | 0.1250%  | 0.1250% | $3529.41           | $4368.80           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-03-31      | 1.2500%  | 1.2500% | $352.94            | $339.60            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-02-29      | 1.1250%  | 1.1250% | $1334329.41        | $1283500.69        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-02-15      | 1.1250%  | 1.1250% | $635.29            | $566.86            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-31      | 0.5000%  | 0.5000% | $30282.35          | $29066.21          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-31      | 0.3750%  | 0.3750% | $14117.64          | $13525.23          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-06-30      | 0.5000%  | 0.5000% | $8806799.99        | $8476413.82        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-03-31      | 0.6250%  | 0.6250% | $70.58             | $68.62             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-15      | 0.3750%  | 0.3750% | $71714823.52       | $95999959.69       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-15      | 3.1250%  | 3.1250% | $1429411.76        | $1431777.29        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-15      | 2.8750%  | 2.8750% | $105882.35         | $104670.10         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-15      | 0.5000%  | 0.5000% | $282.35            | $368.71            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-15      | 2.2500%  | 2.2500% | $705.88            | $694.37            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-11-15      | 4.6250%  | 4.6250% | $705.88            | $713.93            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-08-15      | 4.1250%  | 4.1250% | $317647.05         | $301222.92         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-08-15      | 4.1250%  | 4.1250% | $494117.64         | $454048.85         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-02-15      | 1.5000%  | 1.5000% | $27237882.35       | $24126912.72       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-08-15      | 1.3750%  | 1.3750% | $2881411.76        | $1484736.16        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-02-15      | 0.2500%  | 0.2500% | $84421623.52       | $64148664.50       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-05-15      | 2.8750%  | 2.8750% | $1803882.35        | $1358019.76        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-11-15      | 3.0000%  | 3.0000% | $6211.76           | $4968.52           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-02-15      | 0.7500%  | 0.7500% | $45882352.94       | $47837302.33       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-02-15      | 3.1250%  | 3.1250% | $70.58             | $59.00             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-06-23      | 0.0000%  | 0.0000% | $917647.05         | $907328.11         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-19      | 0.0000%  | 0.0000% | $830258.82         | $823828.46         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-31      | 0.0000%  | 0.0000% | $10588235.29       | $10557423.52       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-10      | 0.0000%  | 0.0000% | $15176.47          | $15164.28          | U.S. Treasuries (including strips) |

### Security 30: DAIWA CAPITAL MARKETS

- **C.1 - Title:** DAIWA CAPITAL MARKETS
- **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: BYM6V18N3, C.4 - ISIN: 36977, C.3 - LEI: M67H5PRC0NQKM73ZAS82
- **C.18 - Value (incl. sponsor support):** $2125000000.00
- **C.18.a - Value (excl. sponsor support):** $2125000000.00
- **C.19 - Percentage of Net Assets:** 1.2800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-01-01      | 4.5000%  | 4.5000% | $44402196.64       | $2528372.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-06-01      | 4.5000%  | 4.5000% | $18636458.63       | $736059.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-05-01      | 4.0000%  | 4.0000% | $11590909.09       | $873635.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-08-01      | 3.5000%  | 3.5000% | $6375556.36        | $1060990.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-08-01      | 3.5000%  | 3.5000% | $2522285.17        | $610429.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-07-01      | 3.5000%  | 3.5000% | $1819710.90        | $425476.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-10-01      | 3.5000%  | 3.5000% | $965.90            | $148.92            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-12-01      | 3.0000%  | 3.0000% | $10736744.09       | $160759.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-01-01      | 3.5000%  | 3.5000% | $7521281.98        | $1729034.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-01-01      | 4.0000%  | 4.0000% | $2200764.94        | $495923.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-12-01      | 3.5000%  | 3.5000% | $2704545.45        | $642380.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-06-01      | 3.5000%  | 3.5000% | $5698054.20        | $1144056.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-06-01      | 3.0000%  | 3.0000% | $9890909.09        | $356073.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-09-01      | 4.0000%  | 4.0000% | $3492040.51        | $596597.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2044-09-01      | 4.0000%  | 4.0000% | $5515649.03        | $786206.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-01-01      | 4.0000%  | 4.0000% | $4829545.45        | $824039.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-11-01      | 5.5000%  | 5.5000% | $5795454.54        | $84885.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-09-01      | 5.5000%  | 5.5000% | $261719.82         | $208575.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-09-01      | 5.5000%  | 5.5000% | $5532170.90        | $4358240.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-09-01      | 6.0000%  | 6.0000% | $10534393.86       | $8943875.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 5.0000%  | 5.0000% | $30357737.44       | $27253349.84       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-03-01      | 5.5000%  | 5.5000% | $2209764.31        | $1929183.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 6.0000%  | 6.0000% | $1339979.60        | $1363487.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 6.0000%  | 6.0000% | $7623564.03        | $7813402.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 5.5000%  | 5.5000% | $979869.37         | $854600.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 6.0000%  | 6.0000% | $1247183.74        | $1287892.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 5.5000%  | 5.5000% | $1197096.53        | $1210205.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 6.0000%  | 6.0000% | $6635536.59        | $6825741.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 5.5000%  | 5.5000% | $251772.89         | $235849.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 5.0000%  | 5.0000% | $9045738.63        | $8659795.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-07-01      | 4.0000%  | 4.0000% | $1025287.38        | $276285.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-02-01      | 4.0000%  | 4.0000% | $1083233.23        | $530187.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-10-01      | 4.0000%  | 4.0000% | $965.90            | $129.04            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-01-01      | 3.5000%  | 3.5000% | $3863.63           | $589.73            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-06-01      | 4.0000%  | 4.0000% | $965.90            | $129.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-02-01      | 4.0000%  | 4.0000% | $965.90            | $200.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-05-01      | 4.0000%  | 4.0000% | $1020475.22        | $245063.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-02-01      | 4.0000%  | 4.0000% | $995950.79         | $178904.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-08-01      | 4.0000%  | 4.0000% | $114684473.69      | $23747804.74       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-10-01      | 3.0000%  | 3.0000% | $536079.54         | $56299.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-11-01      | 4.0000%  | 4.0000% | $7172042.10        | $1153898.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-01-01      | 8.0000%  | 8.0000% | $26515.17          | $7382.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-04-01      | 2.0000%  | 2.0000% | $90797.38          | $53940.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-11-01      | 4.0400%  | 4.0400% | $6021562.27        | $6023921.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-10-01      | 4.0000%  | 4.0000% | $19318.18          | $4404.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-09-01      | 3.5000%  | 3.5000% | $241491.76         | $77665.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-07-01      | 3.0000%  | 3.0000% | $16420.45          | $4383.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-02-01      | 3.0000%  | 3.0000% | $3000421.76        | $1658152.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-08-01      | 4.5000%  | 4.5000% | $13003705.68       | $9478674.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-08-01      | 5.0000%  | 5.0000% | $50432291.76       | $35687116.49       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 4.5000%  | 4.5000% | $12556.81          | $8944.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-10-01      | 4.5000%  | 4.5000% | $24904528.63       | $19647002.21       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-11-01      | 5.0000%  | 5.0000% | $34125800.96       | $26345598.11       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-04-01      | 4.5000%  | 4.5000% | $275655.96         | $230506.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-05-01      | 5.5000%  | 5.5000% | $752216.19         | $642864.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-07-01      | 5.5000%  | 5.5000% | $32032443.18       | $31006305.67       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 5.0000%  | 5.0000% | $1063240.85        | $1071298.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-11-01      | 5.5000%  | 5.5000% | $11221158.12       | $11325026.25       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-06-01      | 2.0000%  | 2.0000% | $1277320.11        | $1051335.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-02-01      | 5.0000%  | 5.0000% | $50302042.78       | $50998807.65       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 5.5000%  | 5.5000% | $193985.45         | $198937.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-04-01      | 2.0000%  | 2.0000% | $15454545.45       | $9439859.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-10-01      | 4.5000%  | 4.5000% | $700284.09         | $473256.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-07-01      | 6.5000%  | 6.5000% | $7753077.95        | $5825520.32        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2038-03-01      | 5.5000%  | 5.5000% | $152856.07         | $838.24            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-10-01      | 6.5000%  | 6.5000% | $36834.94          | $319.10            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-09-01      | 3.5000%  | 3.5000% | $16654865.22       | $1941693.19        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-01-01      | 3.5000%  | 3.5000% | $10574507.10       | $604213.72         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2041-09-01      | 4.0000%  | 4.0000% | $11859288.86       | $808896.52         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-11-01      | 4.0000%  | 4.0000% | $5119843.63        | $1214058.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-11-01      | 3.5000%  | 3.5000% | $6761364.60        | $1168953.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-03-01      | 4.0000%  | 4.0000% | $48295630.34       | $11114816.04       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2044-10-01      | 3.5000%  | 3.5000% | $1014204.54        | $76706.63          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-05-01      | 3.5000%  | 3.5000% | $482954.54         | $51055.77          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-11-01      | 2.5000%  | 2.5000% | $434747.95         | $396609.33         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-05-01      | 3.0000%  | 3.0000% | $351206.47         | $208389.48         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-07-01      | 4.5000%  | 4.5000% | $7034037.84        | $5007721.08        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 4.5000%  | 4.5000% | $4232.61           | $3035.04           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-12-01      | 6.0000%  | 6.0000% | $579545.45         | $415513.47         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-03-01      | 6.0000%  | 6.0000% | $965.90            | $831.75            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-05-01      | 6.0000%  | 6.0000% | $7499318.18        | $5482454.41        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-10-01      | 2.5000%  | 2.5000% | $1223.80           | $756.46            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-10-01      | 3.5000%  | 3.5000% | $58818.06          | $30832.54          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-11-01      | 5.0000%  | 5.0000% | $7799.71           | $6120.90           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-05-01      | 5.5000%  | 5.5000% | $663406.64         | $503031.20         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 6.0000%  | 6.0000% | $6048236.81        | $4459022.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 4.5000%  | 4.5000% | $408194.14         | $385581.71         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 5.5000%  | 5.5000% | $9785395.11        | $8661650.38        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-05-01      | 5.5000%  | 5.5000% | $66481392.89       | $59185822.05       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2041-06-01      | 5.0000%  | 5.0000% | $6804811.19        | $608307.82         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2046-08-01      | 3.5000%  | 3.5000% | $14020825.34       | $1900098.27        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-10-01      | 4.5000%  | 4.5000% | $76075.96          | $59639.49          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-01-01      | 5.5000%  | 5.5000% | $40345.05          | $33078.68          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-01-01      | 5.5000%  | 5.5000% | $38289984.77       | $31106380.85       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 5.5000%  | 5.5000% | $10135049.37       | $9342469.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 5.5000%  | 5.5000% | $9920645.56        | $8293182.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-02-01      | 2.0000%  | 2.0000% | $96590.90          | $62274.60          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-07-01      | 2.5000%  | 2.5000% | $1255681.81        | $504092.82         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-11-01      | 2.5000%  | 2.5000% | $513905.17         | $262135.00         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-10-01      | 5.0000%  | 5.0000% | $32902681.87       | $25051368.38       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-02-01      | 5.5000%  | 5.5000% | $63825131.30       | $50783183.64       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-10-01      | 5.0000%  | 5.0000% | $1431139.20        | $1384940.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-05-01      | 6.0000%  | 6.0000% | $19366749.65       | $14191350.21       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2040-10-01      | 3.5000%  | 3.5000% | $243565.56         | $233928.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-06-25      | 4.0000%  | 4.0000% | $151541698.46      | $9588849.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-01-25      | 3.0000%  | 3.0000% | $82637190.28       | $11544606.12       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-08-25      | 4.9170%  | 4.9170% | $3604013.52        | $1681495.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-02-25      | 4.5670%  | 4.5670% | $38833681.47       | $29941937.01       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-01-25      | 6.0000%  | 6.0000% | $3572497.84        | $1957843.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-04-25      | 4.5670%  | 4.5670% | $33695738.63       | $25432386.55       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-05-25      | 4.6670%  | 4.6670% | $7444229.48        | $6169052.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-08-25      | 4.6170%  | 4.6170% | $70607954.54       | $53104512.72       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-10-25      | 4.6170%  | 4.6170% | $20669602.61       | $18998958.53       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-07-25      | 8.0000%  | 8.0000% | $8071625.11        | $8410274.87        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-08-25      | 2.0000%  | 2.0000% | $16522632.27       | $13151604.86       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-09-25      | 4.9670%  | 4.9670% | $19041786.93       | $13149807.59       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-11-25      | 5.2170%  | 5.2170% | $93409377.44       | $42859476.68       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-03-25      | 4.8670%  | 4.8670% | $6747695.05        | $4995241.78        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-07-25      | 4.5670%  | 4.5670% | $53833029.71       | $24707040.21       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-07-25      | 4.5670%  | 4.5670% | $3133628.35        | $1625260.74        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-08-25      | 4.5670%  | 4.5670% | $26828292.10       | $14447591.09       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-12-25      | 4.5670%  | 4.5670% | $66867759.43       | $49414750.15       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2035-07-25      | 4.4670%  | 4.4670% | $33847963.97       | $28627658.09       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-06-25      | 4.6670%  | 4.6670% | $34355004.43       | $29174517.23       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-12-25      | 4.6170%  | 4.6170% | $48287632.61       | $45349435.30       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-09-01      | 4.5000%  | 4.5000% | $15532892.27       | $248071.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-10-01      | 4.0000%  | 4.0000% | $48308619.88       | $3361656.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-03-01      | 4.0000%  | 4.0000% | $1147.49           | $72.50             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 5.0000%  | 5.0000% | $1002536.36        | $1009708.74        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 6.0000%  | 6.0000% | $4834446.47        | $5034752.40        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 5.5000%  | 5.5000% | $2671304.65        | $2668943.07        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 5.5000%  | 5.5000% | $3733919.60        | $3759673.06        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 5.5000%  | 5.5000% | $3036423.12        | $2872020.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 6.0000%  | 6.0000% | $3015971.93        | $2543101.09        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 5.5000%  | 5.5000% | $4908863.97        | $4744615.39        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 4.5000%  | 4.5000% | $84360911.07       | $82810455.40       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 6.5000%  | 6.5000% | $23385385.45       | $24037719.55       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 5.0000%  | 5.0000% | $9895572.49        | $9861490.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-12-01      | 6.0000%  | 6.0000% | $4295712.61        | $3855862.76        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 6.0000%  | 6.0000% | $6279374.99        | $4643472.80        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 5.0000%  | 5.0000% | $5730505.85        | $5676704.80        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 6.0000%  | 6.0000% | $1608032.89        | $1470502.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-07-01      | 5.5000%  | 5.5000% | $77870216.42       | $72750643.20       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-07-01      | 7.0000%  | 7.0000% | $881269.37         | $691362.08         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 5.5000%  | 5.5000% | $200986.36         | $195001.38         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 5.5000%  | 5.5000% | $2923421.42        | $2758790.23        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 5.5000%  | 5.5000% | $506932.27         | $486856.99         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 6.5000%  | 6.5000% | $333238.63         | $292864.23         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 4.5000%  | 4.5000% | $4437075.34        | $4376968.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2040-11-01      | 4.5000%  | 4.5000% | $372874.71         | $360619.67         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 5.0000%  | 5.0000% | $90904.60          | $92133.88          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 5.5000%  | 5.5000% | $1159332.38        | $1181719.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 5.0000%  | 5.0000% | $3912858.12        | $3963669.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-02-01      | 5.5000%  | 5.5000% | $13414418.92       | $13677255.35       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-03-01      | 5.5000%  | 5.5000% | $5796.42           | $5980.91           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-07-20      | 2.0000%  | 2.0000% | $98607033.74       | $54895702.14       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-09-20      | 2.0000%  | 2.0000% | $331327.10         | $191177.52         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-10-20      | 2.5000%  | 2.5000% | $48835285.68       | $29398570.40       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-12-20      | 2.0000%  | 2.0000% | $20955523.29       | $12671616.63       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-02-20      | 2.0000%  | 2.0000% | $21701226.36       | $13519050.60       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-05-20      | 5.0000%  | 5.0000% | $22185965.90       | $17772399.17       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-07-20      | 5.5000%  | 5.5000% | $2607954.54        | $2036300.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-12-20      | 4.0000%  | 4.0000% | $24147.72          | $23144.39          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-12-20      | 6.0000%  | 6.0000% | $497342.72         | $510122.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-12-20      | 5.5000%  | 5.5000% | $6846885.22        | $5743031.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-08-20      | 6.5000%  | 6.5000% | $438355.62         | $448875.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-07-20      | 1.4880%  | 1.4880% | $115909090.90      | $4653313.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-07-20      | 2.2380%  | 2.2380% | $28107954.54       | $1538070.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-08-20      | 4.7110%  | 4.7110% | $65180332.67       | $54700702.13       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-08-20      | 4.7110%  | 4.7110% | $33924695.79       | $33921739.04       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-08-20      | 4.7110%  | 4.7110% | $19246593.46       | $19276525.67       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-06-20      | 3.5000%  | 3.5000% | $55616100.79       | $4007947.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 4.7610%  | 4.7610% | $17552616.87       | $5363048.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 4.7110%  | 4.7110% | $14599649.26       | $11928101.35       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 4.6610%  | 4.6610% | $965.90            | $687.37            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 1.7380%  | 1.7380% | $78786068.23       | $3587858.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-05-20      | 2.2380%  | 2.2380% | $44189605.85       | $1810469.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-07-20      | 2.2380%  | 2.2380% | $51840396.93       | $2152906.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 4.5610%  | 4.5610% | $52702214.82       | $27676009.93       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-03-20      | 1.6380%  | 1.6380% | $106893938.74      | $2351635.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-11-20      | 4.5610%  | 4.5610% | $107336119.37      | $106807444.58      | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2031-08-15      | 1.2500%  | 1.2500% | $2487892.04        | $2201942.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-05-01      | 5.0000%  | 5.0000% | $34986299.43       | $26808173.03       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-02-01      | 6.0000%  | 6.0000% | $4794337.10        | $3476421.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 5.5000%  | 5.5000% | $6376.93           | $5239.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-03-01      | 3.0000%  | 3.0000% | $23181.81          | $17924.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 2.5000%  | 2.5000% | $290328.12         | $224826.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-09-01      | 5.5000%  | 5.5000% | $6678511.81        | $6009259.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-09-01      | 6.0000%  | 6.0000% | $3531382.95        | $2844437.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-10-01      | 7.0000%  | 7.0000% | $544221.19         | $387888.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-06-01      | 6.5000%  | 6.5000% | $11027786.02       | $9543972.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 5.0000%  | 5.0000% | $68871496.30       | $69598424.86       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-11-01      | 3.5000%  | 3.5000% | $13163185.96       | $1905108.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-11-01      | 3.5000%  | 3.5000% | $26803977.27       | $5091132.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-03-01      | 3.0000%  | 3.0000% | $15473650.17       | $407364.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-01-01      | 4.0000%  | 4.0000% | $11270159.65       | $492320.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-03-01      | 3.5000%  | 3.5000% | $4829545.45        | $716310.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-08-01      | 2.0000%  | 2.0000% | $3863.63           | $2377.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-06-01      | 3.5000%  | 3.5000% | $1448863.63        | $62719.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-03-01      | 3.0000%  | 3.0000% | $4829.54           | $3218.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-06-01      | 4.0000%  | 4.0000% | $5795.45           | $4310.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-09-01      | 4.0000%  | 4.0000% | $18381.24          | $14182.51          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-05-01      | 6.5000%  | 6.5000% | $6963.23           | $1296.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-10-01      | 4.5000%  | 4.5000% | $10624.99          | $9845.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-03-01      | 5.5000%  | 5.5000% | $25886328.86       | $22556257.68       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 5.5000%  | 5.5000% | $463092.55         | $407458.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-05-01      | 5.5000%  | 5.5000% | $308493.01         | $270622.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-07-01      | 5.5000%  | 5.5000% | $219274397.61      | $203932005.65      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 5.5000%  | 5.5000% | $76877743.86       | $72406547.74       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 4.5000%  | 4.5000% | $723924.71         | $699746.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 5.5000%  | 5.5000% | $17805568.18       | $17070795.12       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 6.0000%  | 6.0000% | $825043.80         | $763660.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-09-01      | 5.5000%  | 5.5000% | $246245.96         | $219555.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-11-01      | 5.5000%  | 5.5000% | $997553.23         | $985256.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 5.5000%  | 5.5000% | $30044.60          | $29288.20          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 4.5000%  | 4.5000% | $1931.81           | $1905.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-12-01      | 5.5000%  | 5.5000% | $277313.46         | $276507.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-11-01      | 5.5000%  | 5.5000% | $270454.54         | $255545.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-02-01      | 5.0000%  | 5.0000% | $7751420.45        | $7789265.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 5.0000%  | 5.0000% | $4433522.72        | $4429125.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 5.5000%  | 5.5000% | $1595787.10        | $1608915.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-02-01      | 5.0000%  | 5.0000% | $15200828.18       | $15319502.73       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-06-01      | 4.5000%  | 4.5000% | $6809659.09        | $345767.23         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 5.0000%  | 5.0000% | $16553494.99       | $16253571.80       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 5.0000%  | 5.0000% | $866811.64         | $858564.10         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 5.5000%  | 5.5000% | $645537.32         | $563412.66         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 6.0000%  | 6.0000% | $1139544.77        | $1167488.81        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-05-01      | 5.5000%  | 5.5000% | $4216463.63        | $4264257.02        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 6.0000%  | 6.0000% | $1707234.65        | $1281234.40        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-05-01      | 6.0000%  | 6.0000% | $2137545.22        | $1803092.38        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 6.0000%  | 6.0000% | $41800.68          | $37917.52          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-05-01      | 5.0000%  | 5.0000% | $1954.99           | $1879.16           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 6.0000%  | 6.0000% | $85818.12          | $89317.32          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 6.0000%  | 6.0000% | $20270116.13       | $17247841.86       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 5.5000%  | 5.5000% | $708674.94         | $688700.26         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 5.5000%  | 5.5000% | $1931173.92        | $1739949.32        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 5.5000%  | 5.5000% | $4158223.18        | $4232589.21        | Agency Mortgage-Backed Securities |

### Security 31: FANNIE MAE

- **C.1 - Title:** FANNIE MAE
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9
- **C.18 - Value (incl. sponsor support):** $161150386.88
- **C.18.a - Value (excl. sponsor support):** $161150386.88
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: FANNIE MAE

- **C.1 - Title:** FANNIE MAE
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7
- **C.18 - Value (incl. sponsor support):** $204122489.76
- **C.18.a - Value (excl. sponsor support):** $204122489.76
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: FANNIE MAE

- **C.1 - Title:** FANNIE MAE
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07K3
- **C.18 - Value (incl. sponsor support):** $165075718.50
- **C.18.a - Value (excl. sponsor support):** $165075718.50
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: FANNIE MAE

- **C.1 - Title:** FANNIE MAE
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1
- **C.18 - Value (incl. sponsor support):** $175083608.00
- **C.18.a - Value (excl. sponsor support):** $175083608.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: FANNIE MAE

- **C.1 - Title:** FANNIE MAE
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07G2
- **C.18 - Value (incl. sponsor support):** $264880414.46
- **C.18.a - Value (excl. sponsor support):** $264880414.46
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: FEDERAL FARM CREDIT BANK

- **C.1 - Title:** FEDERAL FARM CREDIT BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETSC2
- **C.18 - Value (incl. sponsor support):** $126403100.59
- **C.18.a - Value (excl. sponsor support):** $126403100.59
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-08-04
- **C.13 - Final Legal Maturity Date:** 2027-08-04
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: FEDERAL FARM CREDIT BANK

- **C.1 - Title:** FEDERAL FARM CREDIT BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJ99
- **C.18 - Value (incl. sponsor support):** $99999720.00
- **C.18.a - Value (excl. sponsor support):** $99999720.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 38: FEDERAL FARM CREDIT BANK

- **C.1 - Title:** FEDERAL FARM CREDIT BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXV8
- **C.18 - Value (incl. sponsor support):** $53523639.51
- **C.18.a - Value (excl. sponsor support):** $53523639.51
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-16
- **C.13 - Final Legal Maturity Date:** 2026-09-16
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: FEDERAL FARM CREDIT BANK

- **C.1 - Title:** FEDERAL FARM CREDIT BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETYJ0
- **C.18 - Value (incl. sponsor support):** $75001490.25
- **C.18.a - Value (excl. sponsor support):** $75001490.25
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-09-15
- **C.13 - Final Legal Maturity Date:** 2027-09-15
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: FEDERAL FARM CREDIT BANK

- **C.1 - Title:** FEDERAL FARM CREDIT BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWF4
- **C.18 - Value (incl. sponsor support):** $64030612.48
- **C.18.a - Value (excl. sponsor support):** $64030612.48
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: FEDERAL FARM CREDIT BANK

- **C.1 - Title:** FEDERAL FARM CREDIT BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETVS3
- **C.18 - Value (incl. sponsor support):** $170072125.90
- **C.18.a - Value (excl. sponsor support):** $170072125.90
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-09-02
- **C.13 - Final Legal Maturity Date:** 2027-09-02
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: FEDERAL FARM CREDIT BANK

- **C.1 - Title:** FEDERAL FARM CREDIT BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETXJ1
- **C.18 - Value (incl. sponsor support):** $127141263.37
- **C.18.a - Value (excl. sponsor support):** $127141263.37
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-09-10
- **C.13 - Final Legal Maturity Date:** 2027-09-10
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: FEDERAL FARM CREDIT BANK

- **C.1 - Title:** FEDERAL FARM CREDIT BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYG0
- **C.18 - Value (incl. sponsor support):** $44021530.08
- **C.18.a - Value (excl. sponsor support):** $44021530.08
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: FEDERAL FARM CREDIT BANK

- **C.1 - Title:** FEDERAL FARM CREDIT BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJN2
- **C.18 - Value (incl. sponsor support):** $71520082.20
- **C.18.a - Value (excl. sponsor support):** $71520082.20
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: FEDERAL FARM CREDIT BANK

- **C.1 - Title:** FEDERAL FARM CREDIT BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETB48
- **C.18 - Value (incl. sponsor support):** $48051281.28
- **C.18.a - Value (excl. sponsor support):** $48051281.28
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B87K2
- **C.18 - Value (incl. sponsor support):** $511397749.84
- **C.18.a - Value (excl. sponsor support):** $511397749.84
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 47: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ER9
- **C.18 - Value (incl. sponsor support):** $365203064.03
- **C.18.a - Value (excl. sponsor support):** $365203064.03
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-29
- **C.13 - Final Legal Maturity Date:** 2026-06-29
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7TB0
- **C.18 - Value (incl. sponsor support):** $111011243.19
- **C.18.a - Value (excl. sponsor support):** $111011243.19
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7UB8
- **C.18 - Value (incl. sponsor support):** $182810525.62
- **C.18.a - Value (excl. sponsor support):** $182810525.62
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-09-23
- **C.13 - Final Legal Maturity Date:** 2027-09-23
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ZN5
- **C.18 - Value (incl. sponsor support):** $395007935.55
- **C.18.a - Value (excl. sponsor support):** $395007935.55
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8JS2
- **C.18 - Value (incl. sponsor support):** $726227559.90
- **C.18.a - Value (excl. sponsor support):** $726227559.90
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-05-04
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YT7
- **C.18 - Value (incl. sponsor support):** $45443630.00
- **C.18.a - Value (excl. sponsor support):** $45443630.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8DE9
- **C.18 - Value (incl. sponsor support):** $268003837.76
- **C.18.a - Value (excl. sponsor support):** $268003837.76
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-27
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2MH5
- **C.18 - Value (incl. sponsor support):** $143066430.65
- **C.18.a - Value (excl. sponsor support):** $143066430.65
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-14
- **C.13 - Final Legal Maturity Date:** 2026-09-14
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2LZ6
- **C.18 - Value (incl. sponsor support):** $126057526.56
- **C.18.a - Value (excl. sponsor support):** $126057526.56
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-10
- **C.13 - Final Legal Maturity Date:** 2026-09-10
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8EJ7
- **C.18 - Value (incl. sponsor support):** $97001262.94
- **C.18.a - Value (excl. sponsor support):** $97001262.94
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8A51
- **C.18 - Value (incl. sponsor support):** $215001724.30
- **C.18.a - Value (excl. sponsor support):** $215001724.30
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8B76
- **C.18 - Value (incl. sponsor support):** $426005900.10
- **C.18.a - Value (excl. sponsor support):** $426005900.10
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B82Y7
- **C.18 - Value (incl. sponsor support):** $355524010.47
- **C.18.a - Value (excl. sponsor support):** $355524010.47
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-10-08
- **C.13 - Final Legal Maturity Date:** 2027-10-08
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8L91
- **C.18 - Value (incl. sponsor support):** $725638406.01
- **C.18.a - Value (excl. sponsor support):** $725638406.01
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-05-04
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8NA6
- **C.18 - Value (incl. sponsor support):** $271025113.57
- **C.18.a - Value (excl. sponsor support):** $271025113.57
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-08-26
- **C.13 - Final Legal Maturity Date:** 2027-08-26
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8EB4
- **C.18 - Value (incl. sponsor support):** $199999140.00
- **C.18.a - Value (excl. sponsor support):** $199999140.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-29
- **C.13 - Final Legal Maturity Date:** 2026-04-29
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B87L0
- **C.18 - Value (incl. sponsor support):** $365998484.76
- **C.18.a - Value (excl. sponsor support):** $365998484.76
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-20
- **C.13 - Final Legal Maturity Date:** 2026-04-20
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 64: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B84L3
- **C.18 - Value (incl. sponsor support):** $714186387.20
- **C.18.a - Value (excl. sponsor support):** $714186387.20
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-04-06
- **C.12 - Maturity Date (WAL):** 2026-11-06
- **C.13 - Final Legal Maturity Date:** 2026-11-06
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Q92
- **C.18 - Value (incl. sponsor support):** $249971377.50
- **C.18.a - Value (excl. sponsor support):** $249971377.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-12-28
- **C.13 - Final Legal Maturity Date:** 2026-12-28
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8K76
- **C.18 - Value (incl. sponsor support):** $250001735.00
- **C.18.a - Value (excl. sponsor support):** $250001735.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8K27
- **C.18 - Value (incl. sponsor support):** $280803883.46
- **C.18.a - Value (excl. sponsor support):** $280803883.46
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8B68
- **C.18 - Value (incl. sponsor support):** $581006931.33
- **C.18.a - Value (excl. sponsor support):** $581006931.33
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5PM4
- **C.18 - Value (incl. sponsor support):** $149985955.50
- **C.18.a - Value (excl. sponsor support):** $149985955.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-12-23
- **C.13 - Final Legal Maturity Date:** 2026-12-23
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B86A5
- **C.18 - Value (incl. sponsor support):** $1443606567.76
- **C.18.a - Value (excl. sponsor support):** $1443606567.76
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-04-06
- **C.12 - Maturity Date (WAL):** 2026-11-06
- **C.13 - Final Legal Maturity Date:** 2026-11-06
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B72D5
- **C.18 - Value (incl. sponsor support):** $350597230.26
- **C.18.a - Value (excl. sponsor support):** $350597230.26
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 72: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B83C4
- **C.18 - Value (incl. sponsor support):** $300018891.00
- **C.18.a - Value (excl. sponsor support):** $300018891.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-10-14
- **C.13 - Final Legal Maturity Date:** 2027-10-14
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385XX9
- **C.18 - Value (incl. sponsor support):** $113835242.05
- **C.18.a - Value (excl. sponsor support):** $113835242.05
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-10
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8SU7
- **C.18 - Value (incl. sponsor support):** $906998993.23
- **C.18.a - Value (excl. sponsor support):** $906998993.23
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 75: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9B58
- **C.18 - Value (incl. sponsor support):** $360019443.60
- **C.18.a - Value (excl. sponsor support):** $360019443.60
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-28
- **C.13 - Final Legal Maturity Date:** 2026-09-28
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9JL5
- **C.18 - Value (incl. sponsor support):** $453006699.87
- **C.18.a - Value (excl. sponsor support):** $453006699.87
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9JP6
- **C.18 - Value (incl. sponsor support):** $359513359.02
- **C.18.a - Value (excl. sponsor support):** $359513359.02
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9N30
- **C.18 - Value (incl. sponsor support):** $361022551.67
- **C.18.a - Value (excl. sponsor support):** $361022551.67
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-22
- **C.13 - Final Legal Maturity Date:** 2026-10-22
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9H45
- **C.18 - Value (incl. sponsor support):** $315011711.70
- **C.18.a - Value (excl. sponsor support):** $315011711.70
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8TV4
- **C.18 - Value (incl. sponsor support):** $667027313.65
- **C.18.a - Value (excl. sponsor support):** $667027313.65
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9JM3
- **C.18 - Value (incl. sponsor support):** $36000608.04
- **C.18.a - Value (excl. sponsor support):** $36000608.04
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8RB0
- **C.18 - Value (incl. sponsor support):** $470801732.54
- **C.18.a - Value (excl. sponsor support):** $470801732.54
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 83: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZB5
- **C.18 - Value (incl. sponsor support):** $317683955.96
- **C.18.a - Value (excl. sponsor support):** $317683955.96
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-07-08
- **C.12 - Maturity Date (WAL):** 2026-07-08
- **C.13 - Final Legal Maturity Date:** 2026-07-08
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YS9
- **C.18 - Value (incl. sponsor support):** $247000832.50
- **C.18.a - Value (excl. sponsor support):** $247000832.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-06-29
- **C.12 - Maturity Date (WAL):** 2026-06-29
- **C.13 - Final Legal Maturity Date:** 2026-06-29
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VW3
- **C.18 - Value (incl. sponsor support):** $752957620.00
- **C.18.a - Value (excl. sponsor support):** $752957620.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-04-22
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 86: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3EC3
- **C.18 - Value (incl. sponsor support):** $190107823.10
- **C.18.a - Value (excl. sponsor support):** $190107823.10
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2SE6
- **C.18 - Value (incl. sponsor support):** $328155252.24
- **C.18.a - Value (excl. sponsor support):** $328155252.24
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2RJ6
- **C.18 - Value (incl. sponsor support):** $250118332.50
- **C.18.a - Value (excl. sponsor support):** $250118332.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VG8
- **C.18 - Value (incl. sponsor support):** $114545110.60
- **C.18.a - Value (excl. sponsor support):** $114545110.60
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-08
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 90: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8N99
- **C.18 - Value (incl. sponsor support):** $457050046.07
- **C.18.a - Value (excl. sponsor support):** $457050046.07
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-11-19
- **C.13 - Final Legal Maturity Date:** 2027-11-19
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8A69
- **C.18 - Value (incl. sponsor support):** $366804746.39
- **C.18.a - Value (excl. sponsor support):** $366804746.39
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9KQ2
- **C.18 - Value (incl. sponsor support):** $286014820.52
- **C.18.a - Value (excl. sponsor support):** $286014820.52
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8R87
- **C.18 - Value (incl. sponsor support):** $479999270.40
- **C.18.a - Value (excl. sponsor support):** $479999270.40
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 94: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9JK7
- **C.18 - Value (incl. sponsor support):** $500007825.00
- **C.18.a - Value (excl. sponsor support):** $500007825.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-18
- **C.13 - Final Legal Maturity Date:** 2026-05-18
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 95: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8RA2
- **C.18 - Value (incl. sponsor support):** $225502890.91
- **C.18.a - Value (excl. sponsor support):** $225502890.91
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YP5
- **C.18 - Value (incl. sponsor support):** $247074582.50
- **C.18.a - Value (excl. sponsor support):** $247074582.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-06-26
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9H29
- **C.18 - Value (incl. sponsor support):** $392014186.48
- **C.18.a - Value (excl. sponsor support):** $392014186.48
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZR0
- **C.18 - Value (incl. sponsor support):** $245376163.40
- **C.18.a - Value (excl. sponsor support):** $245376163.40
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-07-22
- **C.12 - Maturity Date (WAL):** 2026-07-22
- **C.13 - Final Legal Maturity Date:** 2026-07-22
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8QW5
- **C.18 - Value (incl. sponsor support):** $722998481.70
- **C.18.a - Value (excl. sponsor support):** $722998481.70
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 100: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZL3
- **C.18 - Value (incl. sponsor support):** $354289937.15
- **C.18.a - Value (excl. sponsor support):** $354289937.15
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **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
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VY9
- **C.18 - Value (incl. sponsor support):** $229720772.82
- **C.18.a - Value (excl. sponsor support):** $229720772.82
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-04-24
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 102: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9B41
- **C.18 - Value (incl. sponsor support):** $359219791.92
- **C.18.a - Value (excl. sponsor support):** $359219791.92
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9JN1
- **C.18 - Value (incl. sponsor support):** $291631122.47
- **C.18.a - Value (excl. sponsor support):** $291631122.47
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-05-20
- **C.13 - Final Legal Maturity Date:** 2027-05-20
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 104: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7RC0
- **C.18 - Value (incl. sponsor support):** $261003390.39
- **C.18.a - Value (excl. sponsor support):** $261003390.39
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-03-16
- **C.13 - Final Legal Maturity Date:** 2027-03-16
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 105: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZT6
- **C.18 - Value (incl. sponsor support):** $262182123.28
- **C.18.a - Value (excl. sponsor support):** $262182123.28
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-07-24
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 106: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B42X8
- **C.18 - Value (incl. sponsor support):** $91051687.09
- **C.18.a - Value (excl. sponsor support):** $91051687.09
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-12-17
- **C.13 - Final Legal Maturity Date:** 2026-12-17
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 107: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7FR0
- **C.18 - Value (incl. sponsor support):** $72002480.40
- **C.18.a - Value (excl. sponsor support):** $72002480.40
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-08-12
- **C.13 - Final Legal Maturity Date:** 2027-08-12
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 108: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7FK5
- **C.18 - Value (incl. sponsor support):** $292009545.48
- **C.18.a - Value (excl. sponsor support):** $292009545.48
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-08-11
- **C.13 - Final Legal Maturity Date:** 2027-08-11
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 109: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7QJ6
- **C.18 - Value (incl. sponsor support):** $716024501.52
- **C.18.a - Value (excl. sponsor support):** $716024501.52
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 110: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B73B8
- **C.18 - Value (incl. sponsor support):** $72002155.68
- **C.18.a - Value (excl. sponsor support):** $72002155.68
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-07-16
- **C.13 - Final Legal Maturity Date:** 2027-07-16
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 111: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B73U6
- **C.18 - Value (incl. sponsor support):** $250007555.00
- **C.18.a - Value (excl. sponsor support):** $250007555.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-07-16
- **C.13 - Final Legal Maturity Date:** 2027-07-16
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 112: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7NN0
- **C.18 - Value (incl. sponsor support):** $710005637.40
- **C.18.a - Value (excl. sponsor support):** $710005637.40
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 113: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7RJ5
- **C.18 - Value (incl. sponsor support):** $100000773.00
- **C.18.a - Value (excl. sponsor support):** $100000773.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-03-19
- **C.13 - Final Legal Maturity Date:** 2027-03-19
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 114: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9FS4
- **C.18 - Value (incl. sponsor support):** $289609878.26
- **C.18.a - Value (excl. sponsor support):** $289609878.26
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 115: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VR4
- **C.18 - Value (incl. sponsor support):** $248788610.00
- **C.18.a - Value (excl. sponsor support):** $248788610.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-04-17
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 116: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8SD5
- **C.18 - Value (incl. sponsor support):** $360405582.60
- **C.18.a - Value (excl. sponsor support):** $360405582.60
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 117: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9H52
- **C.18 - Value (incl. sponsor support):** $18000681.30
- **C.18.a - Value (excl. sponsor support):** $18000681.30
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 118: FREDDIE MAC

- **C.1 - Title:** FREDDIE MAC
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAPV9
- **C.18 - Value (incl. sponsor support):** $183615987.89
- **C.18.a - Value (excl. sponsor support):** $183615987.89
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 119: FREDDIE MAC

- **C.1 - Title:** FREDDIE MAC
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAVY6
- **C.18 - Value (incl. sponsor support):** $111720953.80
- **C.18.a - Value (excl. sponsor support):** $111720953.80
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 120: FREDDIE MAC

- **C.1 - Title:** FREDDIE MAC
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJN4
- **C.18 - Value (incl. sponsor support):** $95042289.25
- **C.18.a - Value (excl. sponsor support):** $95042289.25
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 121: FREDDIE MAC

- **C.1 - Title:** FREDDIE MAC
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAWA7
- **C.18 - Value (incl. sponsor support):** $149084685.64
- **C.18.a - Value (excl. sponsor support):** $149084685.64
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 122: FREDDIE MAC

- **C.1 - Title:** FREDDIE MAC
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1
- **C.18 - Value (incl. sponsor support):** $354166758.78
- **C.18.a - Value (excl. sponsor support):** $354166758.78
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 123: GOLDMAN SACHS GROUP INC

- **C.1 - Title:** GOLDMAN SACHS GROUP INC
- **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: BYM6V1498, C.4 - ISIN: 592, C.3 - LEI: 784F5XWPLTWKTBV3E584
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips)                  | 2031-11-15      | 1.3750%  | 1.3750% | $65350800.00       | $57896056.24       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-20      | 5.5000%  | 5.5000% | $46248832.00       | $47408598.05       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-20      | 6.5000%  | 6.5000% | $723073.00         | $756782.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 6.5000%  | 6.5000% | $1535956.00        | $1606342.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-07-20      | 6.5000%  | 6.5000% | $21505344.00       | $11823182.74       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-04-15      | 4.0000%  | 4.0000% | $3804860.00        | $1243896.07        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 5.5000%  | 5.5000% | $154059264.00      | $155607445.97      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 6.0000%  | 6.0000% | $38509696.00       | $39984608.55       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 5.5000%  | 5.5000% | $12375392.00       | $10870965.97       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 6.0000%  | 6.0000% | $112542848.00      | $93091611.93       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-04-01      | 5.5000%  | 5.5000% | $535765.00         | $449189.44         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-12-01      | 6.0000%  | 6.0000% | $31794592.00       | $20707545.64       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips        | 2053-01-25      | 3.5000%  | 3.5000% | $129425.00         | $17120.20          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-08-01      | 6.0000%  | 6.0000% | $56877440.00       | $53489420.49       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 5.5000%  | 5.5000% | $50000000.00       | $48966642.98       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 6.5000%  | 6.5000% | $1529822.00        | $1629300.22        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 6.5000%  | 6.5000% | $1271470.00        | $1115587.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 6.5000%  | 6.5000% | $1003402.00        | $1059964.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Debentures and Agency Strips  | 2053-08-01      | 6.0000%  | 6.0000% | $125000.00         | $14632.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Debentures and Agency Strips  | 2036-07-01      | 2.0000%  | 2.0000% | $128905.00         | $7278.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Debentures and Agency Strips  | 2052-09-01      | 3.0000%  | 3.0000% | $139553.00         | $17167.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Debentures and Agency Strips  | 2052-04-01      | 2.5000%  | 2.5000% | $170461.00         | $20194.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-07-01      | 4.5000%  | 4.5000% | $2419820.00        | $117805.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-12-01      | 4.5000%  | 4.5000% | $51942.00          | $50327.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-10-01      | 4.5000%  | 4.5000% | $46000.00          | $11903.01          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-12-01      | 3.0000%  | 3.0000% | $40306944.00       | $6816722.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 6.0000%  | 6.0000% | $69631360.00       | $68008827.73       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 5.5000%  | 5.5000% | $92442752.00       | $92400688.75       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 4.0000%  | 4.0000% | $4570000.00        | $3758882.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 3.0000%  | 3.0000% | $6368000.00        | $4782601.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-07-01      | 3.0000%  | 3.0000% | $99131392.00       | $89637049.88       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-06-01      | 3.0000%  | 3.0000% | $8503408.00        | $7452547.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 3.0000%  | 3.0000% | $34909000.00       | $29528992.03       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-02-01      | 6.0000%  | 6.0000% | $3865750.00        | $4051257.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-11-01      | 5.5000%  | 5.5000% | $84427392.00       | $76714267.61       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-03-01      | 3.5000%  | 3.5000% | $12021104.00       | $8620673.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-02-01      | 2.0000%  | 2.0000% | $100000.00         | $48115.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 6.0000%  | 6.0000% | $1233294.00        | $1270653.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-08-01      | 5.0000%  | 5.0000% | $10532656.00       | $118649.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-10-01      | 6.0000%  | 6.0000% | $4475042.00        | $17040.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-12-01      | 6.0000%  | 6.0000% | $1759772.00        | $5839.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-03-01      | 4.0000%  | 4.0000% | $1655000.00        | $131700.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-02-01      | 3.5000%  | 3.5000% | $18600000.00       | $1081289.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-03-01      | 4.0000%  | 4.0000% | $3214492.00        | $557957.78         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-11-01      | 1.5000%  | 1.5000% | $700000.00         | $368472.20         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2045-11-01      | 5.0000%  | 5.0000% | $29238848.00       | $29031377.87       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-11-01      | 4.5000%  | 4.5000% | $2551856.00        | $2404987.39        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-06-01      | 6.0000%  | 6.0000% | $551059.00         | $439605.49         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-04-01      | 4.0000%  | 4.0000% | $33668960.00       | $4584492.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-08-01      | 4.5000%  | 4.5000% | $2247000.00        | $1849443.40        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 4.0000%  | 4.0000% | $23965312.00       | $20920908.87       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-11-01      | 5.0000%  | 5.0000% | $300000.00         | $286762.83         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-06-01      | 5.5000%  | 5.5000% | $20207840.00       | $14837264.28       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-04-01      | 3.0000%  | 3.0000% | $149157.00         | $30116.19          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-11-01      | 3.5000%  | 3.5000% | $13675000.00       | $2111085.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-07-01      | 4.0000%  | 4.0000% | $751477.00         | $45707.52          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2041-03-01      | 4.5000%  | 4.5000% | $382242.00         | $8354.18           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-05-01      | 5.0000%  | 5.0000% | $4681000.00        | $114094.75         | Agency Mortgage-Backed Securities |

### Security 124: GOLDMAN SACHS GROUP INC

- **C.1 - Title:** GOLDMAN SACHS GROUP INC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6V6MY2, C.4 - ISIN: 592, C.3 - LEI: 784F5XWPLTWKTBV3E584
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 3.0000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2040-08-15      | 0.0000%  | 0.0000% | $911500.00         | $480160.88         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2047-02-15      | 3.0000%  | 3.0000% | $100.00            | $77.73             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-02-15      | 0.1250%  | 0.1250% | $142347400.00      | $91640093.78       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-11-15      | 4.7500%  | 4.7500% | $17700.00          | $18126.86          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-11-15      | 4.7500%  | 4.7500% | $1791096000.00     | $1859736904.27     | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-02-15      | 2.3750%  | 2.3750% | $100.00            | $101.07            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-02-15      | 1.8750%  | 1.8750% | $15156700.00       | $13690767.42       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-30      | 4.8750%  | 4.8750% | $12344700.00       | $12565615.22       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-15      | 4.5000%  | 4.5000% | $3324900.00        | $3405353.19        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-01-31      | 4.2500%  | 4.2500% | $36799900.00       | $37879604.99       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-03-31      | 4.0000%  | 4.0000% | $7399500.00        | $7649259.14        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-08-31      | 3.8750%  | 3.8750% | $12599900.00       | $12933771.59       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2037-08-15      | 0.0000%  | 0.0000% | $184.31            | $112.38            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-11-15      | 0.0000%  | 0.0000% | $1.00              | $0.28              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2047-11-15      | 0.0000%  | 0.0000% | $6.00              | $2.07              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-08-15      | 0.0000%  | 0.0000% | $200.00            | $49.06             | U.S. Treasuries (including strips) |

### Security 125: HSBC SECURITIES USA INC

- **C.1 - Title:** HSBC SECURITIES USA INC
- **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: BYM6V11Z3, C.4 - ISIN: 36020, C.3 - LEI: CYYGQCGNHMHPSMRL3R97
- **C.18 - Value (incl. sponsor support):** $1050000000.00
- **C.18.a - Value (excl. sponsor support):** $1050000000.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 7.0000%  | 7.0000% | $2032076.00        | $599858.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 6.5000%  | 6.5000% | $3028900.00        | $2364119.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-04-01      | 7.0000%  | 7.0000% | $1256320.00        | $884907.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-04-01      | 7.0000%  | 7.0000% | $1110000.00        | $868972.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-07-01      | 7.0000%  | 7.0000% | $1751120.00        | $1429775.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-05-01      | 5.5000%  | 5.5000% | $1837244.00        | $1719806.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 6.5000%  | 6.5000% | $2578372.00        | $2201479.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 6.0000%  | 6.0000% | $3174076.00        | $3289407.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-01      | 6.5000%  | 6.5000% | $213345.00         | $224269.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-01      | 7.0000%  | 7.0000% | $386858.00         | $414242.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-01      | 6.0000%  | 6.0000% | $10142864.00       | $10461989.60       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-01      | 6.5000%  | 6.5000% | $655596.00         | $687705.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-01      | 6.0000%  | 6.0000% | $1463674.00        | $1527318.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-01      | 6.0000%  | 6.0000% | $312623.00         | $324523.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-01      | 6.5000%  | 6.5000% | $807181.00         | $839994.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-02-01      | 6.0000%  | 6.0000% | $4598176.00        | $456684.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2064-06-01      | 4.5000%  | 4.5000% | $48606336.00       | $40665400.04       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2058-05-01      | 4.0000%  | 4.0000% | $96887168.00       | $38361039.40       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-06-01      | 3.3700%  | 3.3700% | $12589712.00       | $12006731.39       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-07-01      | 4.0000%  | 4.0000% | $1730000.00        | $502881.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-04-01      | 4.5000%  | 4.5000% | $575000.00         | $159796.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-01      | 2.9400%  | 2.9400% | $5850000.00        | $4344310.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 5.0000%  | 5.0000% | $1728320.00        | $1320245.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-01      | 5.0000%  | 5.0000% | $4029200.00        | $3501741.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-08-01      | 4.9500%  | 4.9500% | $6932000.00        | $7269754.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-03-01      | 2.0000%  | 2.0000% | $1575000.00        | $932352.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-09-01      | 3.0000%  | 3.0000% | $69962.00          | $37354.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 5.0000%  | 5.0000% | $68600000.00       | $51556711.44       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 6.0000%  | 6.0000% | $26205408.00       | $21465401.28       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 5.5000%  | 5.5000% | $50000000.00       | $39869725.98       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-12-01      | 6.5000%  | 6.5000% | $18600000.00       | $13605130.37       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-01      | 4.7780%  | 4.7780% | $10300000.00       | $10444736.14       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-01      | 7.0000%  | 7.0000% | $1062586.00        | $906980.27         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-04-01      | 6.5000%  | 6.5000% | $2038952.00        | $1778060.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-03-01      | 6.0000%  | 6.0000% | $1731162.00        | $1546604.32        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-05-01      | 5.0000%  | 5.0000% | $8024980.00        | $8053001.12        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-06-01      | 6.0000%  | 6.0000% | $20309200.00       | $19988464.54       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-11-01      | 6.5000%  | 6.5000% | $505877.00         | $530558.72         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-11-01      | 6.0000%  | 6.0000% | $6321970.00        | $6576924.28        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-06-01      | 5.5000%  | 5.5000% | $34335000.00       | $28523857.21       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2056-01-01      | 6.5000%  | 6.5000% | $4604512.00        | $4911168.46        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2040-11-01      | 5.5000%  | 5.5000% | $54234368.00       | $52553581.50       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-12-01      | 6.5000%  | 6.5000% | $237172.00         | $248653.46         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2056-02-01      | 6.0000%  | 6.0000% | $1933004.00        | $2017459.52        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)               | 2031-02-15      | 5.3750%  | 5.3750% | $4825000.00        | $5230313.35        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)               | 2047-02-15      | 3.0000%  | 3.0000% | $275400.00         | $215285.54         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)               | 2051-02-15      | 0.1250%  | 0.1250% | $28835600.00       | $20365057.64       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)               | 2042-11-15      | 4.0000%  | 4.0000% | $151003000.00      | $144149534.45      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2046-11-01      | 4.0000%  | 4.0000% | $12220640.00       | $3544271.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2042-10-01      | 3.0000%  | 3.0000% | $70000000.00       | $11676267.58       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2042-11-01      | 3.0000%  | 3.0000% | $64000000.00       | $7986026.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2038-08-01      | 4.0000%  | 4.0000% | $4900000.00        | $586875.08         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2039-02-01      | 4.5000%  | 4.5000% | $4500000.00        | $538407.30         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2042-03-01      | 4.0000%  | 4.0000% | $24845000.00       | $4051482.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-04-01      | 3.5000%  | 3.5000% | $16118140.00       | $11116105.92       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-07-01      | 4.0000%  | 4.0000% | $13297264.00       | $10107537.49       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-08-01      | 4.5000%  | 4.5000% | $77461760.00       | $59703405.37       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-09-01      | 5.0000%  | 5.0000% | $8654000.00        | $5863528.62        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-12-01      | 6.0000%  | 6.0000% | $4999920.00        | $3452881.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-12-01      | 6.0000%  | 6.0000% | $300000.00         | $215089.33         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2051-09-01      | 2.5000%  | 2.5000% | $99999.00          | $68271.45          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-05-01      | 6.0000%  | 6.0000% | $4140728.00        | $3027122.19        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-04-01      | 5.5000%  | 5.5000% | $225000.00         | $190997.83         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2051-06-01      | 3.0000%  | 3.0000% | $10149664.00       | $5135929.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-04-01      | 3.0000%  | 3.0000% | $4000000.00        | $2800212.23        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-06-01      | 6.0000%  | 6.0000% | $1100000.00        | $757756.19         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-07-01      | 5.5000%  | 5.5000% | $26530000.00       | $22304746.68       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2034-08-01      | 2.6400%  | 2.6400% | $3451128.00        | $2773511.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2048-03-01      | 3.5000%  | 3.5000% | $462785000.00      | $98656411.63       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2049-07-01      | 3.5000%  | 3.5000% | $3000000.00        | $743991.11         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2051-10-01      | 2.0000%  | 2.0000% | $200000.00         | $125241.99         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-04-01      | 3.0000%  | 3.0000% | $50000000.00       | $33691134.31       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-09-01      | 5.0000%  | 5.0000% | $3402444.00        | $2991731.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-12-01      | 7.0000%  | 7.0000% | $7984984.00        | $7181852.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-12-01      | 6.5000%  | 6.5000% | $1429976.00        | $974363.43         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-07-01      | 7.0000%  | 7.0000% | $5050776.00        | $4112660.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-07-01      | 7.0000%  | 7.0000% | $1300342.00        | $1373629.87        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-11-01      | 6.0000%  | 6.0000% | $4437184.00        | $3817300.16        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-11-01      | 5.5000%  | 5.5000% | $6058792.00        | $5405550.78        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-12-01      | 6.5000%  | 6.5000% | $4486288.00        | $4435011.79        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2050-10-01      | 2.0000%  | 2.0000% | $306000.00         | $146178.49         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2050-10-01      | 2.0000%  | 2.0000% | $445000.00         | $215429.52         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-08-01      | 5.0000%  | 5.0000% | $114766720.00      | $87120024.60       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-09-01      | 4.5000%  | 4.5000% | $7048700.00        | $5148371.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-07-01      | 5.5000%  | 5.5000% | $52356544.00       | $43653061.21       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2046-02-01      | 5.5000%  | 5.5000% | $5195216.00        | $5290837.19        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2043-06-01      | 5.5000%  | 5.5000% | $1399428.00        | $835349.59         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-03-01      | 7.0000%  | 7.0000% | $3377144.00        | $2248074.79        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-06-01      | 6.5000%  | 6.5000% | $1415530.00        | $1245936.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-06-01      | 6.5000%  | 6.5000% | $3122232.00        | $2311289.92        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-07-01      | 6.5000%  | 6.5000% | $7071176.00        | $6044042.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-05-01      | 3.5000%  | 3.5000% | $22227872.00       | $3431138.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 3.5000%  | 3.5000% | $15938432.00       | $2431252.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-01-01      | 4.5000%  | 4.5000% | $2866300.00        | $196603.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-10-01      | 3.5000%  | 3.5000% | $60080384.00       | $17818090.84       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-11-01      | 3.0000%  | 3.0000% | $10000000.00       | $1521142.71        | Agency Mortgage-Backed Securities |

### Security 126: HSBC SECURITIES USA INC

- **C.1 - Title:** HSBC SECURITIES USA INC
- **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: BYM6V11M2, C.4 - ISIN: 36020, C.3 - LEI: CYYGQCGNHMHPSMRL3R97
- **C.18 - Value (incl. sponsor support):** $170000000.00
- **C.18.a - Value (excl. sponsor support):** $170000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-07-31      | 4.3750%  | 4.3750% | $7968006.25        | $8017424.79        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2049-11-15      | 0.0000%  | 0.0000% | $8959584.37        | $2884332.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-03-15      | 4.0000%  | 4.0000% | $676703.06         | $65645.87          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-12-20      | 2.5000%  | 2.5000% | $4715375.00        | $2718770.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-10-20      | 2.5000%  | 2.5000% | $4614437.50        | $2734460.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-09-20      | 2.5000%  | 2.5000% | $3703343.75        | $2078873.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-05-20      | 4.5000%  | 4.5000% | $159375.00         | $3175.28           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-07-20      | 5.5000%  | 5.5000% | $945625.00         | $90103.13          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-01-20      | 4.0000%  | 4.0000% | $576401.46         | $2942.87           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-04-20      | 6.0000%  | 6.0000% | $1448402.12        | $91291.45          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-20      | 6.5000%  | 6.5000% | $1239995.93        | $1296051.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-20      | 6.0000%  | 6.0000% | $2122728.37        | $2194347.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-20      | 6.5000%  | 6.5000% | $2643155.75        | $2632118.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-20      | 6.5000%  | 6.5000% | $1187957.87        | $1228818.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-20      | 6.5000%  | 6.5000% | $1282191.00        | $1338178.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-20      | 6.0000%  | 6.0000% | $3152968.75        | $2005978.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-20      | 6.0000%  | 6.0000% | $3200781.25        | $2150739.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 7.0000%  | 7.0000% | $106327.56         | $114788.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-20      | 6.5000%  | 6.5000% | $2596121.00        | $2560662.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-20      | 6.5000%  | 6.5000% | $2266299.75        | $2291369.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-20      | 6.0000%  | 6.0000% | $2651502.75        | $2743248.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-20      | 6.5000%  | 6.5000% | $878373.00         | $920297.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-20      | 6.5000%  | 6.5000% | $1278963.12        | $1339640.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-20      | 6.0000%  | 6.0000% | $13298675.00       | $13474907.87       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-20      | 6.5000%  | 6.5000% | $773132.37         | $803876.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-20      | 6.0000%  | 6.0000% | $7977573.00        | $8203686.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2065-05-20      | 7.0000%  | 7.0000% | $738735.00         | $450579.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-20      | 6.0000%  | 6.0000% | $3126278.75        | $3060936.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-20      | 6.0000%  | 6.0000% | $789742.43         | $806641.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-15      | 7.5000%  | 7.5000% | $2216668.25        | $2319570.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-15      | 7.0000%  | 7.0000% | $4371728.50        | $4348016.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-15      | 7.5000%  | 7.5000% | $1746237.87        | $1790733.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-15      | 7.0000%  | 7.0000% | $4109711.75        | $4248236.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-12-15      | 8.0000%  | 8.0000% | $1168182.62        | $1220948.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-20      | 6.0000%  | 6.0000% | $1118829.50        | $1042918.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-15      | 6.0000%  | 6.0000% | $1344198.50        | $1336797.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-15      | 7.0000%  | 7.0000% | $5577649.00        | $5753152.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-15      | 6.5000%  | 6.5000% | $4482058.50        | $4180290.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-06-15      | 4.0000%  | 4.0000% | $595009.56         | $70344.45          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-09-15      | 3.5000%  | 3.5000% | $1062500.00        | $207596.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-15      | 4.5000%  | 4.5000% | $1967191.12        | $1592295.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-03-20      | 5.0000%  | 5.0000% | $47812.50          | $23720.25          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-09-20      | 5.5000%  | 5.5000% | $324383.37         | $171350.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-20      | 3.5000%  | 3.5000% | $1480217.62        | $1094287.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-11-20      | 3.5000%  | 3.5000% | $28763.46          | $18538.52          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-06-20      | 3.0000%  | 3.0000% | $376487.31         | $187744.59         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-04-20      | 4.5000%  | 4.5000% | $312096.62         | $63838.41          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-20      | 4.0000%  | 4.0000% | $90644000.00       | $64845596.25       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-06-20      | 3.0000%  | 3.0000% | $493531.25         | $123239.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-11-20      | 4.0000%  | 4.0000% | $876031.25         | $93704.90          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-07-20      | 3.5000%  | 3.5000% | $26562.50          | $3221.24           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-12-20      | 4.0000%  | 4.0000% | $544531.25         | $16078.89          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-04-20      | 3.5000%  | 3.5000% | $584375.00         | $35958.16          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips        | 2040-07-13      | 2.2200%  | 2.2200% | $13857125.00       | $10307931.90       | Agency Mortgage-Backed Securities |

### Security 127: ING (US) FUNDING LLC

- **C.1 - Title:** ING (US) FUNDING LLC
- **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: BYM6V1AP5, C.4 - ISIN: 36685, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2056-01-01      | 5.5000%  | 5.5000% | $105300992.00      | $108600771.53      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-01-01      | 5.0000%  | 5.0000% | $1036.00           | $1009.12           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-02-01      | 6.0000%  | 6.0000% | $2005.00           | $1879.54           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-11-01      | 5.0000%  | 5.0000% | $35042432.00       | $34394345.29       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-10-01      | 5.0000%  | 5.0000% | $1000.00           | $1003.51           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-09-01      | 6.0000%  | 6.0000% | $7110344.00        | $7215903.07        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-07-01      | 5.5000%  | 5.5000% | $10582688.00       | $10277559.30       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-07-01      | 6.5000%  | 6.5000% | $3402752.00        | $3255955.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-07-01      | 6.5000%  | 6.5000% | $9563728.00        | $9946068.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-06-01      | 5.5000%  | 5.5000% | $3702328.00        | $178786.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-04-01      | 5.5000%  | 5.5000% | $1000.00           | $30.88             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-01      | 6.5000%  | 6.5000% | $346699.00         | $330783.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-01      | 5.5000%  | 5.5000% | $1024.00           | $1047.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-01      | 6.0000%  | 6.0000% | $17650000.00       | $17876572.55       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-01      | 5.5000%  | 5.5000% | $1000.00           | $1020.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-07-01      | 2.0000%  | 2.0000% | $197999.00         | $139990.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-01-01      | 2.5000%  | 2.5000% | $211722.00         | $118212.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-12-01      | 2.0000%  | 2.0000% | $1550000.00        | $848024.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-09-01      | 4.0000%  | 4.0000% | $85981184.00       | $19415677.12       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-02-01      | 3.0000%  | 3.0000% | $1024.00           | $918.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 5.0000%  | 5.0000% | $1275000.00        | $1235460.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-01      | 3.5000%  | 3.5000% | $18980700.00       | $17279356.07       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-01      | 5.5000%  | 5.5000% | $1000.00           | $1039.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-01      | 5.0000%  | 5.0000% | $1000.00           | $1017.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-01      | 6.5000%  | 6.5000% | $15900000.00       | $12581317.44       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-01      | 5.5000%  | 5.5000% | $5450000.00        | $4742911.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 6.0000%  | 6.0000% | $21841856.00       | $14900735.44       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 6.0000%  | 6.0000% | $1024.00           | $702.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-12-01      | 5.5000%  | 5.5000% | $118000000.00      | $89630169.26       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-10-01      | 3.0000%  | 3.0000% | $35491008.00       | $25467892.15       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-07-01      | 4.6790%  | 4.6790% | $1000.00           | $1036.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 5.5000%  | 5.5000% | $2000.00           | $1407.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 5.5000%  | 5.5000% | $6500240.00        | $5950182.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 5.5000%  | 5.5000% | $13750656.00       | $10365333.96       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 6.5000%  | 6.5000% | $3545420.00        | $3471412.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-09-01      | 4.5800%  | 4.5800% | $6315000.00        | $6302134.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-09-01      | 4.5700%  | 4.5700% | $5688000.00        | $5884170.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-10-01      | 4.2900%  | 4.2900% | $5817000.00        | $5926786.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-05-01      | 3.5400%  | 3.5400% | $13957000.00       | $12933924.73       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-02-01      | 2.0000%  | 2.0000% | $8351376.00        | $4188310.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-12-01      | 3.0000%  | 3.0000% | $3029000.00        | $867845.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-08-01      | 3.0000%  | 3.0000% | $69958.00          | $23692.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-02-01      | 4.5000%  | 4.5000% | $1000.00           | $266.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-11-01      | 4.0000%  | 4.0000% | $2479004.00        | $762631.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2058-05-01      | 4.0000%  | 4.0000% | $120000000.00      | $35892329.02       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-07-01      | 4.0000%  | 4.0000% | $1056.00           | $348.38            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 6.0000%  | 6.0000% | $1633396.00        | $1692929.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 6.5000%  | 6.5000% | $2379810.00        | $2476222.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 6.0000%  | 6.0000% | $1557990.00        | $1617935.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 6.5000%  | 6.5000% | $1082000.00        | $1127915.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 6.0000%  | 6.0000% | $1218350.00        | $1266524.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 6.5000%  | 6.5000% | $4259896.00        | $4457940.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 6.0000%  | 6.0000% | $1000.00           | $1029.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-05-01      | 4.1250%  | 4.1250% | $23866208.00       | $571799.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-03-01      | 3.5000%  | 3.5000% | $25752352.00       | $4923947.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-10-01      | 3.5000%  | 3.5000% | $21302240.00       | $5353625.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-01-01      | 4.0000%  | 4.0000% | $90497408.00       | $15351463.59       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-08-01      | 6.0000%  | 6.0000% | $16864000.00       | $14568856.62       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-11-01      | 5.5000%  | 5.5000% | $1000.00           | $757.86            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-12-01      | 5.5000%  | 5.5000% | $1008.00           | $981.52            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-09-01      | 4.5000%  | 4.5000% | $9807728.00        | $7319967.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-07-01      | 4.5000%  | 4.5000% | $23504000.00       | $18086684.47       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2047-02-01      | 3.5000%  | 3.5000% | $1000.00           | $244.97            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-11-01      | 6.0000%  | 6.0000% | $43389360.00       | $37930729.98       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-07-01      | 5.5000%  | 5.5000% | $5078990.00        | $4437805.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-01-01      | 6.5000%  | 6.5000% | $26430656.00       | $19164494.38       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2040-08-01      | 5.5000%  | 5.5000% | $2001616.00        | $187308.41         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2036-07-01      | 6.2500%  | 6.2500% | $38000000.00       | $135771.26         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2037-10-01      | 5.6900%  | 5.6900% | $49952896.00       | $175230.20         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2038-03-01      | 6.1740%  | 6.1740% | $20862368.00       | $131859.54         | Agency Mortgage-Backed Securities |

### Security 128: INT DEVELOPMENT FIN CORP

- **C.1 - Title:** INT DEVELOPMENT FIN CORP
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PBG5, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $8461538.46
- **C.18.a - Value (excl. sponsor support):** $8461538.46
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2028-06-20
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 129: INT DEVELOPMENT FIN CORP

- **C.1 - Title:** INT DEVELOPMENT FIN CORP
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903538B6, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $1875000.00
- **C.18.a - Value (excl. sponsor support):** $1875000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 130: INT DEVELOPMENT FIN CORP

- **C.1 - Title:** INT DEVELOPMENT FIN CORP
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533N5, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $10625000.00
- **C.18.a - Value (excl. sponsor support):** $10625000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2030-03-15
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 131: INT DEVELOPMENT FIN CORP

- **C.1 - Title:** INT DEVELOPMENT FIN CORP
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534U8, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $3750000.00
- **C.18.a - Value (excl. sponsor support):** $3750000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 132: INT DEVELOPMENT FIN CORP

- **C.1 - Title:** INT DEVELOPMENT FIN CORP
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534Y0, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $6861111.13
- **C.18.a - Value (excl. sponsor support):** $6861111.13
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2030-10-15
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 133: J.P. MORGAN WEALTH MANAGEMENT

- **C.1 - Title:** J.P. MORGAN WEALTH MANAGEMENT
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6RHDT4, C.4 - ISIN: 695547, C.3 - LEI: 984500653R409CC5AB28
- **C.18 - Value (incl. sponsor support):** $2200000000.00
- **C.18.a - Value (excl. sponsor support):** $2200000000.00
- **C.19 - Percentage of Net Assets:** 1.3300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2046-11-15      | 2.8750%  | 2.8750% | $267294400.00      | $206888182.64      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-05-15      | 1.2500%  | 1.2500% | $135396400.00      | $68311296.59       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-02-15      | 1.8750%  | 1.8750% | $602449600.00      | $351999581.80      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-11-15      | 4.5000%  | 4.5000% | $355667200.00      | $351999978.38      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-02-15      | 0.0000%  | 0.0000% | $80000.00          | $72330.47          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-30      | 1.5000%  | 1.5000% | $297480800.00      | $283786147.14      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-15      | 0.0000%  | 0.0000% | $265852049.59      | $261496063.76      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-15      | 0.0000%  | 0.0000% | $272583475.19      | $259105040.10      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-02-15      | 0.0000%  | 0.0000% | $115930726.40      | $108341901.04      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-15      | 0.0000%  | 0.0000% | $379809920.00      | $351999478.03      | U.S. Treasuries (including strips) |

### Security 134: J.P. MORGAN WEALTH MANAGEMENT

- **C.1 - Title:** J.P. MORGAN WEALTH MANAGEMENT
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6V19A0, C.4 - ISIN: 695547, C.3 - LEI: 984500653R409CC5AB28
- **C.18 - Value (incl. sponsor support):** $2145000000.00
- **C.18.a - Value (excl. sponsor support):** $2145000000.00
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2039-05-15      | 4.2500%  | 4.2500% | $337928000.00      | $343199658.12      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-08-15      | 1.3750%  | 1.3750% | $545788700.00      | $281234438.57      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-31      | 0.5000%  | 0.5000% | $359500600.00      | $343189930.66      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-06-30      | 1.2500%  | 1.2500% | $199842400.00      | $190680977.38      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-05-31      | 2.7500%  | 2.7500% | $348056000.00      | $343199192.15      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-11-30      | 3.8750%  | 3.8750% | $335236800.00      | $343198535.85      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-04-15      | 1.2500%  | 1.2500% | $314220800.00      | $343197304.99      | U.S. Treasuries (including strips) |

### Security 135: J.P. MORGAN WEALTH MANAGEMENT

- **C.1 - Title:** J.P. MORGAN WEALTH MANAGEMENT
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6TJQ64, C.4 - ISIN: 695547, C.3 - LEI: 984500653R409CC5AB28
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2042-11-15      | 2.7500%  | 2.7500% | $59908800.00       | $47999622.65       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-11-15      | 3.0000%  | 3.0000% | $500.00            | $399.92            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2046-05-15      | 2.5000%  | 2.5000% | $66022000.00       | $47999203.55       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-11-15      | 4.5000%  | 4.5000% | $48492800.00       | $47992799.31       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2056-02-15      | 4.7500%  | 4.7500% | $47037600.00       | $47999029.05       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-15      | 0.0000%  | 0.0000% | $100.00            | $91.98             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-15      | 2.8750%  | 2.8750% | $1300.00           | $1285.11           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-31      | 0.5000%  | 0.5000% | $46400.00          | $44294.81          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-02-15      | 3.5000%  | 3.5000% | $12800.00          | $12630.92          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-03-31      | 3.6250%  | 3.6250% | $47088000.00       | $47996995.54       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-04-30      | 3.5000%  | 3.5000% | $200.00            | $202.37            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-30      | 3.7500%  | 3.7500% | $6400.00           | $6497.73           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-31      | 3.7810%  | 3.7810% | $47804400.00       | $47998605.35       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-15      | 3.6250%  | 3.6250% | $17830400.00       | $17946630.26       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-15      | 0.0000%  | 0.0000% | $1878.57           | $1711.37           | U.S. Treasuries (including strips) |

### Security 136: J.P. MORGAN WEALTH MANAGEMENT

- **C.1 - Title:** J.P. MORGAN WEALTH MANAGEMENT
- **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: BYM698332, C.4 - ISIN: 695547, C.3 - LEI: 984500653R409CC5AB28
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 1.8100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-07-25      | 4.0000%  | 4.0000% | $2004204.00        | $1537703.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-05-01      | 6.5000%  | 6.5000% | $6108569.00        | $27888.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-09-01      | 4.0000%  | 4.0000% | $750000.00         | $25669.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2028-10-01      | 4.0000%  | 4.0000% | $185000.00         | $5510.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-12-01      | 6.5000%  | 6.5000% | $1900000.00        | $96008.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-12-01      | 3.5000%  | 3.5000% | $200000.00         | $23331.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-02-01      | 2.5000%  | 2.5000% | $1235000.00        | $232031.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-02-01      | 3.0000%  | 3.0000% | $2267536.00        | $450104.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-01-01      | 3.5000%  | 3.5000% | $175000.00         | $43041.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-02-01      | 3.5000%  | 3.5000% | $1500000.00        | $541193.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-03-01      | 4.0000%  | 4.0000% | $50000000.00       | $11682377.27       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-05-01      | 4.5000%  | 4.5000% | $35026800.00       | $8339476.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-06-01      | 3.5000%  | 3.5000% | $50940672.00       | $14383083.18       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-06-01      | 2.7740%  | 2.7740% | $403725.00         | $63471.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-08-01      | 2.7740%  | 2.7740% | $61503.00          | $39923.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-01-01      | 3.5000%  | 3.5000% | $2041460.00        | $276594.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-10-01      | 3.5000%  | 3.5000% | $19755552.00       | $2387143.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2045-04-01      | 3.5000%  | 3.5000% | $785000.00         | $171097.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-04-01      | 3.0000%  | 3.0000% | $2438952.00        | $629009.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-07-01      | 5.0000%  | 5.0000% | $6300000.00        | $58330.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-04-01      | 6.0000%  | 6.0000% | $1145000.00        | $10343.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-07-01      | 6.5000%  | 6.5000% | $2139000.00        | $1303558.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 5.0000%  | 5.0000% | $3382196.00        | $3318652.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 5.0000%  | 5.0000% | $2333650.00        | $1542982.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-01      | 5.0000%  | 5.0000% | $1735038.00        | $1336406.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-01      | 5.0000%  | 5.0000% | $1851958.00        | $1819963.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-01      | 5.5000%  | 5.5000% | $2854280.00        | $2829770.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-12-01      | 6.5000%  | 6.5000% | $1297122.00        | $943928.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 6.5000%  | 6.5000% | $31258624.00       | $14587324.46       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-12-01      | 7.0000%  | 7.0000% | $5020848.00        | $2516017.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-05-01      | 5.5000%  | 5.5000% | $43861.00          | $40904.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 6.0000%  | 6.0000% | $9349936.00        | $8729705.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-12-01      | 6.5000%  | 6.5000% | $2603344.00        | $550184.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 6.5000%  | 6.5000% | $5267528.00        | $3352111.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-01      | 6.0000%  | 6.0000% | $1265108.00        | $1197654.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-01      | 6.5000%  | 6.5000% | $1995284.00        | $1567529.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-01      | 6.5000%  | 6.5000% | $1498674.00        | $1140162.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-04-01      | 6.5000%  | 6.5000% | $1913304.00        | $1597429.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-01      | 5.5000%  | 5.5000% | $1279512.00        | $1109604.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-05-01      | 5.5000%  | 5.5000% | $8871392.00        | $7909314.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-01      | 6.5000%  | 6.5000% | $1075700.00        | $562726.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-01      | 5.5000%  | 5.5000% | $203024.00         | $195643.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-01      | 6.0000%  | 6.0000% | $447546.00         | $358072.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-01      | 6.0000%  | 6.0000% | $4591160.00        | $3268029.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-07-01      | 5.5000%  | 5.5000% | $842137.00         | $663232.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-07-01      | 7.0000%  | 7.0000% | $1063354.00        | $1119928.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-01      | 6.5000%  | 6.5000% | $1473656.00        | $1094448.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-06-01      | 6.5000%  | 6.5000% | $1276210.00        | $668204.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 6.5000%  | 6.5000% | $6321792.00        | $4770943.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 5.5000%  | 5.5000% | $3159072.00        | $3062697.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 6.5000%  | 6.5000% | $1061318.00        | $770704.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 6.5000%  | 6.5000% | $1189524.00        | $717334.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 6.5000%  | 6.5000% | $20553560.00       | $12676676.75       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 6.5000%  | 6.5000% | $1005000.00        | $1041240.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 7.0000%  | 7.0000% | $1438102.00        | $514278.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 5.5000%  | 5.5000% | $731345.00         | $589568.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 5.0000%  | 5.0000% | $376119.00         | $366637.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 4.5000%  | 4.5000% | $1273240.00        | $1241805.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 4.5000%  | 4.5000% | $1767032.00        | $1580296.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 4.5000%  | 4.5000% | $694535.00         | $674157.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 5.0000%  | 5.0000% | $9889344.00        | $9239080.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 4.5000%  | 4.5000% | $2107470.00        | $2051351.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 4.5000%  | 4.5000% | $1871904.00        | $1619815.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 5.5000%  | 5.5000% | $845726.00         | $670037.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-01      | 5.5000%  | 5.5000% | $83027360.00       | $77333525.68       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 7.0000%  | 7.0000% | $15555000.00       | $13523393.87       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 2.5000%  | 2.5000% | $17000.00          | $14498.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-03-01      | 1.5000%  | 1.5000% | $84379264.00       | $76447522.59       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-02-01      | 3.5000%  | 3.5000% | $1500000.00        | $510751.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-09-01      | 4.5000%  | 4.5000% | $2540000.00        | $497053.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-11-01      | 3.5000%  | 3.5000% | $17714784.00       | $3771107.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-02-01      | 3.0000%  | 3.0000% | $44000.00          | $7294.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-12-01      | 2.0000%  | 2.0000% | $2658920.00        | $969842.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-12-01      | 5.0000%  | 5.0000% | $3712152.00        | $1200711.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-09-01      | 3.5000%  | 3.5000% | $100000.00         | $52218.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-11-01      | 3.0000%  | 3.0000% | $100000.00         | $58356.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-12-01      | 3.0000%  | 3.0000% | $100000.00         | $60850.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-01-01      | 2.0000%  | 2.0000% | $1963000.00        | $1230647.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-11-01      | 3.0000%  | 3.0000% | $75000.00          | $47701.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-02      | 3.0000%  | 3.0000% | $600000.00         | $424965.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-06-01      | 5.0000%  | 5.0000% | $58000.00          | $44519.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-06-01      | 4.5000%  | 4.5000% | $2400000.00        | $1533199.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-01-01      | 1.5000%  | 1.5000% | $24320608.00       | $14902919.54       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-01-01      | 2.0000%  | 2.0000% | $1600000.00        | $1049135.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-01-01      | 2.5000%  | 2.5000% | $1030000.00        | $720295.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-01      | 2.5000%  | 2.5000% | $100000.00         | $67745.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-01      | 3.0000%  | 3.0000% | $87750.00          | $63695.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 4.5000%  | 4.5000% | $315119.00         | $246699.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 4.0000%  | 4.0000% | $1500000.00        | $1139358.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 4.0000%  | 4.0000% | $85000.00          | $66160.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-05-01      | 2.0000%  | 2.0000% | $40000.00          | $22712.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 5.0000%  | 5.0000% | $19362000.00       | $15141502.39       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 5.5000%  | 5.5000% | $800000.00         | $550983.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-01      | 4.5000%  | 4.5000% | $180303.00         | $134913.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 4.5000%  | 4.5000% | $493244.00         | $399692.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-04-01      | 2.5000%  | 2.5000% | $187000.00         | $140311.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-01      | 3.0000%  | 3.0000% | $2745456.00        | $2179285.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-01      | 6.0000%  | 6.0000% | $88121.00          | $64714.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-01      | 6.5000%  | 6.5000% | $43396608.00       | $44619470.45       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-01      | 5.0000%  | 5.0000% | $70022912.00       | $70428748.74       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-10-01      | 7.5000%  | 7.5000% | $1500000.00        | $10683.20          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-04-01      | 4.5000%  | 4.5000% | $63653312.00       | $3127452.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-07-01      | 3.0000%  | 3.0000% | $8155000.00        | $629797.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2030-09-01      | 3.5000%  | 3.5000% | $976584.00         | $103819.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-08-01      | 1.5000%  | 1.5000% | $23033824.00       | $12306090.86       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-04-01      | 3.5000%  | 3.5000% | $450000.00         | $14163.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-01-01      | 3.0000%  | 3.0000% | $1016000.00        | $178547.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-05-01      | 3.0000%  | 3.0000% | $2259000.00        | $467207.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2030-11-01      | 1.5000%  | 1.5000% | $410000.00         | $105574.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-01      | 6.0000%  | 6.0000% | $228103936.00      | $156885005.87      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-12-01      | 2.0000%  | 2.0000% | $13000.00          | $8109.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-08-01      | 2.5000%  | 2.5000% | $1000000.00        | $656606.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-09-01      | 3.0000%  | 3.0000% | $40306112.00       | $25098619.65       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 4.5000%  | 4.5000% | $918720.00         | $743155.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 6.5000%  | 6.5000% | $27000000.00       | $12742263.85       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-02-01      | 5.0000%  | 5.0000% | $1500000.00        | $956709.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 5.5000%  | 5.5000% | $13489.00          | $10009.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-01      | 6.5000%  | 6.5000% | $25240288.00       | $13036293.91       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 6.0000%  | 6.0000% | $16989664.00       | $11022661.02       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 6.0000%  | 6.0000% | $3900000.00        | $2816499.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 4.5000%  | 4.5000% | $158000.00         | $145266.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 6.0000%  | 6.0000% | $451383808.00      | $345868278.21      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 5.0000%  | 5.0000% | $22998208.00       | $21988616.62       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-12-01      | 3.0000%  | 3.0000% | $612665.00         | $580091.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-12-01      | 5.0000%  | 5.0000% | $102653824.00      | $100372668.86      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2045-12-01      | 4.5000%  | 4.5000% | $117311000.00      | $115678956.49      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-01      | 5.0000%  | 5.0000% | $1796794.00        | $1805566.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-05-01      | 4.5000%  | 4.5000% | $2000000.00        | $315297.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-11-01      | 4.0000%  | 4.0000% | $2190000.00        | $410978.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-01      | 3.5000%  | 3.5000% | $250000.00         | $92004.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 3.0000%  | 3.0000% | $6973000.00        | $2659700.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-05-01      | 3.5000%  | 3.5000% | $3136444.00        | $791688.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-08-01      | 4.5000%  | 4.5000% | $32131600.00       | $9215889.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-06-01      | 3.5000%  | 3.5000% | $5803416.00        | $1825748.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-08-01      | 3.0000%  | 3.0000% | $1500000.00        | $567560.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 3.0000%  | 3.0000% | $3900000.00        | $2180192.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 3.0000%  | 3.0000% | $6425000.00        | $3597325.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-12-01      | 2.5000%  | 2.5000% | $7960016.00        | $3749793.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2061-12-01      | 3.5000%  | 3.5000% | $113113344.00      | $77814083.22       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-01-01      | 3.5000%  | 3.5000% | $368000.00         | $250964.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-06-01      | 4.5000%  | 4.5000% | $18625728.00       | $16512867.38       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-08-01      | 3.5000%  | 3.5000% | $1099640.00        | $192425.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-06-01      | 3.5000%  | 3.5000% | $6473296.00        | $1437727.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-12-01      | 4.5000%  | 4.5000% | $2301000.00        | $338212.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-02-01      | 6.0000%  | 6.0000% | $1339318.00        | $407817.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-03-01      | 5.0000%  | 5.0000% | $2142808.00        | $611551.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-06-01      | 5.5000%  | 5.5000% | $1645218.00        | $331975.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-09-01      | 5.0000%  | 5.0000% | $1500000.00        | $274929.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-12-01      | 5.0000%  | 5.0000% | $7542416.00        | $1461521.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-01-01      | 3.5000%  | 3.5000% | $15000000.00       | $2450656.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-06-01      | 5.0000%  | 5.0000% | $1479538.00        | $252329.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2028-08-01      | 3.0000%  | 3.0000% | $1000000.00        | $30588.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-07-01      | 3.5000%  | 3.5000% | $622000.00         | $107304.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-03-01      | 3.0000%  | 3.0000% | $2200000.00        | $418509.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-11-01      | 4.5000%  | 4.5000% | $22250000.00       | $5887344.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-06-01      | 3.5000%  | 3.5000% | $51000000.00       | $13681579.98       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-11-01      | 3.0000%  | 3.0000% | $339000.00         | $63386.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-06-01      | 3.5000%  | 3.5000% | $27228352.00       | $8538593.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2030-02-01      | 3.0000%  | 3.0000% | $229000.00         | $37805.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 3.0000%  | 3.0000% | $800000.00         | $526373.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-10-01      | 4.5000%  | 4.5000% | $18500192.00       | $3697801.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-10-01      | 4.5000%  | 4.5000% | $8099984.00        | $2390594.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-01-01      | 5.0000%  | 5.0000% | $110000.00         | $5555.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-03-01      | 4.0000%  | 4.0000% | $1507952.00        | $210222.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-04-01      | 4.5000%  | 4.5000% | $13672900.00       | $3073104.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-12-01      | 3.5000%  | 3.5000% | $1741930.00        | $553706.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-08-01      | 3.5000%  | 3.5000% | $1567000.00        | $826627.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-07-01      | 2.5000%  | 2.5000% | $20002560.00       | $6214311.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 3.0000%  | 3.0000% | $556405.00         | $444389.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-02-01      | 2.0000%  | 2.0000% | $7923216.00        | $4487037.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-07-01      | 2.5000%  | 2.5000% | $1357056.00        | $532106.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-01      | 3.5000%  | 3.5000% | $1842920.00        | $1346684.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-06-01      | 2.5000%  | 2.5000% | $200000.00         | $108092.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-08-01      | 3.5000%  | 3.5000% | $18972544.00       | $9592007.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 8.0000%  | 8.0000% | $8817344.00        | $3440706.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 7.0000%  | 7.0000% | $1644556.00        | $1704677.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 7.0000%  | 7.0000% | $17268288.00       | $16660919.10       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-01      | 7.0000%  | 7.0000% | $1140000.00        | $1180875.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-11-01      | 4.0000%  | 4.0000% | $290000.00         | $248533.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-06-01      | 3.5000%  | 3.5000% | $2410936.00        | $2020215.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-02-01      | 2.0000%  | 2.0000% | $79858.00          | $53220.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-01      | 3.0000%  | 3.0000% | $900000.00         | $574689.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 3.5000%  | 3.5000% | $42000.00          | $22295.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-01      | 3.5000%  | 3.5000% | $900000.00         | $693471.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-01      | 5.0000%  | 5.0000% | $3059116.00        | $3080238.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-06-01      | 3.0000%  | 3.0000% | $169757.00         | $131823.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 4.5000%  | 4.5000% | $127800.00         | $93321.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 2.5000%  | 2.5000% | $8000000.00        | $5578666.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 4.0000%  | 4.0000% | $1768074.00        | $1146762.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-09-01      | 3.0000%  | 3.0000% | $6592056.00        | $4457806.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 4.0000%  | 4.0000% | $1010832.00        | $934164.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 3.5000%  | 3.5000% | $513163.00         | $437764.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 5.0000%  | 5.0000% | $63638720.00       | $57200964.73       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 5.0000%  | 5.0000% | $1148194.00        | $980667.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 4.5000%  | 4.5000% | $1291380.00        | $1225436.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 4.5000%  | 4.5000% | $5251688.00        | $4173369.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 4.5000%  | 4.5000% | $1141734.00        | $1116827.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 4.5000%  | 4.5000% | $1808294.00        | $1763291.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 4.5000%  | 4.5000% | $1028448.00        | $910135.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 4.5000%  | 4.5000% | $1306812.00        | $1280929.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-01      | 5.0000%  | 5.0000% | $1447332.00        | $1438723.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 5.0000%  | 5.0000% | $2076604.00        | $2071073.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 4.5000%  | 4.5000% | $1483036.00        | $1452781.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-01      | 4.5000%  | 4.5000% | $1039528.00        | $973604.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-01      | 6.0000%  | 6.0000% | $833909.00         | $854482.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 7.0000%  | 7.0000% | $1046766.00        | $1112749.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 7.0000%  | 7.0000% | $70546.00          | $61992.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 6.5000%  | 6.5000% | $2062108.00        | $1272873.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 6.5000%  | 6.5000% | $1298390.00        | $1351049.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 5.0000%  | 5.0000% | $4015760.00        | $3979936.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 5.5000%  | 5.5000% | $1002942.00        | $1018356.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 5.0000%  | 5.0000% | $197410.00         | $197206.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 5.0000%  | 5.0000% | $788482.00         | $713002.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 5.0000%  | 5.0000% | $37891.00          | $37773.51          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 7.0000%  | 7.0000% | $3155250.00        | $1597923.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 7.5000%  | 7.5000% | $1218834.00        | $883076.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 5.5000%  | 5.5000% | $2524724.00        | $2430246.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 5.0000%  | 5.0000% | $1018500.00        | $1019870.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 5.5000%  | 5.5000% | $605096.00         | $507162.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 6.0000%  | 6.0000% | $1904670.00        | $1688941.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 6.5000%  | 6.5000% | $2131644.00        | $2108609.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 6.0000%  | 6.0000% | $1897752.00        | $1960101.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 6.5000%  | 6.5000% | $721185.00         | $753418.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 6.0000%  | 6.0000% | $15127680.00       | $15261600.76       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 7.0000%  | 7.0000% | $1502500.00        | $1579702.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 6.5000%  | 6.5000% | $773278.00         | $814080.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 7.0000%  | 7.0000% | $5133456.00        | $5419961.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-01      | 7.0000%  | 7.0000% | $1754906.00        | $1876952.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 6.5000%  | 6.5000% | $1265112.00        | $1342163.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 6.5000%  | 6.5000% | $9194560.00        | $9312087.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 6.5000%  | 6.5000% | $2631240.00        | $2777229.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-01      | 5.5000%  | 5.5000% | $4727392.00        | $4605221.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-01      | 6.5000%  | 6.5000% | $3973020.00        | $4092947.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-01      | 7.0000%  | 7.0000% | $1201930.00        | $1264504.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-01      | 5.5000%  | 5.5000% | $1972000.00        | $2007425.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-01      | 5.0000%  | 5.0000% | $2934404.00        | $2956028.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-01      | 6.0000%  | 6.0000% | $6864850.00        | $7043186.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-01      | 6.0000%  | 6.0000% | $7266600.00        | $7542149.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-01      | 5.5000%  | 5.5000% | $32662900.00       | $32931668.78       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-01      | 5.5000%  | 5.5000% | $1601500.00        | $1648973.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-01      | 6.0000%  | 6.0000% | $3000250.00        | $3092402.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-01      | 5.5000%  | 5.5000% | $9272240.00        | $9434356.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-01      | 6.5000%  | 6.5000% | $1272768.00        | $1345337.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-01      | 6.0000%  | 6.0000% | $1117538.00        | $1193000.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-01      | 5.5000%  | 5.5000% | $7153352.00        | $7223533.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2045-11-01      | 3.0000%  | 3.0000% | $3973436.00        | $1348690.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-07-01      | 3.5000%  | 3.5000% | $260000.00         | $45397.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-12-01      | 3.5000%  | 3.5000% | $195000.00         | $65881.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 4.0000%  | 4.0000% | $1346332.00        | $423995.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-05-01      | 3.5000%  | 3.5000% | $2000000.00        | $518485.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-04-01      | 4.0000%  | 4.0000% | $8020000.00        | $2076883.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-08-01      | 3.5000%  | 3.5000% | $52663104.00       | $15469533.19       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-07-01      | 4.0000%  | 4.0000% | $2215000.00        | $665442.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2057-02-01      | 4.0000%  | 4.0000% | $2457812.00        | $660539.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-11-01      | 4.5000%  | 4.5000% | $2458936.00        | $856349.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-02-01      | 3.5000%  | 3.5000% | $325000.00         | $70904.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-07-01      | 4.5000%  | 4.5000% | $1415456.00        | $732730.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-09-01      | 3.5000%  | 3.5000% | $317173.00         | $191839.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-10-01      | 2.0000%  | 2.0000% | $3600000.00        | $2241763.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-11-01      | 3.5000%  | 3.5000% | $6396072.00        | $3844593.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-11-01      | 3.0000%  | 3.0000% | $3567180.00        | $2190167.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-01-01      | 2.0000%  | 2.0000% | $7100000.00        | $4426437.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-01-01      | 3.0000%  | 3.0000% | $358000.00         | $254412.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-01      | 3.5000%  | 3.5000% | $200000.00         | $133603.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-04-01      | 2.0000%  | 2.0000% | $1429522.00        | $833384.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 3.5000%  | 3.5000% | $10310000.00       | $6995261.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 4.0000%  | 4.0000% | $291135.00         | $223446.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 4.5000%  | 4.5000% | $5000000.00        | $3971431.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 4.5000%  | 4.5000% | $776544.00         | $601449.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 5.5000%  | 5.5000% | $1538000.00        | $1085862.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 5.5000%  | 5.5000% | $200000.00         | $132018.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-06-01      | 4.0000%  | 4.0000% | $770000.00         | $554135.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-06-01      | 5.0000%  | 5.0000% | $200000.00         | $133588.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-06-01      | 4.0000%  | 4.0000% | $253157.00         | $142572.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 4.5000%  | 4.5000% | $471169.00         | $368048.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 3.5000%  | 3.5000% | $6872656.00        | $4703001.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 4.0000%  | 4.0000% | $1317036.00        | $980779.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 4.5000%  | 4.5000% | $147651328.00      | $105469515.74      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 5.0000%  | 5.0000% | $300000.00         | $216706.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 4.5000%  | 4.5000% | $1122800.00        | $906981.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 4.5000%  | 4.5000% | $75038464.00       | $56644702.82       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 3.5000%  | 3.5000% | $500000.00         | $383453.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-12-01      | 5.5000%  | 5.5000% | $97244288.00       | $70523278.07       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-12-01      | 5.5000%  | 5.5000% | $203182848.00      | $162017623.17      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-12-01      | 5.5000%  | 5.5000% | $20000000.00       | $16019440.39       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-08-01      | 4.5000%  | 4.5000% | $465882.00         | $276028.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 5.0000%  | 5.0000% | $68840000.00       | $48277659.13       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 4.5000%  | 4.5000% | $5822710.00        | $4597297.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 3.5000%  | 3.5000% | $490000.00         | $373305.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 5.5000%  | 5.5000% | $74213632.00       | $51464890.20       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 5.0000%  | 5.0000% | $26850000.00       | $20214543.58       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 5.0000%  | 5.0000% | $205939.00         | $163193.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-11-01      | 6.0000%  | 6.0000% | $1661526.00        | $777190.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-01      | 4.5000%  | 4.5000% | $592800.00         | $460139.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-11-01      | 4.0000%  | 4.0000% | $964768.00         | $617406.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 6.0000%  | 6.0000% | $400000.00         | $315434.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-02-01      | 6.0000%  | 6.0000% | $1683598.00        | $1090836.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-01-01      | 6.0000%  | 6.0000% | $1419118.00        | $998667.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 4.0000%  | 4.0000% | $214000.00         | $180223.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 7.0000%  | 7.0000% | $2929316.00        | $1897509.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-03-01      | 5.0000%  | 5.0000% | $71760384.00       | $56043623.82       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-03-01      | 4.5000%  | 4.5000% | $127090.00         | $100044.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-04-01      | 6.5000%  | 6.5000% | $1032440.00        | $421133.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 4.5000%  | 4.5000% | $1385688.00        | $1050964.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 5.0000%  | 5.0000% | $320000.00         | $247704.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-03-01      | 7.0000%  | 7.0000% | $1046000.00        | $846090.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 5.5000%  | 5.5000% | $16082880.00       | $12900500.13       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 6.0000%  | 6.0000% | $50000000.00       | $37660048.13       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 7.0000%  | 7.0000% | $1037588.00        | $748446.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 5.0000%  | 5.0000% | $50056256.00       | $45332729.63       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 4.5000%  | 4.5000% | $710000.00         | $613123.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 5.0000%  | 5.0000% | $52000000.00       | $46081565.22       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 6.5000%  | 6.5000% | $16720960.00       | $12683740.56       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 6.0000%  | 6.0000% | $800957.00         | $619223.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-01      | 6.0000%  | 6.0000% | $160000.00         | $129272.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-01      | 6.0000%  | 6.0000% | $700000.00         | $565059.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 6.5000%  | 6.5000% | $21130000.00       | $16617228.64       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-12-01      | 7.0000%  | 7.0000% | $1245122.00        | $182476.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-07-01      | 6.5000%  | 6.5000% | $6582560.00        | $4733922.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-01      | 5.5000%  | 5.5000% | $1848862.00        | $1569764.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 6.0000%  | 6.0000% | $648130.00         | $285528.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 5.0000%  | 5.0000% | $2323444.00        | $1792720.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 5.0000%  | 5.0000% | $2776464.00        | $1615258.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 5.0000%  | 5.0000% | $2506588.00        | $1742789.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 4.5000%  | 4.5000% | $15777152.00       | $12414306.17       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 5.5000%  | 5.5000% | $450101.00         | $445614.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 5.5000%  | 5.5000% | $1503754.00        | $1163591.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 5.0000%  | 5.0000% | $1255388.00        | $1013924.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-01      | 5.0000%  | 5.0000% | $116833.00         | $71048.62          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-01      | 5.5000%  | 5.5000% | $211000.00         | $137626.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-06-01      | 5.0000%  | 5.0000% | $750000.00         | $580302.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 5.0000%  | 5.0000% | $1811572.00        | $1611950.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 3.5000%  | 3.5000% | $40116.00          | $23781.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-01      | 5.5000%  | 5.5000% | $3181696.00        | $2365354.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 4.5000%  | 4.5000% | $1099912.00        | $928662.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-12-01      | 6.5000%  | 6.5000% | $657295.00         | $535364.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 5.0000%  | 5.0000% | $3684220.00        | $2313815.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 6.0000%  | 6.0000% | $2569672.00        | $1093034.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 5.5000%  | 5.5000% | $80000.00          | $50088.33          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 6.5000%  | 6.5000% | $35000.00          | $19727.01          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 6.0000%  | 6.0000% | $3687040.00        | $2623888.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 6.5000%  | 6.5000% | $1670096.00        | $980916.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 4.5000%  | 4.5000% | $1412032.00        | $1076326.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 6.5000%  | 6.5000% | $412410.00         | $340974.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 5.5000%  | 5.5000% | $400000.00         | $270553.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 5.0000%  | 5.0000% | $9232000.00        | $7745200.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 5.0000%  | 5.0000% | $202463.00         | $196159.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 6.0000%  | 6.0000% | $1097198.00        | $1000425.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-03-01      | 5.0000%  | 5.0000% | $14018.00          | $9479.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-03-01      | 5.5000%  | 5.5000% | $4081976.00        | $2630969.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 4.5000%  | 4.5000% | $4345992.00        | $3193620.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 5.0000%  | 5.0000% | $2002636.00        | $1703307.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 6.5000%  | 6.5000% | $776994.00         | $500749.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 6.5000%  | 6.5000% | $1082026.00        | $1092625.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 6.0000%  | 6.0000% | $4133520.00        | $1756480.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 4.5000%  | 4.5000% | $2385624.00        | $1836682.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 5.5000%  | 5.5000% | $2129208.00        | $2114013.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 6.0000%  | 6.0000% | $511154.00         | $389784.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-01      | 6.5000%  | 6.5000% | $2015404.00        | $1821327.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-01      | 5.0000%  | 5.0000% | $3150250.00        | $1559111.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 5.5000%  | 5.5000% | $3176000.00        | $2807812.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 5.5000%  | 5.5000% | $1903240.00        | $1528001.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 6.5000%  | 6.5000% | $2140556.00        | $1284821.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 6.5000%  | 6.5000% | $100000.00         | $52078.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 3.5000%  | 3.5000% | $1275266.00        | $1125636.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-06-01      | 6.5000%  | 6.5000% | $4968640.00        | $3433064.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 5.5000%  | 5.5000% | $3362040.00        | $2611343.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 5.5000%  | 5.5000% | $8655712.00        | $8283743.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 5.0000%  | 5.0000% | $101414.00         | $77830.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-01-01      | 4.5000%  | 4.5000% | $20540000.00       | $5793528.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-08-01      | 5.0000%  | 5.0000% | $950000.00         | $182110.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-11-01      | 4.5000%  | 4.5000% | $50179264.00       | $15831355.86       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-02-01      | 5.0000%  | 5.0000% | $6409336.00        | $510941.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-06-01      | 2.5000%  | 2.5000% | $39005504.00       | $19450665.13       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-06-01      | 2.5000%  | 2.5000% | $169158000.00      | $76510122.69       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-06-01      | 3.5000%  | 3.5000% | $2825000.00        | $991877.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-09-01      | 2.0000%  | 2.0000% | $1100000.00        | $578264.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-11-01      | 1.5000%  | 1.5000% | $1514602.00        | $725595.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-10-01      | 4.5000%  | 4.5000% | $1615000.00        | $487051.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-04-01      | 2.5000%  | 2.5000% | $4272540.00        | $2522073.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-04-01      | 3.0000%  | 3.0000% | $75686144.00       | $49563343.79       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-05-01      | 2.0000%  | 2.0000% | $2000000.00        | $1201313.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-06-01      | 3.0000%  | 3.0000% | $1300000.00        | $767983.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-07-01      | 3.0000%  | 3.0000% | $235000.00         | $147258.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-02-01      | 7.0000%  | 7.0000% | $1243914.00        | $966523.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-05-01      | 5.0000%  | 5.0000% | $355000.00         | $308545.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-05-01      | 5.5000%  | 5.5000% | $22006336.00       | $19614234.98       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-01      | 5.5000%  | 5.5000% | $5540000.00        | $5271340.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 5.5000%  | 5.5000% | $143700.00         | $135738.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 4.5000%  | 4.5000% | $98823808.00       | $92158887.16       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-01      | 5.0000%  | 5.0000% | $9612128.00        | $9751948.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-01      | 6.0000%  | 6.0000% | $5498912.00        | $5149952.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-01      | 5.5000%  | 5.5000% | $20771919.00       | $21221884.92       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-01      | 5.0000%  | 5.0000% | $12057240.00       | $12152071.53       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-01      | 5.0000%  | 5.0000% | $10004048.00       | $10181921.08       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-01      | 5.0000%  | 5.0000% | $3869916.00        | $3918596.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-01      | 5.0000%  | 5.0000% | $7413860.00        | $7491142.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-01      | 5.5000%  | 5.5000% | $2901180.00        | $2980330.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-01      | 5.0000%  | 5.0000% | $2908280.00        | $2942400.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-01      | 4.5000%  | 4.5000% | $5465480.00        | $5427363.74        | Agency Mortgage-Backed Securities |

### Security 137: J.P. MORGAN WEALTH MANAGEMENT

- **C.1 - Title:** J.P. MORGAN WEALTH MANAGEMENT
- **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: BYM4H5ER9, C.4 - ISIN: 695547, C.3 - LEI: 984500653R409CC5AB28
- **C.18 - Value (incl. sponsor support):** $840000000.00
- **C.18.a - Value (excl. sponsor support):** $840000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 2.5000%  | 2.5000% | $97680.00          | $62507.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 5.0000%  | 5.0000% | $15251000.00       | $11854392.87       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 5.0000%  | 5.0000% | $490000.00         | $360951.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 2.5000%  | 2.5000% | $100000.00         | $71481.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-02-01      | 2.5000%  | 2.5000% | $591235.00         | $418656.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-02-01      | 1.5000%  | 1.5000% | $35331520.00       | $25220297.74       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 5.5000%  | 5.5000% | $63000.00          | $58317.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2045-04-01      | 6.5000%  | 6.5000% | $2195412.00        | $2031322.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 5.0000%  | 5.0000% | $118254592.00      | $108777677.27      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-02-01      | 5.5000%  | 5.5000% | $4510279.00        | $4608638.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2043-10-01      | 6.4480%  | 6.4480% | $74000.00          | $21849.86          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2046-09-01      | 3.0000%  | 3.0000% | $56565000.00       | $8750758.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2038-04-01      | 4.6050%  | 4.6050% | $13613808.00       | $144031.43         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2038-02-01      | 5.8970%  | 5.8970% | $897974.00         | $6098.01           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2043-06-01      | 6.3150%  | 6.3150% | $20000000.00       | $297865.23         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2044-07-01      | 6.2540%  | 6.2540% | $414000.00         | $6902.75           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2043-12-01      | 4.5000%  | 4.5000% | $3200000.00        | $560129.20         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2035-09-01      | 4.2190%  | 4.2190% | $2609400.00        | $2618538.26        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2046-07-01      | 3.5000%  | 3.5000% | $10336400.00       | $2327883.28        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2044-03-01      | 3.8300%  | 3.8300% | $5897688.00        | $4499877.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 5.0000%  | 5.0000% | $1080902.00        | $1083296.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2063-12-01      | 3.5000%  | 3.5000% | $605000.00         | $496624.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2061-09-01      | 5.0000%  | 5.0000% | $23333664.00       | $14443469.22       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2063-03-01      | 2.5000%  | 2.5000% | $5430000.00        | $3814704.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-03-01      | 2.5090%  | 2.5090% | $3000000.00        | $2655773.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-08-01      | 4.7760%  | 4.7760% | $6500000.00        | $6759714.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-02-01      | 1.9500%  | 1.9500% | $6000000.00        | $5131699.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2030-09-01      | 4.3490%  | 4.3490% | $14707999.00       | $15028804.97       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 4.5000%  | 4.5000% | $175000.00         | $130089.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-01      | 6.0000%  | 6.0000% | $21548320.00       | $22239211.30       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-01      | 4.9070%  | 4.9070% | $2661036.00        | $2710955.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-01      | 5.0000%  | 5.0000% | $4988048.00        | $5015958.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-01      | 5.0000%  | 5.0000% | $8072304.00        | $8187512.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-01      | 5.0000%  | 5.0000% | $13947200.00       | $14122643.37       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-01      | 5.5000%  | 5.5000% | $4034490.00        | $4146932.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-01      | 4.5000%  | 4.5000% | $13216200.00       | $13122959.70       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-01      | 5.0000%  | 5.0000% | $49853184.00       | $48741461.50       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-04-01      | 5.5000%  | 5.5000% | $522000.00         | $319660.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 3.5000%  | 3.5000% | $2808000.00        | $2029657.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-01      | 6.0000%  | 6.0000% | $9760736.00        | $7426803.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 5.5000%  | 5.5000% | $1332000.00        | $1277745.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-07-01      | 5.8830%  | 5.8830% | $7950000.00        | $153506.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-07-01      | 3.5000%  | 3.5000% | $528792.00         | $111739.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-05-01      | 2.5000%  | 2.5000% | $644941.00         | $436978.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2045-12-01      | 4.0000%  | 4.0000% | $5279752.00        | $5178163.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 7.0000%  | 7.0000% | $2246504.00        | $1306813.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-05-01      | 6.0000%  | 6.0000% | $49363.00          | $41320.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-07-01      | 6.0000%  | 6.0000% | $2025136.00        | $1901474.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 5.5000%  | 5.5000% | $13143184.00       | $10957059.91       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 5.9420%  | 5.9420% | $10155888.00       | $8110657.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 5.0000%  | 5.0000% | $2683804.00        | $2493357.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 5.0000%  | 5.0000% | $1752918.00        | $1751743.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 5.5000%  | 5.5000% | $2210252.00        | $1809321.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 5.0000%  | 5.0000% | $1760742.00        | $1759048.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 5.5000%  | 5.5000% | $1524614.00        | $1522781.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 6.5000%  | 6.5000% | $8951808.00        | $8416661.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-01      | 6.5000%  | 6.5000% | $12415420.00       | $11942605.93       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-01      | 6.0000%  | 6.0000% | $57779456.00       | $58716461.94       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-01      | 4.0000%  | 4.0000% | $1112190.00        | $1080035.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-01      | 4.5000%  | 4.5000% | $1632888.00        | $1620369.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-01      | 5.5000%  | 5.5000% | $48926400.00       | $49438756.17       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-07-01      | 6.0000%  | 6.0000% | $1214105.00        | $191697.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-04-01      | 4.0000%  | 4.0000% | $2140000.00        | $428794.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-12-01      | 2.0000%  | 2.0000% | $141906.00         | $42288.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-01-01      | 2.5000%  | 2.5000% | $100000.00         | $67315.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-07-01      | 3.0000%  | 3.0000% | $2800000.00        | $437955.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-12-01      | 2.5000%  | 2.5000% | $165977.00         | $88097.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-09-01      | 6.0000%  | 6.0000% | $1271500.00        | $1275478.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 4.5000%  | 4.5000% | $11790100.00       | $7163700.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-07-01      | 4.0000%  | 4.0000% | $89999488.00       | $28718594.63       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2045-12-01      | 1.5000%  | 1.5000% | $930000.00         | $535329.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-01      | 2.5000%  | 2.5000% | $243860.00         | $157642.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-01      | 4.0000%  | 4.0000% | $18480000.00       | $14305374.17       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 4.5000%  | 4.5000% | $639000.00         | $485534.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-01      | 4.0000%  | 4.0000% | $9000.00           | $6734.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 6.5000%  | 6.5000% | $1400000.00        | $704152.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-03-01      | 7.0000%  | 7.0000% | $1063372.00        | $556019.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 5.0000%  | 5.0000% | $72000.00          | $61015.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 7.0000%  | 7.0000% | $11744144.00       | $9319497.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-01      | 5.0000%  | 5.0000% | $1271000.00        | $1279802.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 6.0000%  | 6.0000% | $244295680.00      | $184453946.12      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-09-01      | 3.5000%  | 3.5000% | $10509648.00       | $9151442.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 5.0000%  | 5.0000% | $11364944.00       | $10666419.24       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 5.5000%  | 5.5000% | $1637502.00        | $1459044.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-01      | 5.0000%  | 5.0000% | $59037440.00       | $59590413.30       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-08-01      | 5.0000%  | 5.0000% | $5549000.00        | $823672.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-03-01      | 3.5000%  | 3.5000% | $100000.00         | $31252.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-01-01      | 4.0000%  | 4.0000% | $131000.00         | $38728.62          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-05-01      | 3.0000%  | 3.0000% | $32000.00          | $12019.33          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-04-01      | 3.0000%  | 3.0000% | $7393584.00        | $4415324.27        | Agency Mortgage-Backed Securities |

### Security 138: J.P. MORGAN WEALTH MANAGEMENT

- **C.1 - Title:** J.P. MORGAN WEALTH MANAGEMENT
- **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: BYM6V1456, C.4 - ISIN: 695547, C.3 - LEI: 984500653R409CC5AB28
- **C.18 - Value (incl. sponsor support):** $1225000000.00
- **C.18.a - Value (excl. sponsor support):** $1225000000.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-02-01      | 5.5000%  | 5.5000% | $1124896.00        | $1155677.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-01      | 5.0000%  | 5.0000% | $3104660.00        | $3152189.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-01      | 4.5000%  | 4.5000% | $3085872.00        | $3067628.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-01      | 4.5000%  | 4.5000% | $3475840.00        | $3458113.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-01      | 4.5000%  | 4.5000% | $2346344.00        | $2326763.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-02-01      | 5.5000%  | 5.5000% | $1896924.00        | $1952082.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-01      | 5.5000%  | 5.5000% | $4940200.00        | $5086685.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-01      | 4.5000%  | 4.5000% | $1781602.00        | $1772126.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-02-01      | 6.0000%  | 6.0000% | $1537078.00        | $1595857.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-01      | 5.0000%  | 5.0000% | $5569480.00        | $5665535.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-01      | 5.5000%  | 5.5000% | $5664688.00        | $5811614.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-01      | 5.0000%  | 5.0000% | $1560700.00        | $1572943.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-01      | 5.0000%  | 5.0000% | $14836528.00       | $14954183.31       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 5.0000%  | 5.0000% | $35274304.00       | $33180605.36       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 5.5000%  | 5.5000% | $39013000.00       | $35048557.93       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-03-01      | 5.5000%  | 5.5000% | $124695808.00      | $121988771.68      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 6.5000%  | 6.5000% | $1573000.00        | $1351833.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-04-01      | 4.5000%  | 4.5000% | $59749520.00       | $58945125.02       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-01      | 2.0000%  | 2.0000% | $159208448.00      | $131797210.10      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-01      | 5.5000%  | 5.5000% | $265429.00         | $271858.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-01      | 4.5000%  | 4.5000% | $77650688.00       | $77056529.03       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-08-01      | 4.0000%  | 4.0000% | $4287536.00        | $1521118.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-11-01      | 3.0000%  | 3.0000% | $429000.00         | $63153.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-08-01      | 2.5000%  | 2.5000% | $550000.00         | $248871.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-10-01      | 5.0000%  | 5.0000% | $731000.00         | $276314.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-01-01      | 2.5000%  | 2.5000% | $1252000.00        | $634599.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-07-01      | 1.5000%  | 1.5000% | $1000000.00        | $513210.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-10-01      | 2.0000%  | 2.0000% | $1429878.00        | $878859.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-07-01      | 2.5000%  | 2.5000% | $1490504.00        | $751437.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 4.5000%  | 4.5000% | $100000.00         | $70903.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-12-01      | 5.0000%  | 5.0000% | $60000.00          | $48702.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-07-01      | 3.5000%  | 3.5000% | $95577000.00       | $72260926.34       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 4.0000%  | 4.0000% | $14490000.00       | $11655055.76       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 5.5000%  | 5.5000% | $14200000.00       | $11552017.78       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 5.0000%  | 5.0000% | $11521888.00       | $9588942.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-01      | 3.0000%  | 3.0000% | $750000.00         | $583798.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-01      | 5.5000%  | 5.5000% | $130000.00         | $107946.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-07-01      | 6.5000%  | 6.5000% | $16559200.00       | $8250297.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-12-01      | 4.5000%  | 4.5000% | $129000.00         | $110719.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-10-01      | 5.0000%  | 5.0000% | $1200000.00        | $1003682.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 5.5000%  | 5.5000% | $1226674.00        | $1015043.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-01      | 4.5000%  | 4.5000% | $65355136.00       | $64860914.37       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-01      | 4.5000%  | 4.5000% | $45551680.00       | $45162805.33       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-01      | 4.5000%  | 4.5000% | $31113248.00       | $30804749.99       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-02-01      | 5.5000%  | 5.5000% | $437500.00         | $10568.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-07-01      | 5.5000%  | 5.5000% | $5398455.00        | $245533.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-03-01      | 6.0000%  | 6.0000% | $200000.00         | $5374.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-02-01      | 3.0000%  | 3.0000% | $8060000.00        | $1534162.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-08-01      | 3.5000%  | 3.5000% | $531000.00         | $11635.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-03-01      | 3.5000%  | 3.5000% | $43000.00          | $6396.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-09-01      | 4.0000%  | 4.0000% | $2240800.00        | $134093.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-06-01      | 3.5000%  | 3.5000% | $1000000.00        | $43288.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-03-01      | 2.0000%  | 2.0000% | $225000.00         | $68776.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-04-01      | 1.5000%  | 1.5000% | $24210000.00       | $13975150.34       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-02-01      | 7.5000%  | 7.5000% | $1278126.00        | $877027.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-05-01      | 5.5000%  | 5.5000% | $1034598.00        | $828887.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-05-01      | 4.0000%  | 4.0000% | $203000.00         | $68519.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-01      | 5.5000%  | 5.5000% | $7905000.00        | $5833973.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2028-08-01      | 3.7500%  | 3.7500% | $49467200.00       | $49144950.79       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2030-09-01      | 3.6900%  | 3.6900% | $16868000.00       | $16777182.68       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-07-01      | 6.5000%  | 6.5000% | $4570000.00        | $32952.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-06-01      | 3.5000%  | 3.5000% | $75000000.00       | $6989269.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-05-01      | 7.5000%  | 7.5000% | $4000000.00        | $682527.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-04-01      | 3.0000%  | 3.0000% | $46730.00          | $9934.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2045-07-01      | 3.5000%  | 3.5000% | $180000.00         | $28853.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-09-01      | 3.0000%  | 3.0000% | $22767744.00       | $3367406.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-07-01      | 2.7740%  | 2.7740% | $423453.00         | $175810.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-04-01      | 5.5000%  | 5.5000% | $14719700.00       | $87209.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 6.0000%  | 6.0000% | $10287616.00       | $7490290.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 6.0000%  | 6.0000% | $13037792.00       | $11242164.87       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 6.0000%  | 6.0000% | $11753392.00       | $10200834.39       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 5.0000%  | 5.0000% | $34091648.00       | $30604616.56       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 5.5000%  | 5.5000% | $4273263.00        | $4376538.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 6.5000%  | 6.5000% | $4429880.00        | $4654036.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 6.0000%  | 6.0000% | $8679880.00        | $8243356.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 6.5000%  | 6.5000% | $868882.00         | $913498.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-01      | 6.0000%  | 6.0000% | $7950000.00        | $7164120.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-01      | 7.0000%  | 7.0000% | $2247312.00        | $1987105.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-10-01      | 6.0000%  | 6.0000% | $1164780.00        | $1187986.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-01      | 4.5000%  | 4.5000% | $1114076.00        | $1103224.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-12-01      | 6.0000%  | 6.0000% | $1068928.00        | $1103470.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-05-01      | 3.0000%  | 3.0000% | $48338496.00       | $14950439.86       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-12-01      | 3.0000%  | 3.0000% | $2000000.00        | $231431.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-05-01      | 4.5000%  | 4.5000% | $150109.00         | $20908.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-03-01      | 3.5000%  | 3.5000% | $140000.00         | $24671.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-12-01      | 4.0000%  | 4.0000% | $3771736.00        | $694464.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-01-01      | 3.0000%  | 3.0000% | $467000.00         | $95608.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-01-01      | 7.0000%  | 7.0000% | $2500000.00        | $382080.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-06-01      | 5.0000%  | 5.0000% | $1079668.00        | $756045.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2028-02-01      | 1.0000%  | 1.0000% | $19114200.00       | $16090181.97       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-07-01      | 5.0000%  | 5.0000% | $987269.00         | $923299.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-01-01      | 2.5000%  | 2.5000% | $1150000.00        | $721802.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 6.5000%  | 6.5000% | $12761920.00       | $12053097.86       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 7.5000%  | 7.5000% | $30714.00          | $32819.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-12-01      | 6.0000%  | 6.0000% | $2437132.00        | $2491646.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-06-01      | 4.0000%  | 4.0000% | $65462.00          | $58046.51          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 4.5000%  | 4.5000% | $36039.00          | $23396.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 4.0000%  | 4.0000% | $38244.00          | $35187.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 5.5000%  | 5.5000% | $1123900.00        | $751833.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 5.0000%  | 5.0000% | $767912.00         | $643822.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-01      | 6.0000%  | 6.0000% | $1074496.00        | $882234.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-01-01      | 4.8600%  | 4.8600% | $10000000.00       | $10459350.00       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-01-01      | 3.9350%  | 3.9350% | $91500000.00       | $91867001.37       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-03-01      | 4.0000%  | 4.0000% | $13682000.00       | $2527826.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-08-01      | 4.0000%  | 4.0000% | $66594432.00       | $13948255.65       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-05-01      | 6.0000%  | 6.0000% | $332008.00         | $39051.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-11-01      | 2.5000%  | 2.5000% | $5650000.00        | $2482387.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 4.0000%  | 4.0000% | $38816576.00       | $29127061.80       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 6.0000%  | 6.0000% | $322781.00         | $224590.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 6.0000%  | 6.0000% | $19965000.00       | $12308086.26       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 6.0000%  | 6.0000% | $5598592.00        | $3903874.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-01      | 5.5000%  | 5.5000% | $3470000.00        | $2698071.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 4.5000%  | 4.5000% | $7480000.00        | $7001073.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 4.5000%  | 4.5000% | $40647552.00       | $38585737.64       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 4.5000%  | 4.5000% | $13574560.00       | $12949655.93       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-01      | 5.0000%  | 5.0000% | $1163788.00        | $1174727.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-01      | 6.0000%  | 6.0000% | $3755304.00        | $3953536.49        | Agency Mortgage-Backed Securities |

### Security 139: J.P. MORGAN WEALTH MANAGEMENT

- **C.1 - Title:** J.P. MORGAN WEALTH MANAGEMENT
- **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: BYM6PCBZ5, C.4 - ISIN: 49305, C.3 - LEI: 984500653R409CC5AB28
- **C.18 - Value (incl. sponsor support):** $495000000.00
- **C.18.a - Value (excl. sponsor support):** $495000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-11-20      | 5.5000%  | 5.5000% | $6000000.00        | $6100777.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-04-20      | 4.7110%  | 4.7110% | $32802000.00       | $28506729.49       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-02-20      | 5.0000%  | 5.0000% | $1500000.00        | $1435238.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 4.8810%  | 4.8810% | $30000000.00       | $13414660.93       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-05-20      | 4.8610%  | 4.8610% | $30000000.00       | $19968991.22       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 5.5000%  | 5.5000% | $1999999.00        | $2087791.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 0.1250%  | 0.1250% | $192753000.00      | $103138646.00      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 4.7610%  | 4.7610% | $49988300.00       | $34923426.96       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 4.8410%  | 4.8410% | $29999900.00       | $17219381.29       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-12-20      | 4.6610%  | 4.6610% | $100000000.00      | $33181088.72       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-01-20      | 5.0000%  | 5.0000% | $6000000.00        | $1975206.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-05-20      | 2.5000%  | 2.5000% | $50000000.00       | $16996590.76       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2061-07-16      | 4.5000%  | 4.5000% | $13500000.00       | $13415233.50       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2056-07-25      | 3.0000%  | 3.0000% | $1946230.00        | $1580388.71        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2039-04-25      | 4.5000%  | 4.5000% | $10600560.00       | $811257.96         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-04-25      | 7.0000%  | 7.0000% | $42897472.00       | $3766922.21        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2044-04-25      | 5.0000%  | 5.0000% | $724211.00         | $74894.92          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-01-25      | 5.0000%  | 5.0000% | $2500000.00        | $370225.00         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2040-05-01      | 4.5000%  | 4.5000% | $20614016.00       | $1994239.61        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2039-06-01      | 5.0000%  | 5.0000% | $7242008.00        | $627484.70         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2039-06-01      | 4.0000%  | 4.0000% | $7585928.00        | $707752.35         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2053-04-01      | 5.0000%  | 5.0000% | $18591264.00       | $2562767.69        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2050-10-01      | 2.0000%  | 2.0000% | $157864.00         | $11877.26          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2040-04-25      | 5.0610%  | 5.0610% | $599968.00         | $68168.69          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2039-11-15      | 4.5000%  | 4.5000% | $17399900.00       | $1159431.00        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2039-06-01      | 6.0000%  | 6.0000% | $14505904.00       | $195895.96         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2032-04-01      | 3.5000%  | 3.5000% | $32097152.00       | $77098.12          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2034-04-01      | 3.5000%  | 3.5000% | $37744639.00       | $310696.43         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2036-03-25      | 5.5000%  | 5.5000% | $1000000.00        | $155499.77         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2035-03-25      | 2.7780%  | 2.7780% | $6022664.00        | $172779.20         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2030-09-25      | 4.2190%  | 4.2190% | $500000.00         | $500164.88         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-04-25      | 0.1250%  | 0.1250% | $22033900.00       | $12135461.21       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2030-04-25      | 4.0490%  | 4.0490% | $8500000.00        | $4770159.35        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2040-12-15      | 1.6130%  | 1.6130% | $9503232.00        | $560361.06         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-10-15      | 2.2500%  | 2.2500% | $73920999.00       | $1347574.40        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-05-15      | 3.0000%  | 3.0000% | $560122.00         | $16368.43          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2039-11-01      | 4.5000%  | 4.5000% | $65549951.00       | $168756.41         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2038-10-25      | 6.0000%  | 6.0000% | $173948415.00      | $224627.59         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-02-25      | 4.0000%  | 4.0000% | $87091712.00       | $86280181.75       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-09-25      | 4.9670%  | 4.9670% | $30000000.00       | $22066389.09       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-06-25      | 5.5000%  | 5.5000% | $15000000.00       | $6138829.60        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-09-25      | 4.3670%  | 4.3670% | $34887232.00       | $23494834.62       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-08-25      | 4.3670%  | 4.3670% | $18746000.00       | $13193069.48       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-08-25      | 2.0000%  | 2.0000% | $79436032.00       | $49659449.09       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-05-25      | 3.0000%  | 3.0000% | $22500000.00       | $2874280.35        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2027-05-25      | 3.0600%  | 3.0600% | $1500000.00        | $942284.94         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-05-25      | 3.5000%  | 3.5000% | $2294240.00        | $1446372.81        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2044-03-15      | 0.0000%  | 0.0000% | $10000000.00       | $1010015.29        | Agency Collateralized Mortgage Obligation |

### Security 140: MIZUHO SECURITIES USA

- **C.1 - Title:** MIZUHO SECURITIES USA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6V1878, C.4 - ISIN: 5835, C.3 - LEI: 7TK5RJIZDFROZCA6XF66
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2056-02-15      | 4.7500%  | 4.7500% | $43486500.00       | $44118819.17       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-11-15      | 4.6250%  | 4.6250% | $62276800.00       | $63219875.81       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-11-15      | 4.6250%  | 4.6250% | $2321500.00        | $2334563.76        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-08-15      | 4.8750%  | 4.8750% | $231486800.00      | $239999963.67      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-08-15      | 4.7500%  | 4.7500% | $162755200.00      | $165019871.16      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-05-15      | 5.0000%  | 5.0000% | $5219000.00        | $5565513.63        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-05-15      | 4.7500%  | 4.7500% | $100.00            | $102.52            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-02-15      | 4.7500%  | 4.7500% | $5056600.00        | $5166467.70        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-11-15      | 4.5000%  | 4.5000% | $16703000.00       | $16436055.60       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-08-15      | 4.2500%  | 4.2500% | $11642800.00       | $10860157.47       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-11-15      | 4.7500%  | 4.7500% | $6003000.00        | $6233055.42        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-11-15      | 4.7500%  | 4.7500% | $41189100.00       | $42182433.17       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-08-15      | 4.3750%  | 4.3750% | $86000.00          | $84334.20          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-08-15      | 4.1250%  | 4.1250% | $2263000.00        | $2067561.44        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-05-15      | 3.8750%  | 3.8750% | $1000.00           | $931.21            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-05-15      | 3.6250%  | 3.6250% | $48094900.00       | $40609619.68       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-02-15      | 3.6250%  | 3.6250% | $6402600.00        | $5352148.83        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-11-15      | 4.0000%  | 4.0000% | $122686900.00      | $111018359.06      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-05-15      | 2.8750%  | 2.8750% | $48761800.00       | $35618040.64       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-02-15      | 2.3750%  | 2.3750% | $125000000.00      | $94642161.60       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-02-15      | 2.2500%  | 2.2500% | $16124400.00       | $10149598.01       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-11-15      | 1.8750%  | 1.8750% | $120807500.00      | $69954397.15       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-08-15      | 2.0000%  | 2.0000% | $56465400.00       | $33598888.35       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-05-15      | 2.3750%  | 2.3750% | $10764600.00       | $7096058.81        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-02-15      | 1.8750%  | 1.8750% | $158578600.00      | $92074152.04       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-11-15      | 1.6250%  | 1.6250% | $42580100.00       | $23413456.06       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-05-15      | 1.1250%  | 1.1250% | $29999500.00       | $19679313.33       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-08-15      | 1.1250%  | 1.1250% | $500.00            | $323.27            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-08-15      | 1.3750%  | 1.3750% | $51175200.00       | $26198417.00       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-05-15      | 1.2500%  | 1.2500% | $16942800.00       | $8489209.59        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-02-15      | 2.0000%  | 2.0000% | $23342200.00       | $14204031.76       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-11-15      | 2.3750%  | 2.3750% | $283500.00         | $190263.42         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-08-15      | 2.2500%  | 2.2500% | $42354000.00       | $27505359.17       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-02-15      | 3.0000%  | 3.0000% | $37233000.00       | $28333139.23       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-11-15      | 3.3750%  | 3.3750% | $30118100.00       | $24848821.92       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-08-15      | 3.0000%  | 3.0000% | $31272700.00       | $23918532.90       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-05-15      | 3.1250%  | 3.1250% | $16798300.00       | $13304537.50       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-02-15      | 3.0000%  | 3.0000% | $1266100.00        | $973165.57         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2047-11-15      | 2.7500%  | 2.7500% | $1087000.00        | $807468.76         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2047-08-15      | 2.7500%  | 2.7500% | $18427400.00       | $13600722.21       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2047-02-15      | 3.0000%  | 3.0000% | $13929900.00       | $10828275.08       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2046-08-15      | 2.2500%  | 2.2500% | $701600.00         | $477541.83         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2046-02-15      | 2.5000%  | 2.5000% | $5620400.00        | $4041667.46        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-08-15      | 2.8750%  | 2.8750% | $1222200.00        | $945700.51         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-02-15      | 2.5000%  | 2.5000% | $50000000.00       | $36541636.46       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-08-15      | 3.1250%  | 3.1250% | $19700.00          | $16072.44          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-05-15      | 3.0000%  | 3.0000% | $1200.00           | $1001.98           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-11-15      | 3.1250%  | 3.1250% | $400.00            | $342.66            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-05-15      | 4.3750%  | 4.3750% | $10000100.00       | $10088861.49       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-05-15      | 4.3750%  | 4.3750% | $400.00            | $406.15            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2039-02-15      | 3.5000%  | 3.5000% | $102261900.00      | $95159526.85       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2038-05-15      | 4.5000%  | 4.5000% | $14999200.00       | $15719029.25       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2037-02-15      | 4.7500%  | 4.7500% | $976200.00         | $1038747.65        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2036-02-15      | 4.5000%  | 4.5000% | $827300.00         | $865234.77         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-15      | 6.7500%  | 6.7500% | $24999900.00       | $25406087.60       | U.S. Treasuries (including strips) |

### Security 141: NOMURA SECURITIES INTERNATIONAL INC

- **C.1 - Title:** NOMURA SECURITIES INTERNATIONAL INC
- **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: BYM6V1449, C.4 - ISIN: 758413, C.3 - LEI: OXTKY6Q8X53C9ILVV871
- **C.18 - Value (incl. sponsor support):** $3750000000.00
- **C.18.a - Value (excl. sponsor support):** $3750000000.00
- **C.19 - Percentage of Net Assets:** 2.2600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-01-15      | 6.5000%  | 6.5000% | $200000.00         | $348.91            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-01-15      | 7.0000%  | 7.0000% | $276769.00         | $1157.03           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-10-15      | 7.0000%  | 7.0000% | $435847.00         | $232.35            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-11-15      | 6.5000%  | 6.5000% | $350000.00         | $911.66            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-01-15      | 6.5000%  | 6.5000% | $80534.00          | $851.59            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-04-15      | 6.0000%  | 6.0000% | $25000.00          | $30.21             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2034-03-15      | 6.0000%  | 6.0000% | $124000.00         | $780.31            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-04-15      | 6.5000%  | 6.5000% | $130000.00         | $2424.29           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-09-15      | 6.5000%  | 6.5000% | $400000.00         | $964.71            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-04-15      | 7.0000%  | 7.0000% | $634044.00         | $2799.48           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-12-15      | 7.0000%  | 7.0000% | $35937.00          | $63.55             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-12-15      | 6.5000%  | 6.5000% | $40000.00          | $85.84             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-01-15      | 6.5000%  | 6.5000% | $39654.00          | $132.24            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-01-15      | 6.5000%  | 6.5000% | $54556.00          | $42.18             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-01-15      | 6.5000%  | 6.5000% | $761561.00         | $940.12            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-03-15      | 6.5000%  | 6.5000% | $25000.00          | $84.25             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-02-15      | 6.5000%  | 6.5000% | $25000.00          | $286.67            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-03-15      | 7.0000%  | 7.0000% | $31000.00          | $67.34             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-08-15      | 6.5000%  | 6.5000% | $100000.00         | $211.73            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-01-15      | 6.5000%  | 6.5000% | $750000.00         | $2092.54           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-02-15      | 6.0000%  | 6.0000% | $10306113.00       | $29561.69          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-02-15      | 6.5000%  | 6.5000% | $32581.00          | $238.39            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-08-15      | 7.0000%  | 7.0000% | $3484843.00        | $7765.21           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-05-15      | 6.5000%  | 6.5000% | $25000.00          | $44.96             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-07-15      | 7.0000%  | 7.0000% | $55000.00          | $282.05            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-05-15      | 7.0000%  | 7.0000% | $30055.00          | $145.40            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-07-15      | 7.0000%  | 7.0000% | $2589444.00        | $13121.85          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-04-15      | 6.5000%  | 6.5000% | $35069.00          | $150.18            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-04-15      | 7.0000%  | 7.0000% | $65000.00          | $52.29             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-05-15      | 6.5000%  | 6.5000% | $315000.00         | $1324.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-06-15      | 6.5000%  | 6.5000% | $110000.00         | $354.86            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-06-15      | 7.0000%  | 7.0000% | $1035964.00        | $3319.52           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-06-15      | 6.5000%  | 6.5000% | $125000.00         | $548.27            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-06-15      | 5.4900%  | 5.4900% | $4140510.00        | $89575.38          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-04-15      | 6.5000%  | 6.5000% | $230642.00         | $538.10            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-04-15      | 7.0000%  | 7.0000% | $3534082.00        | $5003.15           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-06-15      | 7.0000%  | 7.0000% | $5905048.00        | $10856.92          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-08-15      | 7.0000%  | 7.0000% | $225599.00         | $464.82            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-09-15      | 6.5000%  | 6.5000% | $25000.00          | $212.23            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-09-15      | 7.0000%  | 7.0000% | $151677.00         | $526.12            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-11-15      | 6.5000%  | 6.5000% | $35000.00          | $216.57            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-07-15      | 7.0000%  | 7.0000% | $50000.00          | $905.82            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-07-15      | 6.5000%  | 6.5000% | $444483.00         | $246.69            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-07-15      | 7.0000%  | 7.0000% | $25000.00          | $185.38            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-09-15      | 6.5000%  | 6.5000% | $38257.00          | $108.64            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-09-15      | 6.5000%  | 6.5000% | $25000.00          | $399.12            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-09-15      | 6.0000%  | 6.0000% | $114550.00         | $147.01            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-09-15      | 6.0000%  | 6.0000% | $36000.00          | $164.22            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-05-15      | 6.5000%  | 6.5000% | $500000.00         | $3105.04           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-07-15      | 6.5000%  | 6.5000% | $121000.00         | $838.57            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-07-15      | 7.0000%  | 7.0000% | $85803.00          | $638.02            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-07-15      | 6.5000%  | 6.5000% | $80000.00          | $311.21            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-07-15      | 7.0000%  | 7.0000% | $2845000.00        | $12920.98          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-03-15      | 6.0000%  | 6.0000% | $2025174.00        | $16145.56          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-10-15      | 7.0000%  | 7.0000% | $165000.00         | $602.85            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-10-15      | 7.0000%  | 7.0000% | $78000.00          | $773.28            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-10-15      | 5.0000%  | 5.0000% | $30000.00          | $324.54            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-08-15      | 7.0000%  | 7.0000% | $37000.00          | $678.58            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-05-15      | 6.5000%  | 6.5000% | $69133.00          | $172.87            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2034-06-15      | 6.5000%  | 6.5000% | $25000.00          | $2242.32           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2034-06-15      | 6.5000%  | 6.5000% | $25000.00          | $1716.06           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-08-20      | 5.0000%  | 5.0000% | $30000.00          | $541.60            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-12-15      | 7.0000%  | 7.0000% | $1297454.00        | $104425.35         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2034-01-15      | 6.5000%  | 6.5000% | $75000.00          | $2083.42           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-09-20      | 3.5000%  | 3.5000% | $16513134.00       | $1108831.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-08-15      | 4.5000%  | 4.5000% | $263990.00         | $59760.07          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-07-15      | 4.0000%  | 4.0000% | $152056.00         | $33157.87          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-10-15      | 3.0000%  | 3.0000% | $700000.00         | $223372.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-11-20      | 3.5000%  | 3.5000% | $5234212.00        | $1178866.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-12-15      | 2.5000%  | 2.5000% | $3116.00           | $1663.76           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-04-15      | 3.0000%  | 3.0000% | $1024.00           | $476.15            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-09-20      | 3.5000%  | 3.5000% | $7994080.00        | $825362.35         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-10-20      | 4.5000%  | 4.5000% | $2619877.00        | $406409.01         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-04-15      | 4.5000%  | 4.5000% | $4100.00           | $1217.31           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-04-15      | 4.5000%  | 4.5000% | $96000.00          | $29417.41          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-05-20      | 4.5000%  | 4.5000% | $43719.00          | $10246.49          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-04-15      | 3.0000%  | 3.0000% | $6574.00           | $662.23            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-07-15      | 7.0000%  | 7.0000% | $143250.00         | $7920.59           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-11-15      | 6.5000%  | 6.5000% | $55000.00          | $111.22            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2034-08-15      | 7.0000%  | 7.0000% | $1215708.00        | $38303.31          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-12-15      | 6.5000%  | 6.5000% | $65000.00          | $739.27            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-07-15      | 6.5000%  | 6.5000% | $35395.00          | $334.69            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2034-10-15      | 7.0000%  | 7.0000% | $564440.00         | $15254.04          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-10-15      | 6.5000%  | 6.5000% | $25000.00          | $137.23            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-08-15      | 6.5000%  | 6.5000% | $99979.00          | $563.84            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-06-15      | 6.5000%  | 6.5000% | $35888.00          | $302.63            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-11-15      | 6.0000%  | 6.0000% | $1179083.00        | $9694.11           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-02-15      | 6.0000%  | 6.0000% | $1757535.00        | $5728.34           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-12-15      | 5.4500%  | 5.4500% | $1591212.00        | $23304.56          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-01-15      | 5.1250%  | 5.1250% | $1680131.00        | $34876.04          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-03-15      | 4.7500%  | 4.7500% | $822923.00         | $66801.69          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-08-15      | 6.6500%  | 6.6500% | $1500000.00        | $9558.89           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-04-15      | 6.0000%  | 6.0000% | $2856929.00        | $26742.67          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-03-15      | 6.0000%  | 6.0000% | $3353674.00        | $24453.15          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-12-15      | 5.5000%  | 5.5000% | $35000.00          | $451.33            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-03-15      | 6.0000%  | 6.0000% | $1490879.00        | $15259.81          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-02-15      | 5.5000%  | 5.5000% | $285000.00         | $2056.33           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-02-15      | 6.5000%  | 6.5000% | $135000.00         | $1077.27           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-06-15      | 6.0000%  | 6.0000% | $35000.00          | $134.78            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-02-15      | 6.5000%  | 6.5000% | $230000.00         | $2630.03           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-02-15      | 6.0000%  | 6.0000% | $1994873.00        | $9414.59           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-04-15      | 6.0000%  | 6.0000% | $7383300.00        | $15545.17          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-05-15      | 5.5000%  | 5.5000% | $140000.00         | $635.15            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-07-15      | 5.0000%  | 5.0000% | $50000.00          | $580.70            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-07-15      | 5.5000%  | 5.5000% | $50000.00          | $291.49            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2034-03-15      | 6.0000%  | 6.0000% | $10998677.00       | $141683.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2034-05-15      | 5.0000%  | 5.0000% | $1700000.00        | $24501.92          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-02-15      | 7.0000%  | 7.0000% | $5037225.00        | $5556.86           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-05-15      | 6.5000%  | 6.5000% | $333762.00         | $459.56            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-03-15      | 6.5000%  | 6.5000% | $69000.00          | $108.65            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-03-15      | 7.0000%  | 7.0000% | $164440.00         | $251.53            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-03-15      | 6.5000%  | 6.5000% | $101000.00         | $109.17            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-01-15      | 6.5000%  | 6.5000% | $40222.00          | $40.16             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-01-15      | 6.5000%  | 6.5000% | $479000.00         | $604.54            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-01-15      | 6.5000%  | 6.5000% | $550000.00         | $1760.96           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-01-15      | 6.5000%  | 6.5000% | $56360.00          | $445.90            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-10-15      | 7.0000%  | 7.0000% | $35500.00          | $182.32            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-06-15      | 6.0000%  | 6.0000% | $270297.00         | $1689.71           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-06-15      | 7.0000%  | 7.0000% | $7455919.00        | $10881.98          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-07-15      | 6.5000%  | 6.5000% | $341000.00         | $478.77            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-07-15      | 7.0000%  | 7.0000% | $94000.00          | $199.27            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-12-15      | 5.5000%  | 5.5000% | $47000.00          | $283.72            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-09-15      | 6.5000%  | 6.5000% | $200000.00         | $300.03            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-02-15      | 6.5000%  | 6.5000% | $25000.00          | $164.50            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-11-15      | 6.5000%  | 6.5000% | $25000.00          | $20.62             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-12-15      | 6.5000%  | 6.5000% | $50000.00          | $74.38             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-12-15      | 6.0000%  | 6.0000% | $50000.00          | $155.29            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-01-15      | 6.5000%  | 6.5000% | $663000.00         | $714.83            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-07-20      | 5.5000%  | 5.5000% | $236379.00         | $1684.93           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-07-20      | 6.0000%  | 6.0000% | $25000.00          | $72.64             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-07-20      | 7.5000%  | 7.5000% | $373340.00         | $465.92            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-11-20      | 5.0000%  | 5.0000% | $275000.00         | $1916.17           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-10-20      | 5.0000%  | 5.0000% | $330000.00         | $3170.60           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-10-20      | 5.5000%  | 5.5000% | $25000.00          | $118.94            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-01-20      | 6.0000%  | 6.0000% | $30000.00          | $171.82            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-12-20      | 5.0000%  | 5.0000% | $25000.00          | $149.41            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-12-20      | 4.5000%  | 4.5000% | $100000.00         | $2284.41           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-02-20      | 5.0000%  | 5.0000% | $3325000.00        | $22918.81          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-03-20      | 5.5000%  | 5.5000% | $1113364.00        | $6915.48           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-05-20      | 4.0000%  | 4.0000% | $70000.00          | $2134.10           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-04-20      | 5.5000%  | 5.5000% | $18414726.00       | $128541.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-08-20      | 6.0000%  | 6.0000% | $25000.00          | $220.54            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-07-20      | 5.0000%  | 5.0000% | $25000.00          | $278.38            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-07-20      | 5.5000%  | 5.5000% | $140000.00         | $1319.16           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-08-20      | 5.0000%  | 5.0000% | $2132000.00        | $24783.79          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-09-20      | 5.0000%  | 5.0000% | $10443877.00       | $128412.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-10-20      | 4.0000%  | 4.0000% | $35673.00          | $606.57            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-10-20      | 4.5000%  | 4.5000% | $150000.00         | $1951.69           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-10-20      | 5.0000%  | 5.0000% | $2202000.00        | $26064.05          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-02-20      | 5.0000%  | 5.0000% | $45000.00          | $650.07            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-02-20      | 6.5000%  | 6.5000% | $25000.00          | $371.72            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-03-20      | 4.0000%  | 4.0000% | $193000.00         | $7793.39           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-03-20      | 6.5000%  | 6.5000% | $90000.00          | $2120.49           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-04-20      | 5.0000%  | 5.0000% | $1315000.00        | $1876.56           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-04-20      | 4.0000%  | 4.0000% | $230000.00         | $7086.58           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-04-20      | 6.0000%  | 6.0000% | $10181731.00       | $126605.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-05-20      | 4.0000%  | 4.0000% | $193000.00         | $7134.92           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-05-20      | 4.5000%  | 4.5000% | $180000.00         | $4517.45           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-06-20      | 4.0000%  | 4.0000% | $158000.00         | $6445.13           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-07-20      | 4.0000%  | 4.0000% | $186266.00         | $7120.76           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2034-09-20      | 6.0000%  | 6.0000% | $25000.00          | $268.32            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2034-10-20      | 5.5000%  | 5.5000% | $50103.00          | $634.97            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2034-11-20      | 4.5000%  | 4.5000% | $30000.00          | $494.85            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2034-12-20      | 5.0000%  | 5.0000% | $98000.00          | $1389.12           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2035-03-20      | 5.0000%  | 5.0000% | $30000.00          | $469.75            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2035-06-20      | 4.5000%  | 4.5000% | $254000.00         | $6225.08           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2035-04-20      | 4.5000%  | 4.5000% | $785000.00         | $11080.41          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2035-07-20      | 5.0000%  | 5.0000% | $80000.00          | $1063.29           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2035-07-20      | 6.5000%  | 6.5000% | $50000.00          | $601.27            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2035-08-20      | 5.0000%  | 5.0000% | $75175.00          | $1114.56           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2035-08-20      | 5.5000%  | 5.5000% | $40000.00          | $595.95            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2035-08-20      | 6.0000%  | 6.0000% | $50000.00          | $936.16            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-02-20      | 5.5000%  | 5.5000% | $65000.00          | $796.99            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2035-12-20      | 6.0000%  | 6.0000% | $50000.00          | $814.23            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-01-20      | 5.5000%  | 5.5000% | $50000.00          | $598.37            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-03-20      | 5.5000%  | 5.5000% | $40000.00          | $479.12            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-04-20      | 5.0000%  | 5.0000% | $3110000.00        | $38323.49          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-06-20      | 5.0000%  | 5.0000% | $191000.00         | $2255.60           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-07-20      | 6.0000%  | 6.0000% | $49460.00          | $417.78            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-08-20      | 5.5000%  | 5.5000% | $30000.00          | $192.68            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-08-20      | 6.0000%  | 6.0000% | $20000.00          | $150.37            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-08-20      | 6.5000%  | 6.5000% | $12000.00          | $105.76            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-09-20      | 5.5000%  | 5.5000% | $6400000.00        | $49261.39          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-09-20      | 6.5000%  | 6.5000% | $1514533.00        | $12504.12          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-10-01      | 6.5000%  | 6.5000% | $9558142.00        | $766.73            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-04-01      | 7.0000%  | 7.0000% | $625000.00         | $1742.01           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-01-01      | 7.0000%  | 7.0000% | $16493.00          | $194.10            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-01-01      | 6.5000%  | 6.5000% | $300000.00         | $123.71            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-02-01      | 7.0000%  | 7.0000% | $1103017.00        | $5620.27           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-12-01      | 7.0000%  | 7.0000% | $1660000.00        | $20840.16          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-12-01      | 7.0000%  | 7.0000% | $10204390.00       | $93502.50          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-03-01      | 7.0000%  | 7.0000% | $60000.00          | $411.65            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-10-20      | 6.5000%  | 6.5000% | $500000.00         | $327.30            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-11-20      | 6.0000%  | 6.0000% | $223000.00         | $215.84            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-11-20      | 6.5000%  | 6.5000% | $330000.00         | $224.73            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-12-20      | 6.0000%  | 6.0000% | $130000.00         | $152.56            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-01-20      | 5.5000%  | 5.5000% | $6454474.00        | $12245.27          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2026-07-20      | 7.5000%  | 7.5000% | $205000.00         | $3.16              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2026-05-20      | 7.5000%  | 7.5000% | $60000.00          | $0.78              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2026-08-20      | 8.0000%  | 8.0000% | $25117.00          | $0.67              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2026-09-20      | 7.5000%  | 7.5000% | $74933.00          | $3.78              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2026-09-20      | 8.0000%  | 8.0000% | $500000.00         | $13.18             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2026-12-20      | 8.0000%  | 8.0000% | $6300593.00        | $115.14            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-01-20      | 7.0000%  | 7.0000% | $26087.00          | $4.08              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-02-20      | 7.5000%  | 7.5000% | $70000.00          | $4.33              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-03-20      | 7.5000%  | 7.5000% | $30000.00          | $4.66              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-06-20      | 7.5000%  | 7.5000% | $35000.00          | $3.86              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-06-20      | 8.0000%  | 8.0000% | $500000.00         | $63.26             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-10-20      | 8.0000%  | 8.0000% | $30735.00          | $7.37              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-09-20      | 8.0000%  | 8.0000% | $30104.00          | $2.40              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-01-20      | 6.5000%  | 6.5000% | $30000.00          | $15.03             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-01-20      | 7.5000%  | 7.5000% | $29964.00          | $6.42              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-11-20      | 6.5000%  | 6.5000% | $6930000.00        | $2558.48           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-11-20      | 7.5000%  | 7.5000% | $40000.00          | $12.35             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-01-20      | 8.0000%  | 8.0000% | $1622289.00        | $238.11            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-02-20      | 7.5000%  | 7.5000% | $250000.00         | $36.74             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-11-20      | 4.5000%  | 4.5000% | $75000.00          | $1185.17           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-11-20      | 5.5000%  | 5.5000% | $25000.00          | $276.40            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-12-20      | 5.5000%  | 5.5000% | $1095000.00        | $12622.19          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2034-01-20      | 5.0000%  | 5.0000% | $96000.00          | $890.11            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2034-02-20      | 5.0000%  | 5.0000% | $25078.00          | $265.99            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2034-02-20      | 6.0000%  | 6.0000% | $52000.00          | $572.81            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2034-04-20      | 5.0000%  | 5.0000% | $238074.00         | $2577.02           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2034-05-20      | 4.5000%  | 4.5000% | $350000.00         | $5148.61           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2034-06-20      | 5.0000%  | 5.0000% | $6750176.00        | $93880.50          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2034-05-20      | 3.5000%  | 3.5000% | $3430802.00        | $71341.75          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2034-07-20      | 5.0000%  | 5.0000% | $250815.00         | $3560.46           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2034-08-20      | 5.0000%  | 5.0000% | $472672.00         | $5154.72           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-01-20      | 6.5000%  | 6.5000% | $2525000.00        | $2386.08           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-02-20      | 6.5000%  | 6.5000% | $130000.00         | $110.78            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-06-20      | 6.5000%  | 6.5000% | $85000.00          | $79.17             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-06-20      | 7.5000%  | 7.5000% | $25230.00          | $10.77             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-07-20      | 7.5000%  | 7.5000% | $285000.00         | $125.94            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-10-20      | 7.5000%  | 7.5000% | $5000000.00        | $2139.40           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-12-20      | 7.5000%  | 7.5000% | $200291.00         | $104.55            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2030-01-20      | 6.5000%  | 6.5000% | $53300.00          | $15.25             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2030-05-20      | 8.0000%  | 8.0000% | $250000.00         | $92.84             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2030-04-20      | 8.5000%  | 8.5000% | $487118.00         | $60.82             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2030-07-20      | 7.5000%  | 7.5000% | $2607207.00        | $339.06            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2030-07-20      | 8.5000%  | 8.5000% | $532059.00         | $133.64            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2030-10-20      | 7.5000%  | 7.5000% | $2000000.00        | $1074.16           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2030-09-20      | 7.5000%  | 7.5000% | $12645742.00       | $6138.25           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-05-20      | 6.5000%  | 6.5000% | $140000.00         | $220.19            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-05-20      | 7.5000%  | 7.5000% | $160000.00         | $128.07            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-03-20      | 6.5000%  | 6.5000% | $1013207.00        | $892.34            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-03-20      | 7.5000%  | 7.5000% | $2000000.00        | $1346.16           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-07-20      | 7.5000%  | 7.5000% | $212000.00         | $131.10            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-06-20      | 6.0000%  | 6.0000% | $50000.00          | $105.69            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-01-20      | 6.0000%  | 6.0000% | $43000.00          | $108.62            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-02-20      | 5.5000%  | 5.5000% | $5037236.00        | $22620.29          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-02-20      | 6.5000%  | 6.5000% | $50000.00          | $90.00             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-05-20      | 6.0000%  | 6.0000% | $180000.00         | $462.37            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-03-20      | 5.5000%  | 5.5000% | $25000.00          | $58.67             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-04-20      | 6.5000%  | 6.5000% | $50000.00          | $87.18             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-08-20      | 6.5000%  | 6.5000% | $1076329.00        | $2608.14           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-06-20      | 6.0000%  | 6.0000% | $1026259.00        | $3079.36           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-02-01      | 4.5000%  | 4.5000% | $60121.00          | $56590.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-04-01      | 3.5000%  | 3.5000% | $12000.00          | $8659.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-12-01      | 3.5000%  | 3.5000% | $1069.00           | $928.04            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-12-01      | 4.0000%  | 4.0000% | $1094322.00        | $1010651.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-05-01      | 1.5000%  | 1.5000% | $59070.00          | $33616.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-04-01      | 2.5000%  | 2.5000% | $63995.00          | $41776.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-02-01      | 3.5000%  | 3.5000% | $2617118.00        | $1340781.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-04-01      | 3.5000%  | 3.5000% | $1732230.00        | $1319173.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-03-01      | 4.0000%  | 4.0000% | $263242.00         | $219394.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 6.5000%  | 6.5000% | $2429618.00        | $2465761.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-05-01      | 5.5000%  | 5.5000% | $68456.00          | $68017.41          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-07-01      | 4.0000%  | 4.0000% | $1423995.00        | $813647.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 4.5000%  | 4.5000% | $94370.00          | $61072.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-03-01      | 3.0000%  | 3.0000% | $200000.00         | $113814.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-03-01      | 2.0000%  | 2.0000% | $293367.00         | $206629.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 6.0000%  | 6.0000% | $131030.00         | $95815.03          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-05-01      | 3.5000%  | 3.5000% | $655000.00         | $504693.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-11-01      | 6.0000%  | 6.0000% | $6201.00           | $5944.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-11-01      | 6.0000%  | 6.0000% | $9269.00           | $9535.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 6.0000%  | 6.0000% | $3088.00           | $3183.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 6.5000%  | 6.5000% | $4296.00           | $4562.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 6.0000%  | 6.0000% | $1035.00           | $1080.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-04-01      | 6.0000%  | 6.0000% | $1034.00           | $1029.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-03-01      | 5.0000%  | 5.0000% | $1104323.00        | $1027899.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-04-01      | 5.5000%  | 5.5000% | $1950.00           | $1990.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-06-01      | 5.5000%  | 5.5000% | $1566000.00        | $1489738.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-09-01      | 5.5000%  | 5.5000% | $11193.00          | $11436.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-01-01      | 6.0000%  | 6.0000% | $5071.00           | $5339.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 5.5000%  | 5.5000% | $5073.00           | $5291.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-04-01      | 2.0000%  | 2.0000% | $465599.00         | $302660.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-04-01      | 2.5000%  | 2.5000% | $2000.00           | $1394.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-05-01      | 3.0000%  | 3.0000% | $12000.00          | $8525.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-06-01      | 3.5000%  | 3.5000% | $185000.00         | $130458.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-08-01      | 4.5000%  | 4.5000% | $4000.00           | $2742.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 5.0000%  | 5.0000% | $1200000.00        | $852242.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 5.0000%  | 5.0000% | $200000.00         | $132918.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-02-01      | 6.5000%  | 6.5000% | $2593838.00        | $2769844.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-02-01      | 6.0000%  | 6.0000% | $1504860.00        | $1035226.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-02-01      | 6.5000%  | 6.5000% | $1720884.00        | $1367521.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-11-01      | 6.0000%  | 6.0000% | $1019557.00        | $670846.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-11-01      | 5.0000%  | 5.0000% | $91569.00          | $85683.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-02-01      | 4.5000%  | 4.5000% | $1000000.00        | $774316.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 5.5000%  | 5.5000% | $1257.00           | $1280.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-12-01      | 6.0000%  | 6.0000% | $1118.00           | $1005.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-01-01      | 4.5000%  | 4.5000% | $18211678.00       | $16491041.79       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-01-01      | 6.0000%  | 6.0000% | $1833670.00        | $1166349.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-01-01      | 6.0000%  | 6.0000% | $1300443.00        | $825867.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-02-01      | 6.0000%  | 6.0000% | $1111593.00        | $583693.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-02-01      | 6.0000%  | 6.0000% | $1064597.00        | $269972.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-02-01      | 6.5000%  | 6.5000% | $100000.00         | $55853.41          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-04-01      | 5.0000%  | 5.0000% | $185000.00         | $147263.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-04-01      | 4.5000%  | 4.5000% | $1244446.00        | $919012.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-03-01      | 5.5000%  | 5.5000% | $416448.00         | $280612.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-05-01      | 6.0000%  | 6.0000% | $12600.00          | $12712.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-05-01      | 6.5000%  | 6.5000% | $1851426.00        | $392724.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-06-01      | 6.0000%  | 6.0000% | $1321913.00        | $759692.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-07-01      | 6.0000%  | 6.0000% | $1032750.00        | $518827.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-03-01      | 6.0000%  | 6.0000% | $8282.00           | $8006.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-09-01      | 6.0000%  | 6.0000% | $170061.00         | $125473.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-08-01      | 5.5000%  | 5.5000% | $440000.00         | $290454.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-12-01      | 6.0000%  | 6.0000% | $1133794.00        | $674262.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-12-01      | 3.9800%  | 3.9800% | $33868000.00       | $33815011.61       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-12-01      | 4.2900%  | 4.2900% | $10800000.00       | $10959983.99       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-12-01      | 4.0000%  | 4.0000% | $4011366.00        | $1060808.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-08-01      | 4.0000%  | 4.0000% | $1190000.00        | $264881.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-04-01      | 3.5000%  | 3.5000% | $286000.00         | $9262.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-09-01      | 3.5000%  | 3.5000% | $1461652.00        | $503273.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-03-01      | 4.5000%  | 4.5000% | $650000.00         | $130672.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-11-01      | 4.5000%  | 4.5000% | $366000.00         | $68190.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-01-01      | 3.0000%  | 3.0000% | $85000.00          | $2517.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-11-01      | 4.5000%  | 4.5000% | $583000.00         | $80869.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-10-01      | 3.0000%  | 3.0000% | $886316.00         | $15182.51          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-08-01      | 5.0000%  | 5.0000% | $640492.00         | $1382.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-10-01      | 4.0000%  | 4.0000% | $595000.00         | $32422.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-10-01      | 3.0000%  | 3.0000% | $3250000.00        | $380810.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-01-01      | 4.5000%  | 4.5000% | $1960000.00        | $445323.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-11-01      | 3.0000%  | 3.0000% | $544000.00         | $94209.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-04-01      | 3.0000%  | 3.0000% | $1150000.00        | $164147.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-11-01      | 3.0000%  | 3.0000% | $400000.00         | $74792.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-12-01      | 4.5000%  | 4.5000% | $110000.00         | $15389.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-02-01      | 3.5000%  | 3.5000% | $2071494.00        | $857297.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-09-01      | 6.0000%  | 6.0000% | $139814.00         | $1766.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-02-01      | 4.5000%  | 4.5000% | $375000.00         | $67661.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-04-01      | 4.0000%  | 4.0000% | $4578210.00        | $892839.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-04-01      | 5.0000%  | 5.0000% | $791000.00         | $64360.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-01-01      | 3.5000%  | 3.5000% | $3222942.00        | $658582.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-10-01      | 3.5000%  | 3.5000% | $48000.00          | $3949.74           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-10-01      | 3.5000%  | 3.5000% | $47000.00          | $2935.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-12-01      | 5.5000%  | 5.5000% | $222757.00         | $57917.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-01-01      | 4.5000%  | 4.5000% | $196000.00         | $41244.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-02-01      | 5.5000%  | 5.5000% | $2018990.00        | $200200.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-05-01      | 5.5000%  | 5.5000% | $12698560.00       | $1067811.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-06-01      | 5.5000%  | 5.5000% | $1032180.00        | $352204.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-08-01      | 3.0000%  | 3.0000% | $56000.00          | $23937.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-10-01      | 2.5000%  | 2.5000% | $100000.00         | $23555.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-08-01      | 5.5000%  | 5.5000% | $1064684.00        | $491610.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-12-01      | 3.0000%  | 3.0000% | $2250000.00        | $752165.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-01-01      | 4.0000%  | 4.0000% | $12000.00          | $2296.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-12-01      | 3.0000%  | 3.0000% | $200000.00         | $57302.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-03-01      | 4.0000%  | 4.0000% | $15000.00          | $3843.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-05-01      | 2.5000%  | 2.5000% | $1881000.00        | $705677.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-06-01      | 3.0000%  | 3.0000% | $100000.00         | $24976.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-08-01      | 2.5000%  | 2.5000% | $2210000.00        | $1064171.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-07-01      | 4.0000%  | 4.0000% | $1309101.00        | $694461.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-08-01      | 3.0000%  | 3.0000% | $1069996.00        | $736372.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-10-01      | 1.5000%  | 1.5000% | $16456.00          | $6769.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-08-01      | 2.0000%  | 2.0000% | $15000.00          | $8397.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-03-01      | 2.0000%  | 2.0000% | $1173380.00        | $744807.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-04-01      | 2.0000%  | 2.0000% | $643440.00         | $430165.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-03-01      | 2.0000%  | 2.0000% | $2370.00           | $1717.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-04-01      | 2.0000%  | 2.0000% | $3000.00           | $1764.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-05-01      | 1.4090%  | 1.4090% | $2504000.00        | $2330493.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-02-01      | 2.0000%  | 2.0000% | $9994.00           | $6089.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-03-01      | 2.0000%  | 2.0000% | $140718.00         | $85758.42          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-05-01      | 2.0000%  | 2.0000% | $600157.00         | $395280.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-08-01      | 2.5000%  | 2.5000% | $500000.00         | $299274.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-07-01      | 3.5000%  | 3.5000% | $1323857.00        | $470809.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-04-01      | 1.5000%  | 1.5000% | $174314.00         | $111195.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-08-01      | 3.5000%  | 3.5000% | $1217800.00        | $873799.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-10-01      | 2.5000%  | 2.5000% | $2000.00           | $1275.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-04-01      | 2.0000%  | 2.0000% | $255313.00         | $170843.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-10-01      | 2.0000%  | 2.0000% | $600000.00         | $386085.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-02-01      | 3.0000%  | 3.0000% | $1287365.00        | $884801.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-01-01      | 2.0000%  | 2.0000% | $8000.00           | $5352.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-12-01      | 2.5000%  | 2.5000% | $2000.00           | $1381.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-07-01      | 5.0000%  | 5.0000% | $5100.00           | $4216.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-09-01      | 5.5000%  | 5.5000% | $300000.00         | $256332.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 5.0000%  | 5.0000% | $565000.00         | $521767.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-08-01      | 2.5000%  | 2.5000% | $5000.00           | $3052.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-01-01      | 3.0000%  | 3.0000% | $6000.00           | $3988.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-10-01      | 2.5000%  | 2.5000% | $41772.00          | $26206.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-12-01      | 2.5000%  | 2.5000% | $12000.00          | $8396.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-12-01      | 2.5000%  | 2.5000% | $403000.00         | $233999.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-05-01      | 3.0000%  | 3.0000% | $2000.00           | $1462.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-02-01      | 3.0000%  | 3.0000% | $15036.00          | $10774.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-02-01      | 2.5000%  | 2.5000% | $300000.00         | $191518.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-02-01      | 2.5000%  | 2.5000% | $400000.00         | $257562.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-02-01      | 2.0000%  | 2.0000% | $175989.00         | $120176.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-08-01      | 2.5000%  | 2.5000% | $825000.00         | $516978.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-03-01      | 2.5000%  | 2.5000% | $1300000.00        | $837799.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-03-01      | 2.5000%  | 2.5000% | $2000.00           | $1389.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-03-01      | 2.5000%  | 2.5000% | $2000.00           | $1368.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-03-01      | 2.5000%  | 2.5000% | $129000.00         | $74060.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-04-01      | 3.5000%  | 3.5000% | $100000.00         | $68948.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-04-01      | 2.5000%  | 2.5000% | $4000.00           | $2856.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-04-01      | 3.0000%  | 3.0000% | $1000000.00        | $653268.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-04-01      | 3.5000%  | 3.5000% | $300000.00         | $174086.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 3.5000%  | 3.5000% | $7361.00           | $6466.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-08-01      | 5.5000%  | 5.5000% | $124000.00         | $88852.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-05-01      | 4.0000%  | 4.0000% | $7000.00           | $4802.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-05-01      | 2.5000%  | 2.5000% | $120000.00         | $74935.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-05-01      | 3.0000%  | 3.0000% | $1500000.00        | $895901.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-05-01      | 3.0000%  | 3.0000% | $400000.00         | $242145.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-06-01      | 3.5000%  | 3.5000% | $1000.00           | $729.75            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-06-01      | 2.5000%  | 2.5000% | $46000.00          | $32169.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 5.0000%  | 5.0000% | $25213800.00       | $18657356.54       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 3.5000%  | 3.5000% | $1100.00           | $805.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 4.0000%  | 4.0000% | $2000.00           | $1534.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 4.5000%  | 4.5000% | $4000.00           | $3151.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-07-01      | 4.5000%  | 4.5000% | $1042493.00        | $963843.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-08-01      | 3.5000%  | 3.5000% | $38100.00          | $29219.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-12-01      | 6.0000%  | 6.0000% | $700000.00         | $463335.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-10-01      | 4.5000%  | 4.5000% | $2134536.00        | $1972640.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-12-01      | 6.0000%  | 6.0000% | $48228.00          | $40049.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-09-01      | 4.5000%  | 4.5000% | $1720400.00        | $1370890.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-09-01      | 4.5000%  | 4.5000% | $4000.00           | $3158.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-09-01      | 4.5000%  | 4.5000% | $15000.00          | $10954.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-09-01      | 4.5000%  | 4.5000% | $7000.00           | $5241.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-10-01      | 4.5000%  | 4.5000% | $730000.00         | $495850.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-10-01      | 4.5000%  | 4.5000% | $4000.00           | $3092.23           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-10-01      | 4.5000%  | 4.5000% | $208000.00         | $117341.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-01-01      | 5.0000%  | 5.0000% | $1136217.00        | $721164.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-01-01      | 5.0000%  | 5.0000% | $162011.00         | $140864.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-02-01      | 5.5000%  | 5.5000% | $870000.00         | $676869.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-03-01      | 5.5000%  | 5.5000% | $266287.00         | $189915.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-04-01      | 6.5000%  | 6.5000% | $100000.00         | $58962.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-08-01      | 3.5000%  | 3.5000% | $6074.00           | $4523.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-09-01      | 5.5000%  | 5.5000% | $1800.00           | $1496.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2038-05-01      | 4.5000%  | 4.5000% | $37000.00          | $20989.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-06-01      | 4.0000%  | 4.0000% | $11000.00          | $8553.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-06-01      | 5.0000%  | 5.0000% | $25000.00          | $20576.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-06-01      | 6.0000%  | 6.0000% | $7000.00           | $5412.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-06-01      | 5.5000%  | 5.5000% | $734899.00         | $622047.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-07-01      | 5.0000%  | 5.0000% | $56000.00          | $47456.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-07-01      | 6.0000%  | 6.0000% | $7064.00           | $7290.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-08-01      | 5.0000%  | 5.0000% | $60918.00          | $49153.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-02-01      | 5.5000%  | 5.5000% | $2227.00           | $2146.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 5.5000%  | 5.5000% | $2000.00           | $1607.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 6.0000%  | 6.0000% | $6222273.00        | $5681477.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-12-01      | 6.5000%  | 6.5000% | $955406.00         | $828092.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-12-01      | 5.5000%  | 5.5000% | $27894.00          | $28257.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-12-01      | 6.0000%  | 6.0000% | $8162.00           | $7807.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-07-01      | 4.0000%  | 4.0000% | $35000.00          | $9978.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-08-01      | 3.5000%  | 3.5000% | $273000.00         | $39049.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-10-01      | 4.5000%  | 4.5000% | $84258.00          | $21307.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-05-01      | 4.5000%  | 4.5000% | $504065.00         | $102220.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-01-01      | 3.5000%  | 3.5000% | $215000.00         | $62188.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-02-01      | 3.5000%  | 3.5000% | $3269000.00        | $756049.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-03-01      | 4.0000%  | 4.0000% | $2857000.00        | $920841.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-04-01      | 4.5000%  | 4.5000% | $1620000.00        | $241408.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-10-01      | 3.0000%  | 3.0000% | $8518.00           | $480.72            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-06-01      | 3.5000%  | 3.5000% | $3300000.00        | $975521.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-08-01      | 4.5000%  | 4.5000% | $2284000.00        | $373477.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-09-01      | 4.5000%  | 4.5000% | $58918.00          | $7625.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-09-01      | 4.5000%  | 4.5000% | $94268.00          | $10532.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-10-01      | 4.0000%  | 4.0000% | $100000.00         | $12701.58          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-10-01      | 4.0000%  | 4.0000% | $30000.00          | $4088.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-10-01      | 4.0000%  | 4.0000% | $40000.00          | $7204.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-10-01      | 4.0000%  | 4.0000% | $30146.00          | $5079.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-10-01      | 4.0000%  | 4.0000% | $30113.00          | $5268.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-10-01      | 4.0000%  | 4.0000% | $50183.00          | $9313.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-11-01      | 4.0000%  | 4.0000% | $2275000.00        | $400239.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-11-01      | 4.0000%  | 4.0000% | $283094.00         | $38450.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-05-01      | 4.5000%  | 4.5000% | $514000.00         | $71617.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-12-01      | 4.0000%  | 4.0000% | $2504000.00        | $999413.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-12-01      | 4.5000%  | 4.5000% | $100000.00         | $17555.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-01-01      | 4.0000%  | 4.0000% | $3000000.00        | $398706.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-04-01      | 4.5000%  | 4.5000% | $575000.00         | $73761.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-10-01      | 4.5000%  | 4.5000% | $1600000.00        | $212391.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-05-01      | 4.5000%  | 4.5000% | $3632501.00        | $585837.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-06-01      | 4.0000%  | 4.0000% | $444602.00         | $84780.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-08-01      | 3.0000%  | 3.0000% | $737000.00         | $172987.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-08-01      | 3.5000%  | 3.5000% | $2442000.00        | $469701.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-08-01      | 4.5000%  | 4.5000% | $1720454.00        | $219153.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-09-01      | 4.5000%  | 4.5000% | $1303000.00        | $281403.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-09-01      | 4.5000%  | 4.5000% | $219984.00         | $29349.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-11-01      | 3.0000%  | 3.0000% | $1375000.00        | $525107.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-11-01      | 3.0000%  | 3.0000% | $218000.00         | $87900.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-11-01      | 3.0000%  | 3.0000% | $40824.00          | $11455.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-12-01      | 4.0000%  | 4.0000% | $1820000.00        | $235254.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-03-01      | 3.0000%  | 3.0000% | $3800774.00        | $1124027.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-03-01      | 3.5000%  | 3.5000% | $4000000.00        | $1105953.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-04-01      | 4.0000%  | 4.0000% | $557000.00         | $132276.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-05-01      | 3.0000%  | 3.0000% | $735000.00         | $322594.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-06-01      | 3.0000%  | 3.0000% | $1659000.00        | $771483.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-07-01      | 3.0000%  | 3.0000% | $4000.00           | $1633.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-07-01      | 3.0000%  | 3.0000% | $300000.00         | $101759.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-07-01      | 2.5000%  | 2.5000% | $192772.00         | $94435.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-07-01      | 2.5000%  | 2.5000% | $192853.00         | $90171.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-07-01      | 2.5000%  | 2.5000% | $193023.00         | $94346.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-07-01      | 2.5000%  | 2.5000% | $1216170.00        | $186805.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-08-01      | 2.5000%  | 2.5000% | $190315.00         | $92653.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-08-01      | 2.5000%  | 2.5000% | $157371.00         | $76895.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-08-01      | 2.5000%  | 2.5000% | $47837.00          | $23712.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-08-01      | 3.5000%  | 3.5000% | $341273.00         | $162430.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-02-01      | 3.0000%  | 3.0000% | $150000.00         | $85522.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-01-01      | 2.0000%  | 2.0000% | $3000.00           | $1718.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-01-01      | 4.0000%  | 4.0000% | $5000.00           | $1776.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-02-01      | 2.5000%  | 2.5000% | $369027.00         | $244269.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-02-01      | 3.0000%  | 3.0000% | $100000.00         | $57627.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-04-01      | 3.0000%  | 3.0000% | $3400.00           | $2098.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-04-01      | 2.0000%  | 2.0000% | $180830.00         | $99869.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-05-01      | 2.5000%  | 2.5000% | $1050000.00        | $608047.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-07-01      | 3.0000%  | 3.0000% | $21000.00          | $12942.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-07-01      | 3.0000%  | 3.0000% | $74000.00          | $46370.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-08-01      | 2.0000%  | 2.0000% | $110000.00         | $67678.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2039-09-01      | 5.0000%  | 5.0000% | $1475000.00        | $5229.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-10-01      | 5.0000%  | 5.0000% | $7670000.00        | $84439.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-11-01      | 5.0000%  | 5.0000% | $532857.00         | $6556.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-12-01      | 4.5000%  | 4.5000% | $500000.00         | $6084.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-12-01      | 5.0000%  | 5.0000% | $4377128.00        | $73304.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-01-01      | 4.5000%  | 4.5000% | $1015000.00        | $13459.03          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-02-01      | 5.0000%  | 5.0000% | $263670.00         | $3883.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-03-01      | 4.5000%  | 4.5000% | $5885000.00        | $73664.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-03-01      | 4.0000%  | 4.0000% | $200000.00         | $1680.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-02-01      | 5.0000%  | 5.0000% | $5149883.00        | $83075.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-05-01      | 4.5000%  | 4.5000% | $86064.00          | $999.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-05-01      | 5.0000%  | 5.0000% | $1100000.00        | $16327.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-06-01      | 5.0000%  | 5.0000% | $3225000.00        | $24794.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-05-01      | 5.0000%  | 5.0000% | $785098.00         | $9132.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-07-01      | 5.0000%  | 5.0000% | $668894.00         | $10564.76          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-07-01      | 4.5000%  | 4.5000% | $168000.00         | $2488.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-08-01      | 5.0000%  | 5.0000% | $636656.00         | $13348.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-01-01      | 4.5000%  | 4.5000% | $115000.00         | $3375.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-02-01      | 4.0000%  | 4.0000% | $10000.00          | $273.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-02-01      | 5.0000%  | 5.0000% | $243492.00         | $2373.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2026-04-01      | 3.5000%  | 3.5000% | $3400000.00        | $226.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-10-01      | 5.0000%  | 5.0000% | $2989940.00        | $463613.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-11-01      | 4.5000%  | 4.5000% | $2700000.00        | $415696.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2044-01-01      | 5.0000%  | 5.0000% | $1678522.00        | $219109.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-11-01      | 4.0000%  | 4.0000% | $15000.00          | $654.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-11-01      | 4.5000%  | 4.5000% | $100000.00         | $3984.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-01-01      | 3.5000%  | 3.5000% | $2325000.00        | $97136.65          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-07-01      | 3.5000%  | 3.5000% | $2000000.00        | $91206.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-06-01      | 3.5000%  | 3.5000% | $200000.00         | $19699.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-08-01      | 3.5000%  | 3.5000% | $100000.00         | $11796.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-10-01      | 3.5000%  | 3.5000% | $89000.00          | $10909.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-09-01      | 4.5000%  | 4.5000% | $400000.00         | $33347.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-11-01      | 4.0000%  | 4.0000% | $7775483.00        | $829574.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-02-01      | 4.0000%  | 4.0000% | $2800000.00        | $327868.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-04-01      | 3.0000%  | 3.0000% | $200000.00         | $14995.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-03-01      | 2.5000%  | 2.5000% | $100000.00         | $10850.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-04-01      | 3.0000%  | 3.0000% | $5000.00           | $509.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-04-01      | 3.5000%  | 3.5000% | $1140000.00        | $157351.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-05-01      | 3.0000%  | 3.0000% | $239000.00         | $23246.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-06-01      | 3.0000%  | 3.0000% | $11000.00          | $1113.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-05-01      | 3.5000%  | 3.5000% | $1200000.00        | $153232.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-06-01      | 4.0000%  | 4.0000% | $250000.00         | $32681.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-07-01      | 4.0000%  | 4.0000% | $1110000.00        | $158482.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-09-01      | 4.5000%  | 4.5000% | $3200000.00        | $465403.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-08-20      | 5.0000%  | 5.0000% | $1989334.00        | $176529.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-10-01      | 4.5000%  | 4.5000% | $2000000.00        | $278872.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-05-01      | 3.5000%  | 3.5000% | $550000.00         | $57847.62          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-04-01      | 4.5000%  | 4.5000% | $60000.00          | $6641.74           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2044-08-01      | 3.5000%  | 3.5000% | $3488000.00        | $76428.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-12-01      | 3.5000%  | 3.5000% | $2000.00           | $146.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-02-01      | 3.5000%  | 3.5000% | $736651.00         | $158901.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-04-01      | 3.5000%  | 3.5000% | $5000.00           | $476.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-03-01      | 3.5000%  | 3.5000% | $316336.00         | $61675.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-11-01      | 3.5000%  | 3.5000% | $1307000.00        | $92094.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-02-01      | 4.0000%  | 4.0000% | $1000000.00        | $144989.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-10-01      | 3.5000%  | 3.5000% | $85000.00          | $5791.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-10-01      | 4.0000%  | 4.0000% | $250000.00         | $19413.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-11-01      | 4.0000%  | 4.0000% | $56304.00          | $2976.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-11-01      | 3.5000%  | 3.5000% | $1000.00           | $67.13             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-12-01      | 4.5000%  | 4.5000% | $9489051.00        | $505635.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-12-01      | 4.0000%  | 4.0000% | $158673.00         | $8033.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-11-01      | 4.5000%  | 4.5000% | $814723.00         | $239195.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-01-01      | 4.0000%  | 4.0000% | $390000.00         | $21090.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-01-01      | 3.0000%  | 3.0000% | $633000.00         | $59797.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-02-01      | 4.0000%  | 4.0000% | $94736.00          | $5878.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-02-01      | 3.0000%  | 3.0000% | $1000000.00        | $74251.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-07-01      | 3.0000%  | 3.0000% | $588253.00         | $134695.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2026-08-01      | 2.5000%  | 2.5000% | $1441935.00        | $9156.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-08-01      | 4.0000%  | 4.0000% | $1000000.00        | $158042.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-09-01      | 3.0000%  | 3.0000% | $9000.00           | $1204.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-10-01      | 4.0000%  | 4.0000% | $10010063.00       | $1285200.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-11-01      | 3.0000%  | 3.0000% | $5198100.00        | $899817.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-12-01      | 4.5000%  | 4.5000% | $207997.00         | $26199.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-01-01      | 4.5000%  | 4.5000% | $303000.00         | $42230.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-01-01      | 4.0000%  | 4.0000% | $214845.00         | $40588.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-03-01      | 3.0000%  | 3.0000% | $400000.00         | $88464.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-12-01      | 4.5000%  | 4.5000% | $1529558.00        | $122660.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-02-01      | 3.5000%  | 3.5000% | $305710.00         | $106693.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-01-01      | 3.0000%  | 3.0000% | $3000.00           | $946.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-03-01      | 3.5000%  | 3.5000% | $134690.00         | $2772.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-05-01      | 5.0000%  | 5.0000% | $2070000.00        | $1592.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2039-06-01      | 4.5000%  | 4.5000% | $580000.00         | $23320.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2039-09-01      | 4.5000%  | 4.5000% | $1340000.00        | $69381.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2039-11-01      | 4.5000%  | 4.5000% | $180000.00         | $8415.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2039-12-01      | 4.5000%  | 4.5000% | $597307.00         | $16329.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-04-01      | 5.0000%  | 5.0000% | $875000.00         | $27648.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2038-11-01      | 7.0000%  | 7.0000% | $1850000.00        | $6216.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-07-01      | 6.5000%  | 6.5000% | $4500000.00        | $103725.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-06-01      | 7.0000%  | 7.0000% | $25000.00          | $109.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-06-01      | 7.0000%  | 7.0000% | $405000.00         | $8727.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-08-01      | 6.5000%  | 6.5000% | $15000.00          | $63.00             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-09-01      | 6.0000%  | 6.0000% | $405000.00         | $2528.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-09-01      | 6.0000%  | 6.0000% | $157000.00         | $610.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-08-01      | 7.0000%  | 7.0000% | $50000.00          | $169.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-10-01      | 7.0000%  | 7.0000% | $100000.00         | $486.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-09-01      | 6.0000%  | 6.0000% | $64000.00          | $132.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-09-01      | 7.0000%  | 7.0000% | $50000.00          | $25.70             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-11-01      | 5.5000%  | 5.5000% | $3200000.00        | $3092.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-08-01      | 6.0000%  | 6.0000% | $5887765.00        | $168925.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-11-01      | 7.0000%  | 7.0000% | $200000.00         | $5758.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-10-01      | 6.5000%  | 6.5000% | $2767674.00        | $18922.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-12-01      | 7.0000%  | 7.0000% | $25000.00          | $362.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2038-05-01      | 6.8120%  | 6.8120% | $24095000.00       | $64046.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-10-01      | 7.0000%  | 7.0000% | $388681.00         | $8345.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2038-01-01      | 6.5000%  | 6.5000% | $530235.00         | $4647.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-08-01      | 6.5000%  | 6.5000% | $245000.00         | $4313.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2038-09-01      | 6.5000%  | 6.5000% | $95341.00          | $931.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2038-09-01      | 6.5000%  | 6.5000% | $14785624.00       | $850726.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2038-11-01      | 7.0000%  | 7.0000% | $4110683.00        | $59032.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2038-11-01      | 7.0000%  | 7.0000% | $1273774.00        | $26296.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2039-06-01      | 4.5000%  | 4.5000% | $350000.00         | $14831.03          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2038-11-01      | 7.0000%  | 7.0000% | $100000.00         | $2344.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2038-10-01      | 6.5000%  | 6.5000% | $6000.00           | $51.86             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-08-01      | 4.5000%  | 4.5000% | $1330000.00        | $20179.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-10-01      | 6.5000%  | 6.5000% | $2803275.00        | $496.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-11-01      | 6.0000%  | 6.0000% | $81430264.00       | $264650.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2026-09-01      | 5.5000%  | 5.5000% | $2000000.00        | $49.07             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2039-03-01      | 6.5000%  | 6.5000% | $460116.00         | $3380.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2039-06-01      | 5.0000%  | 5.0000% | $350000.00         | $14131.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2039-08-01      | 4.5000%  | 4.5000% | $350000.00         | $6372.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2039-08-01      | 4.0000%  | 4.0000% | $500000.00         | $16102.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-02-01      | 6.0000%  | 6.0000% | $3000000.00        | $122419.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2039-02-01      | 5.0000%  | 5.0000% | $5558848.00        | $154789.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-05-01      | 4.5000%  | 4.5000% | $280000.00         | $18079.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-07-01      | 4.5000%  | 4.5000% | $1110000.00        | $43818.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-08-01      | 5.0000%  | 5.0000% | $3144262.00        | $59398.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-08-01      | 4.5000%  | 4.5000% | $270000.00         | $19750.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-01-01      | 5.0000%  | 5.0000% | $12213122.00       | $274785.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-04-01      | 4.0000%  | 4.0000% | $330000.00         | $27593.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-05-01      | 4.0000%  | 4.0000% | $330000.00         | $21967.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-04-01      | 3.5000%  | 3.5000% | $1000000.00        | $70955.62          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-07-01      | 4.0000%  | 4.0000% | $440000.00         | $29903.03          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-08-01      | 4.0000%  | 4.0000% | $810000.00         | $65804.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-10-01      | 4.0000%  | 4.0000% | $2150000.00        | $239856.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-04-01      | 3.5000%  | 3.5000% | $151825.00         | $14144.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-06-01      | 3.5000%  | 3.5000% | $148411.00         | $8798.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-06-01      | 4.0000%  | 4.0000% | $90000.00          | $9034.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-12-01      | 3.5000%  | 3.5000% | $100000.00         | $9735.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-10-01      | 2.5000%  | 2.5000% | $30347.00          | $692.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-10-01      | 3.5000%  | 3.5000% | $2099127.00        | $162522.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-11-01      | 2.5000%  | 2.5000% | $54000.00          | $6172.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-10-01      | 5.0000%  | 5.0000% | $4563.00           | $198.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-07-01      | 5.0000%  | 5.0000% | $3051715.00        | $173326.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-07-01      | 2.5000%  | 2.5000% | $92584.00          | $3456.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-05-01      | 2.5000%  | 2.5000% | $300000.00         | $10319.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2039-11-01      | 5.0000%  | 5.0000% | $8000000.00        | $190527.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-07-01      | 5.0000%  | 5.0000% | $150408.00         | $3336.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2039-10-01      | 5.0000%  | 5.0000% | $2000000.00        | $54298.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-05-01      | 5.0000%  | 5.0000% | $125000.00         | $3306.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2039-11-01      | 5.5000%  | 5.5000% | $487945.00         | $20521.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-06-01      | 4.5000%  | 4.5000% | $215227.00         | $6037.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2026-05-01      | 3.5000%  | 3.5000% | $2000000.00        | $1597.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-10-01      | 4.0000%  | 4.0000% | $26000.00          | $1047.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-04-01      | 4.5000%  | 4.5000% | $157032.00         | $617.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-05-01      | 4.5000%  | 4.5000% | $3500000.00        | $13897.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-07-01      | 4.0000%  | 4.0000% | $505000.00         | $4562.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-06-01      | 4.0000%  | 4.0000% | $905000.00         | $5544.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-09-01      | 5.0000%  | 5.0000% | $1360000.00        | $18836.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-10-01      | 4.0000%  | 4.0000% | $500000.00         | $6934.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-10-01      | 4.5000%  | 4.5000% | $223634.00         | $2602.82           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-07-15      | 7.0000%  | 7.0000% | $175000.00         | $49.65             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-04-15      | 7.5000%  | 7.5000% | $218215.00         | $2090.20           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-03-15      | 7.0000%  | 7.0000% | $184184.00         | $216.46            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-05-15      | 6.5000%  | 6.5000% | $12870000.00       | $7883.37           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-07-15      | 6.5000%  | 6.5000% | $25000.00          | $70.78             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-03-15      | 6.5000%  | 6.5000% | $115000.00         | $206.65            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-03-15      | 6.5000%  | 6.5000% | $30000.00          | $28.34             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-07-15      | 6.5000%  | 6.5000% | $41628.00          | $2.51              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-12-15      | 7.0000%  | 7.0000% | $633272.00         | $1761.70           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-09-15      | 7.0000%  | 7.0000% | $75000.00          | $66.99             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-04-15      | 7.0000%  | 7.0000% | $1128781.00        | $4860.17           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-05-15      | 7.0000%  | 7.0000% | $807140.00         | $1220.95           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-05-15      | 6.5000%  | 6.5000% | $30960.00          | $110.87            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-01-15      | 7.0000%  | 7.0000% | $84000.00          | $26.86             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-03-15      | 7.5000%  | 7.5000% | $29000.00          | $69.65             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-10-15      | 7.5000%  | 7.5000% | $72191.00          | $240.17            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-02-15      | 6.5000%  | 6.5000% | $100000.00         | $91.52             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-07-15      | 7.0000%  | 7.0000% | $68394.00          | $31.51             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-05-20      | 6.5000%  | 6.5000% | $70000.00          | $81.18             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-07-15      | 7.0000%  | 7.0000% | $105000.00         | $465.47            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-07-15      | 7.5000%  | 7.5000% | $81643.00          | $695.34            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-04-15      | 7.0000%  | 7.0000% | $285000.00         | $91.63             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-09-15      | 7.0000%  | 7.0000% | $34000.00          | $42.67             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-02-15      | 7.5000%  | 7.5000% | $254775.00         | $955.73            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-03-15      | 6.7500%  | 6.7500% | $92000.00          | $235.02            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-03-15      | 6.5000%  | 6.5000% | $400000.00         | $591.24            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-04-15      | 7.0000%  | 7.0000% | $1009132.00        | $10705.53          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-03-15      | 6.5000%  | 6.5000% | $456738.00         | $6264.21           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-04-15      | 7.0000%  | 7.0000% | $1008050.00        | $12333.83          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-04-15      | 7.0000%  | 7.0000% | $1009396.00        | $11388.41          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-06-15      | 7.0000%  | 7.0000% | $1007904.00        | $28785.90          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-10-15      | 7.0000%  | 7.0000% | $228000.00         | $653.82            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-02-15      | 7.0000%  | 7.0000% | $150000.00         | $191.05            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-02-15      | 7.0000%  | 7.0000% | $150000.00         | $105.79            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-02-15      | 7.0000%  | 7.0000% | $80000.00          | $31.15             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-05-15      | 7.0000%  | 7.0000% | $105000.00         | $56.22             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-06-15      | 6.5000%  | 6.5000% | $335000.00         | $154.11            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-06-15      | 7.0000%  | 7.0000% | $676368.00         | $1294.45           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-07-15      | 7.0000%  | 7.0000% | $3012541.00        | $7644.74           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-03-15      | 7.0000%  | 7.0000% | $150000.00         | $304.21            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-08-15      | 7.0000%  | 7.0000% | $324749.00         | $810.45            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-09-15      | 6.5000%  | 6.5000% | $135000.00         | $50.23             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-06-15      | 7.5000%  | 7.5000% | $106185.00         | $836.95            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-07-15      | 7.0000%  | 7.0000% | $702908.00         | $18979.85          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-07-15      | 7.0000%  | 7.0000% | $80000.00          | $1081.87           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-07-15      | 7.0000%  | 7.0000% | $1588769.00        | $7046.02           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-07-15      | 7.0000%  | 7.0000% | $283723.00         | $2040.03           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-08-15      | 6.5000%  | 6.5000% | $49864.00          | $339.49            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-08-15      | 7.0000%  | 7.0000% | $2011923.00        | $14357.75          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-08-15      | 7.0000%  | 7.0000% | $2020008.00        | $42927.08          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-06-15      | 6.5000%  | 6.5000% | $550000.00         | $1144.74           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-06-15      | 7.5000%  | 7.5000% | $45788.00          | $57.11             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-05-15      | 6.5000%  | 6.5000% | $250277.00         | $274.61            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-05-15      | 7.0000%  | 7.0000% | $86833.00          | $276.17            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-10-15      | 6.7500%  | 6.7500% | $30000.00          | $168.46            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-04-15      | 7.0000%  | 7.0000% | $184996.00         | $69.03             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-05-15      | 7.0000%  | 7.0000% | $85000.00          | $380.71            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-07-15      | 7.0000%  | 7.0000% | $160000.00         | $590.77            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-07-15      | 7.5000%  | 7.5000% | $680000.00         | $537.56            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-05-15      | 6.5000%  | 6.5000% | $150000.00         | $841.10            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-12-15      | 7.0000%  | 7.0000% | $300000.00         | $1425.17           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-10-15      | 6.5000%  | 6.5000% | $85000.00          | $120.03            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-06-15      | 6.7500%  | 6.7500% | $225000.00         | $107.76            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-05-15      | 7.0000%  | 7.0000% | $560860.00         | $95.77             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-12-15      | 6.5000%  | 6.5000% | $25000.00          | $53.53             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-12-15      | 8.0000%  | 8.0000% | $58241.00          | $70.81             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2030-05-15      | 7.5000%  | 7.5000% | $371034.00         | $272.97            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-11-15      | 6.5000%  | 6.5000% | $50000.00          | $48.46             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-07-15      | 6.5000%  | 6.5000% | $465450.00         | $88.28             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-07-15      | 7.0000%  | 7.0000% | $57950.00          | $37.90             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-09-15      | 7.0000%  | 7.0000% | $100000.00         | $166.05            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-08-15      | 6.5000%  | 6.5000% | $25000.00          | $17.69             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-08-15      | 7.5000%  | 7.5000% | $936032.00         | $8248.08           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-11-15      | 6.5000%  | 6.5000% | $1011771.00        | $1309.30           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-01-15      | 7.0000%  | 7.0000% | $156620.00         | $172.64            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-01-15      | 6.5000%  | 6.5000% | $100000.00         | $100.41            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-02-15      | 6.5000%  | 6.5000% | $25000.00          | $29.59             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-09-15      | 6.5000%  | 6.5000% | $40000.00          | $285.24            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-02-15      | 6.5000%  | 6.5000% | $200000.00         | $1704.05           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-06-15      | 7.0000%  | 7.0000% | $100000.00         | $127.56            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-06-01      | 3.5000%  | 3.5000% | $500000.00         | $68067.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-07-01      | 3.0000%  | 3.0000% | $500000.00         | $11956.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-09-01      | 3.0000%  | 3.0000% | $1030000.00        | $112642.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-10-01      | 3.5000%  | 3.5000% | $606107.00         | $34101.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-01-01      | 3.0000%  | 3.0000% | $10531397.00       | $381725.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-01-01      | 3.5000%  | 3.5000% | $975000.00         | $75737.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2038-02-01      | 3.0000%  | 3.0000% | $2000.00           | $297.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-02-01      | 3.0000%  | 3.0000% | $32000.00          | $1379.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-05-01      | 3.5000%  | 3.5000% | $1000.00           | $81.49             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-05-01      | 3.5000%  | 3.5000% | $12000.00          | $512.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-05-01      | 3.5000%  | 3.5000% | $5000000.00        | $386746.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2038-04-01      | 4.5000%  | 4.5000% | $4082186.00        | $255687.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-06-01      | 4.5000%  | 4.5000% | $1145501.00        | $84092.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-06-01      | 4.0000%  | 4.0000% | $9862017.00        | $821510.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-06-01      | 4.0000%  | 4.0000% | $221384.00         | $16452.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-07-01      | 4.0000%  | 4.0000% | $548000.00         | $26332.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-06-01      | 4.0000%  | 4.0000% | $375832.00         | $25063.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-07-01      | 4.0000%  | 4.0000% | $160000.00         | $10576.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-09-01      | 4.0000%  | 4.0000% | $275000.00         | $16456.51          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-08-01      | 4.5000%  | 4.5000% | $484500.00         | $37095.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-08-01      | 3.5000%  | 3.5000% | $5000000.00        | $200610.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-07-01      | 3.0000%  | 3.0000% | $27907.00          | $1082.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-07-01      | 2.5000%  | 2.5000% | $550000.00         | $321178.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-08-01      | 2.0000%  | 2.0000% | $210000.00         | $129242.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-11-15      | 7.0000%  | 7.0000% | $2118639.00        | $1556.19           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-08-15      | 7.5000%  | 7.5000% | $258230.00         | $820.94            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-09-15      | 7.0000%  | 7.0000% | $870261.00         | $1769.71           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-11-15      | 7.0000%  | 7.0000% | $992513.00         | $3175.77           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-07-15      | 7.0000%  | 7.0000% | $31000.00          | $91.04             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-09-15      | 7.0000%  | 7.0000% | $943417.00         | $8433.27           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-10-15      | 7.0000%  | 7.0000% | $310218.00         | $2159.27           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-10-15      | 7.0000%  | 7.0000% | $36000.00          | $24.91             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-04-15      | 7.0000%  | 7.0000% | $32725.00          | $30.38             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-04-15      | 6.5000%  | 6.5000% | $356000.00         | $344.20            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-08-15      | 6.5000%  | 6.5000% | $75000.00          | $71.41             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-09-15      | 7.0000%  | 7.0000% | $759392.00         | $2655.54           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-01-15      | 9.0000%  | 9.0000% | $1001328.00        | $4638.18           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-10-15      | 7.0000%  | 7.0000% | $3397540.00        | $1731.09           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-11-15      | 7.0000%  | 7.0000% | $2027626.00        | $429.53            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-01-15      | 7.0000%  | 7.0000% | $111453.00         | $833.21            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-01-15      | 7.0000%  | 7.0000% | $631816.00         | $5458.87           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-09-15      | 7.0000%  | 7.0000% | $575984.00         | $3779.76           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-05-15      | 6.5000%  | 6.5000% | $90000.00          | $262.31            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-03-15      | 7.5000%  | 7.5000% | $837569.00         | $5367.91           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-05-15      | 7.0000%  | 7.0000% | $60000.00          | $35.44             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-06-15      | 7.0000%  | 7.0000% | $229907.00         | $169.29            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-04-15      | 7.0000%  | 7.0000% | $253199.00         | $564.98            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-12-15      | 7.0000%  | 7.0000% | $504364.00         | $1801.62           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-12-15      | 7.0000%  | 7.0000% | $1349967.00        | $2581.80           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-03-15      | 6.5000%  | 6.5000% | $25000.00          | $115.39            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-01-15      | 7.0000%  | 7.0000% | $131442.00         | $50.43             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-11-15      | 7.0000%  | 7.0000% | $992533.00         | $2760.86           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-11-15      | 7.0000%  | 7.0000% | $2000000.00        | $2692.91           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-10-15      | 7.5000%  | 7.5000% | $265629.00         | $1369.32           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-03-15      | 7.0000%  | 7.0000% | $357993.00         | $190.21            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-10-15      | 7.5000%  | 7.5000% | $61473.00          | $544.43            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-12-15      | 7.0000%  | 7.0000% | $99922.00          | $1438.57           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-11-15      | 7.0000%  | 7.0000% | $1380772.00        | $4321.02           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-02-15      | 7.0000%  | 7.0000% | $154434.00         | $366.08            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-03-15      | 7.0000%  | 7.0000% | $804832.00         | $2922.79           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-11-15      | 7.0000%  | 7.0000% | $25602.00          | $42.46             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-10-15      | 7.0000%  | 7.0000% | $166289.00         | $59.16             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-12-15      | 7.0000%  | 7.0000% | $991770.00         | $93.91             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-11-15      | 7.0000%  | 7.0000% | $2377111.00        | $506.61            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-11-15      | 7.0000%  | 7.0000% | $125000.00         | $49.53             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-11-15      | 7.5000%  | 7.5000% | $1425000.00        | $477.19            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-12-15      | 7.0000%  | 7.0000% | $8165752.00        | $3747.82           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-12-15      | 7.0000%  | 7.0000% | $199675.00         | $17.75             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-12-15      | 7.0000%  | 7.0000% | $1087993.00        | $194.99            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-12-15      | 7.0000%  | 7.0000% | $93133.00          | $62.05             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-02-15      | 7.5000%  | 7.5000% | $130746.00         | $155.56            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-04-15      | 7.0000%  | 7.0000% | $257000.00         | $332.45            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-07-15      | 6.5000%  | 6.5000% | $1400000.00        | $543.97            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-04-15      | 7.0000%  | 7.0000% | $144681.00         | $51.30             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-03-15      | 7.0000%  | 7.0000% | $150000.00         | $254.03            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-11-15      | 7.0000%  | 7.0000% | $3162465.00        | $384.14            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-12-15      | 7.0000%  | 7.0000% | $95307757.00       | $9355.20           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-06-15      | 6.5000%  | 6.5000% | $170000.00         | $379.61            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-06-15      | 7.0000%  | 7.0000% | $3700000.00        | $10004.71          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-05-15      | 6.5000%  | 6.5000% | $280000.00         | $139.71            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-11-01      | 5.5000%  | 5.5000% | $2588869.00        | $908190.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-12-01      | 4.0000%  | 4.0000% | $1032555.00        | $191282.03         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2034-03-01      | 4.0000%  | 4.0000% | $1165553.00        | $362892.02         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2034-04-01      | 3.0000%  | 3.0000% | $20000.00          | $3405.28           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-03-01      | 5.5000%  | 5.5000% | $1507156.00        | $372575.94         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-02-01      | 5.5000%  | 5.5000% | $1662414.00        | $443544.98         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-04-01      | 5.5000%  | 5.5000% | $1538983.00        | $407327.17         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-04-01      | 5.5000%  | 5.5000% | $1330477.00        | $292680.41         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2041-10-01      | 3.4900%  | 3.4900% | $39842.00          | $25809.03          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-05-01      | 4.0000%  | 4.0000% | $1473690.00        | $196136.56         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-05-01      | 3.5000%  | 3.5000% | $239000.00         | $59663.88          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2046-05-01      | 4.5000%  | 4.5000% | $6685726.00        | $365441.79         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-10-01      | 3.5000%  | 3.5000% | $2142700.00        | $119660.37         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-08-01      | 4.0000%  | 4.0000% | $19727561.00       | $759249.07         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-09-01      | 4.0000%  | 4.0000% | $21924841.00       | $751052.69         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2044-06-01      | 4.5000%  | 4.5000% | $1449851.00        | $32423.58          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2044-08-01      | 4.5000%  | 4.5000% | $2199900.00        | $47571.41          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2044-05-01      | 4.5000%  | 4.5000% | $1817400.00        | $75714.73          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2044-05-01      | 4.5000%  | 4.5000% | $9141184.00        | $136640.18         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2044-10-01      | 4.0000%  | 4.0000% | $2330000.00        | $89384.53          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-02-01      | 3.5000%  | 3.5000% | $1887808.00        | $150940.29         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-12-01      | 3.5000%  | 3.5000% | $445612.00         | $33065.20          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-05-01      | 4.0000%  | 4.0000% | $468868.00         | $26127.18          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-04-01      | 4.5000%  | 4.5000% | $1563665.00        | $169356.67         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-10-01      | 4.5000%  | 4.5000% | $8568952.00        | $897016.13         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-10-01      | 4.5000%  | 4.5000% | $1790508.00        | $101026.79         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-11-01      | 4.5000%  | 4.5000% | $1923450.00        | $678520.09         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-01-01      | 4.5000%  | 4.5000% | $3583450.00        | $216935.44         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-01-01      | 4.5000%  | 4.5000% | $1792341.00        | $130400.98         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2041-09-01      | 5.0000%  | 5.0000% | $8967591.00        | $36123.22          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-10-01      | 7.0000%  | 7.0000% | $50000.00          | $26.49             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-11-01      | 7.0000%  | 7.0000% | $1396204.00        | $1232.30           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-01-01      | 6.5000%  | 6.5000% | $1999802.00        | $2266.98           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-03-01      | 7.0000%  | 7.0000% | $165000.00         | $247.73            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-04-01      | 6.5000%  | 6.5000% | $2000000.00        | $2979.55           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-04-01      | 7.0000%  | 7.0000% | $3584000.00        | $6911.31           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-05-01      | 7.0000%  | 7.0000% | $45000.00          | $111.38            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-07-01      | 7.0000%  | 7.0000% | $3930000.00        | $8922.06           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-10-01      | 6.5000%  | 6.5000% | $100000.00         | $281.76            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-09-01      | 7.0000%  | 7.0000% | $12207772.00       | $38263.44          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-10-01      | 7.0000%  | 7.0000% | $1396140.00        | $4550.08           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-11-01      | 7.0000%  | 7.0000% | $2451330.00        | $2857.50           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2026-07-01      | 8.5000%  | 8.5000% | $1000000.00        | $14.65             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2027-01-01      | 7.0000%  | 7.0000% | $507656.00         | $20.91             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2027-02-01      | 7.0000%  | 7.0000% | $300217.00         | $34.63             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2027-04-01      | 7.0000%  | 7.0000% | $482009.00         | $27.80             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2027-12-01      | 7.0000%  | 7.0000% | $190000.00         | $31.32             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2028-07-01      | 6.5000%  | 6.5000% | $250000.00         | $67.77             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2028-07-01      | 7.0000%  | 7.0000% | $1057198.00        | $190.13            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2027-12-01      | 7.0000%  | 7.0000% | $4913054.00        | $252.76            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2029-01-01      | 6.5000%  | 6.5000% | $8500000.00        | $5252.83           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2028-11-01      | 7.0000%  | 7.0000% | $17000.00          | $21.87             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2028-09-01      | 6.5000%  | 6.5000% | $66333.00          | $22.23             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2028-11-01      | 7.0000%  | 7.0000% | $516000.00         | $149.13            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2028-12-01      | 6.5000%  | 6.5000% | $1910000.00        | $997.84            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2029-02-01      | 6.5000%  | 6.5000% | $4218793.00        | $2626.02           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2029-03-01      | 6.5000%  | 6.5000% | $105460.00         | $55.69             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2029-04-01      | 6.5000%  | 6.5000% | $6811772.00        | $3108.74           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2029-07-01      | 6.5000%  | 6.5000% | $2756485.00        | $1156.89           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-02-01      | 8.5000%  | 8.5000% | $185000.00         | $27.78             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2029-12-01      | 7.0000%  | 7.0000% | $45000.00          | $18.26             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-01-01      | 7.0000%  | 7.0000% | $25000.00          | $12.48             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-06-01      | 8.5000%  | 8.5000% | $750000.00         | $88.82             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-08-01      | 8.5000%  | 8.5000% | $250386.00         | $109.12            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-11-01      | 7.0000%  | 7.0000% | $83000.00          | $50.33             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-12-01      | 7.0000%  | 7.0000% | $127049.00         | $46.41             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-01-01      | 7.0000%  | 7.0000% | $11126900.00       | $2816.11           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-08-01      | 7.0000%  | 7.0000% | $20000.00          | $18.85             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-03-01      | 6.5000%  | 6.5000% | $2000000.00        | $965.13            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-04-01      | 6.5000%  | 6.5000% | $2000000.00        | $1060.62           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-07-01      | 6.5000%  | 6.5000% | $108360.00         | $57.34             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2034-02-01      | 6.5000%  | 6.5000% | $1181061.00        | $21068.47          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-04-01      | 6.5000%  | 6.5000% | $14932356.00       | $189351.08         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-06-01      | 7.0000%  | 7.0000% | $33265.00          | $4892.67           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-11-01      | 6.5000%  | 6.5000% | $1850000.00        | $18258.59          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-10-01      | 6.5000%  | 6.5000% | $201746.00         | $1621.05           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-03-01      | 3.5000%  | 3.5000% | $7000.00           | $721.40            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-02-01      | 3.0000%  | 3.0000% | $84237.00          | $18053.12          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2026-03-25      | 7.0000%  | 7.0000% | $5000000.00        | $13.32             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2026-12-01      | 8.0000%  | 8.0000% | $125311.00         | $18.78             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-04-01      | 7.0000%  | 7.0000% | $10000.00          | $39.89             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-04-01      | 7.0000%  | 7.0000% | $13469292.00       | $155630.76         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-04-01      | 6.5000%  | 6.5000% | $90000.00          | $91.17             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-04-01      | 7.0000%  | 7.0000% | $23000.00          | $315.58            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-04-01      | 7.0000%  | 7.0000% | $322105.00         | $1239.37           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-05-01      | 7.0000%  | 7.0000% | $3054047.00        | $4190.93           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-05-01      | 7.0000%  | 7.0000% | $38000.00          | $211.97            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-08-01      | 6.5000%  | 6.5000% | $1795101.00        | $1132.87           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-08-01      | 7.0000%  | 7.0000% | $327172.00         | $865.46            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-07-01      | 6.5000%  | 6.5000% | $3650000.00        | $130927.76         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-07-01      | 6.5000%  | 6.5000% | $3400000.00        | $58606.75          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-07-01      | 6.5000%  | 6.5000% | $3675000.00        | $128414.34         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2026-04-01      | 7.0000%  | 7.0000% | $17762.00          | $0.84              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2027-04-01      | 7.0000%  | 7.0000% | $4065745.00        | $228.95            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2028-04-01      | 6.5000%  | 6.5000% | $1588748.00        | $328.50            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2027-12-01      | 5.5000%  | 5.5000% | $108570.00         | $102.21            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-01-01      | 5.0000%  | 5.0000% | $466623.00         | $14074.05          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-03-01      | 4.5000%  | 4.5000% | $208000.00         | $4601.37           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-09-01      | 5.0000%  | 5.0000% | $343658.00         | $1571.52           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2026-03-25      | 5.0000%  | 5.0000% | $1900000.00        | $87.78             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2026-05-01      | 4.0000%  | 4.0000% | $5410000.00        | $2688.19           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2026-05-01      | 4.0000%  | 4.0000% | $2500000.00        | $1119.16           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2026-07-01      | 4.0000%  | 4.0000% | $125000.00         | $158.80            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2028-04-01      | 2.5000%  | 2.5000% | $77609.00          | $2298.35           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2027-11-01      | 3.0000%  | 3.0000% | $2562539.00        | $49271.01          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2028-02-01      | 2.5000%  | 2.5000% | $25420.00          | $677.83            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2028-03-01      | 3.0000%  | 3.0000% | $2784064.00        | $140116.54         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2028-04-01      | 2.5000%  | 2.5000% | $25019.00          | $808.41            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2028-06-01      | 3.0000%  | 3.0000% | $4427870.00        | $112318.48         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2028-07-01      | 3.0000%  | 3.0000% | $1000000.00        | $34429.87          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-02-01      | 3.0000%  | 3.0000% | $5705877.00        | $275037.19         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-03-01      | 3.0000%  | 3.0000% | $2649736.00        | $343199.28         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-05-01      | 3.0000%  | 3.0000% | $3064531.00        | $523460.32         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-04-01      | 3.0000%  | 3.0000% | $2902368.00        | $301645.33         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-05-01      | 3.0000%  | 3.0000% | $1100000.00        | $110440.69         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-02-01      | 3.0000%  | 3.0000% | $3918206.00        | $356489.65         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-03-01      | 3.0000%  | 3.0000% | $1948119.00        | $201077.65         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-11-01      | 2.5000%  | 2.5000% | $1000000.00        | $191847.09         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-12-01      | 3.0000%  | 3.0000% | $1859344.00        | $286488.24         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-04-01      | 3.0000%  | 3.0000% | $1430000.00        | $169218.55         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2034-08-01      | 4.5000%  | 4.5000% | $520000.00         | $16796.17          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2029-06-01      | 6.5000%  | 6.5000% | $4297498.00        | $59385.33          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2029-08-01      | 6.5000%  | 6.5000% | $40000000.00       | $25602.36          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-04-01      | 4.5000%  | 4.5000% | $6045137.00        | $285734.92         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-03-01      | 5.0000%  | 5.0000% | $5000000.00        | $126727.77         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-02-01      | 4.0000%  | 4.0000% | $7627432.00        | $400154.68         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2041-10-01      | 4.0000%  | 4.0000% | $3010000.00        | $411334.07         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2041-10-01      | 4.0000%  | 4.0000% | $279917.00         | $24659.12          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-05-01      | 3.5000%  | 3.5000% | $22000.00          | $2845.92           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-05-01      | 3.5000%  | 3.5000% | $7000.00           | $1011.52           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-06-01      | 4.0000%  | 4.0000% | $4476000.00        | $392121.42         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-06-01      | 4.0000%  | 4.0000% | $200000.00         | $32894.40          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-05-01      | 4.0000%  | 4.0000% | $200000.00         | $30513.44          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-07-01      | 4.0000%  | 4.0000% | $500000.00         | $88448.79          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-07-01      | 4.0000%  | 4.0000% | $400000.00         | $61027.36          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-07-01      | 4.0000%  | 4.0000% | $3200000.00        | $519260.54         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-08-01      | 4.0000%  | 4.0000% | $3000000.00        | $414640.39         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-11-01      | 4.0000%  | 4.0000% | $5500000.00        | $474572.35         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2046-02-01      | 4.0000%  | 4.0000% | $250000.00         | $41946.62          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-08-01      | 3.5000%  | 3.5000% | $120000.00         | $16734.44          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-08-01      | 3.5000%  | 3.5000% | $130000.00         | $23317.05          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2046-07-01      | 3.0000%  | 3.0000% | $750000.00         | $181369.49         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2046-07-01      | 3.0000%  | 3.0000% | $1050000.00        | $233441.09         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-02-01      | 3.5000%  | 3.5000% | $160000.00         | $29102.88          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-01-01      | 4.0000%  | 4.0000% | $1219171.00        | $224290.19         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-07-01      | 4.5000%  | 4.5000% | $2186253.00        | $181201.75         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-08-01      | 4.5000%  | 4.5000% | $1214309.00        | $308914.36         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-09-01      | 3.5000%  | 3.5000% | $2500000.00        | $551584.66         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-10-01      | 4.5000%  | 4.5000% | $4143403.00        | $564399.50         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-11-01      | 4.5000%  | 4.5000% | $700000.00         | $141642.31         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-03-01      | 4.5000%  | 4.5000% | $9539925.00        | $959845.76         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-05-01      | 4.5000%  | 4.5000% | $300000.00         | $44328.25          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-08-01      | 4.0000%  | 4.0000% | $1958125.00        | $342708.53         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-09-01      | 5.5000%  | 5.5000% | $262791.00         | $110652.24         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-10-01      | 3.5000%  | 3.5000% | $2996546.00        | $403662.18         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2046-03-01      | 4.0000%  | 4.0000% | $1847804.00        | $299036.62         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-02-01      | 3.0000%  | 3.0000% | $241390.00         | $38454.13          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-03-01      | 3.0000%  | 3.0000% | $86000.00          | $9596.61           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-03-01      | 3.0000%  | 3.0000% | $45000.00          | $8584.22           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-11-01      | 4.5000%  | 4.5000% | $40000.00          | $7390.48           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2039-04-01      | 6.5000%  | 6.5000% | $9647633.00        | $98015.49          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-11-01      | 7.5000%  | 7.5000% | $20000.00          | $825.74            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-11-01      | 6.5000%  | 6.5000% | $16904892.00       | $359559.04         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2039-04-01      | 6.5000%  | 6.5000% | $1218826.00        | $15774.70          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2038-09-01      | 6.5000%  | 6.5000% | $3000.00           | $38.72             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-12-01      | 6.0000%  | 6.0000% | $9909370.00        | $325599.20         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2039-09-01      | 6.5000%  | 6.5000% | $900000.00         | $25925.33          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2039-03-01      | 7.0000%  | 7.0000% | $100000.00         | $3849.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-01-01      | 2.5000%  | 2.5000% | $292400.00         | $222939.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-09-01      | 3.5000%  | 3.5000% | $46621.00          | $39082.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-07-01      | 6.5000%  | 6.5000% | $10000.00          | $6215.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-09-01      | 4.5000%  | 4.5000% | $2000.00           | $1751.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 3.0000%  | 3.0000% | $144200.00         | $120220.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-02-01      | 2.5000%  | 2.5000% | $650000.00         | $518106.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-01-25      | 2.5000%  | 2.5000% | $4094.00           | $2981.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-10-25      | 3.5000%  | 3.5000% | $120500.00         | $97846.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 5.0000%  | 5.0000% | $35800.00          | $35654.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-01-01      | 5.0000%  | 5.0000% | $1261.00           | $1268.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-03-01      | 6.5000%  | 6.5000% | $5038.00           | $5325.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-04-01      | 6.0000%  | 6.0000% | $41900.00          | $37947.76          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 6.0000%  | 6.0000% | $464571.00         | $454303.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-03-01      | 6.0000%  | 6.0000% | $5050.00           | $5082.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-05-01      | 6.0000%  | 6.0000% | $54234782.00       | $50010659.49       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-05-01      | 6.5000%  | 6.5000% | $56115.00          | $51564.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 6.5000%  | 6.5000% | $108086.00         | $114682.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 5.5000%  | 5.5000% | $1265800.00        | $1266096.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 6.5000%  | 6.5000% | $5564500.00        | $5079877.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-03-01      | 5.5000%  | 5.5000% | $10015.00          | $7760.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-02-01      | 6.0000%  | 6.0000% | $15399.00          | $14677.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-06-01      | 5.5000%  | 5.5000% | $1490676.00        | $38257.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-08-01      | 6.5000%  | 6.5000% | $972197.00         | $2002.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-08-01      | 6.5000%  | 6.5000% | $26000.00          | $54.28             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-11-01      | 5.0000%  | 5.0000% | $3700000.00        | $41565.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-10-01      | 7.0000%  | 7.0000% | $1440000.00        | $29371.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-03-01      | 7.0000%  | 7.0000% | $185000.00         | $1253.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-07-01      | 5.7990%  | 5.7990% | $17000.00          | $203.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-12-01      | 6.0000%  | 6.0000% | $46000.00          | $213.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-12-01      | 7.0000%  | 7.0000% | $2000.00           | $35.92             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-08-01      | 6.5000%  | 6.5000% | $846670.00         | $12843.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-06-01      | 7.0000%  | 7.0000% | $25000000.00       | $95554.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-11-01      | 7.0000%  | 7.0000% | $4876224.00        | $64220.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-12-01      | 6.5000%  | 6.5000% | $11653000.00       | $73121.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-11-01      | 6.5000%  | 6.5000% | $1340000.00        | $5220.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2039-10-01      | 6.5000%  | 6.5000% | $6000.00           | $85.26             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-10-01      | 6.5000%  | 6.5000% | $12000.00          | $62.01             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-12-01      | 6.5000%  | 6.5000% | $19000000.00       | $152397.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-05-01      | 6.0000%  | 6.0000% | $30000.00          | $318.22            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-12-01      | 5.5000%  | 5.5000% | $2800000.00        | $2700.23           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-05-01      | 5.0000%  | 5.0000% | $3712310.00        | $4481.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-02-01      | 5.5400%  | 5.5400% | $18502703.00       | $1164.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2038-09-01      | 5.2770%  | 5.2770% | $2664036.00        | $93102.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-09-01      | 5.0000%  | 5.0000% | $598200.00         | $8382.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2038-10-01      | 6.5000%  | 6.5000% | $843000.00         | $5802.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-06-01      | 4.0000%  | 4.0000% | $166116.00         | $6319.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2044-10-01      | 4.5000%  | 4.5000% | $1500000.00        | $185190.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-05-01      | 5.0000%  | 5.0000% | $294515.00         | $23283.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-12-01      | 4.5000%  | 4.5000% | $6160000.00        | $674879.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-09-01      | 6.5000%  | 6.5000% | $10000.00          | $71.93             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-08-01      | 6.5000%  | 6.5000% | $72000.00          | $161.26            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-07-01      | 6.5000%  | 6.5000% | $754769.00         | $7886.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-08-01      | 6.5000%  | 6.5000% | $4099681.00        | $57782.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-05-01      | 6.0000%  | 6.0000% | $2444735.00        | $25556.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-09-01      | 6.5000%  | 6.5000% | $20000.00          | $631.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-10-01      | 6.5000%  | 6.5000% | $31970.00          | $192.75            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-11-01      | 6.5000%  | 6.5000% | $5000.00           | $16.13             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-02-01      | 6.5000%  | 6.5000% | $3209000.00        | $26213.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2038-03-01      | 7.0000%  | 7.0000% | $185000.00         | $7135.10           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2038-04-01      | 7.0000%  | 7.0000% | $180000.00         | $19514.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-04-01      | 5.0000%  | 5.0000% | $500525.00         | $3351.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-12-01      | 5.0000%  | 5.0000% | $975907.00         | $73655.65          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-03-01      | 5.5000%  | 5.5000% | $200000.00         | $63.48             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-08-01      | 5.5000%  | 5.5000% | $464000.00         | $1747.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-03-01      | 4.5000%  | 4.5000% | $7350000.00        | $16489.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2038-06-01      | 7.0000%  | 7.0000% | $107000.00         | $1684.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2039-03-01      | 5.0000%  | 5.0000% | $5494473.00        | $261149.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2038-08-01      | 5.0000%  | 5.0000% | $1385356.00        | $2875.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2038-10-01      | 6.5000%  | 6.5000% | $2000000.00        | $45613.53          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2039-02-01      | 5.0000%  | 5.0000% | $6000000.00        | $89890.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2039-07-01      | 5.0000%  | 5.0000% | $8163400.00        | $201445.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2039-05-01      | 4.0000%  | 4.0000% | $140000.00         | $7650.15           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2026-04-01      | 4.0000%  | 4.0000% | $1050000.00        | $12.10             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2026-06-01      | 5.0000%  | 5.0000% | $1140704.00        | $454.87            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2027-02-01      | 5.0000%  | 5.0000% | $270426.00         | $159.03            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2027-03-01      | 5.0000%  | 5.0000% | $750000.00         | $512.97            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2027-07-01      | 5.0000%  | 5.0000% | $1000000.00        | $2067.11           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2028-02-01      | 5.0000%  | 5.0000% | $9857087.00        | $14722.88          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2028-03-01      | 5.0000%  | 5.0000% | $25467638.00       | $52624.38          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2027-08-01      | 5.0000%  | 5.0000% | $750000.00         | $7601.47           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2027-12-01      | 5.5000%  | 5.5000% | $38165.00          | $108.03            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2028-01-01      | 5.5000%  | 5.5000% | $684805.00         | $1240.49           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2028-04-01      | 5.0000%  | 5.0000% | $9260252.00        | $18113.02          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2028-05-01      | 5.0000%  | 5.0000% | $2119646.00        | $3960.25           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2028-06-01      | 5.0000%  | 5.0000% | $12441956.00       | $18131.12          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2028-07-01      | 5.0000%  | 5.0000% | $1175826.00        | $3372.61           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2029-01-01      | 4.5000%  | 4.5000% | $5539750.00        | $10561.91          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2029-04-01      | 5.0000%  | 5.0000% | $1650941.00        | $11448.65          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2028-11-01      | 6.0000%  | 6.0000% | $1244225.00        | $5307.35           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2029-01-01      | 5.0000%  | 5.0000% | $1905318.00        | $5789.08           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2029-06-01      | 4.5000%  | 4.5000% | $995041.00         | $6648.69           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2029-08-01      | 5.0000%  | 5.0000% | $543379.00         | $6562.46           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2029-09-01      | 4.5000%  | 4.5000% | $2690000.00        | $32737.77          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2029-10-01      | 5.0000%  | 5.0000% | $500000.00         | $5466.03           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-04-01      | 5.0000%  | 5.0000% | $2200342.00        | $31478.30          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-05-01      | 5.0000%  | 5.0000% | $3757827.00        | $67896.89          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-08-01      | 4.5000%  | 4.5000% | $1327817.00        | $19600.54          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-08-01      | 5.0000%  | 5.0000% | $3028253.00        | $25947.69          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-03-01      | 2.5000%  | 2.5000% | $1458910.00        | $171497.41         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-09-01      | 3.0000%  | 3.0000% | $9000.00           | $1210.57           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-02-01      | 3.0000%  | 3.0000% | $30000.00          | $5908.23           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-09-01      | 4.0000%  | 4.0000% | $9000000.00        | $435711.01         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2028-02-01      | 2.5000%  | 2.5000% | $121422.00         | $3567.00           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2044-05-01      | 3.5000%  | 3.5000% | $5776508.00        | $924034.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-03-01      | 4.0000%  | 4.0000% | $370000.00         | $65609.98          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-11-01      | 3.0000%  | 3.0000% | $2050000.00        | $416625.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2039-10-01      | 1.5000%  | 1.5000% | $1646180.00        | $298180.61         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-03-01      | 4.5000%  | 4.5000% | $6000.00           | $790.31            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-06-01      | 4.0000%  | 4.0000% | $6000000.00        | $902193.05         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2026-11-01      | 7.0000%  | 7.0000% | $208347.00         | $1.50              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2027-05-01      | 8.5000%  | 8.5000% | $1869840.00        | $99.87             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2027-06-01      | 8.0000%  | 8.0000% | $3489616.00        | $337.45            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2027-08-01      | 7.0000%  | 7.0000% | $2095640.00        | $185.68            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2027-10-01      | 8.0000%  | 8.0000% | $71000.00          | $22.06             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2027-12-01      | 8.5000%  | 8.5000% | $106500.00         | $10.76             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2027-12-01      | 7.0000%  | 7.0000% | $1649401.00        | $221.29            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2028-01-01      | 8.5000%  | 8.5000% | $62000.00          | $4.18              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2028-02-01      | 7.0000%  | 7.0000% | $3758412.00        | $506.93            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2028-03-01      | 8.0000%  | 8.0000% | $5358000.00        | $314.06            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2029-02-01      | 7.0000%  | 7.0000% | $27000.00          | $7.33              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2028-08-01      | 6.5000%  | 6.5000% | $110000.00         | $8.84              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2028-08-01      | 8.5000%  | 8.5000% | $259799.00         | $42.81             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2027-09-01      | 7.0000%  | 7.0000% | $6562572.00        | $823.65            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2029-06-01      | 7.0000%  | 7.0000% | $65107.00          | $22.80             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2029-07-01      | 8.0000%  | 8.0000% | $65000.00          | $3.83              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-02-01      | 8.0000%  | 8.0000% | $50000.00          | $6.14              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-03-01      | 7.0000%  | 7.0000% | $286000.00         | $156.28            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-02-01      | 7.0000%  | 7.0000% | $112000.00         | $18.21             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-06-01      | 6.5000%  | 6.5000% | $1479742.00        | $1060.32           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-04-01      | 7.0000%  | 7.0000% | $2740063.00        | $744.76            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-08-01      | 7.0000%  | 7.0000% | $15000.00          | $5.92              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-09-01      | 7.0000%  | 7.0000% | $24359466.00       | $11548.86          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-10-01      | 7.0000%  | 7.0000% | $20107100.00       | $7286.82           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-04-01      | 7.0000%  | 7.0000% | $5200258.00        | $5171.55           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-08-01      | 7.0000%  | 7.0000% | $250000.00         | $1683.52           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-07-01      | 7.0000%  | 7.0000% | $846337.00         | $632.65            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-11-01      | 6.5000%  | 6.5000% | $944827.00         | $2076.64           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-03-01      | 6.0000%  | 6.0000% | $100000.00         | $181.56            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-04-01      | 8.0000%  | 8.0000% | $241000.00         | $4379.77           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-07-01      | 8.0000%  | 8.0000% | $111625.00         | $222.18            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-11-01      | 7.0000%  | 7.0000% | $11000.00          | $44.11             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-11-01      | 7.0000%  | 7.0000% | $2830000.00        | $34365.90          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-01-01      | 7.0000%  | 7.0000% | $234312.00         | $2446.70           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-01-01      | 7.0000%  | 7.0000% | $20000.00          | $208.22            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-09-01      | 7.0000%  | 7.0000% | $4855000.00        | $31064.34          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2034-11-01      | 6.5000%  | 6.5000% | $17129880.00       | $293297.59         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2039-04-01      | 6.0000%  | 6.0000% | $19665015.00       | $207266.04         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-02-01      | 4.5000%  | 4.5000% | $3000000.00        | $34597.99          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2038-05-01      | 5.5000%  | 5.5000% | $7225000.00        | $50245.10          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-03-01      | 7.0000%  | 7.0000% | $288925.00         | $5679.42           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2038-08-01      | 6.0000%  | 6.0000% | $300000.00         | $13035.01          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-06-01      | 8.0000%  | 8.0000% | $80000.00          | $2355.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-06-01      | 2.5000%  | 2.5000% | $30000.00          | $8136.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-08-01      | 2.5000%  | 2.5000% | $1000.00           | $313.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-09-01      | 2.0000%  | 2.0000% | $600000.00         | $291829.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-09-01      | 2.5000%  | 2.5000% | $355000.00         | $143819.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-12-01      | 2.0000%  | 2.0000% | $100000.00         | $41214.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-11-01      | 2.0000%  | 2.0000% | $200000.00         | $81141.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-10-01      | 3.0000%  | 3.0000% | $20000.00          | $5129.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-01-01      | 3.0000%  | 3.0000% | $249412.00         | $73897.61          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-04-01      | 2.0000%  | 2.0000% | $2000.00           | $967.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-03-01      | 2.0000%  | 2.0000% | $550000.00         | $311999.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-05-01      | 2.0000%  | 2.0000% | $417000.00         | $207886.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-04-01      | 2.0000%  | 2.0000% | $2156180.00        | $1259176.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-05-01      | 2.0000%  | 2.0000% | $550000.00         | $327371.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-06-01      | 1.5000%  | 1.5000% | $2418.00           | $1265.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-02-01      | 7.0000%  | 7.0000% | $2000000.00        | $725022.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-03-01      | 5.0000%  | 5.0000% | $6000.00           | $5257.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-04-01      | 5.5000%  | 5.5000% | $11000.00          | $8794.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2044-05-01      | 6.5000%  | 6.5000% | $671500.00         | $310821.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-06-01      | 4.0000%  | 4.0000% | $36100.00          | $32485.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-12-01      | 1.5000%  | 1.5000% | $50000.00          | $31016.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-01-01      | 2.5000%  | 2.5000% | $12000.00          | $6345.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-01-01      | 2.0000%  | 2.0000% | $212101.00         | $83296.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-02-01      | 2.5000%  | 2.5000% | $21000.00          | $11217.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-03-01      | 3.5000%  | 3.5000% | $296135.00         | $187398.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-04-01      | 2.0000%  | 2.0000% | $23000.00          | $15501.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-04-01      | 3.0000%  | 3.0000% | $2000.00           | $1387.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-04-01      | 2.5000%  | 2.5000% | $20000.00          | $11834.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-06-01      | 3.0000%  | 3.0000% | $5000.00           | $3660.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-06-01      | 4.0000%  | 4.0000% | $756890.00         | $563007.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-05-01      | 2.0000%  | 2.0000% | $4000.00           | $2696.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-04-01      | 4.0000%  | 4.0000% | $3000.00           | $1973.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 3.5000%  | 3.5000% | $3000.00           | $2253.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 4.5000%  | 4.5000% | $10000.00          | $7533.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-06-01      | 2.5000%  | 2.5000% | $257913.00         | $158334.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-05-01      | 3.0000%  | 3.0000% | $25000.00          | $17248.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-05-01      | 4.0000%  | 4.0000% | $3000.00           | $2127.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-06-01      | 3.5000%  | 3.5000% | $757801.00         | $520408.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-08-01      | 3.0000%  | 3.0000% | $7000.00           | $5154.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-08-01      | 4.5000%  | 4.5000% | $2000.00           | $1513.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-08-01      | 3.0000%  | 3.0000% | $507140.00         | $332019.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-09-01      | 4.0000%  | 4.0000% | $14000.00          | $10802.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-09-01      | 4.5000%  | 4.5000% | $208863.00         | $159536.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-10-01      | 3.5000%  | 3.5000% | $3000.00           | $2325.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-10-01      | 5.0000%  | 5.0000% | $1700.00           | $1237.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-10-01      | 5.5000%  | 5.5000% | $92199.00          | $62179.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 4.0000%  | 4.0000% | $845455.00         | $619262.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-09-01      | 5.0000%  | 5.0000% | $2400.00           | $1763.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-10-01      | 2.5000%  | 2.5000% | $313930.00         | $204283.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-10-01      | 4.0000%  | 4.0000% | $950000.00         | $671684.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-11-01      | 3.0000%  | 3.0000% | $9000.00           | $7180.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-11-01      | 2.0000%  | 2.0000% | $61068.00          | $42213.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-01-01      | 4.0000%  | 4.0000% | $1000.00           | $786.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-01-01      | 5.0000%  | 5.0000% | $7156.00           | $5616.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-03-01      | 5.0000%  | 5.0000% | $1000000.00        | $784560.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-02-01      | 7.0000%  | 7.0000% | $1050053.00        | $182849.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-05-01      | 4.5000%  | 4.5000% | $13000.00          | $10676.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-05-01      | 5.5000%  | 5.5000% | $692300.00         | $513713.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-07-01      | 4.5000%  | 4.5000% | $30000.00          | $25011.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-06-01      | 4.0000%  | 4.0000% | $7000.00           | $5825.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-05-01      | 3.5000%  | 3.5000% | $1000.00           | $813.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-07-01      | 6.5000%  | 6.5000% | $620924.00         | $318244.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-07-01      | 6.0000%  | 6.0000% | $1172195.00        | $592219.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2038-07-01      | 4.5000%  | 4.5000% | $1080000.00        | $666271.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-09-01      | 5.5000%  | 5.5000% | $301000.00         | $229551.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-08-01      | 6.0000%  | 6.0000% | $114000.00         | $69900.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 5.5000%  | 5.5000% | $3000.00           | $2298.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 4.0000%  | 4.0000% | $1000.00           | $841.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-11-01      | 5.0000%  | 5.0000% | $57000.00          | $49954.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-12-01      | 7.5000%  | 7.5000% | $400000.00         | $150912.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-11-01      | 4.0000%  | 4.0000% | $36300.00          | $31243.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-01-01      | 5.0000%  | 5.0000% | $1000.00           | $889.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-01-01      | 5.5000%  | 5.5000% | $2100.00           | $1714.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-01-01      | 6.0000%  | 6.0000% | $8000.00           | $5190.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2044-07-01      | 6.5000%  | 6.5000% | $988961.00         | $459900.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-07-01      | 5.5000%  | 5.5000% | $6000.00           | $4808.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-08-01      | 4.0000%  | 4.0000% | $42900.00          | $38057.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-08-01      | 5.5000%  | 5.5000% | $13000.00          | $10738.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-10-01      | 4.0000%  | 4.0000% | $22000.00          | $20269.41          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-10-01      | 4.5000%  | 4.5000% | $14000.00          | $12972.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2044-07-01      | 7.0000%  | 7.0000% | $971495.00         | $518221.61         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 3.0000%  | 3.0000% | $1100.00           | $805.45            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 3.5000%  | 3.5000% | $1000.00           | $767.10            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-05-01      | 4.5000%  | 4.5000% | $2000.00           | $1640.36           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-07-01      | 4.5000%  | 4.5000% | $7000.00           | $5971.14           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-07-01      | 5.0000%  | 5.0000% | $10000.00          | $8300.72           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-08-01      | 4.5000%  | 4.5000% | $2000.00           | $1692.60           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-12-01      | 5.0000%  | 5.0000% | $3000.00           | $2645.45           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-12-01      | 7.0000%  | 7.0000% | $1000000.00        | $375483.81         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-05-01      | 6.0000%  | 6.0000% | $9000.00           | $6052.03           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 4.0000%  | 4.0000% | $11000.00          | $9874.83           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-11-01      | 4.0000%  | 4.0000% | $2000.00           | $1828.39           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 6.0000%  | 6.0000% | $8000.00           | $5840.56           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-11-01      | 4.5000%  | 4.5000% | $1243470.00        | $1138854.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-03-01      | 4.5000%  | 4.5000% | $5000.00           | $4688.68           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-12-01      | 4.5000%  | 4.5000% | $214800.00         | $199507.27         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 4.5000%  | 4.5000% | $1493828.00        | $1375986.74        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-12-01      | 5.5000%  | 5.5000% | $7400.00           | $6384.84           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 5.0000%  | 5.0000% | $546897.00         | $503970.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 5.5000%  | 5.5000% | $53400.00          | $45574.21          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 5.5000%  | 5.5000% | $4000.00           | $3540.64           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-05-01      | 4.5000%  | 4.5000% | $1000.00           | $947.68            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 3.5000%  | 3.5000% | $61300.00          | $51433.24          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-05-01      | 2.5000%  | 2.5000% | $115000.00         | $81942.25          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-10-01      | 2.5000%  | 2.5000% | $136604.00         | $101774.63         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-03-01      | 3.5000%  | 3.5000% | $10000.00          | $7856.89           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-11-01      | 6.0000%  | 6.0000% | $9256.00           | $7260.36           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-11-01      | 6.0000%  | 6.0000% | $1200.00           | $967.23            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2046-09-15      | 3.5000%  | 3.5000% | $16400.00          | $12691.81          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2028-09-01      | 2.5000%  | 2.5000% | $500000.00         | $17911.06          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-02-01      | 3.5000%  | 3.5000% | $9102605.00        | $771011.96         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-07-01      | 3.0000%  | 3.0000% | $1101591.00        | $170625.01         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-01-01      | 4.0000%  | 4.0000% | $4794206.00        | $476916.79         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-01-01      | 3.5000%  | 3.5000% | $100000.00         | $11799.99          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-01-01      | 4.0000%  | 4.0000% | $690000.00         | $69696.23          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-02-01      | 3.5000%  | 3.5000% | $100000.00         | $11959.99          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-08-01      | 4.0000%  | 4.0000% | $1350000.00        | $151955.07         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-10-01      | 4.0000%  | 4.0000% | $4800000.00        | $534595.88         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-10-01      | 3.0000%  | 3.0000% | $10301247.00       | $1436681.02        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-10-01      | 4.0000%  | 4.0000% | $197017.00         | $24855.08          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-12-01      | 3.5000%  | 3.5000% | $100000.00         | $5588.57           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-02-01      | 3.5000%  | 3.5000% | $300000.00         | $53243.55          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-02-01      | 3.5000%  | 3.5000% | $100000.00         | $6952.59           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-03-01      | 3.5000%  | 3.5000% | $1000000.00        | $143717.88         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-06-01      | 4.0000%  | 4.0000% | $8016513.00        | $1119431.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-08-01      | 2.5000%  | 2.5000% | $2000.00           | $1186.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-09-01      | 1.5000%  | 1.5000% | $163561.00         | $99982.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-10-01      | 1.5000%  | 1.5000% | $702680.00         | $438748.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-10-01      | 2.0000%  | 2.0000% | $29000.00          | $18265.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-10-01      | 2.5000%  | 2.5000% | $6000.00           | $3694.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-08-01      | 2.0000%  | 2.0000% | $557432.00         | $298524.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-11-01      | 2.0000%  | 2.0000% | $1000.00           | $639.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-11-01      | 1.5000%  | 1.5000% | $74920.00          | $43162.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-11-01      | 2.0000%  | 2.0000% | $560000.00         | $367058.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-12-01      | 2.5000%  | 2.5000% | $4000.00           | $2557.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-12-01      | 2.0000%  | 2.0000% | $243415.00         | $136586.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-03-01      | 4.5000%  | 4.5000% | $3807696.00        | $312444.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-05-01      | 3.5000%  | 3.5000% | $227424.00         | $12428.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-05-01      | 3.0000%  | 3.0000% | $74000.00          | $5961.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2039-05-01      | 3.5000%  | 3.5000% | $535568.00         | $41602.33          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-07-01      | 3.5000%  | 3.5000% | $5000000.00        | $448416.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2039-07-01      | 3.0000%  | 3.0000% | $1091766.00        | $119791.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2039-07-01      | 3.5000%  | 3.5000% | $739677.00         | $76284.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-08-01      | 4.0000%  | 4.0000% | $8050000.00        | $625509.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2039-07-01      | 4.0000%  | 4.0000% | $509178.00         | $68612.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-08-01      | 3.0000%  | 3.0000% | $1192000.00        | $109904.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-09-01      | 2.5000%  | 2.5000% | $735000.00         | $121615.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-10-01      | 2.5000%  | 2.5000% | $7000.00           | $959.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-12-01      | 4.0000%  | 4.0000% | $1276500.00        | $199464.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-12-01      | 2.5000%  | 2.5000% | $500000.00         | $117045.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-01-01      | 3.0000%  | 3.0000% | $306500.00         | $50021.51          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-01-01      | 3.5000%  | 3.5000% | $3000.00           | $396.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-01-01      | 2.5000%  | 2.5000% | $500000.00         | $113753.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-01-01      | 4.5000%  | 4.5000% | $5280478.00        | $252861.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-01-01      | 4.5000%  | 4.5000% | $351142.00         | $38592.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-01-01      | 5.0000%  | 5.0000% | $340000.00         | $30563.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-02-01      | 3.5000%  | 3.5000% | $3000.00           | $454.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-04-01      | 3.0000%  | 3.0000% | $750000.00         | $101468.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-03-01      | 3.0000%  | 3.0000% | $844081.00         | $88393.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-03-01      | 3.5000%  | 3.5000% | $6960304.00        | $741779.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-07-01      | 2.5000%  | 2.5000% | $10000.00          | $2946.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-01-01      | 4.5000%  | 4.5000% | $11385199.00       | $665776.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-11-01      | 5.0000%  | 5.0000% | $5000000.00        | $327915.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-11-01      | 3.5000%  | 3.5000% | $500000.00         | $9203.42           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 6.0000%  | 6.0000% | $4195.00           | $4253.52           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-12-01      | 5.0000%  | 5.0000% | $5200.00           | $5171.06           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-12-01      | 5.5000%  | 5.5000% | $1046647.00        | $1011859.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 6.5000%  | 6.5000% | $1581794.00        | $806671.15         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 6.5000%  | 6.5000% | $60513.00          | $51918.99          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 6.5000%  | 6.5000% | $1015000.00        | $963035.26         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 5.5000%  | 5.5000% | $129387.00         | $131738.61         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-03-01      | 5.5000%  | 5.5000% | $65843.00          | $65086.33          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-03-01      | 6.5000%  | 6.5000% | $49028.00          | $51259.73          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-03-01      | 6.0000%  | 6.0000% | $1211.00           | $1254.82           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-03-01      | 6.5000%  | 6.5000% | $2358080.00        | $2355029.46        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-03-01      | 6.5000%  | 6.5000% | $2913045.00        | $2769231.34        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 5.0000%  | 5.0000% | $17996.00          | $17916.09          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 6.0000%  | 6.0000% | $1489.00           | $1308.07           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-03-01      | 6.5000%  | 6.5000% | $3172.00           | $2379.43           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 6.0000%  | 6.0000% | $10494856.00       | $9618382.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 6.0000%  | 6.0000% | $4120.00           | $4269.53           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 6.0000%  | 6.0000% | $3584855.00        | $3464815.61        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 6.0000%  | 6.0000% | $6041.00           | $6255.55           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 6.0000%  | 6.0000% | $95538.00          | $91025.52          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 5.5000%  | 5.5000% | $1031.00           | $884.04            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 6.0000%  | 6.0000% | $180000.00         | $165187.53         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-05-01      | 6.0000%  | 6.0000% | $1412582.00        | $972857.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 5.5000%  | 5.5000% | $2000.00           | $2031.46           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 5.5000%  | 5.5000% | $73625055.00       | $67328321.52       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 5.0000%  | 5.0000% | $6002.00           | $6053.74           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 5.0000%  | 5.0000% | $15060000.00       | $14977600.99       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-07-01      | 6.0000%  | 6.0000% | $4252.00           | $4361.49           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 5.5000%  | 5.5000% | $7089.00           | $5684.52           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 6.0000%  | 6.0000% | $6083.00           | $5756.21           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-07-01      | 5.5000%  | 5.5000% | $2471208.00        | $2535829.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 6.0000%  | 6.0000% | $10478033.00       | $10035053.59       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 6.0000%  | 6.0000% | $31097608.00       | $29834844.09       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 5.0000%  | 5.0000% | $1160143.00        | $1174457.82        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 6.0000%  | 6.0000% | $3734261.00        | $3521846.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 6.0000%  | 6.0000% | $2399100.00        | $2347370.59        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 6.5000%  | 6.5000% | $1060.00           | $1112.98           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 6.0000%  | 6.0000% | $18680104.00       | $18243271.45       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 6.5000%  | 6.5000% | $9008.00           | $9535.11           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 6.0000%  | 6.0000% | $43448522.00       | $40488726.20       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 6.0000%  | 6.0000% | $249500.00         | $252746.94         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 6.0000%  | 6.0000% | $5213.00           | $5466.38           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 6.0000%  | 6.0000% | $5122000.00        | $5184596.69        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 6.5000%  | 6.5000% | $4175.00           | $4348.32           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 5.5000%  | 5.5000% | $4165700.00        | $4088252.21        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 6.0000%  | 6.0000% | $2095.00           | $2176.02           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 6.0000%  | 6.0000% | $3397.00           | $3542.12           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 5.5000%  | 5.5000% | $14117500.00       | $13556204.26       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 6.0000%  | 6.0000% | $5075.00           | $5336.48           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 6.0000%  | 6.0000% | $1875947.00        | $1746489.37        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 6.5000%  | 6.5000% | $1005.00           | $1051.61           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 6.0000%  | 6.0000% | $6194.00           | $6366.93           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 6.0000%  | 6.0000% | $12503.00          | $10897.02          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 6.5000%  | 6.5000% | $8073.00           | $6620.48           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 5.5000%  | 5.5000% | $1202824.00        | $1238109.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 5.5000%  | 5.5000% | $9530427.00        | $9151711.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 6.0000%  | 6.0000% | $5219.00           | $5362.16           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-05-15      | 7.0000%  | 7.0000% | $50990.00          | $115.65            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-08-15      | 7.0000%  | 7.0000% | $1014000.00        | $214.21            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-06-15      | 6.5000%  | 6.5000% | $681000.00         | $630.52            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-06-15      | 7.0000%  | 7.0000% | $51125.00          | $50.70             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-07-15      | 7.0000%  | 7.0000% | $174164.00         | $69.16             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2035-02-15      | 5.5000%  | 5.5000% | $21967639.00       | $172353.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-06-15      | 6.5000%  | 6.5000% | $57405.00          | $173.73            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-05-15      | 7.0000%  | 7.0000% | $914735.00         | $1618.31           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-10-15      | 7.0000%  | 7.0000% | $50000.00          | $789.28            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-08-15      | 7.0000%  | 7.0000% | $134331.00         | $366.46            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-07-15      | 6.5000%  | 6.5000% | $213523.00         | $331.79            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-07-15      | 7.0000%  | 7.0000% | $100000.00         | $234.20            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2030-04-15      | 7.0000%  | 7.0000% | $25000.00          | $784.10            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-11-15      | 7.0000%  | 7.0000% | $35000.00          | $298.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-06-15      | 7.0000%  | 7.0000% | $218772.00         | $454.90            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-07-15      | 7.0000%  | 7.0000% | $600000.00         | $108.98            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2030-01-15      | 7.0000%  | 7.0000% | $75000.00          | $162.35            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2030-02-15      | 7.7500%  | 7.7500% | $30000.00          | $57.95             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2030-02-15      | 7.0000%  | 7.0000% | $40971.00          | $1003.04           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-06-15      | 6.5000%  | 6.5000% | $75000.00          | $888.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-10-01      | 5.5000%  | 5.5000% | $1405189.00        | $1175276.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-10-01      | 6.0000%  | 6.0000% | $2000.00           | $1476.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 5.0000%  | 5.0000% | $19000.00          | $17477.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 5.5000%  | 5.5000% | $22600.00          | $19451.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-11-01      | 4.0000%  | 4.0000% | $550000.00         | $502413.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-11-01      | 4.5000%  | 4.5000% | $14000.00          | $12871.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-11-01      | 5.5000%  | 5.5000% | $2000.00           | $1707.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 4.0000%  | 4.0000% | $29000.00          | $26791.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 4.0000%  | 4.0000% | $23000.00          | $21248.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 4.5000%  | 4.5000% | $2000.00           | $1861.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-01-01      | 4.5000%  | 4.5000% | $19000.00          | $17675.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-01-01      | 3.5000%  | 3.5000% | $1000.00           | $901.92            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-01-01      | 6.0000%  | 6.0000% | $760000.00         | $494179.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-02-01      | 4.5000%  | 4.5000% | $7000.00           | $6594.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-02-01      | 5.0000%  | 5.0000% | $1000.00           | $926.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-03-01      | 4.5000%  | 4.5000% | $28241.00          | $24813.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-02-01      | 3.5000%  | 3.5000% | $2000.00           | $1790.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-03-01      | 4.5000%  | 4.5000% | $9184000.00        | $8620119.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-03-01      | 5.5000%  | 5.5000% | $3000.00           | $2614.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-04-01      | 5.0000%  | 5.0000% | $209551.00         | $132998.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 4.5000%  | 4.5000% | $271400.00         | $257128.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 5.5000%  | 5.5000% | $6000.00           | $5279.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-05-01      | 4.0000%  | 4.0000% | $4000.00           | $3742.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-05-01      | 5.0000%  | 5.0000% | $12241449.00       | $11695481.00       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-05-01      | 5.5000%  | 5.5000% | $11297.00          | $9910.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-05-01      | 5.0000%  | 5.0000% | $6100.00           | $5369.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-06-01      | 4.5000%  | 4.5000% | $1656609.00        | $1388548.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-06-01      | 5.5000%  | 5.5000% | $8000.00           | $6740.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-06-01      | 6.0000%  | 6.0000% | $4000.00           | $3224.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-06-01      | 5.0000%  | 5.0000% | $12403000.00       | $11839623.14       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-06-01      | 5.5000%  | 5.5000% | $1028.00           | $881.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-07-01      | 4.0000%  | 4.0000% | $1118500.00        | $1056505.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-07-01      | 5.0000%  | 5.0000% | $5973300.00        | $5525761.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-07-01      | 6.0000%  | 6.0000% | $12747.00          | $11165.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 4.0000%  | 4.0000% | $20000.00          | $18890.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 4.5000%  | 4.5000% | $3000.00           | $2891.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 5.5000%  | 5.5000% | $28094800.00       | $26460811.35       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-08-01      | 4.5000%  | 4.5000% | $711900.00         | $667036.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-08-01      | 5.5000%  | 5.5000% | $1467000.00        | $1344578.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 4.5000%  | 4.5000% | $4000.00           | $3866.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-11-01      | 5.5000%  | 5.5000% | $3000.00           | $2963.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 4.5000%  | 4.5000% | $2000.00           | $1949.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 5.0000%  | 5.0000% | $17722.00          | $17540.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 5.5000%  | 5.5000% | $8006000.00        | $7804442.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 6.0000%  | 6.0000% | $74120504.00       | $70593081.28       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-10-01      | 3.5000%  | 3.5000% | $8168000.00        | $7512885.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 4.5000%  | 4.5000% | $8055728.00        | $7892641.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 3.5000%  | 3.5000% | $1572667.00        | $1472840.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 4.5000%  | 4.5000% | $32810760.00       | $32368558.80       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 6.5000%  | 6.5000% | $2935921.00        | $2951729.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-11-01      | 5.5000%  | 5.5000% | $2100.00           | $1984.23           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-02-01      | 5.5000%  | 5.5000% | $13002.00          | $13216.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-02-01      | 6.0000%  | 6.0000% | $1118.00           | $1138.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-02-01      | 6.5000%  | 6.5000% | $9261648.00        | $9516944.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 5.0000%  | 5.0000% | $79300.00          | $79221.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-01-01      | 3.5000%  | 3.5000% | $3506560.00        | $3327967.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 7.0000%  | 7.0000% | $11093.00          | $11294.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-02-01      | 5.0000%  | 5.0000% | $30109100.00       | $30511643.16       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-02-01      | 4.5000%  | 4.5000% | $5189.00           | $5143.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-02-01      | 5.5000%  | 5.5000% | $3203.00           | $3267.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-02-01      | 6.0000%  | 6.0000% | $1181.00           | $1221.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-08-01      | 4.4100%  | 4.4100% | $4544088.00        | $15825.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-08-01      | 4.2830%  | 4.2830% | $16700000.00       | $334450.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2038-10-01      | 6.5000%  | 6.5000% | $509000.00         | $2928.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-12-01      | 6.0000%  | 6.0000% | $405196.00         | $91.21             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2039-08-01      | 6.5000%  | 6.5000% | $29575.00          | $313.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-12-01      | 6.5000%  | 6.5000% | $541326.00         | $13831.42          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-12-01      | 7.0000%  | 7.0000% | $37500000.00       | $762438.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-11-01      | 6.5000%  | 6.5000% | $2000000.00        | $1331.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-05-01      | 4.5000%  | 4.5000% | $1015000.00        | $7813.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-05-01      | 5.0000%  | 5.0000% | $500000.00         | $21590.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-05-01      | 5.0000%  | 5.0000% | $120000.00         | $3864.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-05-01      | 5.0000%  | 5.0000% | $33069.00          | $778.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-09-01      | 5.0000%  | 5.0000% | $105000.00         | $3839.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-03-01      | 5.0000%  | 5.0000% | $523786.00         | $3301.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-10-01      | 6.0000%  | 6.0000% | $12627716.00       | $125004.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2039-10-01      | 6.5000%  | 6.5000% | $493582.00         | $7317.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-12-01      | 6.5000%  | 6.5000% | $8000.00           | $218.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2039-02-01      | 7.0000%  | 7.0000% | $1600000.00        | $31658.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-09-01      | 5.0000%  | 5.0000% | $1871465.00        | $34346.79          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-08-15      | 7.0000%  | 7.0000% | $98911.00          | $83.65             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-04-15      | 6.5000%  | 6.5000% | $201319.00         | $7935.04           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-06-15      | 6.5000%  | 6.5000% | $25000.00          | $529.40            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-04-15      | 6.5000%  | 6.5000% | $102015.00         | $144.84            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-06-15      | 7.0000%  | 7.0000% | $76555.00          | $19.30             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-05-15      | 7.0000%  | 7.0000% | $400000.00         | $481.17            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-12-15      | 6.5000%  | 6.5000% | $522000.00         | $666.36            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-12-15      | 7.0000%  | 7.0000% | $221797.00         | $513.60            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-05-15      | 6.5000%  | 6.5000% | $52995.00          | $114.61            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-04-15      | 6.5000%  | 6.5000% | $550000.00         | $727.21            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-04-15      | 7.0000%  | 7.0000% | $62881.00          | $86.30             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-06-15      | 6.5000%  | 6.5000% | $140000.00         | $1464.25           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-04-15      | 7.0000%  | 7.0000% | $1422627.00        | $2927.04           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-08-15      | 7.0000%  | 7.0000% | $25000.00          | $49.66             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-04-15      | 7.0000%  | 7.0000% | $100000.00         | $29.75             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-04-15      | 6.5000%  | 6.5000% | $855000.00         | $835.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-06-15      | 6.5000%  | 6.5000% | $90000.00          | $188.05            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-03-15      | 6.5000%  | 6.5000% | $100324.00         | $32.60             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-04-15      | 6.5000%  | 6.5000% | $35000.00          | $8.33              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-02-15      | 7.0000%  | 7.0000% | $25084.00          | $28.21             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-04-15      | 6.5000%  | 6.5000% | $50000.00          | $250.04            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-09-15      | 6.5000%  | 6.5000% | $25000.00          | $567.09            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-07-15      | 7.0000%  | 7.0000% | $30000.00          | $62.06             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-08-15      | 7.0000%  | 7.0000% | $135176.00         | $331.27            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-05-15      | 7.0000%  | 7.0000% | $577527.00         | $428.82            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-04-15      | 7.0000%  | 7.0000% | $85816.00          | $37.74             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-04-15      | 7.0000%  | 7.0000% | $490700.00         | $1668.57           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-05-15      | 7.0000%  | 7.0000% | $369000.00         | $164.05            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-06-15      | 7.0000%  | 7.0000% | $25012.00          | $98.51             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-05-15      | 7.0000%  | 7.0000% | $278181.00         | $1984.47           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-05-15      | 6.5000%  | 6.5000% | $45000.00          | $45.43             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-05-15      | 7.0000%  | 7.0000% | $34000.00          | $61.52             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-12-01      | 4.5000%  | 4.5000% | $230000.00         | $23924.94          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2039-04-01      | 6.5000%  | 6.5000% | $7206000.00        | $449993.36         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2044-08-01      | 4.0000%  | 4.0000% | $2045000.00        | $256728.65         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2034-12-01      | 4.5000%  | 4.5000% | $446961.00         | $3474.19           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-12-01      | 6.5000%  | 6.5000% | $2752316.00        | $41854.14          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-12-01      | 7.0000%  | 7.0000% | $1565000.00        | $23845.03          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-04-01      | 7.0000%  | 7.0000% | $5229.00           | $99.67             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-08-01      | 6.5000%  | 6.5000% | $32000.00          | $249.29            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-08-01      | 7.0000%  | 7.0000% | $1392364.00        | $12203.99          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-10-01      | 7.0000%  | 7.0000% | $15574.00          | $158.80            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-09-01      | 6.5000%  | 6.5000% | $292570.00         | $1721.54           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2046-09-01      | 4.5000%  | 4.5000% | $62835.00          | $6348.00           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2046-10-01      | 4.5000%  | 4.5000% | $459323.00         | $55541.31          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-05-01      | 4.5000%  | 4.5000% | $700000.00         | $64558.91          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-02-01      | 4.5000%  | 4.5000% | $110829.00         | $10680.66          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-11-01      | 4.5000%  | 4.5000% | $106138.00         | $13081.55          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-08-01      | 4.5000%  | 4.5000% | $725438.00         | $62043.17          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-02-01      | 4.5000%  | 4.5000% | $212301.00         | $23457.66          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-05-01      | 3.5000%  | 3.5000% | $6369000.00        | $739959.27         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-06-01      | 4.5000%  | 4.5000% | $200657.00         | $16662.15          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2026-07-01      | 4.0000%  | 4.0000% | $270000.00         | $223.78            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2026-07-01      | 4.5000%  | 4.5000% | $1600000.00        | $0.62              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2027-02-01      | 4.0000%  | 4.0000% | $50000.00          | $60.13             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2026-06-01      | 5.0000%  | 5.0000% | $1200000.00        | $3.34              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2029-01-01      | 4.0000%  | 4.0000% | $2880000.00        | $5964.43           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2028-01-01      | 2.5000%  | 2.5000% | $365000.00         | $10417.93          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-05-01      | 3.0000%  | 3.0000% | $34000.00          | $3946.91           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-02-01      | 3.0000%  | 3.0000% | $1050000.00        | $96636.54          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-03-01      | 3.0000%  | 3.0000% | $710960.00         | $54572.02          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2028-01-01      | 3.0000%  | 3.0000% | $260000.00         | $9500.54           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2028-11-01      | 5.0000%  | 5.0000% | $1059750.00        | $2539.88           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2029-01-01      | 6.0000%  | 6.0000% | $35000000.00       | $150330.46         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2028-10-01      | 6.0000%  | 6.0000% | $34000000.00       | $112783.10         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2029-04-01      | 5.0000%  | 5.0000% | $1791073.00        | $2661.48           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-09-01      | 5.0000%  | 5.0000% | $431768.00         | $6264.83           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2026-12-01      | 3.0000%  | 3.0000% | $1978403.00        | $9250.64           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2027-10-01      | 2.5000%  | 2.5000% | $33000000.00       | $835411.86         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2029-01-01      | 3.5000%  | 3.5000% | $13619.00          | $489.01            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2028-10-01      | 3.0000%  | 3.0000% | $2000000.00        | $64649.05          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-09-01      | 3.0000%  | 3.0000% | $186000.00         | $13849.54          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-03-01      | 3.0000%  | 3.0000% | $1000000.00        | $88227.79          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-10-01      | 2.5000%  | 2.5000% | $30000.00          | $3636.59           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-12-01      | 3.0000%  | 3.0000% | $430000.00         | $53608.44          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-05-01      | 4.0000%  | 4.0000% | $1700000.00        | $146741.36         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-07-01      | 3.0000%  | 3.0000% | $4000.00           | $343.97            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-04-01      | 3.0000%  | 3.0000% | $21000.00          | $2210.82           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-05-01      | 3.0000%  | 3.0000% | $4567534.00        | $451948.12         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-09-01      | 4.0000%  | 4.0000% | $1000000.00        | $76370.25          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-03-15      | 6.5000%  | 6.5000% | $25000.00          | $94.26             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-07-15      | 7.0000%  | 7.0000% | $939675.00         | $1024.29           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-08-15      | 7.0000%  | 7.0000% | $1279510.00        | $2462.88           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-09-15      | 6.5000%  | 6.5000% | $60000.00          | $22.87             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-10-15      | 6.5000%  | 6.5000% | $150000.00         | $3704.52           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-10-15      | 7.0000%  | 7.0000% | $88000.00          | $611.47            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-09-15      | 7.0000%  | 7.0000% | $452005.00         | $3317.98           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-07-15      | 7.0000%  | 7.0000% | $322173.00         | $1919.93           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-06-15      | 6.5000%  | 6.5000% | $25000.00          | $140.53            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-05-15      | 7.5000%  | 7.5000% | $640849.00         | $5079.35           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-05-15      | 4.5000%  | 4.5000% | $60000.00          | $406.24            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-11-15      | 6.5000%  | 6.5000% | $27899.00          | $2034.13           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-08-15      | 4.5000%  | 4.5000% | $72000.00          | $2278.61           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-08-15      | 5.0000%  | 5.0000% | $34000000.00       | $751939.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-08-15      | 5.0000%  | 5.0000% | $500000.00         | $6105.82           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-11-15      | 4.5000%  | 4.5000% | $750000.00         | $14196.71          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-12-15      | 5.0000%  | 5.0000% | $35000.00          | $3729.25           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-12-20      | 5.0000%  | 5.0000% | $25000.00          | $1710.41           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-09-20      | 4.5000%  | 4.5000% | $3006742.00        | $74761.14          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-12-15      | 4.5000%  | 4.5000% | $85063.00          | $2932.89           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-01-15      | 4.5000%  | 4.5000% | $200000.00         | $8950.56           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-03-20      | 3.5000%  | 3.5000% | $374806.00         | $58036.50          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-07-15      | 4.5000%  | 4.5000% | $63931.00          | $1604.61           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-04-15      | 4.5000%  | 4.5000% | $6277522.00        | $141886.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-10-20      | 6.5000%  | 6.5000% | $19000.00          | $1222.24           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-11-20      | 3.5000%  | 3.5000% | $10460000.00       | $430843.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-07-20      | 7.0000%  | 7.0000% | $9000.00           | $208.45            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2026-04-15      | 3.5000%  | 3.5000% | $325000.00         | $62.04             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2026-07-15      | 3.5000%  | 3.5000% | $400000.00         | $364.79            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2026-07-15      | 4.0000%  | 4.0000% | $500000.00         | $613.14            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2030-07-20      | 5.0000%  | 5.0000% | $2000000.00        | $57503.62          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2030-12-15      | 3.5000%  | 3.5000% | $490000.00         | $12340.96          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-02-15      | 6.5000%  | 6.5000% | $32928.00          | $506.89            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-09-20      | 4.5000%  | 4.5000% | $28000.00          | $2329.85           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-02-20      | 5.0000%  | 5.0000% | $590000.00         | $30936.99          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-02-15      | 7.0000%  | 7.0000% | $133000.00         | $736.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-02-15      | 6.5000%  | 6.5000% | $400000.00         | $95.20             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-02-15      | 6.5000%  | 6.5000% | $201000.00         | $35.39             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-03-15      | 6.5000%  | 6.5000% | $25000.00          | $25.78             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-08-15      | 6.5000%  | 6.5000% | $990000.00         | $334.45            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-09-15      | 6.5000%  | 6.5000% | $1313000.00        | $370.15            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-09-15      | 7.0000%  | 7.0000% | $840510.00         | $212.57            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-10-15      | 6.5000%  | 6.5000% | $50000.00          | $35.33             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-10-15      | 7.5000%  | 7.5000% | $113894.00         | $109.35            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-11-15      | 6.5000%  | 6.5000% | $70000.00          | $44.44             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-01-15      | 6.5000%  | 6.5000% | $233000.00         | $374.66            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-01-15      | 6.5000%  | 6.5000% | $57047.00          | $101.78            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-04-15      | 6.5000%  | 6.5000% | $99310.00          | $442.63            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-04-15      | 6.5000%  | 6.5000% | $425000.00         | $214.38            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-04-15      | 6.5000%  | 6.5000% | $69054.00          | $62.42             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-05-15      | 7.0000%  | 7.0000% | $313142.00         | $240.64            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-05-15      | 6.5000%  | 6.5000% | $529074.00         | $117.81            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-05-15      | 7.0000%  | 7.0000% | $3066826.00        | $1694.78           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-03-15      | 7.0000%  | 7.0000% | $29138.00          | $106.92            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-03-15      | 6.5000%  | 6.5000% | $45000.00          | $72.22             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-04-15      | 7.0000%  | 7.0000% | $75000.00          | $260.03            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-03-15      | 4.5000%  | 4.5000% | $689000.00         | $9994.81           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-10-15      | 7.5000%  | 7.5000% | $318134.00         | $929.97            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-06-15      | 7.0000%  | 7.0000% | $925857.00         | $263.87            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-04-15      | 6.5000%  | 6.5000% | $115322.00         | $659.42            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-12-15      | 6.0000%  | 6.0000% | $50000.00          | $285.35            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-07-15      | 7.0000%  | 7.0000% | $300286.00         | $210.60            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-10-15      | 6.5000%  | 6.5000% | $50000.00          | $64.27             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-10-15      | 7.0000%  | 7.0000% | $477184.00         | $204.92            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-10-15      | 7.5000%  | 7.5000% | $707314.00         | $5448.79           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-11-15      | 6.5000%  | 6.5000% | $25000.00          | $57.40             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-11-15      | 7.0000%  | 7.0000% | $150000.00         | $460.13            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-11-15      | 6.5000%  | 6.5000% | $187000.00         | $148.24            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-11-15      | 6.0000%  | 6.0000% | $115000.00         | $98.95             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-06-15      | 7.0000%  | 7.0000% | $610250.00         | $390.05            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-12-15      | 6.5000%  | 6.5000% | $87638.00          | $147.67            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-02-15      | 7.0000%  | 7.0000% | $621974.00         | $1016.65           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-11-15      | 7.0000%  | 7.0000% | $25000.00          | $833.97            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-07-15      | 7.0000%  | 7.0000% | $50000.00          | $50.60             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-04-15      | 6.5000%  | 6.5000% | $79949.00          | $105.18            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-04-15      | 6.5000%  | 6.5000% | $30000.00          | $274.02            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-03-15      | 6.5000%  | 6.5000% | $3347532.00        | $9910.32           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-05-15      | 6.5000%  | 6.5000% | $104000.00         | $461.21            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-06-15      | 6.5000%  | 6.5000% | $80000.00          | $111.65            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-07-15      | 7.0000%  | 7.0000% | $225880.00         | $128.35            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-07-01      | 4.5000%  | 4.5000% | $72000.00          | $48897.26          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-03-01      | 3.0000%  | 3.0000% | $400000.00         | $271748.40         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 4.5000%  | 4.5000% | $31000.00          | $21825.43          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-07-01      | 4.5000%  | 4.5000% | $420000.00         | $293185.23         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 4.5000%  | 4.5000% | $4710.00           | $3401.80           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-12-01      | 2.0000%  | 2.0000% | $1090000.00        | $703989.36         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-04-01      | 3.5000%  | 3.5000% | $624000.00         | $418760.42         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-10-01      | 5.0000%  | 5.0000% | $8486.00           | $6451.55           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 5.0000%  | 5.0000% | $10500.00          | $8025.25           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-03-01      | 5.0000%  | 5.0000% | $3300.00           | $2572.56           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-03-01      | 5.0000%  | 5.0000% | $1300.00           | $1018.17           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-04-01      | 5.5000%  | 5.5000% | $100000.00         | $79358.84          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-11-01      | 5.0000%  | 5.0000% | $1630.00           | $1222.58           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-03-01      | 3.0000%  | 3.0000% | $70000.00          | $45943.28          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-12-01      | 3.0000%  | 3.0000% | $568280.00         | $420054.85         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-12-01      | 3.5000%  | 3.5000% | $23700.00          | $18016.86          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-01-01      | 6.0000%  | 6.0000% | $61000.00          | $39432.36          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 3.0000%  | 3.0000% | $12000.00          | $8752.76           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-01-01      | 3.5000%  | 3.5000% | $70000.00          | $46865.03          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-01-01      | 5.0000%  | 5.0000% | $25000.00          | $18659.28          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-01-01      | 5.0000%  | 5.0000% | $100000.00         | $77729.51          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-02-01      | 6.5000%  | 6.5000% | $300000.00         | $204822.29         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-01-01      | 5.5000%  | 5.5000% | $199000.00         | $140210.19         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-04-01      | 2.5000%  | 2.5000% | $5000.00           | $3700.63           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-07-01      | 5.0000%  | 5.0000% | $16356.00          | $12841.06          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-07-01      | 5.0000%  | 5.0000% | $1265.00           | $1006.83           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-08-01      | 5.0000%  | 5.0000% | $7227.00           | $6511.85           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-09-01      | 4.5000%  | 4.5000% | $100000.00         | $68510.43          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-03-01      | 6.0000%  | 6.0000% | $2153366.00        | $1318002.12        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-05-01      | 5.5000%  | 5.5000% | $11000.00          | $7946.83           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-11-01      | 5.0000%  | 5.0000% | $100000.00         | $68607.77          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-06-01      | 5.5000%  | 5.5000% | $3500.00           | $2907.24           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 5.0000%  | 5.0000% | $4100.00           | $3216.81           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-05-01      | 6.0000%  | 6.0000% | $990000.00         | $901610.23         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-12-01      | 5.5000%  | 5.5000% | $16496642.00       | $14991124.08       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-01-01      | 4.0000%  | 4.0000% | $9000.00           | $7454.19           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-01-01      | 6.5000%  | 6.5000% | $4420.00           | $3121.58           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-12-01      | 4.5000%  | 4.5000% | $13700.00          | $11645.00          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-07-01      | 3.0000%  | 3.0000% | $3000.00           | $2332.85           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-10-01      | 5.0000%  | 5.0000% | $1000.00           | $871.43            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-04-01      | 6.0000%  | 6.0000% | $1198800.00        | $956087.76         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-04-01      | 6.0000%  | 6.0000% | $724000.00         | $579818.51         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-12-01      | 6.0000%  | 6.0000% | $131000.00         | $108866.27         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-06-01      | 5.5000%  | 5.5000% | $70000.00          | $65948.88          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-07-01      | 3.0000%  | 3.0000% | $2000.00           | $1583.53           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-05-01      | 6.0000%  | 6.0000% | $800000.00         | $728312.46         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-03-01      | 3.5000%  | 3.5000% | $249504.00         | $211202.04         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-09-01      | 6.5000%  | 6.5000% | $1550000.00        | $1106608.92        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 5.0000%  | 5.0000% | $32393697.00       | $29762518.80       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-01-01      | 4.5000%  | 4.5000% | $20000.00          | $18099.88          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-11-01      | 5.0000%  | 5.0000% | $1300.00           | $1202.21           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-06-01      | 5.0000%  | 5.0000% | $2500000.00        | $2323409.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-08-01      | 3.5000%  | 3.5000% | $5195000.00        | $503360.67         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-05-01      | 4.5000%  | 4.5000% | $2630000.00        | $579960.09         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-07-01      | 3.5000%  | 3.5000% | $917440.00         | $222248.83         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-09-01      | 6.0000%  | 6.0000% | $640000.00         | $471945.24         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 5.0000%  | 5.0000% | $8936078.00        | $8104579.26        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 5.5000%  | 5.5000% | $8000.00           | $7084.72           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-02-01      | 4.5000%  | 4.5000% | $230000.00         | $208447.18         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-02-01      | 4.5000%  | 4.5000% | $764000.00         | $692407.17         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-04-01      | 3.5000%  | 3.5000% | $1900000.00        | $501590.47         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-08-01      | 3.5000%  | 3.5000% | $4910000.00        | $1143126.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-11-01      | 2.0000%  | 2.0000% | $70000.00          | $36542.58          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-07-01      | 3.0000%  | 3.0000% | $232000.00         | $134116.29         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-05-01      | 4.5000%  | 4.5000% | $69000.00          | $52372.09          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-02-01      | 1.5000%  | 1.5000% | $320000.00         | $183480.07         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-11-01      | 3.0000%  | 3.0000% | $225000.00         | $80289.70          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-08-01      | 3.0000%  | 3.0000% | $5000.00           | $2639.78           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-06-01      | 2.0000%  | 2.0000% | $400000.00         | $241265.90         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-02-01      | 3.0000%  | 3.0000% | $4000.00           | $2609.47           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-11-01      | 2.0000%  | 2.0000% | $2000.00           | $1273.00           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-01-01      | 2.0000%  | 2.0000% | $2000.00           | $1292.45           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-07-01      | 2.5000%  | 2.5000% | $8000.00           | $5719.54           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-07-01      | 3.5000%  | 3.5000% | $3000.00           | $2244.64           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-05-01      | 3.5000%  | 3.5000% | $10200.00          | $7357.31           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-06-01      | 3.0000%  | 3.0000% | $1694000.00        | $1229994.76        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-10-01      | 4.5000%  | 4.5000% | $11862.00          | $9197.26           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 3.0000%  | 3.0000% | $2000.00           | $1461.13           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 3.5000%  | 3.5000% | $7000.00           | $5335.00           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 4.0000%  | 4.0000% | $2000.00           | $1558.81           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2026-08-01      | 5.0000%  | 5.0000% | $1405000.00        | $150.50            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-05-01      | 8.5000%  | 8.5000% | $57000.00          | $1195.51           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-07-01      | 5.0000%  | 5.0000% | $366337.00         | $1996.04           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-07-01      | 5.0000%  | 5.0000% | $293074.00         | $17845.44          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-09-01      | 5.0000%  | 5.0000% | $492075.00         | $14644.07          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2029-01-01      | 5.5000%  | 5.5000% | $1371734.00        | $3354.45           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-10-01      | 2.5000%  | 2.5000% | $2800000.00        | $474411.83         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-04-01      | 5.5000%  | 5.5000% | $33715.00          | $565.36            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-09-01      | 5.0000%  | 5.0000% | $1349959.00        | $35432.00          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-09-01      | 5.0000%  | 5.0000% | $220466.00         | $78.60             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-12-01      | 4.5000%  | 4.5000% | $5000.00           | $507.58            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-09-01      | 4.5000%  | 4.5000% | $65000.00          | $8778.53           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-02-01      | 4.5000%  | 4.5000% | $175000.00         | $15972.10          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-02-01      | 3.5000%  | 3.5000% | $1350000.00        | $245974.43         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-10-01      | 4.0000%  | 4.0000% | $1000000.00        | $114919.70         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-01-01      | 3.5000%  | 3.5000% | $550000.00         | $95847.90          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2041-05-01      | 5.5000%  | 5.5000% | $12000.00          | $2125.26           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-06-01      | 4.0000%  | 4.0000% | $2082072.00        | $571301.86         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-06-01      | 4.0000%  | 4.0000% | $200000.00         | $38155.98          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2028-09-01      | 4.0000%  | 4.0000% | $61993.00          | $3929.59           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-10-01      | 4.0000%  | 4.0000% | $1853000.00        | $149038.48         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2029-02-01      | 4.0000%  | 4.0000% | $148000.00         | $10393.48          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-10-01      | 6.5000%  | 6.5000% | $100000.00         | $1766.74           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-03-01      | 6.0000%  | 6.0000% | $446000.00         | $112412.17         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2034-01-01      | 4.0000%  | 4.0000% | $59877.00          | $4386.76           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-04-01      | 4.0000%  | 4.0000% | $4153463.00        | $305100.95         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-03-01      | 4.5000%  | 4.5000% | $9650000.00        | $1215627.21        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-11-01      | 3.0000%  | 3.0000% | $942670.00         | $266495.59         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-02-01      | 3.5000%  | 3.5000% | $68000.00          | $10532.51          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-06-01      | 3.5000%  | 3.5000% | $365000.00         | $31641.60          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2034-06-01      | 3.5000%  | 3.5000% | $180415.00         | $15263.13          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-11-01      | 4.0000%  | 4.0000% | $1325000.00        | $397854.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-06-01      | 2.5000%  | 2.5000% | $13000.00          | $8620.99           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2034-06-01      | 3.5000%  | 3.5000% | $10000.00          | $1157.07           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-02-01      | 3.0000%  | 3.0000% | $465000.00         | $60877.92          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-11-01      | 4.0000%  | 4.0000% | $30975.00          | $34.67             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-06-01      | 2.0000%  | 2.0000% | $98000.00          | $35729.11          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-10-01      | 2.0000%  | 2.0000% | $16000.00          | $6480.62           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-10-01      | 2.0000%  | 2.0000% | $800000.00         | $312565.49         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-03-01      | 2.0000%  | 2.0000% | $500000.00         | $243110.72         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-03-01      | 2.5000%  | 2.5000% | $669000.00         | $400497.36         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-06-01      | 2.5000%  | 2.5000% | $217000.00         | $143981.07         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-04-01      | 2.5000%  | 2.5000% | $9447.00           | $5726.15           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2038-02-01      | 2.5000%  | 2.5000% | $725285.00         | $664411.70         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2040-10-01      | 3.0000%  | 3.0000% | $824473.00         | $759720.19         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-08-01      | 2.0000%  | 2.0000% | $12375.00          | $8570.42           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2040-10-01      | 5.5000%  | 5.5000% | $806000.00         | $784572.40         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-07-01      | 2.0000%  | 2.0000% | $100000.00         | $31699.75          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-07-01      | 2.5000%  | 2.5000% | $23000.00          | $6475.92           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-12-01      | 2.5000%  | 2.5000% | $3000.00           | $927.18            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-02-01      | 1.5000%  | 1.5000% | $20000.00          | $9218.82           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-03-01      | 1.5000%  | 1.5000% | $11973.00          | $5798.73           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-02-01      | 2.0000%  | 2.0000% | $214077.00         | $124110.26         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-03-01      | 1.5000%  | 1.5000% | $65303.00          | $39245.03          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-05-01      | 2.0000%  | 2.0000% | $25604.00          | $15593.04          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2038-10-01      | 4.0000%  | 4.0000% | $31943.00          | $22069.39          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2040-04-01      | 6.5000%  | 6.5000% | $2270.00           | $1959.18           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-01-01      | 2.0000%  | 2.0000% | $1000000.00        | $445880.37         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-05-01      | 2.0000%  | 2.0000% | $93000.00          | $45503.43          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-07-01      | 2.5000%  | 2.5000% | $1981162.00        | $688611.87         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-01-01      | 6.0000%  | 6.0000% | $3000.00           | $373.84            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2029-09-01      | 6.0000%  | 6.0000% | $54266.00          | $871.23            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-11-01      | 2.5000%  | 2.5000% | $200000.00         | $126695.55         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-12-01      | 2.0000%  | 2.0000% | $461000.00         | $285586.81         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-01-01      | 3.0000%  | 3.0000% | $195866.00         | $125209.05         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-01-01      | 3.0000%  | 3.0000% | $97000.00          | $52469.63          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-10-01      | 3.0000%  | 3.0000% | $1850000.00        | $538200.49         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-01-01      | 3.0000%  | 3.0000% | $1450000.00        | $554272.81         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-03-01      | 4.5000%  | 4.5000% | $3359952.00        | $668419.95         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-01-01      | 4.0000%  | 4.0000% | $575286.00         | $237789.78         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-08-01      | 3.0000%  | 3.0000% | $171000.00         | $83815.73          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-04-01      | 2.0000%  | 2.0000% | $300000.00         | $143910.09         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-10-01      | 5.0000%  | 5.0000% | $16800.00          | $12956.88          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-04-01      | 2.5000%  | 2.5000% | $300000.00         | $204823.08         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-04-01      | 3.5000%  | 3.5000% | $176000.00         | $119812.15         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-04-01      | 5.5000%  | 5.5000% | $100000.00         | $53625.82          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-06-01      | 3.5000%  | 3.5000% | $473800.00         | $345693.96         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-06-01      | 4.5000%  | 4.5000% | $13000.00          | $8487.51           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-07-01      | 4.0000%  | 4.0000% | $635000.00         | $470776.00         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-07-01      | 4.0000%  | 4.0000% | $911000.00         | $650235.93         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-09-01      | 5.5000%  | 5.5000% | $3059.00           | $2678.45           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-09-01      | 2.0000%  | 2.0000% | $35000.00          | $18015.55          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-10-01      | 3.0000%  | 3.0000% | $15145506.00       | $1422974.26        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-10-01      | 4.0000%  | 4.0000% | $1000000.00        | $67340.55          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-11-01      | 4.0000%  | 4.0000% | $1525000.00        | $64604.72          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-02-01      | 3.0000%  | 3.0000% | $35000.00          | $3783.01           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-10-01      | 2.0000%  | 2.0000% | $250000.00         | $117315.42         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-02-01      | 2.0000%  | 2.0000% | $1106196.00        | $620036.50         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-10-01      | 2.5000%  | 2.5000% | $923168.00         | $590180.37         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-05-01      | 7.0000%  | 7.0000% | $2046764.00        | $485517.38         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-02-01      | 6.0000%  | 6.0000% | $5062.00           | $5117.32           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-02-01      | 6.0000%  | 6.0000% | $5034195.00        | $4637898.55        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-03-01      | 6.0000%  | 6.0000% | $1016.00           | $801.25            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-03-01      | 4.5000%  | 4.5000% | $1300789.00        | $1001556.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-03-01      | 4.5000%  | 4.5000% | $1022.00           | $985.28            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-04-01      | 5.0000%  | 5.0000% | $1399955.00        | $1041540.80        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-05-01      | 5.5000%  | 5.5000% | $100000.00         | $97960.30          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-05-01      | 5.5000%  | 5.5000% | $2850.00           | $2533.63           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-06-01      | 6.5000%  | 6.5000% | $1725214.00        | $887282.10         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-06-01      | 5.5000%  | 5.5000% | $2043.00           | $1795.53           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-07-01      | 6.0000%  | 6.0000% | $70624.00          | $71828.28          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-06-01      | 2.0000%  | 2.0000% | $50383.00          | $32239.55          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2040-04-01      | 6.0000%  | 6.0000% | $144840.00         | $92732.12          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2029-06-01      | 4.2370%  | 4.2370% | $4000000.00        | $1445.56           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-11-01      | 5.4500%  | 5.4500% | $1500000.00        | $185.64            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-11-01      | 5.3470%  | 5.3470% | $45679382.00       | $35143.18          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-10-01      | 5.1610%  | 5.1610% | $38300000.00       | $20734.09          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-02-01      | 4.1500%  | 4.1500% | $117277786.00      | $182183.73         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-12-01      | 3.5000%  | 3.5000% | $255904.00         | $45945.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-01-01      | 4.3840%  | 4.3840% | $183776.00         | $30.93             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-11-01      | 4.7400%  | 4.7400% | $1087941.00        | $274.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2026-08-01      | 7.0000%  | 7.0000% | $500000.00         | $2.24              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-11-01      | 7.0000%  | 7.0000% | $90000.00          | $10.41             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-11-01      | 5.5000%  | 5.5000% | $29000.00          | $154.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2026-06-01      | 9.0000%  | 9.0000% | $50000.00          | $13.48             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-09-01      | 6.5000%  | 6.5000% | $300000.00         | $643.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-09-01      | 6.5000%  | 6.5000% | $410851.00         | $162.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-10-01      | 7.0000%  | 7.0000% | $694696.00         | $512.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-12-01      | 7.5000%  | 7.5000% | $727513.00         | $99.90             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-02-01      | 7.0000%  | 7.0000% | $294025.00         | $46.39             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-04-01      | 8.0000%  | 8.0000% | $60000.00          | $24.84             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-05-01      | 8.0000%  | 8.0000% | $53000.00          | $22.75             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-07-01      | 6.5000%  | 6.5000% | $65000.00          | $46.73             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-09-01      | 7.0000%  | 7.0000% | $170500.00         | $112.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-10-01      | 7.0000%  | 7.0000% | $25000000.00       | $11568.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-10-01      | 7.5000%  | 7.5000% | $3713313.00        | $1596.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-11-01      | 6.5000%  | 6.5000% | $4890000.00        | $4577.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-12-01      | 8.0000%  | 8.0000% | $75109.00          | $29.83             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-01-01      | 8.0000%  | 8.0000% | $189000.00         | $124.01            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-10-01      | 6.5000%  | 6.5000% | $163209.00         | $174.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-11-01      | 7.0000%  | 7.0000% | $10000.00          | $7.56              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-10-01      | 6.5000%  | 6.5000% | $150683.00         | $241.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-12-01      | 6.5000%  | 6.5000% | $50000.00          | $36.64             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-11-01      | 6.5000%  | 6.5000% | $420000.00         | $230.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-02-01      | 7.0000%  | 7.0000% | $1598690.00        | $1310.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-12-01      | 7.0000%  | 7.0000% | $25000000.00       | $21434.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-02-01      | 7.0000%  | 7.0000% | $25118000.00       | $27230.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-03-01      | 6.5000%  | 6.5000% | $22333.00          | $16.71             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-03-01      | 7.0000%  | 7.0000% | $3095003.00        | $2764.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-02-01      | 7.5000%  | 7.5000% | $12000.00          | $20.99             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-05-01      | 7.0000%  | 7.0000% | $15000.00          | $7.87              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-02-01      | 6.5000%  | 6.5000% | $505977.00         | $1280.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-06-01      | 6.5000%  | 6.5000% | $55000000.00       | $24173.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-06-01      | 7.0000%  | 7.0000% | $22000.00          | $23.78             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-05-01      | 6.5000%  | 6.5000% | $1500000.00        | $3491.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-07-01      | 6.5000%  | 6.5000% | $50021174.00       | $32331.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-08-01      | 6.5000%  | 6.5000% | $51638339.00       | $27511.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-07-01      | 8.0000%  | 8.0000% | $319910.00         | $151.06            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-08-01      | 7.5000%  | 7.5000% | $18295411.00       | $30936.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-08-01      | 7.5000%  | 7.5000% | $8995699.00        | $7585.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-04-01      | 6.5000%  | 6.5000% | $175017.00         | $86.18             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-05-01      | 7.0000%  | 7.0000% | $13000000.00       | $6977.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-03-01      | 6.5000%  | 6.5000% | $7054.00           | $17.95             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-05-01      | 7.5000%  | 7.5000% | $2702518.00        | $290.66            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-04-01      | 9.0000%  | 9.0000% | $506810.00         | $334.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-05-01      | 7.5000%  | 7.5000% | $747239.00         | $180.04            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-05-01      | 9.0000%  | 9.0000% | $4069773.00        | $2955.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-07-01      | 8.0000%  | 8.0000% | $2445696.00        | $552.72            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-06-01      | 9.0000%  | 9.0000% | $2768511.00        | $1796.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-09-01      | 8.0000%  | 8.0000% | $88596.00          | $40.07             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-01-01      | 3.0000%  | 3.0000% | $1020000.00        | $269227.09         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-12-01      | 2.0000%  | 2.0000% | $700000.00         | $324300.32         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-01-01      | 1.5000%  | 1.5000% | $20000.00          | $9618.26           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-02-01      | 2.5000%  | 2.5000% | $1548208.00        | $849611.60         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-09-01      | 2.0000%  | 2.0000% | $15000.00          | $8440.94           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-02-01      | 1.5000%  | 1.5000% | $142209.00         | $88708.56          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2029-07-01      | 3.5000%  | 3.5000% | $4845605.00        | $556266.93         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-07-01      | 2.5000%  | 2.5000% | $320179.00         | $170370.76         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-08-01      | 2.5000%  | 2.5000% | $590000.00         | $359896.20         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-11-01      | 1.5000%  | 1.5000% | $1319333.00        | $738736.48         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-02-01      | 1.5000%  | 1.5000% | $2056791.00        | $1383136.83        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-07-01      | 2.5000%  | 2.5000% | $300000.00         | $215172.84         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 6.5000%  | 6.5000% | $2221250.00        | $1040881.22        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-09-01      | 3.0000%  | 3.0000% | $2450000.00        | $692110.03         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-09-01      | 3.5000%  | 3.5000% | $315000.00         | $82495.86          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-03-01      | 4.0000%  | 4.0000% | $1000000.00        | $241772.16         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-09-01      | 4.0000%  | 4.0000% | $35000.00          | $8366.77           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-06-01      | 3.0000%  | 3.0000% | $100000.00         | $43095.95          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-07-01      | 2.5000%  | 2.5000% | $108000.00         | $51235.61          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-08-01      | 2.5000%  | 2.5000% | $720000.00         | $327084.34         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-01-01      | 2.5000%  | 2.5000% | $509000.00         | $272214.93         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-10-01      | 2.0000%  | 2.0000% | $406000.00         | $193949.23         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-10-01      | 2.0000%  | 2.0000% | $638193.00         | $380154.87         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-12-01      | 2.5000%  | 2.5000% | $2000.00           | $1092.52           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-12-01      | 2.0000%  | 2.0000% | $65000.00          | $36767.69          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-04-01      | 2.0000%  | 2.0000% | $1148264.00        | $668664.28         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-05-01      | 2.0000%  | 2.0000% | $280000.00         | $159190.99         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-05-01      | 2.0000%  | 2.0000% | $853738.00         | $500541.66         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-07-01      | 3.0000%  | 3.0000% | $12000.00          | $7080.87           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-10-01      | 2.5000%  | 2.5000% | $202000.00         | $125803.76         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-03-01      | 2.5000%  | 2.5000% | $2000.00           | $1376.85           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-04-01      | 4.0000%  | 4.0000% | $69000.00          | $48617.08          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-12-01      | 2.5000%  | 2.5000% | $18000.00          | $12347.96          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-01-01      | 2.5000%  | 2.5000% | $30000.00          | $19163.55          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-02-01      | 2.5000%  | 2.5000% | $700000.00         | $442598.73         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-02-01      | 3.0000%  | 3.0000% | $3000.00           | $1902.91           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-02-01      | 2.5000%  | 2.5000% | $261000.00         | $165783.89         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-03-01      | 2.0000%  | 2.0000% | $61000.00          | $41741.38          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-05-01      | 4.0000%  | 4.0000% | $21000.00          | $16045.42          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-05-01      | 3.5000%  | 3.5000% | $853000.00         | $582565.13         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-07-01      | 5.0000%  | 5.0000% | $11000.00          | $8536.10           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 3.5000%  | 3.5000% | $32800.00          | $23366.96          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 4.5000%  | 4.5000% | $385000.00         | $274017.87         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-04-01      | 6.5000%  | 6.5000% | $200000.00         | $119603.38         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-12-01      | 5.0000%  | 5.0000% | $56977.00          | $42357.25          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-01-01      | 6.0000%  | 6.0000% | $555500.00         | $385198.24         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-05-01      | 6.5000%  | 6.5000% | $700000.00         | $487587.80         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-06-01      | 6.0000%  | 6.0000% | $1891200.00        | $1711666.89        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-04-01      | 3.0000%  | 3.0000% | $36568.00          | $25608.95          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2044-03-01      | 4.5000%  | 4.5000% | $1189958.00        | $830777.72         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2044-05-01      | 6.5000%  | 6.5000% | $1183518.00        | $735797.52         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2044-07-01      | 6.5000%  | 6.5000% | $419217.00         | $209051.32         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2044-08-01      | 5.5000%  | 5.5000% | $963594.00         | $617843.04         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2044-10-01      | 6.5000%  | 6.5000% | $162000.00         | $71839.09          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2044-12-01      | 5.0000%  | 5.0000% | $7200.00           | $6065.85           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-01-01      | 5.5000%  | 5.5000% | $787015.00         | $564687.78         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-02-01      | 4.5000%  | 4.5000% | $3025.00           | $2693.30           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-04-01      | 5.5000%  | 5.5000% | $1267455.00        | $990892.79         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-06-01      | 5.0000%  | 5.0000% | $83378.00          | $73805.85          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-08-01      | 5.5000%  | 5.5000% | $298900.00         | $276469.46         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-09-01      | 5.5000%  | 5.5000% | $2418400.00        | $2226011.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2039-10-01      | 3.0000%  | 3.0000% | $393051.00         | $56496.37          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2041-01-01      | 3.0000%  | 3.0000% | $183476.00         | $123551.39         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-02-01      | 2.0000%  | 2.0000% | $65000.00          | $41288.47          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-04-01      | 3.0000%  | 3.0000% | $261000.00         | $173344.58         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-06-01      | 3.0000%  | 3.0000% | $600000.00         | $418990.53         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-08-01      | 4.5000%  | 4.5000% | $703957.00         | $424375.99         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-09-01      | 3.5000%  | 3.5000% | $200000.00         | $134266.40         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-02-01      | 6.0000%  | 6.0000% | $349000.00         | $175713.75         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-07-01      | 5.5000%  | 5.5000% | $258000.00         | $145992.58         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-06-01      | 2.0000%  | 2.0000% | $40000.00          | $19277.59          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-07-01      | 2.0000%  | 2.0000% | $85000.00          | $42547.37          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-07-01      | 2.0000%  | 2.0000% | $25000.00          | $12055.07          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-08-01      | 3.5000%  | 3.5000% | $3112601.00        | $1348093.37        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-11-01      | 2.0000%  | 2.0000% | $500000.00         | $272513.00         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-03-01      | 2.5000%  | 2.5000% | $28577.00          | $16442.41          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-04-01      | 2.5000%  | 2.5000% | $10000.00          | $5759.33           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2038-07-01      | 2.0000%  | 2.0000% | $203327.00         | $151067.68         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-02-01      | 2.5000%  | 2.5000% | $331238.00         | $147506.01         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-04-01      | 3.0000%  | 3.0000% | $360147.00         | $162384.78         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 6.0000%  | 6.0000% | $395958846.00      | $383258764.86      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 6.5000%  | 6.5000% | $50694400.00       | $49020937.32       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-12-01      | 4.5000%  | 4.5000% | $2000.00           | $1960.71           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-12-01      | 6.5000%  | 6.5000% | $501601.00         | $481941.53         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-02-01      | 6.5000%  | 6.5000% | $1215.00           | $1244.88           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 7.0000%  | 7.0000% | $25202.00          | $24875.51          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-02-01      | 4.5000%  | 4.5000% | $47216620.00       | $46798752.91       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2040-09-01      | 6.0000%  | 6.0000% | $14652.00          | $13020.09          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2040-08-01      | 4.5000%  | 4.5000% | $101583.00         | $92017.00          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2040-11-01      | 4.5000%  | 4.5000% | $3025.00           | $2925.57           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2040-12-01      | 5.5000%  | 5.5000% | $2584296.00        | $2530172.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2041-01-01      | 3.5000%  | 3.5000% | $2492840.00        | $2397974.02        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2041-02-01      | 4.0000%  | 4.0000% | $2000.00           | $1985.77           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 5.0000%  | 5.0000% | $189423.00         | $188979.03         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-12-01      | 6.0000%  | 6.0000% | $2094.00           | $2188.24           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-12-01      | 6.0000%  | 6.0000% | $3087.00           | $3223.51           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 6.0000%  | 6.0000% | $2239.00           | $2343.52           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 6.0000%  | 6.0000% | $2512.00           | $2628.56           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 6.0000%  | 6.0000% | $5094.00           | $5306.53           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-12-01      | 5.0000%  | 5.0000% | $1101974.00        | $950051.36         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-12-01      | 6.0000%  | 6.0000% | $14886.00          | $15313.52          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 6.0000%  | 6.0000% | $12309900.00       | $11290650.19       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 6.0000%  | 6.0000% | $26630.00          | $27469.70          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-12-01      | 4.5000%  | 4.5000% | $2004.00           | $1985.12           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-12-01      | 5.0000%  | 5.0000% | $73821.00          | $74896.08          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 4.5000%  | 4.5000% | $382525.00         | $364932.74         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 6.5000%  | 6.5000% | $3279131.00        | $2984166.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 5.0000%  | 5.0000% | $1050.00           | $1065.88           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 5.0000%  | 5.0000% | $52600.00          | $53522.71          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 5.0000%  | 5.0000% | $79759.00          | $80997.91          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 6.0000%  | 6.0000% | $5078.00           | $5238.88           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 6.0000%  | 6.0000% | $3078110.00        | $3168627.09        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 5.5000%  | 5.5000% | $6000.00           | $6159.75           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 5.0000%  | 5.0000% | $2051.00           | $2070.79           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-02-01      | 6.0000%  | 6.0000% | $5016.00           | $5175.66           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-02-01      | 6.0000%  | 6.0000% | $2208.00           | $2275.25           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-02-01      | 5.0000%  | 5.0000% | $1210.00           | $1231.51           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 6.0000%  | 6.0000% | $8019.00           | $8325.96           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-03-01      | 4.5000%  | 4.5000% | $883700.00         | $876919.36         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-02-01      | 5.5000%  | 5.5000% | $9600.00           | $9875.48           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-02-01      | 5.5000%  | 5.5000% | $117698.00         | $120300.91         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 4.0000%  | 4.0000% | $1099257.00        | $1070262.87        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-02-01      | 5.0000%  | 5.0000% | $85930.00          | $86897.15          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-02-01      | 5.0000%  | 5.0000% | $1000.00           | $1012.25           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-03-01      | 5.0000%  | 5.0000% | $12078.00          | $12276.03          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-02-01      | 6.5000%  | 6.5000% | $240745.00         | $257369.03         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-03-01      | 5.0000%  | 5.0000% | $67700.00          | $68680.30          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-03-01      | 5.0000%  | 5.0000% | $1321626.00        | $1332045.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-03-01      | 5.0000%  | 5.0000% | $1086600.00        | $1098696.15        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-02-01      | 5.0000%  | 5.0000% | $1009321.00        | $1021954.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-03-15      | 3.4900%  | 3.4900% | $327588.00         | $139877.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-05-15      | 3.7500%  | 3.7500% | $336686.00         | $46248.12          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-04-15      | 3.7500%  | 3.7500% | $596503.00         | $51076.37          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-03-20      | 4.5000%  | 4.5000% | $1268652.00        | $204338.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2026-04-15      | 4.5000%  | 4.5000% | $966000.00         | $473.18            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-06-15      | 3.7500%  | 3.7500% | $386908.00         | $39006.01          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-06-15      | 3.7500%  | 3.7500% | $271340.00         | $86386.43          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-07-15      | 3.7500%  | 3.7500% | $740446.00         | $86477.99          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-07-15      | 3.7500%  | 3.7500% | $674164.00         | $51512.90          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-09-15      | 3.7500%  | 3.7500% | $690593.00         | $130092.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-01-15      | 3.5000%  | 3.5000% | $500000.00         | $2056.82           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-03-15      | 3.0000%  | 3.0000% | $2505000.00        | $17932.17          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-11-15      | 2.4500%  | 2.4500% | $1600.00           | $877.09            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-01-15      | 2.4500%  | 2.4500% | $5578.00           | $2011.16           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-02-15      | 3.1000%  | 3.1000% | $73098.00          | $45513.04          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-02-15      | 3.1000%  | 3.1000% | $353980.00         | $191863.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-12-20      | 6.5000%  | 6.5000% | $500000.00         | $17113.94          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-02-15      | 2.6490%  | 2.6490% | $351162.00         | $58065.53          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-03-20      | 3.0000%  | 3.0000% | $997993.00         | $201503.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-11-15      | 3.0000%  | 3.0000% | $2500000.00        | $283390.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-12-20      | 3.0000%  | 3.0000% | $26000.00          | $3807.51           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-01-20      | 3.0000%  | 3.0000% | $500000.00         | $73257.44          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-02-20      | 3.0000%  | 3.0000% | $1000000.00        | $159090.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-03-15      | 2.5000%  | 2.5000% | $500000.00         | $9770.98           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-03-20      | 3.5000%  | 3.5000% | $500000.00         | $75552.01          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-04-20      | 3.5000%  | 3.5000% | $21170507.00       | $1302678.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-04-20      | 5.5000%  | 5.5000% | $1625063.00        | $197500.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-02-20      | 3.0000%  | 3.0000% | $544522.00         | $37146.31          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-02-20      | 3.0000%  | 3.0000% | $336999.00         | $36469.12          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-02-20      | 3.5000%  | 3.5000% | $70000.00          | $6449.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-11-01      | 7.5000%  | 7.5000% | $520003.00         | $133.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-10-01      | 8.0000%  | 8.0000% | $31928297.00       | $1549.90           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-03-01      | 5.5000%  | 5.5000% | $15000.00          | $71.26             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-06-01      | 5.0000%  | 5.0000% | $560000.00         | $3353.16           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 6.0000%  | 6.0000% | $118319.00         | $123275.73         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 6.0000%  | 6.0000% | $3960852.00        | $4071846.14        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 6.0000%  | 6.0000% | $3350.00           | $3493.74           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 5.5000%  | 5.5000% | $4069.00           | $4169.23           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 6.0000%  | 6.0000% | $1443.00           | $1493.52           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 5.5000%  | 5.5000% | $16184.00          | $16648.15          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 6.0000%  | 6.0000% | $1564.00           | $1569.20           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 5.5000%  | 5.5000% | $1678900.00        | $1719130.73        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-12-01      | 5.0000%  | 5.0000% | $5908600.00        | $5966772.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 6.0000%  | 6.0000% | $3000.00           | $3138.76           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-12-01      | 6.0000%  | 6.0000% | $1100.00           | $1044.91           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-12-01      | 6.5000%  | 6.5000% | $474057.00         | $462353.87         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 6.0000%  | 6.0000% | $4092.00           | $4272.82           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 5.0000%  | 5.0000% | $570000.00         | $540148.07         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-08-01      | 6.0000%  | 6.0000% | $1300.00           | $1140.73           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-03-01      | 6.5000%  | 6.5000% | $35374400.00       | $32973011.12       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-06-01      | 6.0000%  | 6.0000% | $56944151.00       | $56164219.78       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-07-01      | 6.0000%  | 6.0000% | $37550377.00       | $34344109.26       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 4.5000%  | 4.5000% | $7000.00           | $6603.49           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-12-01      | 5.0000%  | 5.0000% | $22068190.00       | $20337981.98       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 4.0000%  | 4.0000% | $12106700.00       | $11103882.12       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-05-01      | 5.5000%  | 5.5000% | $52048.00          | $49371.94          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-05-01      | 6.0000%  | 6.0000% | $5200.00           | $4332.53           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-06-01      | 5.5000%  | 5.5000% | $12669967.00       | $12244014.70       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-09-01      | 6.0000%  | 6.0000% | $19951338.00       | $18667871.14       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 5.0000%  | 5.0000% | $3718519.00        | $3529801.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-05-01      | 5.5000%  | 5.5000% | $6200000.00        | $5997425.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-10-01      | 3.0000%  | 3.0000% | $4000.00           | $3447.30           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 5.5000%  | 5.5000% | $63547000.00       | $58619040.73       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-04-01      | 1.5000%  | 1.5000% | $9250.00           | $7137.29           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 6.0000%  | 6.0000% | $20782731.00       | $19890787.12       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 5.5000%  | 5.5000% | $34592603.00       | $34488053.89       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-09-01      | 4.5000%  | 4.5000% | $1843900.00        | $1777457.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 5.5000%  | 5.5000% | $45414600.00       | $44443432.05       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-08-01      | 5.5000%  | 5.5000% | $31206240.00       | $28507258.63       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 2.0000%  | 2.0000% | $2600.00           | $2096.24           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 6.0000%  | 6.0000% | $16966943.00       | $16602437.88       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-05-01      | 5.0000%  | 5.0000% | $5863700.00        | $5854398.02        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-06-01      | 3.5000%  | 3.5000% | $9538600.00        | $8967224.32        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-09-01      | 3.5000%  | 3.5000% | $21791715.00       | $20391748.71       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-06-01      | 3.5000%  | 3.5000% | $4999567.00        | $4774513.71        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-07-01      | 6.0000%  | 6.0000% | $508535.00         | $501310.87         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 6.0000%  | 6.0000% | $3210.00           | $2800.29           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 5.5000%  | 5.5000% | $60441790.00       | $57992607.57       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2044-12-01      | 5.0000%  | 5.0000% | $5413274.00        | $5276524.06        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-12-01      | 3.5000%  | 3.5000% | $11330400.00       | $10501933.99       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-04-01      | 3.0000%  | 3.0000% | $280729.00         | $250665.31         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-12-01      | 3.5000%  | 3.5000% | $6320018.00        | $5819524.69        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-02-01      | 5.5000%  | 5.5000% | $50262762.00       | $51858716.37       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 5.0000%  | 5.0000% | $7686.00           | $7806.34           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-06-01      | 3.5000%  | 3.5000% | $35300293.00       | $33498134.59       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-12-01      | 6.5000%  | 6.5000% | $9000.00           | $5243.73           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-06-01      | 6.0000%  | 6.0000% | $3000.00           | $2492.57           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 5.0000%  | 5.0000% | $180000.00         | $163523.73         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 5.0000%  | 5.0000% | $350000.00         | $317962.81         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-09-01      | 6.0000%  | 6.0000% | $2000.00           | $1624.79           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-08-01      | 5.5000%  | 5.5000% | $9000.00           | $7453.87           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-11-01      | 4.5000%  | 4.5000% | $10463.00          | $9465.16           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-12-01      | 5.0000%  | 5.0000% | $2597800.00        | $2407207.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 5.5000%  | 5.5000% | $415000.00         | $402097.26         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 6.5000%  | 6.5000% | $44629156.00       | $42836965.04       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 6.5000%  | 6.5000% | $15615620.00       | $14138412.92       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-05-01      | 6.5000%  | 6.5000% | $31243081.00       | $28667877.44       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 6.5000%  | 6.5000% | $25105473.00       | $22869194.40       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 4.5000%  | 4.5000% | $17832640.00       | $17426636.58       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 6.5000%  | 6.5000% | $1086.00           | $1146.29           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 6.5000%  | 6.5000% | $6103.00           | $6456.35           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 5.0000%  | 5.0000% | $19951356.00       | $20177237.70       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-07-01      | 5.5000%  | 5.5000% | $2182400.00        | $2038918.22        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 7.0000%  | 7.0000% | $3170.00           | $2314.61           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 4.5000%  | 4.5000% | $9799288.00        | $9602717.82        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 4.0000%  | 4.0000% | $1000.00           | $953.24            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 5.0000%  | 5.0000% | $13883173.00       | $13541684.25       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 5.5000%  | 5.5000% | $10000.00          | $9436.85           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 4.5000%  | 4.5000% | $2000.00           | $1929.41           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 5.5000%  | 5.5000% | $6979.00           | $6702.62           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-12-15      | 6.5000%  | 6.5000% | $399960.00         | $3755.81           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-09-15      | 6.5000%  | 6.5000% | $25000.00          | $232.92            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-10-15      | 6.5000%  | 6.5000% | $101925.00         | $783.33            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-04-15      | 6.5000%  | 6.5000% | $196000.00         | $744.64            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-10-15      | 7.0000%  | 7.0000% | $30000.00          | $68.84             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2034-06-20      | 5.5000%  | 5.5000% | $1033815.00        | $85484.46          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-04-15      | 6.0000%  | 6.0000% | $50000.00          | $40.59             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-04-15      | 7.0000%  | 7.0000% | $530000.00         | $157.78            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-05-15      | 6.5000%  | 6.5000% | $500000.00         | $234.62            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-07-15      | 6.5000%  | 6.5000% | $50000.00          | $31.74             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-07-15      | 7.5000%  | 7.5000% | $80069.00          | $41.56             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-07-20      | 8.5000%  | 8.5000% | $100000.00         | $34.06             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-12-15      | 8.0000%  | 8.0000% | $115750734.00      | $14655.95          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-11-15      | 6.5000%  | 6.5000% | $855000.00         | $222.75            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-11-15      | 7.0000%  | 7.0000% | $242000.00         | $144.94            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2026-12-15      | 7.0000%  | 7.0000% | $50000.00          | $0.83              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2026-10-15      | 7.0000%  | 7.0000% | $4840383.00        | $25.68             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2026-10-15      | 7.0000%  | 7.0000% | $2697298.00        | $23.61             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2026-11-15      | 7.0000%  | 7.0000% | $41371875.00       | $225.93            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2026-11-15      | 7.0000%  | 7.0000% | $1273641.00        | $6.38              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2026-11-15      | 7.0000%  | 7.0000% | $76604.00          | $0.80              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2026-11-15      | 7.0000%  | 7.0000% | $3143121.00        | $20.95             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-02-15      | 6.5000%  | 6.5000% | $1514881.00        | $13.79             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2026-12-15      | 7.0000%  | 7.0000% | $2362532.00        | $6.33              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2026-06-15      | 7.0000%  | 7.0000% | $2375018.00        | $27.25             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-03-15      | 7.0000%  | 7.0000% | $29619030.00       | $3958.48           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-05-15      | 7.0000%  | 7.0000% | $2820944.00        | $237.18            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-07-15      | 7.0000%  | 7.0000% | $81876220.00       | $6188.15           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-06-15      | 7.0000%  | 7.0000% | $991056.00         | $147.36            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-06-15      | 7.0000%  | 7.0000% | $40140750.00       | $1698.05           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-06-15      | 7.0000%  | 7.0000% | $4047178.00        | $131.90            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-06-15      | 7.0000%  | 7.0000% | $63246957.00       | $1731.50           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-06-15      | 7.0000%  | 7.0000% | $5547539.00        | $128.06            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-08-15      | 7.0000%  | 7.0000% | $72298.00          | $17.75             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-08-15      | 6.5000%  | 6.5000% | $845886.00         | $18.76             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-08-15      | 7.0000%  | 7.0000% | $1369950.00        | $197.25            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-09-15      | 7.0000%  | 7.0000% | $34740.00          | $9.44              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-09-15      | 7.0000%  | 7.0000% | $1015074.00        | $167.74            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-10-15      | 6.5000%  | 6.5000% | $100000.00         | $14.56             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-11-15      | 6.5000%  | 6.5000% | $150000.00         | $16.36             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-12-15      | 6.5000%  | 6.5000% | $250000.00         | $7.77              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-12-15      | 6.5000%  | 6.5000% | $80000.00          | $29.60             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-03-15      | 6.5000%  | 6.5000% | $102000.00         | $51.28             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2034-04-15      | 6.5000%  | 6.5000% | $61000.00          | $327.32            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2034-08-15      | 6.5000%  | 6.5000% | $68205.00          | $560.62            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2034-08-15      | 6.5000%  | 6.5000% | $27980.00          | $257.77            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-12-15      | 7.0000%  | 7.0000% | $719863.00         | $381.12            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-03-15      | 6.0000%  | 6.0000% | $175000.00         | $157.65            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-03-15      | 7.5000%  | 7.5000% | $1800000.00        | $1170.81           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-04-15      | 6.5000%  | 6.5000% | $475000.00         | $362.87            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-05-15      | 6.5000%  | 6.5000% | $74000.00          | $54.79             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-05-15      | 6.5000%  | 6.5000% | $1066000.00        | $850.83            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-12-15      | 7.0000%  | 7.0000% | $398474.00         | $468.83            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-12-15      | 7.0000%  | 7.0000% | $319972.00         | $287.94            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-12-15      | 7.0000%  | 7.0000% | $500000.00         | $500.42            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-12-15      | 6.5000%  | 6.5000% | $35000.00          | $27.64             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-10-15      | 7.0000%  | 7.0000% | $3465579.00        | $3740.49           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-11-15      | 7.0000%  | 7.0000% | $3944000.00        | $3834.28           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-11-15      | 7.0000%  | 7.0000% | $1243693.00        | $1308.11           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2030-01-15      | 7.0000%  | 7.0000% | $120000.00         | $101.42            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-09-15      | 6.5000%  | 6.5000% | $1431300.00        | $1227.31           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2026-12-15      | 8.0000%  | 8.0000% | $1500000.00        | $112.10            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-04-15      | 6.5000%  | 6.5000% | $331000.00         | $147.70            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-04-15      | 6.5000%  | 6.5000% | $1130000.00        | $1468.53           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-05-15      | 6.5000%  | 6.5000% | $125000.00         | $167.19            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-06-15      | 7.0000%  | 7.0000% | $13299412.00       | $13510.56          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-07-15      | 7.0000%  | 7.0000% | $276000.00         | $268.66            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-12-15      | 7.0000%  | 7.0000% | $490522.00         | $543.37            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-04-15      | 7.0000%  | 7.0000% | $29921127.00       | $44734.43          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-04-15      | 7.0000%  | 7.0000% | $9684219.00        | $14000.56          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-05-15      | 7.0000%  | 7.0000% | $680000.00         | $1144.29           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-05-15      | 7.0000%  | 7.0000% | $44194988.00       | $64296.15          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-07-15      | 6.5000%  | 6.5000% | $370000.00         | $760.41            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-10-15      | 5.5000%  | 5.5000% | $25000.00          | $145.93            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-09-15      | 6.5000%  | 6.5000% | $700000.00         | $1384.16           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-07-15      | 7.0000%  | 7.0000% | $30000.00          | $85.17             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-11-15      | 6.5000%  | 6.5000% | $160496.00         | $310.10            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-10-15      | 6.5000%  | 6.5000% | $437840.00         | $856.58            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-10-15      | 7.0000%  | 7.0000% | $862612.00         | $2456.16           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-11-15      | 7.0000%  | 7.0000% | $971221.00         | $1857.97           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2030-07-15      | 9.0000%  | 9.0000% | $25000.00          | $129.34            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2030-08-15      | 8.0000%  | 8.0000% | $434541.00         | $343.02            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-05-15      | 6.5000%  | 6.5000% | $875000.00         | $1359.05           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2030-10-15      | 7.0000%  | 7.0000% | $50000.00          | $191.45            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-09-15      | 7.0000%  | 7.0000% | $14268543.00       | $11323.50          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-01-15      | 6.5000%  | 6.5000% | $100000.00         | $172.79            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-03-15      | 7.0000%  | 7.0000% | $69000.00          | $225.24            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-07-15      | 6.5000%  | 6.5000% | $35000.00          | $409.42            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-03-15      | 6.5000%  | 6.5000% | $36629.00          | $35.13             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-02-15      | 6.5000%  | 6.5000% | $50182.00          | $131.64            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-06-15      | 7.0000%  | 7.0000% | $57839.00          | $94.35             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-06-15      | 6.5000%  | 6.5000% | $50000.00          | $35.45             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-04-15      | 7.0000%  | 7.0000% | $340000.00         | $406.07            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-04-15      | 6.5000%  | 6.5000% | $275000.00         | $215.48            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2030-11-15      | 7.0000%  | 7.0000% | $449397.00         | $1224.03           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-04-15      | 6.5000%  | 6.5000% | $830738.00         | $371.65            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-01-15      | 7.5000%  | 7.5000% | $250000.00         | $1040.39           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-08-20      | 4.5000%  | 4.5000% | $2038594.00        | $273854.12         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-03-15      | 7.0000%  | 7.0000% | $25000.00          | $175.16            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-05-15      | 6.5000%  | 6.5000% | $25000.00          | $70.60             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-06-15      | 7.0000%  | 7.0000% | $8389772.00        | $28352.94          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-04-15      | 6.5000%  | 6.5000% | $50000.00          | $160.60            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-03-15      | 7.0000%  | 7.0000% | $171000.00         | $464.73            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-01-15      | 5.5000%  | 5.5000% | $25000.00          | $269.83            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-09-15      | 6.5000%  | 6.5000% | $25000.00          | $62.67             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-09-15      | 7.0000%  | 7.0000% | $589975.00         | $939.11            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-09-15      | 5.5000%  | 5.5000% | $100000.00         | $341.76            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-06-15      | 6.5000%  | 6.5000% | $316980.00         | $75.23             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2035-08-15      | 4.5000%  | 4.5000% | $25000.00          | $260.64            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2035-11-15      | 5.0000%  | 5.0000% | $4000000.00        | $55925.12          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-04-15      | 6.5000%  | 6.5000% | $33000.00          | $494.83            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-10-15      | 6.5000%  | 6.5000% | $1910000.00        | $1941.82           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-08-15      | 7.0000%  | 7.0000% | $70279.00          | $71.44             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-08-15      | 7.0000%  | 7.0000% | $107022.00         | $288.60            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-06-15      | 7.0000%  | 7.0000% | $535073.00         | $593.19            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-07-15      | 7.5000%  | 7.5000% | $684986.00         | $5239.29           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-08-15      | 6.5000%  | 6.5000% | $854448.00         | $10784.66          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-09-15      | 6.5000%  | 6.5000% | $176500.00         | $599.78            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-06-15      | 7.0000%  | 7.0000% | $370413.00         | $693.03            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-07-15      | 7.0000%  | 7.0000% | $440327.00         | $1819.32           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-11-15      | 6.5000%  | 6.5000% | $190000.00         | $243.83            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-12-15      | 6.5000%  | 6.5000% | $537507.00         | $786.43            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-01-15      | 5.5000%  | 5.5000% | $50000.00          | $126.40            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-01-15      | 6.5000%  | 6.5000% | $50000.00          | $624.19            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-02-15      | 6.5000%  | 6.5000% | $250000.00         | $881.28            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-02-15      | 6.5000%  | 6.5000% | $800000.00         | $869.21            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-02-15      | 7.0000%  | 7.0000% | $500000.00         | $100.34            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-11-15      | 6.5000%  | 6.5000% | $35000.00          | $427.33            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-09-15      | 6.5000%  | 6.5000% | $35000.00          | $235.44            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-09-15      | 7.0000%  | 7.0000% | $47291.00          | $998.98            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-10-15      | 6.5000%  | 6.5000% | $25000.00          | $43.15             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-10-15      | 7.0000%  | 7.0000% | $64695.00          | $142.48            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-04-15      | 6.0000%  | 6.0000% | $4321269.00        | $3051.02           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-01-15      | 3.5000%  | 3.5000% | $1894900.00        | $120629.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-01-15      | 6.5000%  | 6.5000% | $335000.00         | $1380.01           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-05-15      | 6.5000%  | 6.5000% | $80000.00          | $138.78            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-07-15      | 6.5000%  | 6.5000% | $100000.00         | $114.10            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-07-15      | 7.0000%  | 7.0000% | $300000.00         | $419.43            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-07-15      | 7.0000%  | 7.0000% | $100000.00         | $74.84             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-11-15      | 6.5000%  | 6.5000% | $75000.00          | $164.27            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-06-15      | 6.5000%  | 6.5000% | $95000.00          | $360.88            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-07-15      | 7.0000%  | 7.0000% | $1400000.00        | $1675.35           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-03-15      | 7.0000%  | 7.0000% | $332663.00         | $576.33            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-05-15      | 7.0000%  | 7.0000% | $150133.00         | $149.72            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-08-15      | 7.0000%  | 7.0000% | $75000.00          | $82.51             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-12-15      | 6.0000%  | 6.0000% | $255000.00         | $672.98            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-08-15      | 7.0000%  | 7.0000% | $128961.00         | $538.37            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-11-15      | 6.5000%  | 6.5000% | $100000.00         | $113.13            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-09-15      | 6.5000%  | 6.5000% | $135000.00         | $587.69            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-04-15      | 7.0000%  | 7.0000% | $128184.00         | $200.85            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-09-15      | 7.0000%  | 7.0000% | $351001.00         | $1023.38           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-11-15      | 6.5000%  | 6.5000% | $130000.00         | $301.43            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-07-15      | 6.5000%  | 6.5000% | $250000.00         | $766.97            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2037-08-15      | 6.5000%  | 6.5000% | $11000.00          | $237.77            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-06-15      | 6.5000%  | 6.5000% | $171000.00         | $810.61            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-06-15      | 7.0000%  | 7.0000% | $156000.00         | $365.09            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-04-15      | 6.5000%  | 6.5000% | $306301.00         | $681.48            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-08-15      | 6.5000%  | 6.5000% | $199980.00         | $2058.16           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-08-15      | 7.0000%  | 7.0000% | $77000.00          | $366.53            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-10-15      | 6.5000%  | 6.5000% | $324000.00         | $2577.18           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-09-01      | 3.5000%  | 3.5000% | $1220699.00        | $164086.66         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-09-01      | 5.0000%  | 5.0000% | $2466969.00        | $162345.72         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-09-01      | 5.0000%  | 5.0000% | $1232479.00        | $25862.25          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-03-01      | 3.0000%  | 3.0000% | $200000.00         | $30231.20          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-08-01      | 4.5000%  | 4.5000% | $2690896.00        | $847694.46         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-12-01      | 3.5000%  | 3.5000% | $330189.00         | $82883.15          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2044-02-01      | 4.5000%  | 4.5000% | $1000000.00        | $133202.89         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-04-01      | 4.0000%  | 4.0000% | $1345118.00        | $77853.03          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2044-04-01      | 4.5000%  | 4.5000% | $1096950.00        | $342962.16         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2044-05-01      | 4.5000%  | 4.5000% | $2866052.00        | $860241.95         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2046-03-01      | 3.5000%  | 3.5000% | $1228126.00        | $647347.66         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-11-01      | 3.5000%  | 3.5000% | $1064901.00        | $69125.17          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2046-03-01      | 3.5000%  | 3.5000% | $227165.00         | $59002.89          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2046-11-01      | 4.0000%  | 4.0000% | $5900000.00        | $1075711.86        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2046-12-01      | 3.5000%  | 3.5000% | $190414.00         | $59305.77          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-03-01      | 3.5000%  | 3.5000% | $375000.00         | $98631.17          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-07-01      | 4.0000%  | 4.0000% | $5750000.00        | $1104214.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2044-01-01      | 4.0000%  | 4.0000% | $1344763.00        | $163017.24         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-12-01      | 4.5000%  | 4.5000% | $25000.00          | $5103.58           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-10-01      | 5.7990%  | 5.7990% | $558701.00         | $43155.47          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-11-01      | 4.5000%  | 4.5000% | $91859.00          | $9772.58           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-01-01      | 3.0000%  | 3.0000% | $8600.00           | $2952.37           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-12-01      | 4.0000%  | 4.0000% | $2234937.00        | $551270.21         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-02-01      | 4.0000%  | 4.0000% | $2640915.00        | $481003.52         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-02-01      | 4.5000%  | 4.5000% | $6203223.00        | $863650.20         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-02-01      | 4.5000%  | 4.5000% | $1870201.00        | $136004.42         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-02-01      | 3.0000%  | 3.0000% | $950000.00         | $268412.43         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-04-01      | 4.5000%  | 4.5000% | $832000.00         | $304971.01         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-07-01      | 3.0000%  | 3.0000% | $100000.00         | $34016.11          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-12-01      | 2.0000%  | 2.0000% | $705000.00         | $404213.96         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-02-01      | 3.0000%  | 3.0000% | $2472182.00        | $1216432.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-02-01      | 3.0000%  | 3.0000% | $1315166.00        | $654165.91         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-02-01      | 2.0000%  | 2.0000% | $369000.00         | $170534.96         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-02-01      | 2.0000%  | 2.0000% | $100000.00         | $46311.33          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-02-01      | 2.0000%  | 2.0000% | $100000.00         | $46119.33          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-03-01      | 2.0000%  | 2.0000% | $100000.00         | $49635.68          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-03-01      | 2.0000%  | 2.0000% | $167138.00         | $100572.68         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-04-01      | 2.0000%  | 2.0000% | $140940.00         | $89435.83          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-04-01      | 2.0000%  | 2.0000% | $100000.00         | $50411.28          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-09-01      | 3.0000%  | 3.0000% | $1178088.00        | $790542.33         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-10-01      | 2.5000%  | 2.5000% | $526559.00         | $338336.34         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-10-01      | 2.0000%  | 2.0000% | $390604.00         | $247085.63         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-12-01      | 2.0000%  | 2.0000% | $500000.00         | $317160.85         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-12-01      | 2.5000%  | 2.5000% | $745000.00         | $427273.35         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-01-01      | 2.0000%  | 2.0000% | $411815.00         | $287075.19         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-01-01      | 2.0000%  | 2.0000% | $65000.00          | $39469.48          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-04-01      | 2.0000%  | 2.0000% | $80000.00          | $52801.84          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-04-01      | 2.0000%  | 2.0000% | $250000.00         | $164013.16         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-04-01      | 3.5000%  | 3.5000% | $80000.00          | $49830.59          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-04-01      | 4.5000%  | 4.5000% | $237650.00         | $223929.94         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-04-01      | 4.0000%  | 4.0000% | $250000.00         | $169491.59         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 4.5000%  | 4.5000% | $5900.00           | $4375.24           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 5.0000%  | 5.0000% | $105000.00         | $66779.19          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 5.5000%  | 5.5000% | $63000.00          | $38056.85          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 4.5000%  | 4.5000% | $11000.00          | $8679.48           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-10-01      | 3.0000%  | 3.0000% | $3200.00           | $2517.66           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-12-01      | 5.5000%  | 5.5000% | $149000.00         | $88277.00          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-01-01      | 6.0000%  | 6.0000% | $2440934.00        | $1332667.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-03-01      | 6.0000%  | 6.0000% | $1454317.00        | $882878.35         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-03-01      | 5.5000%  | 5.5000% | $2200.00           | $1859.37           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-03-01      | 4.5000%  | 4.5000% | $1205202.00        | $584253.44         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-04-01      | 6.0000%  | 6.0000% | $1460990.00        | $601468.10         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-06-01      | 5.5000%  | 5.5000% | $17600.00          | $16767.24          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-09-01      | 6.0000%  | 6.0000% | $1891874.00        | $1257391.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-01-01      | 6.0000%  | 6.0000% | $1630.00           | $1390.75           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-07-01      | 6.0000%  | 6.0000% | $946941.00         | $729966.75         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-09-01      | 5.5000%  | 5.5000% | $97819.00          | $57032.12          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-09-01      | 5.5000%  | 5.5000% | $10000.00          | $7833.97           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 5.0000%  | 5.0000% | $596000.00         | $562662.01         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-09-01      | 5.5000%  | 5.5000% | $150000.00         | $101067.16         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 5.5000%  | 5.5000% | $10225927.00       | $9741583.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 7.0000%  | 7.0000% | $3203.00           | $2435.11           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 5.5000%  | 5.5000% | $6288.00           | $5894.81           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-11-01      | 6.0000%  | 6.0000% | $3203156.00        | $2905254.06        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-11-01      | 5.0000%  | 5.0000% | $11134128.00       | $10631789.08       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-09-01      | 6.5000%  | 6.5000% | $1129002.00        | $754231.37         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 6.0000%  | 6.0000% | $1580901.00        | $983490.28         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 5.0000%  | 5.0000% | $3609251.00        | $3308847.85        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2034-07-01      | 3.0000%  | 3.0000% | $102000.00         | $9128.60           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2034-12-01      | 3.5000%  | 3.5000% | $1004331.00        | $340189.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-01-15      | 6.5000%  | 6.5000% | $371000.00         | $913.95            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-08-15      | 7.0000%  | 7.0000% | $4408363.00        | $13010.08          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-06-15      | 7.0000%  | 7.0000% | $57660.00          | $695.72            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-07-20      | 5.3750%  | 5.3750% | $12000000.00       | $350810.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-08-15      | 4.5000%  | 4.5000% | $49000.00          | $6245.85           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2044-09-20      | 4.5000%  | 4.5000% | $25000.00          | $4147.74           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-07-15      | 3.5000%  | 3.5000% | $200000.00         | $1211.44           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-02-15      | 5.0000%  | 5.0000% | $300000.00         | $24774.71          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-04-15      | 6.0000%  | 6.0000% | $3184158.00        | $326486.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2044-12-20      | 5.0000%  | 5.0000% | $312891.00         | $54803.34          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2044-06-15      | 5.0000%  | 5.0000% | $8700.00           | $1195.90           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-11-20      | 5.0000%  | 5.0000% | $25000.00          | $6812.18           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-01-20      | 3.0000%  | 3.0000% | $45797.00          | $5153.86           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-02-20      | 3.0000%  | 3.0000% | $349406.00         | $42368.49          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2044-03-15      | 5.0000%  | 5.0000% | $1401300.00        | $188912.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-12-15      | 4.0000%  | 4.0000% | $125000.00         | $17057.33          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-03-20      | 3.0000%  | 3.0000% | $200000.00         | $104901.51         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-01-15      | 4.5000%  | 4.5000% | $6000.00           | $1620.08           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-09-15      | 4.0000%  | 4.0000% | $220000.00         | $59526.32          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-02-20      | 4.5000%  | 4.5000% | $597000.00         | $102494.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-05-15      | 4.0000%  | 4.0000% | $964536.00         | $86810.73          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-06-20      | 3.5000%  | 3.5000% | $50000.00          | $10378.22          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-01-20      | 3.0000%  | 3.0000% | $300000.00         | $140166.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-04-20      | 3.0000%  | 3.0000% | $1985144.00        | $416601.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-01-20      | 2.5000%  | 2.5000% | $88000.00          | $41235.09          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-09-20      | 4.5000%  | 4.5000% | $199000.00         | $141196.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-09-20      | 5.0000%  | 5.0000% | $3400.00           | $2559.72           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-08-20      | 4.0000%  | 4.0000% | $8382.00           | $6027.10           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-07-20      | 2.5000%  | 2.5000% | $100000.00         | $57205.74          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-08-20      | 2.5000%  | 2.5000% | $3100.00           | $1782.92           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-10-20      | 2.5000%  | 2.5000% | $400000.00         | $228199.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-10-20      | 2.5000%  | 2.5000% | $200000.00         | $118888.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-12-20      | 2.5000%  | 2.5000% | $400000.00         | $241906.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-03-20      | 3.5000%  | 3.5000% | $1300.00           | $991.42            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-03-20      | 3.0000%  | 3.0000% | $5900.00           | $3741.03           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-04-20      | 3.0000%  | 3.0000% | $300000.00         | $185096.12         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-04-20      | 3.0000%  | 3.0000% | $200000.00         | $106380.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-03-20      | 3.0000%  | 3.0000% | $10300.00          | $6804.43           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-01-20      | 6.0000%  | 6.0000% | $7546.00           | $5686.80           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-02-20      | 2.5000%  | 2.5000% | $11705.00          | $9148.92           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-03-20      | 5.5000%  | 5.5000% | $700000.00         | $494014.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-04-20      | 5.0000%  | 5.0000% | $1000.00           | $772.93            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-05-20      | 5.5000%  | 5.5000% | $23900.00          | $18171.17          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-07-20      | 5.5000%  | 5.5000% | $9332.00           | $7184.02           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-07-20      | 5.5000%  | 5.5000% | $10000.00          | $8092.10           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-08-20      | 5.5000%  | 5.5000% | $6100.00           | $4942.34           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-08-20      | 5.5000%  | 5.5000% | $12800.00          | $10165.79          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-08-20      | 5.0000%  | 5.0000% | $194647.00         | $150554.01         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-08-20      | 5.0000%  | 5.0000% | $1000.00           | $762.39            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-08-20      | 5.5000%  | 5.5000% | $3000.00           | $2636.96           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-04-20      | 3.0000%  | 3.0000% | $4208.00           | $3770.08           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-07-20      | 5.5000%  | 5.5000% | $100000.00         | $90488.64          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-09-20      | 3.5000%  | 3.5000% | $3700.00           | $2971.69           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-03-20      | 3.5000%  | 3.5000% | $2129.00           | $1776.45           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-03-20      | 3.0000%  | 3.0000% | $172441.00         | $151924.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-05-20      | 3.0000%  | 3.0000% | $4000.00           | $3558.60           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-02-20      | 5.0000%  | 5.0000% | $4432.00           | $4457.46           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-09-15      | 4.4900%  | 4.4900% | $1097348.00        | $44608.62          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-10-15      | 4.4900%  | 4.4900% | $1550423.00        | $78654.83          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-09-15      | 4.7000%  | 4.7000% | $1059413.00        | $117282.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-05-15      | 5.0000%  | 5.0000% | $50000.00          | $8509.72           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-04-15      | 3.0000%  | 3.0000% | $25000.00          | $12210.80          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-11-15      | 4.4900%  | 4.4900% | $1187605.00        | $52100.45          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-07-15      | 4.7000%  | 4.7000% | $409395.00         | $81691.36          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-10-15      | 4.7000%  | 4.7000% | $1377361.00        | $84180.42          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-10-15      | 4.4900%  | 4.4900% | $685989.00         | $62020.24          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-06-15      | 3.0000%  | 3.0000% | $2600.00           | $1312.17           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-04-15      | 5.0000%  | 5.0000% | $3954000.00        | $116681.14         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2044-03-01      | 4.5000%  | 4.5000% | $2600000.00        | $370024.70         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-03-01      | 3.5000%  | 3.5000% | $50000.00          | $7721.13           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-01-01      | 3.0000%  | 3.0000% | $3300000.00        | $568104.18         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2044-02-01      | 4.0000%  | 4.0000% | $210000.00         | $28589.57          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-02-01      | 3.5000%  | 3.5000% | $100000.00         | $18506.87          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-04-01      | 4.0000%  | 4.0000% | $2917069.00        | $502109.55         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-05-01      | 3.5000%  | 3.5000% | $4334763.00        | $539236.70         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-05-01      | 3.5000%  | 3.5000% | $2014710.00        | $326232.69         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-06-01      | 3.5000%  | 3.5000% | $4271137.00        | $536197.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-07-01      | 4.0000%  | 4.0000% | $1167954.00        | $202576.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-12-01      | 4.5000%  | 4.5000% | $1400000.00        | $282845.09         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2044-03-01      | 4.5000%  | 4.5000% | $1270191.00        | $224814.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-11-01      | 6.5000%  | 6.5000% | $145565.00         | $19.72             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-10-01      | 7.0000%  | 7.0000% | $253000.00         | $35.06             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-04-01      | 4.2000%  | 4.2000% | $267787819.00      | $690941.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-02-01      | 4.2130%  | 4.2130% | $107644380.00      | $245956.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-09-01      | 7.0000%  | 7.0000% | $61000.00          | $17.36             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-12-01      | 6.5000%  | 6.5000% | $148481.00         | $59.00             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-02-01      | 7.0000%  | 7.0000% | $4780269.00        | $1361.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-01-01      | 6.5000%  | 6.5000% | $3453411.00        | $1713.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-03-01      | 6.5000%  | 6.5000% | $19402000.00       | $7542.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-01-01      | 6.5000%  | 6.5000% | $23100000.00       | $34206.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-05-01      | 7.5000%  | 7.5000% | $177672.00         | $38.77             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-01-01      | 8.0000%  | 8.0000% | $153000.00         | $6.96              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-05-01      | 7.0000%  | 7.0000% | $15000.00          | $3.90              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-07-01      | 7.5000%  | 7.5000% | $219941.00         | $69.53             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-10-01      | 7.0000%  | 7.0000% | $105000.00         | $34.48             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-04-01      | 4.2300%  | 4.2300% | $193768201.00      | $127921.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-11-01      | 4.1630%  | 4.1630% | $275160385.00      | $276849.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-05-01      | 4.2270%  | 4.2270% | $222043428.00      | $833484.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-12-01      | 4.1570%  | 4.1570% | $295388210.00      | $546722.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2026-10-01      | 7.0000%  | 7.0000% | $15000.00          | $10.03             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-06-01      | 7.5000%  | 7.5000% | $313396.00         | $73.85             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2026-05-01      | 6.5000%  | 6.5000% | $410000.00         | $2.18              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-07-01      | 6.0890%  | 6.0890% | $837705.00         | $13087.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-02-01      | 8.0000%  | 8.0000% | $60000.00          | $181.92            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-01-01      | 7.0000%  | 7.0000% | $20000.00          | $30.19             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-03-01      | 8.0000%  | 8.0000% | $38000.00          | $65.30             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-06-01      | 7.0000%  | 7.0000% | $92500.00          | $15.80             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-08-01      | 6.5000%  | 6.5000% | $77000.00          | $33.59             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-08-01      | 6.5000%  | 6.5000% | $10585.00          | $1.20              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-08-01      | 6.5000%  | 6.5000% | $75000.00          | $10.00             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-11-01      | 7.0000%  | 7.0000% | $6000.00           | $7.76              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-09-01      | 7.0000%  | 7.0000% | $136000.00         | $710.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-01-01      | 5.5000%  | 5.5000% | $590590.00         | $182.80            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-11-01      | 6.5000%  | 6.5000% | $629165.00         | $1446.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-01-01      | 6.5000%  | 6.5000% | $808514.00         | $502.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-02-01      | 6.5000%  | 6.5000% | $11097372.00       | $27397.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-04-01      | 7.0000%  | 7.0000% | $13000.00          | $13.70             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-02-01      | 6.5000%  | 6.5000% | $8095.00           | $18.51             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-10-01      | 7.0000%  | 7.0000% | $50000.00          | $16.49             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-03-01      | 5.4000%  | 5.4000% | $378227.00         | $15902.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-07-01      | 6.5000%  | 6.5000% | $8912619.00        | $15477.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-01-01      | 6.5000%  | 6.5000% | $200000.00         | $27.47             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-07-01      | 6.5000%  | 6.5000% | $52243.00          | $106.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-06-01      | 6.5000%  | 6.5000% | $40000.00          | $133.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-06-01      | 6.5000%  | 6.5000% | $7455.00           | $14.05             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-06-01      | 6.5000%  | 6.5000% | $21274.00          | $12.78             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-07-01      | 6.5000%  | 6.5000% | $20000.00          | $44.97             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-08-01      | 7.5000%  | 7.5000% | $103511.00         | $335.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-08-01      | 7.5000%  | 7.5000% | $100000.00         | $130.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-08-01      | 6.5000%  | 6.5000% | $6319525.00        | $10044.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-05-01      | 7.0000%  | 7.0000% | $600000.00         | $72.32             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-09-01      | 7.5000%  | 7.5000% | $134019.00         | $147.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-10-01      | 7.5000%  | 7.5000% | $119789.00         | $26.11             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-12-01      | 7.5000%  | 7.5000% | $113384.00         | $233.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-10-01      | 7.5000%  | 7.5000% | $115048.00         | $624.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-10-01      | 5.4000%  | 5.4000% | $398202.00         | $39263.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-12-01      | 9.0000%  | 9.0000% | $451975.00         | $3411.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-12-01      | 7.5000%  | 7.5000% | $63360.00          | $41.69             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-02-01      | 8.0000%  | 8.0000% | $1050964.00        | $1868.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-12-01      | 7.0000%  | 7.0000% | $10025.00          | $11.88             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-12-01      | 7.5000%  | 7.5000% | $115747.00         | $143.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-01-01      | 7.5000%  | 7.5000% | $114360.00         | $24.75             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2026-09-01      | 7.0000%  | 7.0000% | $189000.00         | $1.76              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-03-01      | 8.0000%  | 8.0000% | $26183.00          | $43.73             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-04-01      | 7.0000%  | 7.0000% | $102000.00         | $112.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-02-01      | 7.5000%  | 7.5000% | $118181.00         | $27.63             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-03-01      | 8.0000%  | 8.0000% | $400000.00         | $709.92            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-03-01      | 8.0000%  | 8.0000% | $39000.00          | $19.18             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-11-01      | 6.5000%  | 6.5000% | $200000.00         | $145.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-09-01      | 7.5000%  | 7.5000% | $46587.00          | $7.40              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-10-01      | 8.0000%  | 8.0000% | $12454528.00       | $4991.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-10-01      | 8.0000%  | 8.0000% | $268032.00         | $59.96             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-05-01      | 8.0000%  | 8.0000% | $892330.00         | $1231.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-12-01      | 8.0000%  | 8.0000% | $40000.00          | $21.57             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-01-01      | 7.5000%  | 7.5000% | $108725.00         | $98.57             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-02-01      | 7.0000%  | 7.0000% | $10382194.00       | $5315.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-04-01      | 8.0000%  | 8.0000% | $50788.00          | $9.12              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-05-01      | 7.0000%  | 7.0000% | $35959.00          | $10.22             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-04-01      | 8.0000%  | 8.0000% | $743841.00         | $339.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-05-01      | 8.0000%  | 8.0000% | $40000.00          | $14.97             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-03-15      | 3.0000%  | 3.0000% | $7500.00           | $2673.24           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2030-10-15      | 4.5000%  | 4.5000% | $118997.00         | $17929.24          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-10-15      | 4.5000%  | 4.5000% | $3364.00           | $1083.69           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-06-15      | 4.5000%  | 4.5000% | $60000.00          | $1649.85           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-09-20      | 5.0000%  | 5.0000% | $1473.00           | $1669.62           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-08-15      | 2.2500%  | 2.2500% | $100.00            | $98.30             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-11-15      | 2.2500%  | 2.2500% | $100.00            | $98.61             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-02-15      | 2.7500%  | 2.7500% | $2218300.00        | $2190605.86        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-05-15      | 2.8750%  | 2.8750% | $200.00            | $199.19            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-08-15      | 2.8750%  | 2.8750% | $11553900.00       | $11407847.59       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-04-30      | 2.3750%  | 2.3750% | $91300.00          | $91795.69          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-06-30      | 1.8750%  | 1.8750% | $200.00            | $199.39            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-05-15      | 1.6250%  | 1.6250% | $19200.00          | $19203.27          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-07-31      | 1.8750%  | 1.8750% | $100.00            | $99.38             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-08-31      | 1.3750%  | 1.3750% | $1500.00           | $1492.99           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-09-30      | 1.6250%  | 1.6250% | $49900.00          | $49645.48          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-10-31      | 1.6250%  | 1.6250% | $54400.00          | $53961.69          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-11-15      | 1.7500%  | 1.7500% | $13400.00          | $12660.69          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2030-02-15      | 1.5000%  | 1.5000% | $100.00            | $92.63             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-02-28      | 1.1250%  | 1.1250% | $800.00            | $785.32            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-04-30      | 0.5000%  | 0.5000% | $116000.00         | $112200.37         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-07-31      | 0.3750%  | 0.3750% | $1600.00           | $1531.55           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-10-31      | 0.5000%  | 0.5000% | $100.00            | $95.36             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2030-11-15      | 0.8750%  | 0.8750% | $200.00            | $177.23            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-11-30      | 0.6250%  | 0.6250% | $2400.00           | $2288.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-07-01      | 5.0000%  | 5.0000% | $6042368.00        | $34381.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-08-01      | 7.5000%  | 7.5000% | $1350000.00        | $1652.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-07-01      | 7.0000%  | 7.0000% | $5021115.00        | $5862.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-10-01      | 7.0000%  | 7.0000% | $28256258.00       | $26766.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-08-01      | 8.5000%  | 8.5000% | $46341.00          | $113.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-10-01      | 8.0000%  | 8.0000% | $320000.00         | $164.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-01-01      | 7.0000%  | 7.0000% | $3000.00           | $6.46              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-12-01      | 6.5000%  | 6.5000% | $585000.00         | $967.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-07-01      | 7.0000%  | 7.0000% | $4650178.00        | $10174.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-08-01      | 6.5000%  | 6.5000% | $20000.00          | $31.65             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-05-01      | 7.0000%  | 7.0000% | $7975000.00        | $62259.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-10-01      | 7.0000%  | 7.0000% | $81000.00          | $229.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-02-01      | 7.0000%  | 7.0000% | $220000.00         | $1609.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-11-01      | 7.0000%  | 7.0000% | $100000.00         | $600.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-12-01      | 7.0000%  | 7.0000% | $8167293.00        | $14209.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-02-01      | 6.5000%  | 6.5000% | $10000.00          | $34.32             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-12-01      | 5.5000%  | 5.5000% | $1010000.00        | $1809.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-11-01      | 5.0000%  | 5.0000% | $1192113.00        | $63721.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-01-01      | 7.0000%  | 7.0000% | $612466.00         | $4255.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-12-01      | 5.5000%  | 5.5000% | $5000000.00        | $10988.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-01-01      | 6.5000%  | 6.5000% | $16775975.00       | $291279.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2026-04-01      | 5.0000%  | 5.0000% | $1062534.00        | $16.49             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-02-01      | 6.0000%  | 6.0000% | $11000000.00       | $63974.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2026-04-01      | 5.5000%  | 5.5000% | $560000.00         | $12.98             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2026-08-01      | 5.5000%  | 5.5000% | $4384591.00        | $990.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-10-01      | 5.5000%  | 5.5000% | $997891.00         | $2212.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-05-01      | 5.0000%  | 5.0000% | $198000.00         | $371.56            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-05-01      | 5.5000%  | 5.5000% | $505000.00         | $564.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-05-01      | 6.0000%  | 6.0000% | $2559411.00        | $4792.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-05-01      | 7.0000%  | 7.0000% | $938793.00         | $2702.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-09-01      | 6.0000%  | 6.0000% | $1720000.00        | $6423.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-09-01      | 6.5000%  | 6.5000% | $2335000.00        | $18922.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-10-01      | 7.0000%  | 7.0000% | $1237000.00        | $6044.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-12-01      | 5.5000%  | 5.5000% | $155000.00         | $666.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-11-01      | 5.0000%  | 5.0000% | $500000.00         | $1532.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-12-01      | 5.0000%  | 5.0000% | $7297677.00        | $20579.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-03-01      | 5.0000%  | 5.0000% | $1098255.00        | $1985.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-04-01      | 5.0000%  | 5.0000% | $4700000.00        | $8064.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-05-01      | 5.0000%  | 5.0000% | $1243635.00        | $2790.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2038-04-01      | 6.0000%  | 6.0000% | $45000.00          | $307.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-04-01      | 4.5000%  | 4.5000% | $5398399.00        | $5397.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2038-04-01      | 7.0000%  | 7.0000% | $220000.00         | $3085.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-06-01      | 5.0000%  | 5.0000% | $5636376.00        | $11208.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-07-01      | 5.0000%  | 5.0000% | $4424924.00        | $5053.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-01-01      | 5.0000%  | 5.0000% | $2000000.00        | $6242.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2026-07-01      | 8.0000%  | 8.0000% | $75000.00          | $1.16              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-06-01      | 5.0000%  | 5.0000% | $1800578.00        | $23632.01          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-12-25      | 3.5000%  | 3.5000% | $452000.00         | $291312.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-08-25      | 3.5000%  | 3.5000% | $700000.00         | $473545.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2026-12-01      | 7.0000%  | 7.0000% | $15000.00          | $1.15              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-08-01      | 4.4100%  | 4.4100% | $643602.00         | $172.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-03-01      | 7.0000%  | 7.0000% | $14000.00          | $1.76              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2026-12-01      | 8.5000%  | 8.5000% | $1058000.00        | $50.12             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2026-12-01      | 8.5000%  | 8.5000% | $2012000.00        | $153.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-09-01      | 7.0000%  | 7.0000% | $90000.00          | $6.18              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-03-01      | 7.0000%  | 7.0000% | $4000000.00        | $2619.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-03-01      | 6.7500%  | 6.7500% | $1559776.00        | $40137.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-02-01      | 6.3750%  | 6.3750% | $506003.00         | $4660.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-05-01      | 8.0000%  | 8.0000% | $953101.00         | $771.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-06-01      | 6.5000%  | 6.5000% | $2089975.00        | $1248.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-05-01      | 8.0000%  | 8.0000% | $1157681.00        | $14116.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-05-01      | 7.5000%  | 7.5000% | $277000.00         | $710.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-06-01      | 6.5000%  | 6.5000% | $1000000.00        | $2334.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-05-01      | 6.5000%  | 6.5000% | $20000.00          | $20.45             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-07-01      | 6.5000%  | 6.5000% | $8000000.00        | $8911.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-06-01      | 7.0000%  | 7.0000% | $9006966.00        | $19066.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-06-01      | 7.0000%  | 7.0000% | $3834210.00        | $2613.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-09-01      | 7.0000%  | 7.0000% | $2200000.00        | $7450.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-06-01      | 6.5000%  | 6.5000% | $1000000.00        | $15342.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-07-01      | 8.0000%  | 8.0000% | $292000.00         | $589.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-09-01      | 7.0000%  | 7.0000% | $15799619.00       | $8528.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-09-01      | 7.0000%  | 7.0000% | $8558544.00        | $7589.10           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-08-01      | 8.0000%  | 8.0000% | $2324509.00        | $1208.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-11-01      | 6.5000%  | 6.5000% | $100153.00         | $129.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-10-01      | 7.0000%  | 7.0000% | $13000.00          | $39.35             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-11-01      | 6.5000%  | 6.5000% | $6774.00           | $3.40              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-12-01      | 6.5000%  | 6.5000% | $68000.00          | $167.80            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-05-01      | 8.5000%  | 8.5000% | $3227355.00        | $37819.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-12-01      | 8.0000%  | 8.0000% | $8968926.00        | $30964.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-07-01      | 6.5000%  | 6.5000% | $11684525.00       | $29441.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-01-01      | 8.0000%  | 8.0000% | $27273.00          | $97.55             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-12-01      | 7.0000%  | 7.0000% | $5500000.00        | $44060.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-07-01      | 6.5000%  | 6.5000% | $1517526.00        | $533.86            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-12-01      | 7.5000%  | 7.5000% | $276250.00         | $1060.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-11-01      | 4.1710%  | 4.1710% | $37169070.00       | $530509.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-01-01      | 4.1850%  | 4.1850% | $114147468.00      | $1029116.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-08-01      | 4.1870%  | 4.1870% | $77731768.00       | $291616.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-01-01      | 6.5000%  | 6.5000% | $70000.00          | $267.84            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-10-01      | 7.5000%  | 7.5000% | $37915.00          | $39.15             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-01-01      | 7.0000%  | 7.0000% | $1029234.00        | $500.22            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-12-01      | 6.5000%  | 6.5000% | $31000.00          | $294.20            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-04-01      | 6.5000%  | 6.5000% | $9667.00           | $62.39             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-09-01      | 7.0000%  | 7.0000% | $2000000.00        | $25946.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-01-01      | 7.5000%  | 7.5000% | $10712759.00       | $36579.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-05-01      | 6.5000%  | 6.5000% | $97000.00          | $267.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-04-01      | 6.5000%  | 6.5000% | $104000.00         | $323.26            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-04-20      | 3.5000%  | 3.5000% | $7000000.00        | $730816.62         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-04-20      | 4.5000%  | 4.5000% | $611504.00         | $44602.44          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2030-04-20      | 4.0000%  | 4.0000% | $41609.00          | $385.52            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-04-20      | 3.5000%  | 3.5000% | $43247.00          | $3153.12           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-10-20      | 2.0000%  | 2.0000% | $4000.00           | $1469.82           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-05-20      | 2.5000%  | 2.5000% | $249381.00         | $38393.52          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-05-20      | 3.0000%  | 3.0000% | $2333726.00        | $215614.59         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-12-20      | 5.0000%  | 5.0000% | $1165137.00        | $466036.11         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-06-20      | 2.5000%  | 2.5000% | $301472.00         | $47961.65          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-05-20      | 4.0000%  | 4.0000% | $53960.00          | $4885.91           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-06-20      | 4.5000%  | 4.5000% | $3500000.00        | $236437.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-08-20      | 6.5000%  | 6.5000% | $20000.00          | $1802.12           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2030-06-20      | 4.0000%  | 4.0000% | $176245.00         | $1222.07           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-07-20      | 3.0000%  | 3.0000% | $2780000.00        | $300330.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2030-08-20      | 3.5000%  | 3.5000% | $1000000.00        | $57308.88          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-06-20      | 2.5000%  | 2.5000% | $1126269.00        | $214628.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-08-20      | 3.0000%  | 3.0000% | $164000.00         | $20609.75          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-08-20      | 4.0000%  | 4.0000% | $2000000.00        | $137993.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-08-20      | 4.5000%  | 4.5000% | $1258523.00        | $80320.40          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-09-20      | 3.0000%  | 3.0000% | $25000.00          | $3004.19           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-09-20      | 3.5000%  | 3.5000% | $1040000.00        | $95332.34          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-09-20      | 4.0000%  | 4.0000% | $40000.00          | $2812.75           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-08-20      | 4.5000%  | 4.5000% | $2475000.00        | $179389.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2030-10-20      | 4.0000%  | 4.0000% | $75606.00          | $12504.23          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-10-20      | 5.0000%  | 5.0000% | $592409.00         | $45127.29          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-11-20      | 3.0000%  | 3.0000% | $25000.00          | $2894.95           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2030-10-20      | 4.0000%  | 4.0000% | $171766.00         | $2455.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-11-20      | 4.5000%  | 4.5000% | $1234370.00        | $93917.62          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-11-20      | 2.5000%  | 2.5000% | $1145243.00        | $214784.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-12-20      | 3.5000%  | 3.5000% | $2000.00           | $204.73            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-01-20      | 2.5000%  | 2.5000% | $239525.00         | $54459.28          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-01-20      | 3.0000%  | 3.0000% | $1412000.00        | $158585.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-01-20      | 3.5000%  | 3.5000% | $1804102.00        | $176464.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-01-20      | 5.0000%  | 5.0000% | $500000.00         | $42647.01          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-08-20      | 7.0000%  | 7.0000% | $38000.00          | $4132.86           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-02-20      | 3.0000%  | 3.0000% | $1000.00           | $121.01            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-02-20      | 3.5000%  | 3.5000% | $2496084.00        | $243242.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-02-20      | 4.0000%  | 4.0000% | $30000.00          | $2523.94           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-02-20      | 4.5000%  | 4.5000% | $850000.00         | $63226.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-05-01      | 7.5000%  | 7.5000% | $70094.00          | $8.83              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-02-01      | 7.0000%  | 7.0000% | $57000.00          | $28.66             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-12-01      | 7.0000%  | 7.0000% | $140200.00         | $44.72             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-04-01      | 8.5000%  | 8.5000% | $1681110.00        | $805.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-06-01      | 8.0000%  | 8.0000% | $1285988.00        | $207.20            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-08-01      | 8.5000%  | 8.5000% | $1000100.00        | $179.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-07-01      | 6.5000%  | 6.5000% | $6699759.00        | $2196.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-08-01      | 7.5000%  | 7.5000% | $80803.00          | $7.53              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-08-01      | 8.0000%  | 8.0000% | $7852255.00        | $1368.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-12-01      | 8.0000%  | 8.0000% | $30238268.00       | $9454.90           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-02-01      | 7.0000%  | 7.0000% | $50926.00          | $15.45             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-01-01      | 6.5000%  | 6.5000% | $4000000.00        | $2280.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-01-01      | 7.0000%  | 7.0000% | $50000000.00       | $1949.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-03-01      | 6.5000%  | 6.5000% | $23000.00          | $8.33              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-05-01      | 6.5000%  | 6.5000% | $46333.00          | $22.84             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-05-01      | 6.5000%  | 6.5000% | $176000.00         | $79.73             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-05-01      | 8.0000%  | 8.0000% | $601320.00         | $684.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-05-01      | 9.0000%  | 9.0000% | $1744126.00        | $11333.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-04-01      | 5.4000%  | 5.4000% | $708188.00         | $20978.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-06-01      | 9.0000%  | 9.0000% | $113980.00         | $224.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-04-01      | 6.0990%  | 6.0990% | $743563.00         | $21193.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-11-01      | 8.0000%  | 8.0000% | $189772.00         | $21.96             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-06-01      | 7.5000%  | 7.5000% | $115927.00         | $212.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-05-01      | 9.0000%  | 9.0000% | $2692287.00        | $1161.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-09-01      | 8.0000%  | 8.0000% | $46274.00          | $33.84             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-02-01      | 7.0000%  | 7.0000% | $17609873.00       | $15004.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-03-01      | 4.6410%  | 4.6410% | $56107660.00       | $69334.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-04-01      | 4.5240%  | 4.5240% | $17615057.00       | $5204.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-09-01      | 5.5380%  | 5.5380% | $20600000.00       | $8972.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-06-01      | 4.7690%  | 4.7690% | $4400000.00        | $24104.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-07-01      | 8.0000%  | 8.0000% | $195636.00         | $156.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-06-01      | 6.5000%  | 6.5000% | $247636.00         | $122.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-08-01      | 7.0000%  | 7.0000% | $63716350.00       | $36152.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-09-01      | 8.0000%  | 8.0000% | $712297.00         | $466.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-11-01      | 8.0000%  | 8.0000% | $1058449.00        | $631.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-04-01      | 7.0000%  | 7.0000% | $300000.00         | $304.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-01-01      | 7.0000%  | 7.0000% | $41000.00          | $11.26             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-04-01      | 7.0000%  | 7.0000% | $1817000.00        | $1616.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-05-01      | 7.0000%  | 7.0000% | $3042512.00        | $2139.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-07-01      | 6.5000%  | 6.5000% | $271061410.00      | $361985.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-07-01      | 6.5000%  | 6.5000% | $1489012.00        | $1735.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-07-01      | 7.0000%  | 7.0000% | $680001.00         | $803.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-07-01      | 7.0000%  | 7.0000% | $41480709.00       | $45251.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-08-01      | 6.5000%  | 6.5000% | $3484367.00        | $3602.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-08-01      | 7.0000%  | 7.0000% | $17921278.00       | $22191.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-07-01      | 7.5000%  | 7.5000% | $137951.00         | $35.97             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-09-01      | 8.0000%  | 8.0000% | $469333.00         | $719.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-09-01      | 8.0000%  | 8.0000% | $2362812.00        | $1281.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-09-01      | 5.3780%  | 5.3780% | $1922808.00        | $2180.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-09-01      | 6.3750%  | 6.3750% | $966930.00         | $31961.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-12-01      | 8.0000%  | 8.0000% | $30000000.00       | $25890.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-11-01      | 7.0000%  | 7.0000% | $48880000.00       | $84184.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-08-01      | 7.0000%  | 7.0000% | $47709037.00       | $55425.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-10-01      | 7.0000%  | 7.0000% | $400000.00         | $398.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-01-01      | 6.5000%  | 6.5000% | $426325.00         | $466.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-07-01      | 6.5000%  | 6.5000% | $8708.00           | $2.48              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-04-01      | 6.5000%  | 6.5000% | $575000.00         | $1649.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-09-01      | 4.5700%  | 4.5700% | $250000.00         | $482.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-09-01      | 8.0000%  | 8.0000% | $25000.00          | $121.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-01-01      | 7.5000%  | 7.5000% | $56581.00          | $79.73             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-12-01      | 7.0000%  | 7.0000% | $8338113.00        | $13367.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-01-01      | 7.5000%  | 7.5000% | $276892.00         | $384.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-12-01      | 7.5000%  | 7.5000% | $113292.00         | $17.44             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-02-01      | 7.5000%  | 7.5000% | $52981.00          | $101.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-12-01      | 7.5000%  | 7.5000% | $298303.00         | $181.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-10-01      | 6.9000%  | 6.9000% | $648315.00         | $41969.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-01-01      | 7.5000%  | 7.5000% | $1700000.00        | $2935.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-01-01      | 7.0000%  | 7.0000% | $414658.00         | $165.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-02-01      | 7.0000%  | 7.0000% | $250000.00         | $55.27             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-01-01      | 7.5000%  | 7.5000% | $320398.00         | $46.30             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-01-01      | 7.5000%  | 7.5000% | $510713.00         | $162.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-01-01      | 7.0000%  | 7.0000% | $5168176.00        | $4850.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-10-01      | 8.5000%  | 8.5000% | $23899684.00       | $267747.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-02-01      | 7.5000%  | 7.5000% | $9457097.00        | $2996.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-01-01      | 7.5000%  | 7.5000% | $652211.00         | $166.20            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-04-01      | 7.5000%  | 7.5000% | $34285.00          | $132.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-03-01      | 8.0000%  | 8.0000% | $1000265.00        | $2454.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-01-01      | 6.5000%  | 6.5000% | $2541532.00        | $420.05            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-03-01      | 7.0000%  | 7.0000% | $50000.00          | $54.70             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-01-01      | 7.0000%  | 7.0000% | $25000.00          | $66.35             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2044-09-20      | 5.0000%  | 5.0000% | $225000.00         | $12403.09          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-06-20      | 7.0000%  | 7.0000% | $5266.00           | $804.22            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-06-20      | 7.5000%  | 7.5000% | $203090.00         | $23887.85          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2044-10-20      | 4.0000%  | 4.0000% | $30000.00          | $236.36            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2044-10-20      | 3.5000%  | 3.5000% | $450000.00         | $32792.94          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2044-11-20      | 4.0000%  | 4.0000% | $25000.00          | $1612.47           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2044-11-20      | 4.5000%  | 4.5000% | $100000.00         | $5469.15           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2044-11-20      | 5.0000%  | 5.0000% | $837201.00         | $36890.16          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2044-12-20      | 3.5000%  | 3.5000% | $37958.00          | $2701.27           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2037-12-20      | 7.0000%  | 7.0000% | $25000.00          | $1205.01           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-01-20      | 3.5000%  | 3.5000% | $21160.00          | $1455.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-01-20      | 4.0000%  | 4.0000% | $115000.00         | $8773.36           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-01-20      | 4.5000%  | 4.5000% | $266074.00         | $15722.16          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2044-12-20      | 5.0000%  | 5.0000% | $883115.00         | $44203.02          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-03-20      | 4.0000%  | 4.0000% | $35251.00          | $2981.18           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-12-20      | 6.5000%  | 6.5000% | $1517702.00        | $171265.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-04-15      | 5.0000%  | 5.0000% | $8000000.00        | $68313.67          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2035-01-15      | 6.5000%  | 6.5000% | $150000.00         | $1355.69           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2034-09-15      | 4.5000%  | 4.5000% | $4000000.00        | $60864.07          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2034-09-15      | 6.5000%  | 6.5000% | $1800000.00        | $16723.18          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2034-10-15      | 6.5000%  | 6.5000% | $25000.00          | $170.41            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-03-15      | 6.5000%  | 6.5000% | $15000.00          | $90.69             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2035-05-15      | 5.5000%  | 5.5000% | $50000.00          | $541.12            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2035-06-15      | 6.0000%  | 6.0000% | $1700000.00        | $21768.82          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-01-15      | 6.0000%  | 6.0000% | $100000.00         | $1727.42           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-12-15      | 6.5000%  | 6.5000% | $625000.00         | $5561.20           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-09-15      | 5.0000%  | 5.0000% | $20000.00          | $384.08            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-10-15      | 6.0000%  | 6.0000% | $50000.00          | $409.51            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2037-04-15      | 6.0000%  | 6.0000% | $531432.00         | $6393.08           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-05-15      | 5.0000%  | 5.0000% | $50000.00          | $672.51            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2037-10-15      | 6.0000%  | 6.0000% | $248556.00         | $2484.50           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-10-15      | 5.0000%  | 5.0000% | $25000.00          | $287.58            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-11-15      | 5.0000%  | 5.0000% | $1596717.00        | $22448.63          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-10-15      | 6.5000%  | 6.5000% | $85000.00          | $978.82            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-04-15      | 5.0000%  | 5.0000% | $9400000.00        | $345732.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-09-20      | 4.5000%  | 4.5000% | $23934420.00       | $163968.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-07-20      | 4.5000%  | 4.5000% | $1339818.00        | $66635.95          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-06-20      | 4.5000%  | 4.5000% | $4391402.00        | $208843.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-07-20      | 4.5000%  | 4.5000% | $605000.00         | $30089.72          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-07-15      | 5.0000%  | 5.0000% | $18000000.00       | $297228.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-09-15      | 6.0000%  | 6.0000% | $12000000.00       | $166467.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-07-15      | 6.0000%  | 6.0000% | $9500000.00        | $121363.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-09-15      | 6.0000%  | 6.0000% | $459980.00         | $4905.20           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-09-15      | 6.0000%  | 6.0000% | $233093.00         | $4543.01           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-11-15      | 6.0000%  | 6.0000% | $46500000.00       | $768568.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-12-15      | 6.0000%  | 6.0000% | $365689.00         | $5729.49           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-03-15      | 5.5000%  | 5.5000% | $17400000.00       | $277753.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-03-15      | 4.5000%  | 4.5000% | $1305000.00        | $47412.59          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-07-15      | 4.5000%  | 4.5000% | $897000.00         | $34038.55          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-07-20      | 5.0000%  | 5.0000% | $8000000.00        | $301100.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-02-20      | 6.5000%  | 6.5000% | $1600000.00        | $65852.39          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2026-06-20      | 5.0000%  | 5.0000% | $1000000.00        | $7.92              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-06-20      | 5.0000%  | 5.0000% | $145000.00         | $9863.71           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-08-15      | 4.5000%  | 4.5000% | $107000.00         | $1146.19           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-06-15      | 5.2500%  | 5.2500% | $611184.00         | $51225.97          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-08-15      | 4.7500%  | 4.7500% | $1347650.00        | $51563.02          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-09-15      | 4.7500%  | 4.7500% | $2182673.00        | $48183.63          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-09-15      | 4.7500%  | 4.7500% | $2174466.00        | $38690.09          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-10-15      | 4.7500%  | 4.7500% | $3251374.00        | $45351.58          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-10-15      | 4.7500%  | 4.7500% | $2033389.00        | $18836.98          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-07-15      | 5.0000%  | 5.0000% | $30000.00          | $205.34            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2034-06-15      | 5.5000%  | 5.5000% | $54000.00          | $611.62            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2034-08-20      | 6.5000%  | 6.5000% | $72000.00          | $898.94            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-10-15      | 5.0000%  | 5.0000% | $398000.00         | $7031.46           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-11-15      | 6.0000%  | 6.0000% | $544255.00         | $7543.47           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2037-04-15      | 6.5000%  | 6.5000% | $25042.00          | $200.80            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-02-15      | 6.5000%  | 6.5000% | $27595.00          | $483.97            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-03-15      | 6.5000%  | 6.5000% | $37813.00          | $241.71            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-04-15      | 6.5000%  | 6.5000% | $63200.00          | $268.06            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-07-15      | 6.5000%  | 6.5000% | $201314.00         | $2045.63           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-08-15      | 6.5000%  | 6.5000% | $137176.00         | $438.80            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-09-15      | 7.0000%  | 7.0000% | $48290.00          | $2583.77           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2037-06-15      | 6.5000%  | 6.5000% | $166150.00         | $2405.89           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2037-09-15      | 6.5000%  | 6.5000% | $235882.00         | $2364.54           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2037-09-15      | 6.5000%  | 6.5000% | $663500.00         | $6307.09           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2037-10-15      | 6.0000%  | 6.0000% | $227263.00         | $1004.44           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-10-15      | 6.5000%  | 6.5000% | $38000.00          | $262.69            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-09-15      | 6.5000%  | 6.5000% | $35068.00          | $170.98            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-09-15      | 6.0000%  | 6.0000% | $1018824.00        | $16028.88          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2034-04-15      | 5.5000%  | 5.5000% | $50000.00          | $505.01            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-12-20      | 6.5000%  | 6.5000% | $1126060.00        | $47361.81          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-03-20      | 2.5000%  | 2.5000% | $1050.00           | $144.14            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-04-20      | 3.5000%  | 3.5000% | $1483640.00        | $98465.66          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-04-20      | 4.0000%  | 4.0000% | $130000.00         | $6811.54           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-05-20      | 4.0000%  | 4.0000% | $465672.00         | $25304.68          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-05-20      | 3.0000%  | 3.0000% | $500000.00         | $3930.18           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-05-20      | 3.5000%  | 3.5000% | $189500.00         | $1361.65           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-05-20      | 3.5000%  | 3.5000% | $17910.00          | $1269.17           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-06-20      | 3.0000%  | 3.0000% | $2063.00           | $204.54            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-06-20      | 4.0000%  | 4.0000% | $1515000.00        | $84624.27          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-06-20      | 5.0000%  | 5.0000% | $1060000.00        | $44450.27          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-06-20      | 2.5000%  | 2.5000% | $250000.00         | $3055.02           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-07-20      | 3.5000%  | 3.5000% | $130000.00         | $9769.47           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-08-20      | 3.5000%  | 3.5000% | $25000.00          | $1982.96           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-08-20      | 4.0000%  | 4.0000% | $850000.00         | $53118.71          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-08-20      | 2.5000%  | 2.5000% | $600000.00         | $7539.65           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-09-20      | 2.5000%  | 2.5000% | $52750.00          | $822.01            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-09-20      | 3.0000%  | 3.0000% | $45000.00          | $2498.95           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-09-20      | 3.0000%  | 3.0000% | $103194.00         | $10598.31          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-09-20      | 4.0000%  | 4.0000% | $1000000.00        | $67321.58          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-10-20      | 3.5000%  | 3.5000% | $89514.00          | $930.08            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-10-20      | 3.0000%  | 3.0000% | $78013.00          | $8184.30           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-10-20      | 3.5000%  | 3.5000% | $2197000.00        | $187595.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-11-20      | 3.0000%  | 3.0000% | $475000.00         | $7394.72           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-11-20      | 3.0000%  | 3.0000% | $300000.00         | $19597.98          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-11-20      | 2.5000%  | 2.5000% | $378987.00         | $48993.68          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-12-20      | 5.1250%  | 5.1250% | $3058524.00        | $98466.45          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-12-20      | 3.0000%  | 3.0000% | $63000.00          | $6702.93           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-12-20      | 3.5000%  | 3.5000% | $2475000.00        | $229224.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2044-02-20      | 4.0000%  | 4.0000% | $50000.00          | $2850.98           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2044-02-20      | 4.5000%  | 4.5000% | $1350000.00        | $90709.08          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2044-03-20      | 4.0000%  | 4.0000% | $83894.00          | $4546.64           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-04-20      | 2.5000%  | 2.5000% | $258720.00         | $36564.85          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-04-20      | 3.0000%  | 3.0000% | $5255.00           | $558.23            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-04-20      | 2.5000%  | 2.5000% | $37500.00          | $5900.43           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-05-20      | 3.0000%  | 3.0000% | $110000.00         | $11755.64          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-05-20      | 3.5000%  | 3.5000% | $890000.00         | $88359.48          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-03-20      | 3.5000%  | 3.5000% | $50000.00          | $5042.52           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-07-20      | 2.5000%  | 2.5000% | $243532.00         | $35688.05          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-07-20      | 3.0000%  | 3.0000% | $115000.00         | $13088.31          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-07-20      | 3.5000%  | 3.5000% | $40000.00          | $3961.63           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-08-20      | 4.0000%  | 4.0000% | $2449486.00        | $142431.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-09-20      | 3.0000%  | 3.0000% | $90000.00          | $8008.73           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-09-20      | 4.5000%  | 4.5000% | $1996758.00        | $7699.18           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-08-20      | 5.0000%  | 5.0000% | $1068574.00        | $87720.76          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-09-20      | 3.5000%  | 3.5000% | $25000.00          | $507.87            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-09-20      | 3.5000%  | 3.5000% | $110000.00         | $10473.55          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-09-20      | 4.0000%  | 4.0000% | $438856.00         | $24389.63          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-09-20      | 2.5000%  | 2.5000% | $25000.00          | $4399.87           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-10-20      | 3.5000%  | 3.5000% | $50000.00          | $4700.14           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-10-20      | 4.0000%  | 4.0000% | $325000.00         | $17735.19          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-10-20      | 4.5000%  | 4.5000% | $1473342.00        | $5130.08           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-11-20      | 5.0000%  | 5.0000% | $15727199.00       | $642716.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-10-20      | 3.5000%  | 3.5000% | $50000.00          | $1112.91           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-10-20      | 2.5000%  | 2.5000% | $1121142.00        | $182833.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-08-20      | 2.5000%  | 2.5000% | $25000.00          | $5700.92           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-08-20      | 3.0000%  | 3.0000% | $25000.00          | $2834.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2044-01-20      | 3.5000%  | 3.5000% | $10569.00          | $800.66            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2044-01-20      | 4.0000%  | 4.0000% | $125000.00         | $7480.57           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2044-01-20      | 4.5000%  | 4.5000% | $100000.00         | $7367.22           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-02-20      | 3.5000%  | 3.5000% | $11081.00          | $782.10            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-03-20      | 3.0000%  | 3.0000% | $1250000.00        | $100642.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-03-20      | 3.5000%  | 3.5000% | $300000.00         | $22192.29          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-03-20      | 4.0000%  | 4.0000% | $430000.00         | $41706.37          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-03-20      | 4.5000%  | 4.5000% | $2053687.00        | $131268.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2044-04-20      | 4.5000%  | 4.5000% | $2615000.00        | $184945.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2044-04-20      | 4.5000%  | 4.5000% | $4580.00           | $310.59            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2044-05-20      | 3.5000%  | 3.5000% | $316000.00         | $22985.55          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2044-05-20      | 4.0000%  | 4.0000% | $148333.00         | $8406.02           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2044-06-20      | 4.5000%  | 4.5000% | $499972.00         | $7921.16           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2044-05-20      | 5.0000%  | 5.0000% | $3940868.00        | $64699.71          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2044-06-20      | 4.0000%  | 4.0000% | $25000.00          | $1485.31           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2044-02-20      | 2.5000%  | 2.5000% | $273640.00         | $8143.24           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2044-07-20      | 5.0000%  | 5.0000% | $767623.00         | $36734.76          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2044-08-20      | 3.5000%  | 3.5000% | $970246.00         | $69835.92          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2044-08-20      | 5.0000%  | 5.0000% | $35675.00          | $1874.55           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-04-20      | 6.0000%  | 6.0000% | $576110.00         | $101435.17         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-08-20      | 6.5000%  | 6.5000% | $1131581.00        | $54634.09          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-07-20      | 2.5000%  | 2.5000% | $15418.00          | $3551.29           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2044-09-20      | 4.5000%  | 4.5000% | $2237011.00        | $139058.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-09-15      | 6.5000%  | 6.5000% | $31984.00          | $135.83            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-10-15      | 6.5000%  | 6.5000% | $113981.00         | $1009.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-08-15      | 6.5000%  | 6.5000% | $40369.00          | $491.90            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-12-15      | 6.5000%  | 6.5000% | $52861.00          | $1830.63           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2037-01-15      | 6.5000%  | 6.5000% | $25000.00          | $118.66            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2037-02-15      | 6.0000%  | 6.0000% | $383818.00         | $3706.64           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-10-15      | 6.5000%  | 6.5000% | $80000.00          | $580.64            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2037-08-15      | 6.0000%  | 6.0000% | $181435.00         | $1763.78           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-11-15      | 6.5000%  | 6.5000% | $25000.00          | $300.36            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-12-15      | 6.5000%  | 6.5000% | $25000.00          | $379.69            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2037-02-15      | 6.5000%  | 6.5000% | $284575.00         | $5258.86           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2037-01-15      | 6.5000%  | 6.5000% | $145000.00         | $241.24            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2037-11-15      | 6.0000%  | 6.0000% | $366748.00         | $2127.29           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-01-15      | 6.5000%  | 6.5000% | $20000.00          | $125.27            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-04-15      | 6.5000%  | 6.5000% | $125000.00         | $5849.48           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2037-03-15      | 7.0000%  | 7.0000% | $200000.00         | $3282.73           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2037-04-15      | 6.0000%  | 6.0000% | $876753.00         | $16729.44          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2037-05-15      | 6.0000%  | 6.0000% | $201337.00         | $1978.77           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2037-08-15      | 6.0000%  | 6.0000% | $261142.00         | $835.93            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2037-09-15      | 6.5000%  | 6.5000% | $25000.00          | $309.87            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2037-11-15      | 6.0000%  | 6.0000% | $110585.00         | $275.74            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-03-15      | 6.5000%  | 6.5000% | $629361.00         | $6514.09           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-10-15      | 6.5000%  | 6.5000% | $10000.00          | $85.15             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-11-15      | 7.0000%  | 7.0000% | $75000.00          | $1424.89           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2037-12-15      | 6.5000%  | 6.5000% | $77000.00          | $613.83            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-03-15      | 6.0000%  | 6.0000% | $500000.00         | $7491.09           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-04-15      | 6.5000%  | 6.5000% | $35468.00          | $287.22            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2037-10-15      | 6.5000%  | 6.5000% | $50000.00          | $879.32            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2037-09-15      | 6.5000%  | 6.5000% | $141696.00         | $741.21            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-07-20      | 7.0000%  | 7.0000% | $25000.00          | $962.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2037-11-15      | 6.0000%  | 6.0000% | $419658.00         | $2583.30           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2037-12-15      | 6.0000%  | 6.0000% | $142541.00         | $520.61            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2037-11-15      | 6.5000%  | 6.5000% | $52765.00          | $545.42            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2037-12-15      | 6.0000%  | 6.0000% | $552954.00         | $4958.05           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-01-15      | 6.5000%  | 6.5000% | $31000.00          | $61.43             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-05-20      | 5.5000%  | 5.5000% | $144000.00         | $1164.99           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-06-15      | 6.5000%  | 6.5000% | $54563.00          | $290.39            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-06-15      | 6.5000%  | 6.5000% | $50000.00          | $1247.75           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-08-15      | 6.5000%  | 6.5000% | $499341.00         | $3846.69           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-10-15      | 6.5000%  | 6.5000% | $110321.00         | $557.28            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-10-15      | 6.5000%  | 6.5000% | $70809.00          | $321.82            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-06-15      | 6.0000%  | 6.0000% | $35000.00          | $1237.77           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-07-15      | 6.5000%  | 6.5000% | $26119.00          | $1530.06           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-09-15      | 6.0000%  | 6.0000% | $14500000.00       | $46648.66          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-02-15      | 5.0000%  | 5.0000% | $425000.00         | $33182.57          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-09-15      | 6.5000%  | 6.5000% | $4057911.00        | $89739.54          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-07-15      | 6.5000%  | 6.5000% | $2889130.00        | $35281.97          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-01-15      | 7.0000%  | 7.0000% | $46000.00          | $3227.59           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-11-15      | 6.5000%  | 6.5000% | $25000.00          | $458.57            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-08-15      | 5.5000%  | 5.5000% | $75000.00          | $439.93            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-08-15      | 6.5000%  | 6.5000% | $1000000.00        | $15228.77          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-08-15      | 6.5000%  | 6.5000% | $780894.00         | $9091.15           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-07-15      | 4.5000%  | 4.5000% | $88000.00          | $2191.50           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-08-15      | 4.5000%  | 4.5000% | $50000.00          | $953.15            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-01-20      | 6.0000%  | 6.0000% | $20000.00          | $880.48            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-10-15      | 6.5000%  | 6.5000% | $65294.00          | $114.84            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-12-15      | 5.0000%  | 5.0000% | $45200000.00       | $360733.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-12-15      | 6.5000%  | 6.5000% | $162500.00         | $1718.11           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-02-15      | 6.0000%  | 6.0000% | $15000000.00       | $175852.52         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-06-15      | 4.5000%  | 4.5000% | $213000.00         | $3316.41           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-12-15      | 6.5000%  | 6.5000% | $25000.00          | $1171.65           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-11-15      | 6.0000%  | 6.0000% | $70126.00          | $3888.43           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-09-15      | 6.5000%  | 6.5000% | $25000.00          | $1267.43           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-09-15      | 6.5000%  | 6.5000% | $25000.00          | $68.05             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-10-15      | 7.0000%  | 7.0000% | $40000.00          | $1222.93           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-01-15      | 6.5000%  | 6.5000% | $150000.00         | $1524.32           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-10-15      | 6.5000%  | 6.5000% | $50000.00          | $304.30            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-12-15      | 7.0000%  | 7.0000% | $184000.00         | $1227.04           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-04-15      | 5.0000%  | 5.0000% | $179000.00         | $1559.21           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-06-15      | 4.5000%  | 4.5000% | $150000.00         | $2669.61           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-12-15      | 7.0000%  | 7.0000% | $150000.00         | $999.04            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-12-15      | 6.0000%  | 6.0000% | $212790.00         | $4157.50           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-01-15      | 6.5000%  | 6.5000% | $105663.00         | $1297.32           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-04-15      | 5.0000%  | 5.0000% | $328700.00         | $1715.85           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-09-15      | 4.0000%  | 4.0000% | $40000.00          | $2191.81           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-01-15      | 6.5000%  | 6.5000% | $45000.00          | $2112.17           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2034-04-15      | 5.5000%  | 5.5000% | $26000.00          | $1259.96           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-05-20      | 5.0000%  | 5.0000% | $1180149.00        | $191968.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-04-20      | 5.0000%  | 5.0000% | $217736.00         | $23700.56          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-04-15      | 2.5000%  | 2.5000% | $6819.00           | $2166.73           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-08-15      | 5.0000%  | 5.0000% | $25189.00          | $297.66            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-10-15      | 6.0000%  | 6.0000% | $910692.00         | $1646.64           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-10-15      | 4.5000%  | 4.5000% | $145000.00         | $1787.80           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-11-15      | 4.7500%  | 4.7500% | $4074170.00        | $84771.02          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-10-15      | 5.7500%  | 5.7500% | $135913.00         | $23070.68          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2034-02-15      | 6.0000%  | 6.0000% | $6286566.00        | $45053.85          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-12-15      | 6.0000%  | 6.0000% | $2000000.00        | $63587.94          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2034-09-15      | 6.5000%  | 6.5000% | $215000.00         | $5527.22           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2034-10-15      | 5.8600%  | 5.8600% | $953915.00         | $69018.90          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2034-09-15      | 5.8600%  | 5.8600% | $970782.00         | $149666.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2034-10-15      | 5.8600%  | 5.8600% | $1122262.00        | $78713.98          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2034-08-15      | 7.0000%  | 7.0000% | $35097.00          | $229.65            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2034-09-15      | 6.5000%  | 6.5000% | $100000.00         | $1548.37           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-05-15      | 6.5000%  | 6.5000% | $62820.00          | $492.90            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-07-15      | 6.0000%  | 6.0000% | $200000.00         | $3972.10           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2034-11-15      | 6.5000%  | 6.5000% | $26640.00          | $425.46            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2034-10-15      | 4.6500%  | 4.6500% | $1260037.00        | $49887.16          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2034-11-15      | 5.2500%  | 5.2500% | $981449.00         | $32532.22          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2034-11-15      | 7.0000%  | 7.0000% | $75526.00          | $1445.44           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2030-01-15      | 5.5000%  | 5.5000% | $551633.00         | $10463.25          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2030-08-15      | 5.5000%  | 5.5000% | $1090048.00        | $82023.35          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-09-15      | 6.5000%  | 6.5000% | $25610.00          | $1779.16           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2035-01-15      | 5.8600%  | 5.8600% | $1226977.00        | $113474.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2034-12-15      | 5.8600%  | 5.8600% | $734044.00         | $47833.78          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2034-11-15      | 5.8600%  | 5.8600% | $637996.00         | $55647.08          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2035-04-15      | 5.8600%  | 5.8600% | $630544.00         | $79169.35          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2035-05-15      | 5.5000%  | 5.5000% | $66666.00          | $1298.07           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-08-15      | 6.5000%  | 6.5000% | $65142.00          | $952.38            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-08-15      | 6.5000%  | 6.5000% | $33317.00          | $382.36            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2035-06-15      | 5.5000%  | 5.5000% | $20413651.00       | $210753.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2035-07-15      | 5.5000%  | 5.5000% | $20252129.00       | $226832.74         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2035-06-15      | 5.8600%  | 5.8600% | $1011545.00        | $95308.70          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2035-06-15      | 5.8600%  | 5.8600% | $1441416.00        | $49309.93          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2035-07-15      | 5.8600%  | 5.8600% | $880664.00         | $248423.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-08-15      | 6.5000%  | 6.5000% | $35046.00          | $235.66            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-08-15      | 6.5000%  | 6.5000% | $110204.00         | $1788.82           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2035-09-20      | 5.5000%  | 5.5000% | $2907587.00        | $92941.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-08-15      | 6.5000%  | 6.5000% | $37560.00          | $2093.14           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-01-15      | 5.0000%  | 5.0000% | $25000.00          | $1153.15           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-02-15      | 6.5000%  | 6.5000% | $28206.00          | $717.88            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-05-15      | 6.5000%  | 6.5000% | $79304.00          | $615.44            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-05-15      | 6.5000%  | 6.5000% | $36467.00          | $415.73            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-05-15      | 6.5000%  | 6.5000% | $32518.00          | $599.64            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-04-15      | 6.0000%  | 6.0000% | $1000000.00        | $31794.70          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-06-15      | 6.5000%  | 6.5000% | $578603.00         | $3630.93           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-10-15      | 6.5000%  | 6.5000% | $80000.00          | $719.71            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-07-15      | 6.0000%  | 6.0000% | $240000.00         | $2797.50           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-07-15      | 6.5000%  | 6.5000% | $811446.00         | $12179.60          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-08-15      | 6.5000%  | 6.5000% | $174269.00         | $1487.03           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-09-15      | 6.5000%  | 6.5000% | $261781.00         | $4961.42           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-09-15      | 6.5000%  | 6.5000% | $62422.00          | $1202.32           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-07-15      | 6.5000%  | 6.5000% | $299314.00         | $2318.18           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-08-15      | 6.5000%  | 6.5000% | $114178.00         | $1406.97           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-04-15      | 6.5000%  | 6.5000% | $45723.00          | $951.81            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-09-15      | 6.0000%  | 6.0000% | $519210.00         | $3058.77           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-04-15      | 6.5000%  | 6.5000% | $27550.00          | $1603.49           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-09-15      | 6.5000%  | 6.5000% | $26283.00          | $774.92            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-08-15      | 6.5000%  | 6.5000% | $103632.00         | $610.24            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-08-15      | 6.5000%  | 6.5000% | $44188.00          | $668.05            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-08-15      | 6.5000%  | 6.5000% | $94958.00          | $239.25            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-10-15      | 6.5000%  | 6.5000% | $72780.00          | $478.21            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-11-15      | 6.5000%  | 6.5000% | $148965.00         | $1085.54           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2037-03-15      | 6.5000%  | 6.5000% | $31598.00          | $1272.04           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-07-15      | 6.5000%  | 6.5000% | $66057.00          | $475.79            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-08-15      | 6.0000%  | 6.0000% | $910447.00         | $4742.64           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-09-15      | 6.5000%  | 6.5000% | $853772.00         | $7103.04           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-09-15      | 6.5000%  | 6.5000% | $60473.00          | $301.29            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2037-07-15      | 6.0000%  | 6.0000% | $226000.00         | $2855.30           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-08-15      | 6.5000%  | 6.5000% | $265850.00         | $2435.46           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-08-15      | 7.0000%  | 7.0000% | $65645.00          | $1463.45           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-10-15      | 6.5000%  | 6.5000% | $105956.00         | $1125.31           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-09-15      | 6.5000%  | 6.5000% | $50181.00          | $899.07            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-08-15      | 6.5000%  | 6.5000% | $33506.00          | $59.41             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-08-15      | 6.5000%  | 6.5000% | $25000.00          | $138.91            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-08-15      | 7.0000%  | 7.0000% | $27875.00          | $636.24            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-09-15      | 7.0000%  | 7.0000% | $50710.00          | $3226.13           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-10-15      | 6.5000%  | 6.5000% | $59853.00          | $703.91            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-10-15      | 6.5000%  | 6.5000% | $25000.00          | $700.29            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-09-15      | 6.5000%  | 6.5000% | $223943.00         | $1557.39           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-09-15      | 6.5000%  | 6.5000% | $93273.00          | $343.84            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-10-01      | 4.0000%  | 4.0000% | $820000.00         | $156143.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2044-01-01      | 4.0000%  | 4.0000% | $718000.00         | $75684.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2044-01-01      | 4.5000%  | 4.5000% | $800000.00         | $53677.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-05-01      | 4.0000%  | 4.0000% | $2000000.00        | $161528.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2044-07-01      | 3.5000%  | 3.5000% | $80000.00          | $9845.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2044-07-01      | 4.0000%  | 4.0000% | $1092.00           | $116.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2044-12-01      | 5.0000%  | 5.0000% | $3081938.00        | $205962.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-12-01      | 3.5000%  | 3.5000% | $4000.00           | $246.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-01-01      | 4.0000%  | 4.0000% | $100000.00         | $13808.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-11-01      | 3.5000%  | 3.5000% | $550000.00         | $120170.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-07-01      | 4.5000%  | 4.5000% | $158095.00         | $13712.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-07-01      | 3.0000%  | 3.0000% | $600000.00         | $142354.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-08-01      | 2.5000%  | 2.5000% | $10000.00          | $1258.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-08-01      | 3.0000%  | 3.0000% | $586683.00         | $126182.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-03-01      | 3.5000%  | 3.5000% | $2024334.00        | $841432.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-11-01      | 3.0000%  | 3.0000% | $1597000.00        | $277547.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-11-01      | 3.0000%  | 3.0000% | $82000.00          | $23780.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-11-01      | 4.5000%  | 4.5000% | $2311716.00        | $229297.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-12-01      | 4.5000%  | 4.5000% | $4100000.00        | $481599.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-02-01      | 4.5000%  | 4.5000% | $1200000.00        | $168329.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-06-01      | 3.0000%  | 3.0000% | $550000.00         | $67916.01          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2039-09-01      | 5.0000%  | 5.0000% | $1641721.00        | $164358.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-08-01      | 3.0000%  | 3.0000% | $566000.00         | $109334.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2044-02-01      | 3.0000%  | 3.0000% | $135000.00         | $13927.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-04-01      | 4.5000%  | 4.5000% | $92717.00          | $14274.58          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-05-01      | 4.0000%  | 4.0000% | $30000.00          | $6698.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-05-01      | 4.0000%  | 4.0000% | $760000.00         | $134038.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-05-01      | 4.5000%  | 4.5000% | $545000.00         | $72946.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-04-01      | 3.5000%  | 3.5000% | $1498251.00        | $468581.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-03-01      | 3.0000%  | 3.0000% | $750000.00         | $78171.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-04-01      | 4.0000%  | 4.0000% | $425000.00         | $84008.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-05-01      | 3.0000%  | 3.0000% | $3113989.00        | $418693.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-05-01      | 2.5000%  | 2.5000% | $100000.00         | $3384.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-01-01      | 3.0000%  | 3.0000% | $820000.00         | $279646.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-07-01      | 4.0000%  | 4.0000% | $100000.00         | $14866.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-07-01      | 4.0000%  | 4.0000% | $4187719.00        | $728177.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-09-01      | 3.0000%  | 3.0000% | $178770.00         | $19268.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-10-01      | 3.5000%  | 3.5000% | $50000.00          | $10006.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-07-01      | 3.0000%  | 3.0000% | $355562.00         | $70760.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-09-01      | 4.0000%  | 4.0000% | $5200000.00        | $784750.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-08-01      | 3.0000%  | 3.0000% | $530000.00         | $112980.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-09-01      | 4.0250%  | 4.0250% | $71780.00          | $53462.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-09-01      | 3.2740%  | 3.2740% | $104349.00         | $72200.58          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-08-01      | 3.2740%  | 3.2740% | $123058.00         | $42644.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-09-01      | 3.5240%  | 3.5240% | $289608.00         | $73068.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-10-01      | 3.5240%  | 3.5240% | $602031.00         | $171449.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-10-01      | 4.5250%  | 4.5250% | $135315.00         | $59230.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-12-01      | 4.0000%  | 4.0000% | $5142857.00        | $746046.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2044-03-01      | 4.5000%  | 4.5000% | $400000.00         | $78704.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-01-01      | 3.5000%  | 3.5000% | $1000.00           | $18.40             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2044-03-01      | 5.0000%  | 5.0000% | $227000.00         | $23482.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-01-01      | 4.0000%  | 4.0000% | $5000.00           | $3.92              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-04-01      | 3.0000%  | 3.0000% | $3093248.00        | $604725.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-03-01      | 4.0000%  | 4.0000% | $220000.00         | $41846.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-04-01      | 3.0000%  | 3.0000% | $3012679.00        | $223827.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-08-01      | 3.0000%  | 3.0000% | $2000000.00        | $128117.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-07-01      | 3.0000%  | 3.0000% | $7000.00           | $1359.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-08-01      | 3.5000%  | 3.5000% | $1000.00           | $98.63             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-03-01      | 6.5000%  | 6.5000% | $52795.00          | $28.56             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-05-01      | 8.0000%  | 8.0000% | $50000.00          | $40.29             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-05-01      | 7.0000%  | 7.0000% | $325000.00         | $611.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-05-01      | 6.5000%  | 6.5000% | $91631.00          | $680.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-07-01      | 6.5000%  | 6.5000% | $77299.00          | $216.66            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-09-01      | 6.5000%  | 6.5000% | $141523.00         | $668.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-07-01      | 8.0000%  | 8.0000% | $5741053.00        | $10803.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2026-03-25      | 6.5000%  | 6.5000% | $31000.00          | $75.51             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-07-01      | 7.0000%  | 7.0000% | $73000.00          | $107.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-09-01      | 6.5000%  | 6.5000% | $230553.00         | $632.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-08-01      | 7.0000%  | 7.0000% | $1610000.00        | $14045.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-12-01      | 5.5000%  | 5.5000% | $128536.00         | $272.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-09-01      | 6.5000%  | 6.5000% | $74851.00          | $168.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-05-01      | 5.0000%  | 5.0000% | $1831522.00        | $32281.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-01-01      | 5.5000%  | 5.5000% | $86921.00          | $575.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-08-01      | 7.0000%  | 7.0000% | $85000.00          | $342.72            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-01-01      | 7.0000%  | 7.0000% | $75000.00          | $473.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-09-01      | 8.0000%  | 8.0000% | $21804090.00       | $91535.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-09-01      | 6.5000%  | 6.5000% | $322269.00         | $1534.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-12-01      | 6.5000%  | 6.5000% | $6000.00           | $14.06             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-08-01      | 7.0000%  | 7.0000% | $791000.00         | $1905.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-01-01      | 5.5000%  | 5.5000% | $217885.00         | $1228.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2026-06-01      | 4.0000%  | 4.0000% | $2675000.00        | $3837.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-10-01      | 5.0000%  | 5.0000% | $6522000.00        | $719570.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-11-01      | 3.0000%  | 3.0000% | $100000.00         | $34666.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-03-01      | 4.0000%  | 4.0000% | $150000.00         | $14347.65          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-03-01      | 3.5000%  | 3.5000% | $47355.00          | $447.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-02-01      | 4.0000%  | 4.0000% | $3446902.00        | $318550.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-06-01      | 3.0000%  | 3.0000% | $3566700.00        | $67072.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2026-07-01      | 5.0000%  | 5.0000% | $3075000.00        | $793.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2026-06-01      | 4.0000%  | 4.0000% | $1000000.00        | $287.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2026-06-01      | 4.5000%  | 4.5000% | $22000.00          | $19.02             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2026-03-25      | 4.0000%  | 4.0000% | $6803446.00        | $170.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2039-10-01      | 6.5000%  | 6.5000% | $900000.00         | $22584.62          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-05-01      | 6.5000%  | 6.5000% | $2000955.00        | $46765.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-05-01      | 5.0000%  | 5.0000% | $1000000.00        | $28884.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2026-09-01      | 4.0000%  | 4.0000% | $2300000.00        | $3243.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-05-01      | 6.5000%  | 6.5000% | $230000.00         | $5276.36           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2039-02-01      | 7.0000%  | 7.0000% | $1100000.00        | $21820.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-04-01      | 7.0000%  | 7.0000% | $300000.00         | $10323.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2039-06-01      | 5.0000%  | 5.0000% | $915820.00         | $31436.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2026-12-01      | 4.0000%  | 4.0000% | $386000.00         | $136.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2026-08-01      | 4.0000%  | 4.0000% | $1600000.00        | $1740.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-01-01      | 3.5000%  | 3.5000% | $1400000.00        | $184094.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-05-01      | 4.2340%  | 4.2340% | $21238294.00       | $1198051.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-03-01      | 2.5000%  | 2.5000% | $300000.00         | $5592.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-11-01      | 4.5000%  | 4.5000% | $3414000.00        | $340164.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-02-01      | 5.0000%  | 5.0000% | $654801.00         | $34021.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-03-01      | 5.0000%  | 5.0000% | $20000.00          | $2.56              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2039-03-01      | 7.0000%  | 7.0000% | $100000.00         | $5444.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-11-01      | 4.0000%  | 4.0000% | $500000.00         | $14510.33          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-01-01      | 4.5000%  | 4.5000% | $60000.00          | $2716.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-01-01      | 4.5000%  | 4.5000% | $1869000.00        | $101533.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2044-01-01      | 4.5000%  | 4.5000% | $1900000.00        | $241199.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-02-01      | 4.0000%  | 4.0000% | $2350000.00        | $5477.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-09-01      | 4.5000%  | 4.5000% | $1500000.00        | $122106.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2044-04-01      | 4.5000%  | 4.5000% | $3000.00           | $182.66            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-02-01      | 4.0000%  | 4.0000% | $8000.00           | $0.81              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-05-01      | 3.0000%  | 3.0000% | $1050000.00        | $71403.58          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-05-01      | 4.0000%  | 4.0000% | $50000.00          | $4.61              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-01-01      | 4.0000%  | 4.0000% | $1059216.00        | $69204.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2044-07-01      | 5.0000%  | 5.0000% | $50000.00          | $7516.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-01-01      | 4.5000%  | 4.5000% | $492045.00         | $45369.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-11-01      | 5.0000%  | 5.0000% | $411925.00         | $3242.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-07-01      | 5.0000%  | 5.0000% | $9792664.00        | $305733.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-08-01      | 4.0000%  | 4.0000% | $4000.00           | $4.46              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2039-06-01      | 5.0000%  | 5.0000% | $101492.00         | $11094.41          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-07-01      | 5.0000%  | 5.0000% | $100000.00         | $11304.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-01-01      | 7.0430%  | 7.0430% | $10000000.00       | $6420.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-02-01      | 5.0000%  | 5.0000% | $200000.00         | $31322.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-08-01      | 3.0000%  | 3.0000% | $298000.00         | $77498.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-08-01      | 4.0000%  | 4.0000% | $1290000.00        | $235675.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-04-01      | 8.0000%  | 8.0000% | $920989.00         | $67828.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2026-07-01      | 2.5290%  | 2.5290% | $2998700.00        | $2735522.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-11-01      | 2.9900%  | 2.9900% | $5500.00           | $4523.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-04-01      | 3.5440%  | 3.5440% | $3000000.00        | $2869805.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-08-01      | 3.0000%  | 3.0000% | $10648554.00       | $168061.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-06-01      | 4.5000%  | 4.5000% | $560000.00         | $64752.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-06-01      | 3.5000%  | 3.5000% | $1140000.00        | $138559.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-05-01      | 3.0000%  | 3.0000% | $5569204.00        | $84479.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-06-01      | 3.5000%  | 3.5000% | $85448.00          | $9505.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-05-01      | 4.0000%  | 4.0000% | $3094472.00        | $57383.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-06-01      | 3.5000%  | 3.5000% | $200000.00         | $17610.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-07-01      | 4.0000%  | 4.0000% | $2000000.00        | $236405.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-06-01      | 3.5000%  | 3.5000% | $27178.00          | $1387.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-07-01      | 3.0000%  | 3.0000% | $4320822.00        | $36109.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-08-01      | 3.5000%  | 3.5000% | $8484225.00        | $334021.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-08-01      | 3.0000%  | 3.0000% | $2969874.00        | $87254.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-09-01      | 3.0000%  | 3.0000% | $2451334.00        | $58462.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-10-01      | 4.0000%  | 4.0000% | $3251213.00        | $356946.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-12-01      | 3.0000%  | 3.0000% | $2086618.00        | $64427.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-11-01      | 4.0000%  | 4.0000% | $641034.00         | $82399.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-12-01      | 3.5000%  | 3.5000% | $100000.00         | $11665.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-12-01      | 3.5000%  | 3.5000% | $100000.00         | $16855.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-12-01      | 2.5000%  | 2.5000% | $301109.00         | $7360.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-05-01      | 5.5000%  | 5.5000% | $10000.00          | $8889.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-06-01      | 3.0000%  | 3.0000% | $25022.00          | $3300.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-03-01      | 3.0000%  | 3.0000% | $3138211.00        | $81678.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-03-01      | 2.5000%  | 2.5000% | $700000.00         | $16660.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-03-01      | 2.5000%  | 2.5000% | $1000000.00        | $35472.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-07-01      | 3.5000%  | 3.5000% | $1000.00           | $25.63             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-08-01      | 4.0000%  | 4.0000% | $100000.00         | $14173.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 5.0000%  | 5.0000% | $1548356.00        | $1221307.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 6.0000%  | 6.0000% | $60409.00          | $61503.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-02-01      | 6.5000%  | 6.5000% | $1127810.00        | $709835.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-11-01      | 4.0000%  | 4.0000% | $1483949.00        | $1059450.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-03-01      | 6.0000%  | 6.0000% | $3100.00           | $3192.74           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-06-20      | 2.5000%  | 2.5000% | $2000.00           | $578.72            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-06-20      | 3.0000%  | 3.0000% | $4000.00           | $998.83            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-07-20      | 3.0000%  | 3.0000% | $3250285.00        | $515353.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-07-20      | 3.0000%  | 3.0000% | $1498201.00        | $403360.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-07-20      | 3.5000%  | 3.5000% | $1200000.00        | $300787.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-07-20      | 4.0000%  | 4.0000% | $20000.00          | $4995.01           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-07-20      | 4.5000%  | 4.5000% | $249000.00         | $59503.81          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-08-20      | 2.0000%  | 2.0000% | $4000.00           | $1726.45           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-08-20      | 2.5000%  | 2.5000% | $1339859.00        | $462940.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-08-20      | 3.0000%  | 3.0000% | $33000.00          | $9558.88           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-07-20      | 4.0000%  | 4.0000% | $253000.00         | $61811.16          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-09-20      | 4.5000%  | 4.5000% | $105000.00         | $24907.40          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-09-20      | 2.5000%  | 2.5000% | $2000.00           | $756.04            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-07-20      | 3.0000%  | 3.0000% | $2173620.00        | $670956.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-10-20      | 3.5000%  | 3.5000% | $1480000.00        | $466286.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-11-20      | 3.5000%  | 3.5000% | $1080000.00        | $338321.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-11-20      | 4.0000%  | 4.0000% | $2578571.00        | $324125.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-11-20      | 3.0000%  | 3.0000% | $29000.00          | $9540.65           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2035-12-20      | 2.5000%  | 2.5000% | $150000.00         | $49129.31          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-12-20      | 2.0000%  | 2.0000% | $6000.00           | $2905.17           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-12-20      | 2.5000%  | 2.5000% | $1100000.00        | $453422.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-12-20      | 3.0000%  | 3.0000% | $176887.00         | $60620.98          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-11-20      | 4.5000%  | 4.5000% | $1533013.00        | $386796.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-04-20      | 3.0000%  | 3.0000% | $1500000.00        | $996380.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-04-20      | 4.0000%  | 4.0000% | $10800.00          | $7550.86           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2037-05-20      | 1.5000%  | 1.5000% | $145707.00         | $86536.21          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-05-20      | 3.5000%  | 3.5000% | $963026.00         | $729406.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-06-20      | 4.0000%  | 4.0000% | $985364.00         | $700722.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2037-10-20      | 7.0000%  | 7.0000% | $3742.00           | $2027.40           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-03-20      | 3.0000%  | 3.0000% | $860000.00         | $336958.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-04-20      | 3.0000%  | 3.0000% | $8000.00           | $3583.46           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-04-20      | 4.0000%  | 4.0000% | $50000.00          | $19440.23          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-06-20      | 2.0000%  | 2.0000% | $50000.00          | $22025.33          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-05-20      | 3.0000%  | 3.0000% | $200000.00         | $96696.75          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-06-20      | 3.0000%  | 3.0000% | $16000.00          | $7978.79           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-07-20      | 5.0000%  | 5.0000% | $298997.00         | $102402.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-09-20      | 4.0000%  | 4.0000% | $532372.00         | $302719.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-09-20      | 3.0000%  | 3.0000% | $3000.00           | $1688.71           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-11-20      | 5.5000%  | 5.5000% | $3700.00           | $1519.91           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2037-12-20      | 6.0000%  | 6.0000% | $35000.00          | $12088.19          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-10-20      | 3.0000%  | 3.0000% | $1205000.00        | $701686.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-11-20      | 3.0000%  | 3.0000% | $1185000.00        | $719437.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-11-20      | 4.0000%  | 4.0000% | $500000.00         | $328588.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-12-20      | 4.0000%  | 4.0000% | $449692.00         | $269359.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-12-20      | 2.0000%  | 2.0000% | $6000.00           | $3628.14           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-01-20      | 2.5000%  | 2.5000% | $1101761.00        | $713794.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-01-20      | 1.5000%  | 1.5000% | $1650625.00        | $1060353.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-01-20      | 2.5000%  | 2.5000% | $2000.00           | $1259.05           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-01-20      | 3.0000%  | 3.0000% | $10000.00          | $6273.55           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-02-20      | 2.5000%  | 2.5000% | $725185.00         | $481929.89         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-02-20      | 1.5000%  | 1.5000% | $2001.00           | $1251.01           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-02-20      | 4.0000%  | 4.0000% | $9000.00           | $5921.88           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-03-20      | 5.5000%  | 5.5000% | $19000.00          | $7462.54           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-04-20      | 1.5000%  | 1.5000% | $25473.00          | $19192.50          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-02-20      | 2.5000%  | 2.5000% | $504308.00         | $322402.17         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-05-20      | 3.0000%  | 3.0000% | $306936.00         | $209019.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-06-20      | 4.0000%  | 4.0000% | $1200.00           | $1085.83           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-05-20      | 3.0000%  | 3.0000% | $661383.00         | $442046.01         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-06-20      | 4.5000%  | 4.5000% | $7000.00           | $5816.49           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-08-20      | 3.0000%  | 3.0000% | $12000.00          | $7695.60           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-09-20      | 3.5000%  | 3.5000% | $3000.00           | $2174.50           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-09-20      | 5.5000%  | 5.5000% | $11000.00          | $7047.31           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-08-20      | 5.5000%  | 5.5000% | $5438.00           | $4005.67           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-09-20      | 2.5000%  | 2.5000% | $794319.00         | $444583.46         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-09-20      | 3.5000%  | 3.5000% | $4416.00           | $3721.69           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-10-20      | 4.5000%  | 4.5000% | $3200.00           | $2437.55           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-11-20      | 3.0000%  | 3.0000% | $11000.00          | $7149.55           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-03-20      | 2.5000%  | 2.5000% | $673567.00         | $436856.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-07-20      | 3.0000%  | 3.0000% | $1000000.00        | $662527.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-01-20      | 7.5000%  | 7.5000% | $156991.00         | $48648.97          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2044-10-20      | 1.5000%  | 1.5000% | $8031.00           | $5706.06           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-11-20      | 4.0000%  | 4.0000% | $1966850.00        | $1391705.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-02-20      | 7.5000%  | 7.5000% | $5000.00           | $1198.68           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-12-20      | 6.5000%  | 6.5000% | $741325.00         | $166922.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-03-20      | 1.5000%  | 1.5000% | $249120.00         | $186418.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-02-01      | 5.5000%  | 5.5000% | $4875000.00        | $19702.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-01-01      | 5.5000%  | 5.5000% | $14205.00          | $33.75             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-04-01      | 7.0000%  | 7.0000% | $20000000.00       | $72586.53          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-08-01      | 6.5000%  | 6.5000% | $1930000.00        | $5381.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-03-01      | 7.5000%  | 7.5000% | $60208.00          | $223.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-04-01      | 5.2500%  | 5.2500% | $300000.00         | $2004.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-07-01      | 5.0000%  | 5.0000% | $1000000.00        | $26585.76          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-04-01      | 5.5000%  | 5.5000% | $50000000.00       | $296233.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-08-01      | 7.0000%  | 7.0000% | $14983600.00       | $86261.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-11-01      | 5.0000%  | 5.0000% | $500000.00         | $4065.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-09-01      | 7.5000%  | 7.5000% | $3000000.00        | $11330.61          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-12-01      | 6.5000%  | 6.5000% | $101000.00         | $422.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-03-01      | 8.0000%  | 8.0000% | $769660.00         | $2130.90           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-03-01      | 5.5000%  | 5.5000% | $8508185.00        | $59318.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-07-01      | 7.0000%  | 7.0000% | $7430398.00        | $37389.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-03-01      | 4.2030%  | 4.2030% | $20000000.00       | $127900.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-06-01      | 6.5000%  | 6.5000% | $18000.00          | $100.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-12-01      | 6.5000%  | 6.5000% | $391426.00         | $3052.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-05-01      | 5.0000%  | 5.0000% | $100000.00         | $857.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-06-01      | 5.0000%  | 5.0000% | $50000.00          | $447.06            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-07-01      | 5.0000%  | 5.0000% | $4421000.00        | $40932.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-02-01      | 5.0000%  | 5.0000% | $12095000.00       | $111307.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-04-01      | 6.0000%  | 6.0000% | $283160.00         | $2092.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-07-01      | 6.5000%  | 6.5000% | $171174.00         | $1995.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-03-01      | 5.0000%  | 5.0000% | $40000.00          | $351.06            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-03-01      | 5.0000%  | 5.0000% | $3255000.00        | $30363.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-11-01      | 8.0000%  | 8.0000% | $95000.00          | $1077.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-01-01      | 6.5000%  | 6.5000% | $5000.00           | $64.51             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-06-01      | 6.0000%  | 6.0000% | $8000.00           | $67.66             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-08-01      | 4.1680%  | 4.1680% | $29085539.00       | $85167.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-08-01      | 6.5000%  | 6.5000% | $25000.00          | $125.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-05-01      | 4.6470%  | 4.6470% | $36514832.00       | $560769.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-09-01      | 6.5000%  | 6.5000% | $1117000.00        | $6600.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-11-01      | 6.5000%  | 6.5000% | $59000.00          | $322.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-11-01      | 6.5000%  | 6.5000% | $1756250.00        | $4478.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-10-01      | 6.5000%  | 6.5000% | $125000.00         | $1217.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-11-01      | 5.0000%  | 5.0000% | $1000000.00        | $872.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-12-01      | 6.5000%  | 6.5000% | $1281110.00        | $3308.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-04-01      | 8.0000%  | 8.0000% | $1019572.00        | $4578.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-04-01      | 4.5000%  | 4.5000% | $2000000.00        | $18309.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-03-01      | 6.5000%  | 6.5000% | $17000.00          | $251.35            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-02-01      | 8.0000%  | 8.0000% | $1306563.00        | $4426.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-01-01      | 6.5000%  | 6.5000% | $296120.00         | $6659.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-10-01      | 5.0000%  | 5.0000% | $2706935.00        | $115881.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-11-01      | 6.5000%  | 6.5000% | $159827.00         | $1956.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-05-01      | 4.5000%  | 4.5000% | $400000.00         | $3436.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-06-01      | 5.0000%  | 5.0000% | $275000.00         | $1999.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-01-01      | 7.0000%  | 7.0000% | $341238.00         | $2771.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-08-01      | 7.0000%  | 7.0000% | $83000.00          | $1193.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-06-01      | 6.5000%  | 6.5000% | $14000.00          | $65.25             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-02-01      | 6.5000%  | 6.5000% | $1030690.00        | $4220.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-07-01      | 6.5000%  | 6.5000% | $533475.00         | $4730.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-08-01      | 6.5000%  | 6.5000% | $302657.00         | $9520.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-12-01      | 5.5000%  | 5.5000% | $47146547.00       | $146533.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-09-01      | 4.8570%  | 4.8570% | $83601566.00       | $1122462.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-07-01      | 6.0670%  | 6.0670% | $8992433.00        | $43019.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-03-01      | 6.3600%  | 6.3600% | $29492865.00       | $243457.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-10-01      | 8.0000%  | 8.0000% | $125000.00         | $216.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-04-01      | 6.5000%  | 6.5000% | $14000.00          | $192.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-07-01      | 5.8600%  | 5.8600% | $644309.00         | $110111.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-03-01      | 5.5000%  | 5.5000% | $14576199.00       | $139827.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-04-01      | 5.0000%  | 5.0000% | $351177.00         | $6556.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-07-01      | 7.0000%  | 7.0000% | $714115.00         | $11543.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-08-01      | 5.0000%  | 5.0000% | $300000.00         | $2516.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-07-01      | 7.0000%  | 7.0000% | $110000.00         | $1024.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-10-01      | 7.0000%  | 7.0000% | $2321129.00        | $9986.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-09-01      | 4.5000%  | 4.5000% | $171129.00         | $1064.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-09-01      | 5.0000%  | 5.0000% | $22110000.00       | $161312.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-09-01      | 6.5000%  | 6.5000% | $240000.00         | $2367.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-09-01      | 7.0000%  | 7.0000% | $846976.00         | $10677.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-11-01      | 5.0000%  | 5.0000% | $326518.00         | $1977.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-11-01      | 5.0000%  | 5.0000% | $505892.00         | $2387.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-11-01      | 6.5000%  | 6.5000% | $39000.00          | $248.92            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-02-01      | 7.0000%  | 7.0000% | $177846.00         | $1195.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-11-01      | 7.0000%  | 7.0000% | $170000.00         | $1702.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-03-01      | 5.0000%  | 5.0000% | $1040000.00        | $7810.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-09-01      | 6.0000%  | 6.0000% | $12000.00          | $117.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-10-01      | 6.5000%  | 6.5000% | $150000.00         | $816.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-01-01      | 8.0000%  | 8.0000% | $150000.00         | $914.56            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-03-01      | 5.0000%  | 5.0000% | $600000.00         | $3867.48           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-09-20      | 3.0000%  | 3.0000% | $105000.00         | $15162.65          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-09-20      | 3.5000%  | 3.5000% | $1118010.00        | $130885.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-09-20      | 4.0000%  | 4.0000% | $43000.00          | $4529.71           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-09-20      | 4.5000%  | 4.5000% | $3964193.00        | $357235.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-09-20      | 4.5000%  | 4.5000% | $1430230.00        | $29173.10          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-06-20      | 2.0000%  | 2.0000% | $28295.00          | $7645.21           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-10-20      | 4.5000%  | 4.5000% | $504471.00         | $12898.25          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-10-20      | 3.0000%  | 3.0000% | $850000.00         | $112739.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-10-20      | 4.0000%  | 4.0000% | $3903000.00        | $420353.09         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-10-20      | 5.1250%  | 5.1250% | $3000000.00        | $202210.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-09-20      | 4.5000%  | 4.5000% | $691047.00         | $57017.74          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-11-20      | 4.0000%  | 4.0000% | $2573351.00        | $275259.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-11-20      | 5.1250%  | 5.1250% | $2000000.00        | $140897.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-12-20      | 3.0000%  | 3.0000% | $910000.00         | $125896.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-12-20      | 3.5000%  | 3.5000% | $1110229.00        | $136266.51         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-12-20      | 4.5000%  | 4.5000% | $81769.00          | $7753.54           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-11-20      | 5.0000%  | 5.0000% | $1710000.00        | $189694.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2035-12-20      | 6.5000%  | 6.5000% | $10000.00          | $1256.85           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2037-10-20      | 7.0000%  | 7.0000% | $20000.00          | $447.93            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-01-20      | 3.0000%  | 3.0000% | $8439635.00        | $1190989.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-01-20      | 3.5000%  | 3.5000% | $3342880.00        | $391117.12         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-12-20      | 4.0000%  | 4.0000% | $1435000.00        | $144593.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-01-20      | 4.5000%  | 4.5000% | $544444.00         | $46398.89          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-01-20      | 5.0000%  | 5.0000% | $5701000.00        | $544863.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-02-20      | 3.0000%  | 3.0000% | $1095000.00        | $151341.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-02-20      | 3.5000%  | 3.5000% | $2227000.00        | $274659.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-02-20      | 4.0000%  | 4.0000% | $1470950.00        | $144070.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-02-20      | 4.5000%  | 4.5000% | $258000.00         | $20948.97          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-11-20      | 6.5000%  | 6.5000% | $10000.00          | $1122.81           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-03-20      | 3.0000%  | 3.0000% | $25000.00          | $3334.11           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-03-20      | 3.5000%  | 3.5000% | $78000.00          | $9201.38           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-03-20      | 4.0000%  | 4.0000% | $38779.00          | $3478.23           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-03-20      | 4.5000%  | 4.5000% | $1728539.00        | $150672.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-03-20      | 5.0000%  | 5.0000% | $556000.00         | $42407.45          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-10-20      | 2.5000%  | 2.5000% | $301903.00         | $77442.50          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-04-20      | 3.5000%  | 3.5000% | $35000.00          | $4177.93           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-04-20      | 4.5000%  | 4.5000% | $3348000.00        | $253905.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-05-20      | 3.0000%  | 3.0000% | $5000.00           | $784.20            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-05-20      | 3.5000%  | 3.5000% | $550000.00         | $65527.75          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-05-20      | 4.0000%  | 4.0000% | $4247621.00        | $362957.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-04-20      | 5.0000%  | 5.0000% | $2827000.00        | $207917.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-03-20      | 3.5000%  | 3.5000% | $35000.00          | $4119.62           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-06-20      | 4.0000%  | 4.0000% | $252130.00         | $22235.84          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-06-20      | 4.0000%  | 4.0000% | $500000.00         | $9810.42           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-06-20      | 4.5000%  | 4.5000% | $514870.00         | $16685.36          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-10-20      | 3.5000%  | 3.5000% | $4023010.00        | $247871.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-10-20      | 3.5000%  | 3.5000% | $2148000.00        | $255640.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-10-20      | 4.0000%  | 4.0000% | $116000.00         | $13664.74          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-09-20      | 5.5000%  | 5.5000% | $2024273.00        | $248263.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-11-20      | 3.5000%  | 3.5000% | $680323.00         | $54463.86          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-11-20      | 3.0000%  | 3.0000% | $4395851.00        | $720744.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-11-20      | 3.5000%  | 3.5000% | $127227.00         | $15742.54          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2037-12-20      | 6.5000%  | 6.5000% | $11000.00          | $2792.87           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-09-20      | 4.0000%  | 4.0000% | $1500000.00        | $42855.50          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-09-20      | 4.5000%  | 4.5000% | $564956.00         | $14387.77          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-09-20      | 4.5000%  | 4.5000% | $1122000.00        | $85011.62          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-09-20      | 5.0000%  | 5.0000% | $1500000.00        | $112530.16         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-09-20      | 6.5000%  | 6.5000% | $73930.00          | $7452.90           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-11-20      | 7.0000%  | 7.0000% | $17000.00          | $2539.44           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-10-20      | 4.5000%  | 4.5000% | $6464000.00        | $490746.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-10-20      | 5.0000%  | 5.0000% | $11905072.00       | $787759.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-11-20      | 4.5000%  | 4.5000% | $1143614.00        | $25891.24          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-11-20      | 3.5000%  | 3.5000% | $239783.00         | $21627.37          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-11-20      | 6.5000%  | 6.5000% | $22000.00          | $3438.41           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-12-20      | 3.5000%  | 3.5000% | $1216000.00        | $141405.42         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-12-20      | 4.0000%  | 4.0000% | $30102.00          | $2736.64           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-12-20      | 4.5000%  | 4.5000% | $4200000.00        | $279986.35         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-12-20      | 5.0000%  | 5.0000% | $8200000.00        | $493897.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-01-20      | 5.5000%  | 5.5000% | $2039812.00        | $153569.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-01-20      | 4.0000%  | 4.0000% | $500000.00         | $20527.84          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-01-20      | 4.5000%  | 4.5000% | $16388806.00       | $287696.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-01-20      | 5.0000%  | 5.0000% | $640470.00         | $17776.05          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-12-20      | 5.5000%  | 5.5000% | $1064286.00        | $98506.32          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-01-20      | 4.0000%  | 4.0000% | $20000.00          | $1578.57           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-02-20      | 4.0000%  | 4.0000% | $4500000.00        | $145718.46         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-01-20      | 5.0000%  | 5.0000% | $549255.00         | $18028.78          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-02-20      | 3.5000%  | 3.5000% | $392417.00         | $40179.53          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-02-20      | 4.5000%  | 4.5000% | $5891657.00        | $424563.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-01-20      | 5.0000%  | 5.0000% | $2100000.00        | $134212.51         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-02-20      | 6.0000%  | 6.0000% | $1000000.00        | $73649.77          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-03-20      | 4.5000%  | 4.5000% | $2788690.00        | $178258.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-04-20      | 3.0000%  | 3.0000% | $220558.00         | $33114.25          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-04-20      | 4.0000%  | 4.0000% | $2106389.00        | $186215.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-04-20      | 4.5000%  | 4.5000% | $682412.00         | $52473.76          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-09-20      | 6.0000%  | 6.0000% | $402182.00         | $49875.56          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-12-20      | 6.5000%  | 6.5000% | $248733.00         | $24598.31          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-05-20      | 3.5000%  | 3.5000% | $200000.00         | $18058.15          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-05-20      | 3.5000%  | 3.5000% | $626000.00         | $21045.56          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-05-20      | 3.0000%  | 3.0000% | $1670000.00        | $236082.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-05-20      | 4.0000%  | 4.0000% | $384101.00         | $35005.93          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2037-10-20      | 6.0000%  | 6.0000% | $16000.00          | $1832.29           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-11-20      | 6.5000%  | 6.5000% | $51000.00          | $6456.02           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-05-20      | 3.0000%  | 3.0000% | $2448196.00        | $270932.66         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-05-20      | 3.5000%  | 3.5000% | $200000.00         | $20944.81          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-05-20      | 4.0000%  | 4.0000% | $800000.00         | $74343.95          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-06-20      | 2.5000%  | 2.5000% | $490000.00         | $92263.76          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-06-20      | 3.5000%  | 3.5000% | $17182.00          | $1854.05           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-06-20      | 4.0000%  | 4.0000% | $322000.00         | $30648.29          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-04-20      | 5.0000%  | 5.0000% | $25000.00          | $2290.90           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-07-20      | 3.0000%  | 3.0000% | $3233312.00        | $381449.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-07-20      | 3.5000%  | 3.5000% | $2511676.00        | $270065.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-07-20      | 4.0000%  | 4.0000% | $175000.00         | $16294.58          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-07-20      | 4.0000%  | 4.0000% | $1198296.00        | $116989.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-09-20      | 4.5000%  | 4.5000% | $16000.00          | $1491.80           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-09-20      | 2.5000%  | 2.5000% | $800000.00         | $106337.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-09-20      | 3.0000%  | 3.0000% | $5688070.00        | $713535.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-09-20      | 3.5000%  | 3.5000% | $4086024.00        | $484628.59         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-09-20      | 5.0000%  | 5.0000% | $15000.00          | $1752.87           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-10-20      | 3.0000%  | 3.0000% | $47272.00          | $6066.16           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-10-20      | 3.0000%  | 3.0000% | $3439687.00        | $454698.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-11-20      | 3.5000%  | 3.5000% | $1283408.00        | $157967.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-11-20      | 4.0000%  | 4.0000% | $1576323.00        | $147733.11         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-12-20      | 2.5000%  | 2.5000% | $5147136.00        | $867577.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-11-20      | 3.0000%  | 3.0000% | $599332.00         | $81867.09          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-12-20      | 3.5000%  | 3.5000% | $941621.00         | $130613.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-12-20      | 4.0000%  | 4.0000% | $642344.00         | $67839.35          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-12-20      | 4.5000%  | 4.5000% | $20000.00          | $2188.78           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-01-20      | 3.5000%  | 3.5000% | $123869.00         | $10322.91          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-02-20      | 6.0000%  | 6.0000% | $48340.00          | $6723.72           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2037-08-20      | 6.0000%  | 6.0000% | $185500.00         | $25681.16          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-07-20      | 6.5000%  | 6.5000% | $223579.00         | $24556.62          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-04-20      | 7.5000%  | 7.5000% | $28687.00          | $5289.29           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2030-04-20      | 8.0000%  | 8.0000% | $69870.00          | $12183.58          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-01-20      | 2.5000%  | 2.5000% | $803632.00         | $129306.63         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-01-20      | 3.0000%  | 3.0000% | $526250.00         | $73024.74          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-01-20      | 3.5000%  | 3.5000% | $1450091.00        | $186297.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-01-20      | 4.0000%  | 4.0000% | $1709280.00        | $175958.93         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-01-20      | 4.5000%  | 4.5000% | $250001.00         | $24609.55          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-01-20      | 5.0000%  | 5.0000% | $500000.00         | $50824.25          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-02-20      | 4.5000%  | 4.5000% | $1113672.00        | $50412.43          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-02-20      | 2.5000%  | 2.5000% | $249000.00         | $53592.30          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-02-20      | 4.5000%  | 4.5000% | $50000.00          | $4720.54           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-03-20      | 6.5000%  | 6.5000% | $2480918.00        | $337738.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-03-20      | 7.0000%  | 7.0000% | $578870.00         | $19620.64          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-05-20      | 7.5000%  | 7.5000% | $710916.00         | $79146.76          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-11-20      | 8.5000%  | 8.5000% | $231296.00         | $8199.11           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-02-20      | 3.5000%  | 3.5000% | $5509.00           | $637.50            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-02-20      | 4.5000%  | 4.5000% | $125000.00         | $9746.33           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-03-20      | 5.0000%  | 5.0000% | $268357.00         | $23176.50          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-11-20      | 6.0000%  | 6.0000% | $72368.00          | $11252.32          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-06-20      | 6.5000%  | 6.5000% | $305179.00         | $37192.22          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-09-20      | 7.0000%  | 7.0000% | $827466.00         | $98979.65          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-07-20      | 3.5000%  | 3.5000% | $1900000.00        | $231088.14         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-07-20      | 5.0000%  | 5.0000% | $776222.00         | $52030.81          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-08-20      | 4.5000%  | 4.5000% | $980279.00         | $27471.12          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-08-20      | 3.5000%  | 3.5000% | $3655627.00        | $415676.14         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-06-20      | 4.0000%  | 4.0000% | $2100000.00        | $85599.11          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-06-20      | 4.5000%  | 4.5000% | $10939552.00       | $162524.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-06-20      | 4.5000%  | 4.5000% | $463000.00         | $40235.45          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-07-20      | 3.5000%  | 3.5000% | $501537.00         | $49491.44          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2030-09-20      | 9.0000%  | 9.0000% | $29623.00          | $1017.58           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-06-20      | 5.0000%  | 5.0000% | $38000.00          | $3535.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-07-20      | 4.5000%  | 4.5000% | $14247760.00       | $240380.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-07-20      | 3.0000%  | 3.0000% | $6688633.00        | $871144.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-07-20      | 3.5000%  | 3.5000% | $6203.00           | $752.24            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-07-20      | 4.5000%  | 4.5000% | $4903000.00        | $432136.17         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-08-20      | 4.5000%  | 4.5000% | $7276000.00        | $623383.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-07-20      | 4.5000%  | 4.5000% | $11662079.00       | $893508.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-08-20      | 3.0000%  | 3.0000% | $15000.00          | $1993.90           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-08-20      | 3.5000%  | 3.5000% | $10000.00          | $1248.64           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2030-02-28      | 4.0000%  | 4.0000% | $800.00            | $829.69            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-03-15      | 4.6250%  | 4.6250% | $200.00            | $204.23            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2030-03-31      | 3.6250%  | 3.6250% | $100.00            | $101.81            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-03-31      | 3.6250%  | 3.6250% | $3100.00           | $3156.84           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2030-04-30      | 3.5000%  | 3.5000% | $100.00            | $100.97            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-05-15      | 3.6250%  | 3.6250% | $9738200.00        | $9837747.43        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2033-05-15      | 3.3750%  | 3.3750% | $16389900.00       | $16100718.77       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2030-06-30      | 3.7500%  | 3.7500% | $5700.00           | $5778.53           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-07-15      | 4.5000%  | 4.5000% | $1000.00           | $1008.43           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2030-07-31      | 4.0000%  | 4.0000% | $61648300.00       | $62935111.19       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2030-08-31      | 4.1250%  | 4.1250% | $31783500.00       | $33161665.92       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2030-10-31      | 4.8750%  | 4.8750% | $10000000.00       | $10713755.52       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-11-15      | 4.6250%  | 4.6250% | $400.00            | $408.01            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2030-11-30      | 4.3750%  | 4.3750% | $100.00            | $104.49            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-11-30      | 4.3750%  | 4.3750% | $100.00            | $103.44            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2030-12-31      | 3.7500%  | 3.7500% | $183400.00         | $185781.50         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-12-31      | 3.7500%  | 3.7500% | $6700.00           | $6792.04           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-01-15      | 4.0000%  | 4.0000% | $300.00            | $302.50            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-01-31      | 4.0000%  | 4.0000% | $800.00            | $814.26            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2034-02-15      | 4.0000%  | 4.0000% | $71000.00          | $71718.23          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-02-15      | 4.1250%  | 4.1250% | $100.00            | $100.65            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2031-03-31      | 4.1250%  | 4.1250% | $72800.00          | $75771.59          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-03-31      | 4.1250%  | 4.1250% | $100.00            | $103.59            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-03-31      | 4.5000%  | 4.5000% | $100.00            | $101.90            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-04-15      | 4.5000%  | 4.5000% | $300.00            | $308.17            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-04-30      | 4.8750%  | 4.8750% | $300.00            | $305.36            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-05-15      | 4.5000%  | 4.5000% | $200.00            | $204.83            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-05-31      | 4.5000%  | 4.5000% | $200.00            | $208.41            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-06-15      | 4.6250%  | 4.6250% | $300.00            | $306.96            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-07-15      | 4.3750%  | 4.3750% | $100.00            | $101.69            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-07-31      | 4.3750%  | 4.3750% | $5900.00           | $5936.24           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2031-07-31      | 4.1250%  | 4.1250% | $100.00            | $102.68            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2034-08-15      | 3.8750%  | 3.8750% | $200.00            | $199.67            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-08-15      | 3.7500%  | 3.7500% | $900.00            | $904.32            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-08-31      | 3.7500%  | 3.7500% | $8100.00           | $8253.54           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-09-15      | 3.3750%  | 3.3750% | $384600.00         | $389839.51         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-09-30      | 3.5000%  | 3.5000% | $200.00            | $202.69            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-10-31      | 4.1250%  | 4.1250% | $421600.00         | $436145.23         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-10-31      | 4.1250%  | 4.1250% | $184486100.00      | $187550429.40      | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2031-10-31      | 4.1250%  | 4.1250% | $100.00            | $103.66            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2034-11-15      | 4.2500%  | 4.2500% | $142600.00         | $147608.81         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-11-15      | 4.1250%  | 4.1250% | $4300.00           | $4396.79           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-11-30      | 4.2500%  | 4.2500% | $66700.00          | $67703.93          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2031-11-30      | 4.1250%  | 4.1250% | $500.00            | $516.58            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-11-30      | 4.1250%  | 4.1250% | $218000.00         | $224831.21         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-01-15      | 4.2500%  | 4.2500% | $200.00            | $203.82            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2030-01-31      | 4.2500%  | 4.2500% | $200.00            | $205.86            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2035-02-15      | 4.6250%  | 4.6250% | $202400.00         | $212909.24         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-02-15      | 4.2500%  | 4.2500% | $13800.00          | $14025.33          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-02-28      | 4.1250%  | 4.1250% | $100.00            | $102.59            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2032-03-31      | 4.1250%  | 4.1250% | $100.00            | $103.96            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2030-03-31      | 4.0000%  | 4.0000% | $5000000.00        | $5168767.58        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-04-30      | 3.7500%  | 3.7500% | $200.00            | $202.95            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2032-04-30      | 4.0000%  | 4.0000% | $200.00            | $205.73            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-05-15      | 3.7500%  | 3.7500% | $255600.00         | $259961.42         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-05-31      | 3.8750%  | 3.8750% | $2950100.00        | $2990618.40        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2032-06-30      | 4.0000%  | 4.0000% | $1100.00           | $1123.76           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-07-31      | 3.8750%  | 3.8750% | $100.00            | $100.80            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-09-30      | 3.5000%  | 3.5000% | $3100.00           | $3145.42           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2030-10-31      | 3.6250%  | 3.6250% | $200.00            | $202.79            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-10-31      | 3.5000%  | 3.5000% | $1200.00           | $1214.13           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2035-11-15      | 4.0000%  | 4.0000% | $400.00            | $404.22            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-11-15      | 3.5000%  | 3.5000% | $100.00            | $101.11            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-11-30      | 3.3750%  | 3.3750% | $403000.00         | $405696.90         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2032-11-30      | 3.7500%  | 3.7500% | $20200.00          | $20359.96          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2032-12-31      | 3.8750%  | 3.8750% | $200.00            | $202.42            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2030-12-31      | 3.6250%  | 3.6250% | $312300.00         | $314626.01         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-01-15      | 3.5000%  | 3.5000% | $100.00            | $100.53            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2033-01-31      | 4.0000%  | 4.0000% | $100.00            | $101.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-03-01      | 6.5000%  | 6.5000% | $600000.00         | $969.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-04-01      | 6.5000%  | 6.5000% | $50143.00          | $65.45             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-12-01      | 5.0000%  | 5.0000% | $2078254.00        | $302534.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2026-04-01      | 3.5000%  | 3.5000% | $8000000.00        | $6691.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2026-04-01      | 4.0000%  | 4.0000% | $5000.00           | $0.76              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-05-01      | 5.0000%  | 5.0000% | $300000.00         | $19011.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-05-01      | 5.0000%  | 5.0000% | $400000.00         | $34690.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-05-01      | 5.0000%  | 5.0000% | $200000.00         | $12187.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-05-01      | 5.0000%  | 5.0000% | $200000.00         | $18525.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-06-01      | 4.5000%  | 4.5000% | $3700000.00        | $93148.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-06-01      | 5.0000%  | 5.0000% | $200000.00         | $13972.79          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-02-20      | 6.5000%  | 6.5000% | $170000.00         | $28139.59          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-04-20      | 7.0000%  | 7.0000% | $32000.00          | $6270.80           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-02-20      | 4.5000%  | 4.5000% | $23410520.00       | $824301.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-03-20      | 4.0000%  | 4.0000% | $3200000.00        | $259547.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-03-20      | 4.5000%  | 4.5000% | $2969000.00        | $218341.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-03-20      | 5.0000%  | 5.0000% | $3471290.00        | $227383.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-03-20      | 5.5000%  | 5.5000% | $2000000.00        | $155264.63         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-04-20      | 4.5000%  | 4.5000% | $1313362.00        | $110568.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-02-20      | 4.5000%  | 4.5000% | $9090491.00        | $604441.63         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-05-20      | 3.5000%  | 3.5000% | $567475.00         | $9920.01           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-04-20      | 4.5000%  | 4.5000% | $17965328.00       | $734289.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-05-20      | 5.0000%  | 5.0000% | $3933380.00        | $291888.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-05-20      | 3.0000%  | 3.0000% | $50000.00          | $5830.03           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-05-20      | 3.5000%  | 3.5000% | $5339.00           | $516.82            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-05-20      | 4.5000%  | 4.5000% | $400000.00         | $37847.29          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-05-20      | 5.0000%  | 5.0000% | $725000.00         | $63418.43          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-05-20      | 6.5000%  | 6.5000% | $9000.00           | $1603.73           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-06-20      | 3.5000%  | 3.5000% | $64025.00          | $6476.84           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-07-20      | 4.0000%  | 4.0000% | $148000.00         | $13872.16          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-06-20      | 4.5000%  | 4.5000% | $220000.00         | $23047.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-06-20      | 5.0000%  | 5.0000% | $800000.00         | $70782.07          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-08-20      | 6.5000%  | 6.5000% | $8100.00           | $630.88            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2037-06-20      | 7.0000%  | 7.0000% | $35000.00          | $5922.01           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-08-20      | 3.0000%  | 3.0000% | $160000.00         | $8176.01           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-08-20      | 3.5000%  | 3.5000% | $37000.00          | $4395.09           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-07-20      | 5.0000%  | 5.0000% | $275437.00         | $26224.28          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-08-20      | 4.0000%  | 4.0000% | $14484888.00       | $732272.05         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-08-20      | 3.0000%  | 3.0000% | $55974.00          | $7930.80           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-09-20      | 4.0000%  | 4.0000% | $256000.00         | $30156.69          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-09-20      | 5.0000%  | 5.0000% | $700000.00         | $85098.87          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-09-20      | 5.5000%  | 5.5000% | $5088231.00        | $682044.52         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-12-20      | 6.5000%  | 6.5000% | $15000.00          | $2796.80           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-01-20      | 4.5000%  | 4.5000% | $5900.00           | $1414.75           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-07-20      | 7.0000%  | 7.0000% | $59811.00          | $13436.99          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-02-20      | 2.0000%  | 2.0000% | $4719.00           | $2357.58           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-02-20      | 2.5000%  | 2.5000% | $2000.00           | $897.92            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-02-20      | 3.0000%  | 3.0000% | $2000.00           | $733.96            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-12-20      | 3.5000%  | 3.5000% | $2500000.00        | $271877.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-12-20      | 3.0000%  | 3.0000% | $3982000.00        | $678765.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-12-20      | 3.5000%  | 3.5000% | $2860000.00        | $365307.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-12-20      | 4.0000%  | 4.0000% | $3035916.00        | $295797.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-01-20      | 3.5000%  | 3.5000% | $5000.00           | $645.04            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-02-20      | 4.0000%  | 4.0000% | $2074366.00        | $289002.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-01-20      | 4.0000%  | 4.0000% | $2284538.00        | $213597.08         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-03-20      | 4.5000%  | 4.5000% | $1406107.00        | $194354.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-02-20      | 3.0000%  | 3.0000% | $6075000.00        | $956469.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-04-20      | 3.0000%  | 3.0000% | $2000.00           | $423.77            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-04-20      | 5.0000%  | 5.0000% | $100000.00         | $16216.92          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-05-20      | 2.5000%  | 2.5000% | $2600000.00        | $710225.06         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-01-31      | 0.7500%  | 0.7500% | $26500.00          | $25194.67          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2031-02-15      | 1.1250%  | 1.1250% | $200.00            | $177.96            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-04-30      | 0.7500%  | 0.7500% | $5400.00           | $5385.55           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-06-30      | 0.8750%  | 0.8750% | $398700.00         | $395505.98         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-07-31      | 0.6250%  | 0.6250% | $100.00            | $98.76             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-07-31      | 1.0000%  | 1.0000% | $4400.00           | $4154.92           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2031-08-15      | 1.2500%  | 1.2500% | $123200.00         | $108707.28         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-08-31      | 1.1250%  | 1.1250% | $200.00            | $190.04            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-08-31      | 0.7500%  | 0.7500% | $200.00            | $197.83            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-10-31      | 1.3750%  | 1.3750% | $200.00            | $190.34            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-11-30      | 1.2500%  | 1.2500% | $103700.00         | $102202.19         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-11-30      | 1.5000%  | 1.5000% | $64100.00          | $61057.33          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-12-31      | 1.2500%  | 1.2500% | $217200.00         | $213465.19         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-01-31      | 1.7500%  | 1.7500% | $480600.00         | $458475.21         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2032-02-15      | 1.8750%  | 1.8750% | $20100.00          | $18155.95          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-02-28      | 1.8750%  | 1.8750% | $4800.00           | $4765.24           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-03-31      | 2.3750%  | 2.3750% | $9600.00           | $9385.12           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-04-30      | 2.8750%  | 2.8750% | $328800.00         | $326012.09         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-04-30      | 2.7500%  | 2.7500% | $200.00            | $200.02            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-06-30      | 3.2500%  | 3.2500% | $3600.00           | $3606.50           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-07-31      | 2.6250%  | 2.6250% | $171700.00         | $167273.89         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2032-08-15      | 2.7500%  | 2.7500% | $783500.00         | $739531.23         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-08-31      | 3.1250%  | 3.1250% | $400.00            | $404.05            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-09-30      | 3.8750%  | 3.8750% | $275900.00         | $283666.42         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-10-31      | 4.1250%  | 4.1250% | $22000.00          | $22525.77          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2032-11-15      | 4.1250%  | 4.1250% | $9400.00           | $9710.01           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-11-30      | 3.8750%  | 3.8750% | $100.00            | $102.18            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-11-30      | 3.8750%  | 3.8750% | $5700.00           | $5792.73           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-12-31      | 3.8750%  | 3.8750% | $100.00            | $101.33            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-01-31      | 3.5000%  | 3.5000% | $400.00            | $401.37            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2030-01-31      | 3.5000%  | 3.5000% | $100.00            | $100.15            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-10-20      | 2.5000%  | 2.5000% | $2022274.00        | $1390403.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-09-20      | 3.5000%  | 3.5000% | $1022.00           | $414.08            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-08-20      | 3.5000%  | 3.5000% | $1208281.00        | $849205.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-09-20      | 2.5000%  | 2.5000% | $10497.00          | $6365.75           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-09-20      | 3.5000%  | 3.5000% | $13023.00          | $8186.59           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-09-20      | 2.5000%  | 2.5000% | $41424.00          | $25841.04          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-11-15      | 2.5000%  | 2.5000% | $2551296.00        | $1241137.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-08-20      | 3.0000%  | 3.0000% | $1296908.00        | $181090.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-10-20      | 3.0000%  | 3.0000% | $649683.00         | $357238.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-10-20      | 3.5000%  | 3.5000% | $251659.00         | $133359.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-01-20      | 3.5000%  | 3.5000% | $2050665.00        | $970308.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-01-20      | 3.5000%  | 3.5000% | $1952601.00        | $1265040.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-01-20      | 3.5000%  | 3.5000% | $72107.00          | $44693.91          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-02-20      | 3.5000%  | 3.5000% | $2102.00           | $1796.61           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-02-20      | 3.5000%  | 3.5000% | $94428.00          | $61406.69          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-02-20      | 2.5000%  | 2.5000% | $1644151.00        | $1171426.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2044-08-20      | 4.0000%  | 4.0000% | $1412218.00        | $345356.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-04-20      | 3.5000%  | 3.5000% | $2189.00           | $1530.26           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-06-15      | 3.5000%  | 3.5000% | $200000.00         | $73616.70          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-03-20      | 4.0000%  | 4.0000% | $2600843.00        | $783888.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-06-15      | 3.5000%  | 3.5000% | $10400.00          | $9215.01           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-07-15      | 4.0000%  | 4.0000% | $1209.00           | $770.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-09-20      | 3.5000%  | 3.5000% | $5242.00           | $3324.16           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-04-20      | 4.0000%  | 4.0000% | $1174751.00        | $589612.89         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-10-20      | 4.0000%  | 4.0000% | $1804271.00        | $982127.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-11-20      | 4.0000%  | 4.0000% | $1040973.00        | $465141.16         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-12-20      | 2.5000%  | 2.5000% | $16098.00          | $8602.66           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-10-20      | 4.5000%  | 4.5000% | $2122517.00        | $722941.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-01-20      | 4.0000%  | 4.0000% | $1570197.00        | $748444.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-06-20      | 4.5000%  | 4.5000% | $2101192.00        | $971364.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-09-20      | 4.0000%  | 4.0000% | $1457300.00        | $606489.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-12-20      | 2.5000%  | 2.5000% | $680580.00         | $479427.08         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-01-15      | 4.0000%  | 4.0000% | $2394.00           | $1936.24           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-04-15      | 3.0000%  | 3.0000% | $1321.00           | $1019.89           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-12-20      | 2.5000%  | 2.5000% | $33865.00          | $22029.02          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-02-15      | 4.0000%  | 4.0000% | $2120688.00        | $1357599.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-02-15      | 4.0000%  | 4.0000% | $71343.00          | $55638.88          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-03-20      | 3.5000%  | 3.5000% | $23315.00          | $9957.34           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-01-20      | 3.0000%  | 3.0000% | $3087.00           | $2248.92           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-03-15      | 3.5000%  | 3.5000% | $291479.00         | $77910.82          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-03-15      | 4.5000%  | 4.5000% | $279138.00         | $253957.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2062-08-20      | 2.0000%  | 2.0000% | $31523.00          | $23849.45          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-03-15      | 4.0000%  | 4.0000% | $203815.00         | $135795.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-04-20      | 3.0000%  | 3.0000% | $2009566.00        | $1251299.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-03-15      | 4.5000%  | 4.5000% | $8565.00           | $6668.74           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-09-20      | 5.0000%  | 5.0000% | $4500.00           | $4051.74           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-10-20      | 4.5000%  | 4.5000% | $268000.00         | $246459.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-10-20      | 5.0000%  | 5.0000% | $40900000.00       | $37231193.37       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-10-20      | 5.5000%  | 5.5000% | $19500.00          | $15928.59          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-02-20      | 3.0000%  | 3.0000% | $1300000.00        | $211985.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-04-15      | 3.5000%  | 3.5000% | $1637800.00        | $172292.35         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-07-15      | 4.5000%  | 4.5000% | $915303.00         | $301031.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-05-15      | 2.5000%  | 2.5000% | $17249.00          | $3801.88           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-01-20      | 3.5000%  | 3.5000% | $358379.00         | $26690.44          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-04-15      | 2.5000%  | 2.5000% | $19846.00          | $2685.54           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-03-15      | 2.5000%  | 2.5000% | $70000.00          | $9709.36           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-03-15      | 3.0000%  | 3.0000% | $1880000.00        | $376512.46         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-03-20      | 3.0000%  | 3.0000% | $300000.00         | $47502.97          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-10-20      | 5.0000%  | 5.0000% | $1669317.00        | $52565.06          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-07-15      | 2.5000%  | 2.5000% | $24512.00          | $2466.72           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-09-15      | 2.5000%  | 2.5000% | $10172.00          | $384.36            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-06-20      | 3.5000%  | 3.5000% | $1690000.00        | $278843.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-09-20      | 3.5000%  | 3.5000% | $1000000.00        | $123380.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-09-15      | 4.0000%  | 4.0000% | $150030.00         | $54749.86          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-11-15      | 5.0000%  | 5.0000% | $1617948.00        | $192199.09         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-01-20      | 3.0000%  | 3.0000% | $244000.00         | $46333.25          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-03-20      | 4.5000%  | 4.5000% | $350000.00         | $65223.50          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-04-15      | 4.5000%  | 4.5000% | $201078.00         | $43612.91          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-01-20      | 3.5000%  | 3.5000% | $2161712.00        | $468332.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-05-15      | 4.0000%  | 4.0000% | $30000.00          | $1149.57           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-05-20      | 3.5000%  | 3.5000% | $474786.00         | $77145.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-06-15      | 4.0000%  | 4.0000% | $50000.00          | $2882.33           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-08-15      | 5.0000%  | 5.0000% | $80179.00          | $1728.83           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-10-20      | 3.5000%  | 3.5000% | $671988.00         | $269264.74         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-10-15      | 3.0000%  | 3.0000% | $23934.00          | $3131.35           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-11-15      | 4.0000%  | 4.0000% | $120000.00         | $12348.53          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-09-15      | 4.5000%  | 4.5000% | $262078.00         | $4076.67           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-01-15      | 5.0000%  | 5.0000% | $1188630.00        | $42635.03          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-11-20      | 3.5000%  | 3.5000% | $3901252.00        | $336157.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-08-20      | 4.5000%  | 4.5000% | $2758767.00        | $236658.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2057-09-01      | 3.5000%  | 3.5000% | $1075000.00        | $344303.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2057-09-01      | 4.5000%  | 4.5000% | $300000.00         | $86301.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-11-01      | 4.0000%  | 4.0000% | $880000.00         | $165142.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-11-01      | 3.5000%  | 3.5000% | $4468493.00        | $1199594.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-02-01      | 3.0000%  | 3.0000% | $254983.00         | $62138.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-02-01      | 4.0000%  | 4.0000% | $236506.00         | $49490.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-02-01      | 3.5000%  | 3.5000% | $40000.00          | $9813.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2058-01-01      | 3.5000%  | 3.5000% | $350000.00         | $142736.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-06-01      | 4.5000%  | 4.5000% | $1961364.00        | $562422.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-08-01      | 4.0000%  | 4.0000% | $2450000.00        | $438638.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2058-08-01      | 4.5000%  | 4.5000% | $3000000.00        | $834125.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-01-01      | 3.0000%  | 3.0000% | $226000.00         | $65282.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-07-01      | 4.5000%  | 4.5000% | $138000.00         | $54847.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2059-01-01      | 3.5000%  | 3.5000% | $2200000.00        | $906936.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2059-01-01      | 3.5000%  | 3.5000% | $3400000.00        | $1105445.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2059-01-01      | 5.0000%  | 5.0000% | $450000.00         | $167224.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 3.0000%  | 3.0000% | $2000000.00        | $1118047.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-02-01      | 3.0000%  | 3.0000% | $263000.00         | $134379.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-12-01      | 3.0000%  | 3.0000% | $1197000.00        | $478011.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2061-09-01      | 2.5000%  | 2.5000% | $1300000.00        | $778600.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2061-09-01      | 3.0000%  | 3.0000% | $100000.00         | $63885.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2061-09-01      | 3.5000%  | 3.5000% | $700000.00         | $450428.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2062-03-01      | 5.0000%  | 5.0000% | $158628.00         | $113610.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2062-03-01      | 6.0000%  | 6.0000% | $10112484.00       | $7936400.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-03-01      | 3.0000%  | 3.0000% | $14641900.00       | $11158614.51       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-04-01      | 3.5000%  | 3.5000% | $832000.00         | $236207.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-04-01      | 3.5000%  | 3.5000% | $420000.00         | $141183.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-05-01      | 4.5000%  | 4.5000% | $32519.00          | $6258.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-09-01      | 3.5000%  | 3.5000% | $70000.00          | $13025.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-06-01      | 4.5000%  | 4.5000% | $47131.00          | $8108.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-12-01      | 4.0000%  | 4.0000% | $1166973.00        | $364835.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-02-01      | 3.5000%  | 3.5000% | $150000.00         | $21149.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-02-01      | 3.5000%  | 3.5000% | $250000.00         | $42710.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-01-01      | 4.0000%  | 4.0000% | $1272850.00        | $108499.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2038-08-01      | 4.0000%  | 4.0000% | $141982.00         | $30743.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-01-01      | 5.0000%  | 5.0000% | $3238790.00        | $268479.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-02-01      | 4.5000%  | 4.5000% | $28650.00          | $11238.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-09-01      | 4.0000%  | 4.0000% | $5125000.00        | $615442.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-07-01      | 4.5000%  | 4.5000% | $51000.00          | $10765.03          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-08-01      | 4.5000%  | 4.5000% | $117716.00         | $23918.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-08-01      | 3.5000%  | 3.5000% | $47000.00          | $3693.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-06-01      | 3.5000%  | 3.5000% | $182000.00         | $11368.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-08-01      | 3.5000%  | 3.5000% | $180000.00         | $5011.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-06-01      | 3.2140%  | 3.2140% | $2167029.00        | $223720.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-09-01      | 4.0000%  | 4.0000% | $20000.00          | $4084.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-09-01      | 4.0000%  | 4.0000% | $15000.00          | $3483.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-10-01      | 4.5000%  | 4.5000% | $670000.00         | $127013.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-11-01      | 4.5000%  | 4.5000% | $460000.00         | $78038.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-12-01      | 1.5000%  | 1.5000% | $250000.00         | $146752.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2026-03-25      | 3.5600%  | 3.5600% | $1500000.00        | $1499476.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-04-01      | 6.0000%  | 6.0000% | $1620000.00        | $297982.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-04-01      | 2.5000%  | 2.5000% | $319000.00         | $58930.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-03-01      | 4.0000%  | 4.0000% | $2000.00           | $4.96              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-04-01      | 3.0000%  | 3.0000% | $850000.00         | $236427.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-07-01      | 3.5000%  | 3.5000% | $979000.00         | $164947.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-07-01      | 4.0000%  | 4.0000% | $1775000.00        | $294244.66         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-11-15      | 3.0000%  | 3.0000% | $20000.00          | $7405.42           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-06-15      | 4.0000%  | 4.0000% | $300000.00         | $13757.10          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-06-15      | 4.0000%  | 4.0000% | $3011.00           | $268.15            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-07-15      | 4.5000%  | 4.5000% | $62334.00          | $3283.89           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-07-15      | 4.0000%  | 4.0000% | $710240.00         | $58794.03          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-01-15      | 4.5000%  | 4.5000% | $301467.00         | $24191.09          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-12-15      | 2.5000%  | 2.5000% | $392123.00         | $259976.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-09-15      | 4.0000%  | 4.0000% | $576608.00         | $80922.38          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-09-15      | 4.0000%  | 4.0000% | $60000.00          | $8357.09           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-10-15      | 3.5000%  | 3.5000% | $90323.00          | $9378.68           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-09-15      | 4.5000%  | 4.5000% | $1018371.00        | $693632.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-02-15      | 3.0000%  | 3.0000% | $2000000.00        | $366423.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-03-15      | 4.0000%  | 4.0000% | $100000.00         | $24364.61          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-07-15      | 3.0000%  | 3.0000% | $1900000.00        | $810370.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-03-15      | 3.0000%  | 3.0000% | $3146000.00        | $503721.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-08-20      | 4.0000%  | 4.0000% | $1644554.00        | $1179445.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-02-15      | 4.5000%  | 4.5000% | $1925753.00        | $95703.18          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-03-20      | 3.0000%  | 3.0000% | $1846800.00        | $229950.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-03-15      | 3.5000%  | 3.5000% | $77338.00          | $7505.32           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-04-15      | 3.5000%  | 3.5000% | $1074554.00        | $307725.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-04-15      | 4.5000%  | 4.5000% | $341741.00         | $36010.81          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-05-15      | 2.5000%  | 2.5000% | $2862197.00        | $1183218.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-07-20      | 3.0000%  | 3.0000% | $257174.00         | $128760.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-07-15      | 2.5000%  | 2.5000% | $426693.00         | $168995.05         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2038-04-01      | 4.5000%  | 4.5000% | $213239.00         | $34362.16          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2038-07-01      | 4.5000%  | 4.5000% | $5326582.00        | $718727.04         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2026-04-01      | 4.5000%  | 4.5000% | $1000000.00        | $1332.20           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-08-01      | 3.5000%  | 3.5000% | $2224053.00        | $356555.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2044-01-01      | 4.0000%  | 4.0000% | $14000061.00       | $298220.80         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-06-01      | 3.5000%  | 3.5000% | $19723970.00       | $969241.90         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-01-01      | 3.0000%  | 3.0000% | $120000.00         | $5784.81           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-10-01      | 4.5000%  | 4.5000% | $2252615.00        | $437841.59         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-01-01      | 3.0000%  | 3.0000% | $500000.00         | $51141.24          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-03-01      | 3.0000%  | 3.0000% | $3372376.00        | $569355.54         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-10-01      | 6.5000%  | 6.5000% | $559911.00         | $1222.60           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2038-02-01      | 5.5000%  | 5.5000% | $4000000.00        | $16727.16          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2038-10-01      | 6.5000%  | 6.5000% | $680503.00         | $5285.38           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-06-01      | 5.5000%  | 5.5000% | $84000.00          | $216.97            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2029-12-01      | 8.0000%  | 8.0000% | $225777.00         | $88.77             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-04-01      | 8.0000%  | 8.0000% | $662666.00         | $121.00            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-07-01      | 8.0000%  | 8.0000% | $165823.00         | $29.67             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-01-01      | 8.0000%  | 8.0000% | $453745.00         | $84.70             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-03-01      | 7.5000%  | 7.5000% | $2394651.00        | $8070.48           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-02-01      | 4.0000%  | 4.0000% | $46000.00          | $2037.22           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2039-05-01      | 4.0000%  | 4.0000% | $603000.00         | $5511.23           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2029-02-01      | 7.0000%  | 7.0000% | $560038.00         | $2123.09           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2029-10-01      | 7.5000%  | 7.5000% | $115099.00         | $77.90             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2029-12-01      | 8.0000%  | 8.0000% | $912697.00         | $218.14            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-04-01      | 8.0000%  | 8.0000% | $455002.00         | $1105.30           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-04-01      | 7.5000%  | 7.5000% | $7085233.00        | $5306.41           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-07-01      | 8.0000%  | 8.0000% | $27109.00          | $4.85              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-08-01      | 8.0000%  | 8.0000% | $559345.00         | $437.27            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-12-01      | 7.5000%  | 7.5000% | $630751.00         | $833.02            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-12-01      | 8.0000%  | 8.0000% | $580561.00         | $894.95            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-01-01      | 8.0000%  | 8.0000% | $210314.00         | $2693.87           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-01-01      | 7.0000%  | 7.0000% | $257374.00         | $445.83            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2029-08-01      | 4.0000%  | 4.0000% | $30892.00          | $1691.28           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2029-08-01      | 4.0000%  | 4.0000% | $25282.00          | $1767.41           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2029-08-01      | 4.0000%  | 4.0000% | $74781.00          | $4339.42           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-04-01      | 2.5000%  | 2.5000% | $680000.00         | $69594.16          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-09-01      | 3.0000%  | 3.0000% | $2315214.00        | $372684.49         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-09-01      | 7.0000%  | 7.0000% | $13000.00          | $56.72             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-10-01      | 6.5000%  | 6.5000% | $573759.00         | $7017.33           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-11-01      | 6.0000%  | 6.0000% | $30000.00          | $378.98            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-11-01      | 7.0000%  | 7.0000% | $12000.00          | $61.32             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2029-08-01      | 6.5000%  | 6.5000% | $61000.00          | $43.37             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-04-01      | 7.0000%  | 7.0000% | $1669000.00        | $1554.67           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-11-01      | 6.0000%  | 6.0000% | $65000.00          | $234.16            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-01-01      | 7.0000%  | 7.0000% | $50000.00          | $657.13            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2034-08-01      | 7.0000%  | 7.0000% | $25000.00          | $703.61            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2034-07-01      | 7.0000%  | 7.0000% | $50000.00          | $1930.59           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-03-01      | 7.0000%  | 7.0000% | $545000.00         | $3324.91           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2034-12-01      | 7.0000%  | 7.0000% | $25000.00          | $734.91            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-02-01      | 6.5000%  | 6.5000% | $78000.00          | $178.41            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-02-01      | 7.0000%  | 7.0000% | $50000.00          | $1171.69           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-11-01      | 6.5000%  | 6.5000% | $1707507.00        | $11586.00          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-08-01      | 4.5000%  | 4.5000% | $3350000.00        | $7222.57           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-07-01      | 7.0000%  | 7.0000% | $100000.00         | $2644.03           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-08-01      | 7.0000%  | 7.0000% | $75000.00          | $2467.20           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-09-01      | 6.5000%  | 6.5000% | $18484300.00       | $277235.89         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-09-01      | 6.5000%  | 6.5000% | $10000.00          | $23.86             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-11-01      | 6.5000%  | 6.5000% | $6000.00           | $12.98             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-08-01      | 7.0000%  | 7.0000% | $64575.00          | $2475.26           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2038-06-01      | 7.0000%  | 7.0000% | $25000.00          | $341.18            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2038-06-01      | 7.0000%  | 7.0000% | $95000.00          | $1368.60           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2038-06-01      | 5.5000%  | 5.5000% | $22110000.00       | $115185.65         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-11-01      | 7.0000%  | 7.0000% | $9799225.00        | $187999.98         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2039-05-01      | 4.5000%  | 4.5000% | $350000.00         | $15703.78          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2039-11-01      | 4.5000%  | 4.5000% | $421258.00         | $7752.49           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2040-09-01      | 4.0000%  | 4.0000% | $1444000.00        | $86327.84          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2041-02-01      | 4.5000%  | 4.5000% | $375000.00         | $24899.24          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2029-05-01      | 6.5000%  | 6.5000% | $905184.00         | $2893.57           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2029-05-01      | 6.5000%  | 6.5000% | $60000.00          | $8.64              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2028-08-01      | 6.5000%  | 6.5000% | $2345000.00        | $1408.64           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2029-03-01      | 6.5000%  | 6.5000% | $2000000.00        | $4644.83           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2029-03-01      | 6.0000%  | 6.0000% | $155900112.00      | $241756.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2029-05-01      | 6.5000%  | 6.5000% | $113058.00         | $381.54            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2029-06-01      | 6.5000%  | 6.5000% | $301720.00         | $518.70            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2029-07-01      | 6.5000%  | 6.5000% | $465144.00         | $168.59            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2029-07-01      | 6.5000%  | 6.5000% | $1928533.00        | $471.04            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2029-10-01      | 7.0000%  | 7.0000% | $97000.00          | $13.55             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2029-10-01      | 7.0000%  | 7.0000% | $115000.00         | $48.93             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-01-01      | 8.0000%  | 8.0000% | $1700000.00        | $3588.27           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2029-05-01      | 6.5000%  | 6.5000% | $470000.00         | $873.26            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2062-10-20      | 5.5000%  | 5.5000% | $7865.00           | $7816.03           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-05-20      | 6.5000%  | 6.5000% | $1319805.00        | $854803.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-08-15      | 7.0000%  | 7.0000% | $1138.00           | $1303.09           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-04-20      | 4.5000%  | 4.5000% | $41178.00          | $39220.02          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-06-20      | 5.5000%  | 5.5000% | $1197208.00        | $642300.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-06-20      | 5.0000%  | 5.0000% | $1114336.00        | $556254.89         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2065-01-15      | 5.0800%  | 5.0800% | $171342.00         | $178427.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-07-20      | 7.0000%  | 7.0000% | $1464903.00        | $312808.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-12-20      | 2.5000%  | 2.5000% | $5184.00           | $4313.81           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-04-20      | 8.0000%  | 8.0000% | $1015.00           | $815.66            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-04-20      | 8.0000%  | 8.0000% | $1078.00           | $1154.12           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-04-20      | 7.5000%  | 7.5000% | $1304201.00        | $667781.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-04-20      | 7.5000%  | 7.5000% | $1553056.00        | $1489161.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2062-01-20      | 3.0000%  | 3.0000% | $6431.00           | $5642.87           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-03-20      | 7.5000%  | 7.5000% | $1165.00           | $961.83            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-03-20      | 5.0000%  | 5.0000% | $67833.00          | $60249.54          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-03-20      | 5.0000%  | 5.0000% | $3209684.00        | $2947983.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2064-07-20      | 7.0000%  | 7.0000% | $2020.00           | $1606.80           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-11-20      | 4.5000%  | 4.5000% | $6008.00           | $5778.71           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-10-20      | 4.5000%  | 4.5000% | $250070.00         | $239474.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-01-20      | 4.5000%  | 4.5000% | $10488.00          | $9048.27           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-12-20      | 6.5000%  | 6.5000% | $1235075.00        | $788858.52         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-12-20      | 4.5000%  | 4.5000% | $10239.00          | $7959.78           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2067-03-15      | 5.8090%  | 5.8090% | $20100.00          | $20154.11          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-02-20      | 6.5000%  | 6.5000% | $10006.00          | $10420.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-02-20      | 6.5000%  | 6.5000% | $2128.00           | $2217.27           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2060-12-15      | 5.4100%  | 5.4100% | $1200.00           | $1267.57           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2065-06-20      | 6.0000%  | 6.0000% | $3391.00           | $3478.58           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2060-07-15      | 5.9000%  | 5.9000% | $7500.00           | $8116.74           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-05-20      | 4.5000%  | 4.5000% | $5789.00           | $5623.62           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2061-01-15      | 4.9800%  | 4.9800% | $5679000.00        | $5844579.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2060-09-15      | 5.4500%  | 5.4500% | $113200.00         | $119399.93         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2028-12-01      | 6.0000%  | 6.0000% | $1500000.00        | $437.65            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2034-10-01      | 5.0000%  | 5.0000% | $31344896.00       | $102632.91         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2027-03-01      | 7.5000%  | 7.5000% | $15823160.00       | $7119.37           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2028-07-01      | 6.5000%  | 6.5000% | $45460000.00       | $6207.58           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-04-01      | 6.5000%  | 6.5000% | $1373625.00        | $1249.74           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-07-01      | 5.7990%  | 5.7990% | $6201873.00        | $259684.76         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-08-01      | 5.2190%  | 5.2190% | $1276688.00        | $44076.26          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-11-01      | 7.0000%  | 7.0000% | $400000.00         | $1635.51           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-06-01      | 7.0000%  | 7.0000% | $6209430.00        | $4487.18           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-02-01      | 4.5000%  | 4.5000% | $19303471.00       | $936575.91         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-04-01      | 3.5000%  | 3.5000% | $19773601.00       | $742798.95         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2026-06-01      | 5.0000%  | 5.0000% | $2050000.00        | $72.33             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2028-05-01      | 5.0000%  | 5.0000% | $1000000.00        | $1659.64           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2027-09-01      | 5.0000%  | 5.0000% | $3493347.00        | $2329.28           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-05-01      | 3.0000%  | 3.0000% | $108801.00         | $13860.98          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-05-01      | 3.0000%  | 3.0000% | $239643.00         | $27412.37          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2027-02-01      | 5.0000%  | 5.0000% | $5000000.00        | $4341.68           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2027-12-01      | 5.0000%  | 5.0000% | $1500000.00        | $7166.44           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2026-04-01      | 4.0000%  | 4.0000% | $19000.00          | $1.43              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2026-06-01      | 5.0000%  | 5.0000% | $557000.00         | $0.90              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2026-06-01      | 5.0000%  | 5.0000% | $506000.00         | $11.19             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2026-06-01      | 5.0000%  | 5.0000% | $1625000.00        | $7.17              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2026-06-01      | 5.0000%  | 5.0000% | $52000.00          | $0.84              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2026-06-01      | 5.0000%  | 5.0000% | $2160692.00        | $2.26              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-09-01      | 3.5000%  | 3.5000% | $1200000.00        | $109672.05         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-08-01      | 4.0000%  | 4.0000% | $10000.00          | $1108.96           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-02-01      | 3.5000%  | 3.5000% | $121000.00         | $14179.92          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-06-01      | 3.5000%  | 3.5000% | $2300000.00        | $200686.39         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-11-01      | 4.0000%  | 4.0000% | $5815000.00        | $413980.53         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-08-01      | 4.0000%  | 4.0000% | $10000.00          | $657.22            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-01-01      | 3.0000%  | 3.0000% | $1037833.00        | $148443.86         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-10-01      | 3.0000%  | 3.0000% | $166811.00         | $33327.66          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2046-12-01      | 3.0000%  | 3.0000% | $505000.00         | $89919.45          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2029-01-01      | 4.0000%  | 4.0000% | $52778.00          | $4833.69           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-04-01      | 3.5000%  | 3.5000% | $1100000.00        | $101808.05         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-05-01      | 3.0000%  | 3.0000% | $2500000.00        | $247610.51         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2034-05-01      | 3.5000%  | 3.5000% | $300000.00         | $25761.16          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2034-01-01      | 3.5000%  | 3.5000% | $200195.00         | $13786.12          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-05-01      | 5.5000%  | 5.5000% | $725000.00         | $2111.24           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-06-01      | 6.0000%  | 6.0000% | $1250000.00        | $19532.21          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2026-10-01      | 6.5000%  | 6.5000% | $652268.00         | $791.99            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2027-10-01      | 6.5000%  | 6.5000% | $3614644.00        | $14872.37          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2029-04-01      | 4.0000%  | 4.0000% | $2050000.00        | $9487.54           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-02-01      | 4.5000%  | 4.5000% | $250000.00         | $2998.39           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-03-01      | 4.0000%  | 4.0000% | $25597.00          | $283.65            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-09-01      | 4.0000%  | 4.0000% | $500000.00         | $8576.35           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-07-01      | 4.0000%  | 4.0000% | $3357157.00        | $651952.16         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-07-01      | 4.5000%  | 4.5000% | $71250.00          | $16300.94          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-08-20      | 4.0000%  | 4.0000% | $9322.00           | $6865.51           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2062-05-20      | 4.0000%  | 4.0000% | $3822.00           | $3551.85           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2060-04-20      | 4.0000%  | 4.0000% | $1230.00           | $1137.96           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2062-02-20      | 2.5000%  | 2.5000% | $2656.00           | $2133.71           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-02-20      | 3.5000%  | 3.5000% | $1131529.00        | $225139.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-06-20      | 4.5000%  | 4.5000% | $1250000.00        | $28882.90          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-01-15      | 5.0000%  | 5.0000% | $610679.00         | $77362.77          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-06-20      | 5.0000%  | 5.0000% | $104000.00         | $28980.95          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-05-20      | 4.5000%  | 4.5000% | $20212380.00       | $163485.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-06-15      | 5.0000%  | 5.0000% | $1203907.00        | $422757.17         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-07-15      | 4.0000%  | 4.0000% | $1116589.00        | $160666.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-04-20      | 5.0000%  | 5.0000% | $28000.00          | $12227.46          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-10-15      | 3.0000%  | 3.0000% | $100000.00         | $53160.30          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-04-15      | 4.0000%  | 4.0000% | $494520.00         | $45029.90          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-10-20      | 4.5000%  | 4.5000% | $500000.00         | $50569.45          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-07-15      | 5.0000%  | 5.0000% | $1213382.00        | $219607.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-05-20      | 4.5000%  | 4.5000% | $93742.00          | $5869.13           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-07-20      | 5.0000%  | 5.0000% | $35000.00          | $3090.54           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-11-20      | 5.0000%  | 5.0000% | $1170066.00        | $420824.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-09-20      | 5.5000%  | 5.5000% | $1590096.00        | $70065.97          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-09-20      | 4.5000%  | 4.5000% | $1994128.00        | $199245.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-09-20      | 5.0000%  | 5.0000% | $4279762.00        | $295169.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-12-20      | 5.5000%  | 5.5000% | $1080880.00        | $83348.05          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-12-20      | 5.0000%  | 5.0000% | $2935773.00        | $120634.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-11-20      | 5.0000%  | 5.0000% | $1693019.00        | $105825.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-12-20      | 5.0000%  | 5.0000% | $1573512.00        | $93596.78          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-12-20      | 4.5000%  | 4.5000% | $1173518.00        | $147782.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-11-20      | 5.0000%  | 5.0000% | $3737219.00        | $142175.05         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-12-20      | 4.5000%  | 4.5000% | $6400000.00        | $228979.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-11-20      | 5.0000%  | 5.0000% | $250000.00         | $499.31            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-02-15      | 4.5000%  | 4.5000% | $601218.00         | $25021.17          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-04-20      | 5.0000%  | 5.0000% | $12571751.00       | $1157870.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-03-20      | 5.5000%  | 5.5000% | $1623508.00        | $801810.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-05-20      | 5.0000%  | 5.0000% | $1046503.00        | $585547.74         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-07-15      | 5.0000%  | 5.0000% | $274000.00         | $48205.01          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-05-20      | 4.5000%  | 4.5000% | $1939285.00        | $403836.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-04-20      | 4.5000%  | 4.5000% | $1219739.00        | $228370.93         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-07-20      | 4.5000%  | 4.5000% | $220000.00         | $57357.12          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-06-20      | 4.5000%  | 4.5000% | $7074284.00        | $137136.89         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-05-20      | 5.0000%  | 5.0000% | $1525898.00        | $232368.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-01-01      | 6.0000%  | 6.0000% | $4875.00           | $4969.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-02-01      | 6.5000%  | 6.5000% | $6059.00           | $5146.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-02-01      | 6.5000%  | 6.5000% | $2063267.00        | $1330770.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-04-01      | 5.5000%  | 5.5000% | $1320849.00        | $1212248.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-12-01      | 6.0000%  | 6.0000% | $1996686.00        | $1890837.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-02-01      | 6.0000%  | 6.0000% | $1577692.00        | $1048793.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-03-01      | 5.5000%  | 5.5000% | $1041.00           | $896.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-03-01      | 6.0000%  | 6.0000% | $1702499.00        | $1579498.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-03-01      | 6.0000%  | 6.0000% | $1108189.00        | $834748.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-04-01      | 5.5000%  | 5.5000% | $212495.00         | $181352.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-04-01      | 6.5000%  | 6.5000% | $1019460.00        | $677907.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-07-01      | 5.5000%  | 5.5000% | $1017175.00        | $969299.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-06-01      | 6.0000%  | 6.0000% | $1046850.00        | $985353.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-06-01      | 6.0000%  | 6.0000% | $1116102.00        | $862158.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 5.5000%  | 5.5000% | $6564.00           | $6693.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-06-01      | 5.5000%  | 5.5000% | $1016898.00        | $775198.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-05-01      | 5.5000%  | 5.5000% | $174130.00         | $168903.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-05-01      | 5.5000%  | 5.5000% | $1627374.00        | $1182209.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-06-01      | 6.0000%  | 6.0000% | $1006081.00        | $791754.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-05-01      | 5.5000%  | 5.5000% | $1359535.00        | $1090448.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-07-01      | 5.5000%  | 5.5000% | $1216817.00        | $1228336.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-07-01      | 6.5000%  | 6.5000% | $1250271.00        | $978277.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-08-01      | 6.0000%  | 6.0000% | $5188.00           | $4003.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-08-01      | 5.5000%  | 5.5000% | $231000.00         | $211652.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-08-01      | 5.5000%  | 5.5000% | $9521.00           | $9045.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-08-01      | 5.5000%  | 5.5000% | $14000.00          | $11723.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-07-01      | 6.5000%  | 6.5000% | $68113.00          | $65809.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-09-01      | 6.0000%  | 6.0000% | $112110.00         | $100544.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-09-01      | 6.0000%  | 6.0000% | $21955.00          | $18734.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-09-01      | 6.0000%  | 6.0000% | $317571.00         | $321250.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-08-01      | 5.0000%  | 5.0000% | $782300.00         | $751348.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-09-01      | 6.0000%  | 6.0000% | $2993897.00        | $2903189.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-09-01      | 6.5000%  | 6.5000% | $1232092.00        | $639364.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-10-01      | 5.5000%  | 5.5000% | $16600.00          | $16472.41          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-10-01      | 6.0000%  | 6.0000% | $2339093.00        | $2138535.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 6.5000%  | 6.5000% | $3000.00           | $3112.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-03-01      | 6.0000%  | 6.0000% | $1135453.00        | $1161099.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-09-01      | 6.5000%  | 6.5000% | $62119.00          | $52234.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-09-01      | 6.5000%  | 6.5000% | $3056.00           | $2538.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-09-01      | 5.5000%  | 5.5000% | $6200.00           | $5473.21           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-02-20      | 3.0000%  | 3.0000% | $550594.00         | $370448.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-03-20      | 4.0000%  | 4.0000% | $4900.00           | $3737.50           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-12-20      | 7.0000%  | 7.0000% | $10000.00          | $3604.21           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-04-20      | 4.5000%  | 4.5000% | $11900.00          | $9628.93           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-02-20      | 7.0000%  | 7.0000% | $10000.00          | $3303.14           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-03-20      | 4.0000%  | 4.0000% | $1377.00           | $1245.17           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-06-20      | 4.5000%  | 4.5000% | $3500.00           | $3301.32           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-07-20      | 6.5000%  | 6.5000% | $400000.00         | $191776.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-08-20      | 4.5000%  | 4.5000% | $780300.00         | $738754.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-08-20      | 5.0000%  | 5.0000% | $185400.00         | $166867.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-09-20      | 2.5000%  | 2.5000% | $92217.00          | $71288.73          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-07-20      | 1.5000%  | 1.5000% | $579292.00         | $283658.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-05-20      | 3.0000%  | 3.0000% | $109247.00         | $75068.20          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-07-20      | 4.5000%  | 4.5000% | $1900.00           | $1605.81           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-03-20      | 1.5000%  | 1.5000% | $8453.00           | $6370.10           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-08-20      | 6.5000%  | 6.5000% | $86272.00          | $37241.72          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-06-20      | 4.0000%  | 4.0000% | $1020413.00        | $402537.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-05-20      | 1.5000%  | 1.5000% | $379628.00         | $81090.63          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-02-20      | 3.0000%  | 3.0000% | $17153.00          | $12132.88          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-06-20      | 5.0000%  | 5.0000% | $827497.00         | $515600.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-10-20      | 4.5000%  | 4.5000% | $1496.00           | $1325.58           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-10-20      | 5.5000%  | 5.5000% | $24761.00          | $18336.94          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-09-20      | 5.0000%  | 5.0000% | $750216.00         | $486431.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-05-20      | 2.5000%  | 2.5000% | $744946.00         | $509979.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-09-20      | 3.0000%  | 3.0000% | $12000.00          | $7984.94           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-11-20      | 4.0000%  | 4.0000% | $2500.00           | $2056.68           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-12-20      | 5.5000%  | 5.5000% | $1200.00           | $942.31            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-12-20      | 7.5000%  | 7.5000% | $10000.00          | $1960.95           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-10-20      | 4.0000%  | 4.0000% | $1169639.00        | $1070820.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-09-20      | 3.0000%  | 3.0000% | $1814300.00        | $1297916.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-02-20      | 6.5000%  | 6.5000% | $400000.00         | $170518.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-03-20      | 4.5000%  | 4.5000% | $50000.00          | $45639.23          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-03-20      | 5.5000%  | 5.5000% | $1300.00           | $970.28            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-04-20      | 4.5000%  | 4.5000% | $54785.00          | $51045.52          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-04-20      | 5.0000%  | 5.0000% | $1000.00           | $878.79            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-05-20      | 4.5000%  | 4.5000% | $7000.00           | $6530.94           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-05-20      | 5.5000%  | 5.5000% | $28600.00          | $23102.15          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-12-20      | 3.0000%  | 3.0000% | $2796.00           | $2397.55           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-06-20      | 7.5000%  | 7.5000% | $5000.00           | $1128.87           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-06-20      | 4.0000%  | 4.0000% | $9000.00           | $8006.73           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-08-20      | 4.5000%  | 4.5000% | $4038182.00        | $133152.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-10-15      | 3.0000%  | 3.0000% | $7397.00           | $763.56            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-08-15      | 3.0000%  | 3.0000% | $2175.00           | $244.04            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-06-15      | 4.5000%  | 4.5000% | $31166.00          | $3203.16           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-05-15      | 4.5000%  | 4.5000% | $1186115.00        | $165901.62         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-07-15      | 5.0000%  | 5.0000% | $412067.00         | $93137.75          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-06-20      | 5.0000%  | 5.0000% | $174000.00         | $27972.25          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-09-15      | 4.0000%  | 4.0000% | $3093190.00        | $145705.63         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-10-15      | 4.0000%  | 4.0000% | $38053.00          | $5984.80           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-07-15      | 4.5000%  | 4.5000% | $66144.00          | $16184.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-07-15      | 5.0000%  | 5.0000% | $700634.00         | $31164.48          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-07-15      | 4.5000%  | 4.5000% | $1364312.00        | $202771.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-10-15      | 5.0000%  | 5.0000% | $520849.00         | $72945.05          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-08-20      | 4.5000%  | 4.5000% | $600000.00         | $125451.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-09-15      | 4.0000%  | 4.0000% | $26917.00          | $9255.55           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-06-15      | 4.0000%  | 4.0000% | $26000.00          | $4242.68           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-09-15      | 4.5000%  | 4.5000% | $85343.00          | $4922.37           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-08-15      | 4.5000%  | 4.5000% | $1205656.00        | $147838.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-10-20      | 3.5000%  | 3.5000% | $1233630.00        | $282876.05         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-09-20      | 3.5000%  | 3.5000% | $6061961.00        | $1388065.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-08-15      | 4.0000%  | 4.0000% | $80000.00          | $8408.27           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-10-15      | 4.0000%  | 4.0000% | $131000.00         | $43553.58          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-11-15      | 3.5000%  | 3.5000% | $1516447.00        | $200462.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-11-15      | 4.0000%  | 4.0000% | $111067.00         | $4895.44           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-11-15      | 5.0000%  | 5.0000% | $1249075.00        | $113659.74         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-12-15      | 4.0000%  | 4.0000% | $202583.00         | $16320.75          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-11-20      | 3.5000%  | 3.5000% | $1348650.00        | $148763.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-01-15      | 4.0000%  | 4.0000% | $26000.00          | $9223.03           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-01-15      | 4.0000%  | 4.0000% | $81000.00          | $37750.24          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-11-15      | 4.0000%  | 4.0000% | $50000.00          | $23777.22          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-10-15      | 4.0000%  | 4.0000% | $94000.00          | $40278.99          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-12-15      | 4.0000%  | 4.0000% | $111000.00         | $39611.28          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-04-15      | 4.0000%  | 4.0000% | $897713.00         | $165996.25         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-08-15      | 4.0000%  | 4.0000% | $378653.00         | $81357.73          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-09-15      | 4.0000%  | 4.0000% | $480073.00         | $76196.65          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-05-20      | 5.0000%  | 5.0000% | $10401.00          | $8973.08           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2062-04-20      | 2.5000%  | 2.5000% | $220912.00         | $59335.03          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2062-06-20      | 2.5000%  | 2.5000% | $1340622.00        | $645361.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2062-05-20      | 3.0000%  | 3.0000% | $3897.00           | $3364.88           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2062-05-20      | 2.5000%  | 2.5000% | $716299.00         | $522979.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 6.0000%  | 6.0000% | $10389699.00       | $9878200.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 6.0000%  | 6.0000% | $3562088.00        | $3486316.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-11-01      | 5.5000%  | 5.5000% | $5195091.00        | $5067350.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 6.5000%  | 6.5000% | $1053.00           | $1099.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 6.5000%  | 6.5000% | $1036900.00        | $562757.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 6.0000%  | 6.0000% | $4030.00           | $4082.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 6.5000%  | 6.5000% | $4003062.00        | $3823508.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 6.5000%  | 6.5000% | $5106.00           | $4519.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 6.5000%  | 6.5000% | $164081.00         | $170744.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 5.5000%  | 5.5000% | $2100000.00        | $2096079.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 6.0000%  | 6.0000% | $1306600.00        | $1276722.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 6.0000%  | 6.0000% | $32659100.00       | $31506198.51       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 5.5000%  | 5.5000% | $6785700.00        | $6817144.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 5.0000%  | 5.0000% | $9013.00           | $9133.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-11-01      | 5.5000%  | 5.5000% | $1091.00           | $888.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-11-01      | 5.5000%  | 5.5000% | $6144851.00        | $5878719.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 6.0000%  | 6.0000% | $56696.00          | $58284.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 5.0000%  | 5.0000% | $1057.00           | $1070.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-11-01      | 5.5000%  | 5.5000% | $2047.00           | $2091.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-11-01      | 5.5000%  | 5.5000% | $8024.00           | $8229.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-11-01      | 6.0000%  | 6.0000% | $2060.00           | $2120.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 5.0000%  | 5.0000% | $9151.00           | $9259.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 7.0000%  | 7.0000% | $70038.00          | $74012.20          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 6.5000%  | 6.5000% | $81765.00          | $85327.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-11-01      | 6.0000%  | 6.0000% | $2106.00           | $2133.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 6.0000%  | 6.0000% | $187336.00         | $169468.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 6.0000%  | 6.0000% | $4104.00           | $4265.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 6.0000%  | 6.0000% | $16584.00          | $12228.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 6.0000%  | 6.0000% | $7085.00           | $7398.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 6.0000%  | 6.0000% | $7215.00           | $6240.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 5.5000%  | 5.5000% | $2258.00           | $2327.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-11-01      | 6.0000%  | 6.0000% | $6029.00           | $6298.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-11-01      | 6.0000%  | 6.0000% | $2281.00           | $2382.90           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-11-01      | 6.0000%  | 6.0000% | $3046.00           | $3189.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-11-01      | 6.0000%  | 6.0000% | $51409.00          | $53695.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 6.5000%  | 6.5000% | $1098.00           | $1150.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 5.0000%  | 5.0000% | $2042.00           | $2067.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 5.5000%  | 5.5000% | $1174.00           | $1211.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 5.0000%  | 5.0000% | $8263.00           | $8348.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 5.0000%  | 5.0000% | $96880.00          | $98294.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 6.0000%  | 6.0000% | $1256800.00        | $1296435.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 5.0000%  | 5.0000% | $16710.00          | $16873.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 5.0000%  | 5.0000% | $11381.00          | $11514.62          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 5.0000%  | 5.0000% | $4067271.00        | $4125805.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 5.0000%  | 5.0000% | $65588.00          | $66750.65          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 6.0000%  | 6.0000% | $1081.00           | $962.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-11-01      | 5.0000%  | 5.0000% | $9494.00           | $9653.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 6.0000%  | 6.0000% | $44685.00          | $46386.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 6.0000%  | 6.0000% | $2033.00           | $2110.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 5.5000%  | 5.5000% | $6028.00           | $6176.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 6.0000%  | 6.0000% | $1016.00           | $1051.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 5.0000%  | 5.0000% | $7005.00           | $7112.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 6.0000%  | 6.0000% | $11815321.00       | $11686152.80       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 5.0000%  | 5.0000% | $7084.00           | $7175.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 5.0000%  | 5.0000% | $20978458.00       | $21240100.72       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 6.0000%  | 6.0000% | $6956.00           | $7284.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 6.0000%  | 6.0000% | $79143.00          | $62214.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 5.5000%  | 5.5000% | $9880.00           | $10191.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-11-01      | 3.0000%  | 3.0000% | $3000000.00        | $366900.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-11-01      | 3.5000%  | 3.5000% | $1723621.00        | $54153.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-07-01      | 2.5000%  | 2.5000% | $125000.00         | $14718.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-03-01      | 3.5000%  | 3.5000% | $16626.00          | $1027.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-06-01      | 3.5000%  | 3.5000% | $4582764.00        | $1066393.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-12-01      | 3.0000%  | 3.0000% | $570000.00         | $69072.61          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-01-01      | 4.5000%  | 4.5000% | $2036596.00        | $812499.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-04-01      | 4.0000%  | 4.0000% | $1625624.00        | $116927.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-08-01      | 4.5000%  | 4.5000% | $22641.00          | $412.35            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-12-01      | 4.5000%  | 4.5000% | $1162991.00        | $206006.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-06-01      | 3.5000%  | 3.5000% | $1387468.00        | $227329.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-12-01      | 3.0000%  | 3.0000% | $1849205.00        | $267378.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-05-01      | 3.5000%  | 3.5000% | $95000.00          | $18076.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2039-07-01      | 6.0000%  | 6.0000% | $51501.00          | $8131.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-03-01      | 4.5000%  | 4.5000% | $1750000.00        | $202826.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-05-01      | 3.5000%  | 3.5000% | $145000.00         | $37590.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2057-03-01      | 3.5000%  | 3.5000% | $400000.00         | $125062.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-04-01      | 4.5000%  | 4.5000% | $100000.00         | $29058.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2057-06-01      | 4.0000%  | 4.0000% | $400000.00         | $110669.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-01-01      | 4.0000%  | 4.0000% | $235000.00         | $40460.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2057-02-01      | 3.0000%  | 3.0000% | $25000.00          | $8158.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2057-01-01      | 4.0000%  | 4.0000% | $200000.00         | $65233.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-09-01      | 5.5000%  | 5.5000% | $2096300.00        | $1948667.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-09-01      | 6.0000%  | 6.0000% | $3000.00           | $2540.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-10-01      | 6.0000%  | 6.0000% | $1200.00           | $1229.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-10-01      | 5.5000%  | 5.5000% | $8044.00           | $8143.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-11-01      | 5.0000%  | 5.0000% | $6375051.00        | $5947479.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 6.0000%  | 6.0000% | $1252.00           | $1272.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-11-01      | 6.0000%  | 6.0000% | $2234100.00        | $2086491.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-10-01      | 6.0000%  | 6.0000% | $1465113.00        | $1204484.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-10-01      | 5.5000%  | 5.5000% | $2069.00           | $1832.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 6.0000%  | 6.0000% | $80530.00          | $61928.33          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-01-01      | 5.5000%  | 5.5000% | $2355091.00        | $2270353.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-01-01      | 6.0000%  | 6.0000% | $3875.00           | $3952.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-01-01      | 5.0000%  | 5.0000% | $1022.00           | $1031.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-02-01      | 6.0000%  | 6.0000% | $4085.00           | $3370.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-01-01      | 5.5000%  | 5.5000% | $1091600.00        | $1011236.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 6.0000%  | 6.0000% | $7075.00           | $5892.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 5.5000%  | 5.5000% | $4250.00           | $4322.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-01-01      | 6.0000%  | 6.0000% | $1111826.00        | $929543.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-02-01      | 5.5000%  | 5.5000% | $2762100.00        | $2800901.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-03-01      | 6.5000%  | 6.5000% | $7034.00           | $5318.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-03-01      | 6.5000%  | 6.5000% | $1153500.00        | $836394.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-03-01      | 6.5000%  | 6.5000% | $14972.00          | $15666.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-03-01      | 6.0000%  | 6.0000% | $1446447.00        | $913338.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-02-01      | 6.0000%  | 6.0000% | $147997.00         | $151662.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-03-01      | 6.0000%  | 6.0000% | $709501.00         | $712742.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 6.0000%  | 6.0000% | $5000.00           | $4124.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-03-01      | 6.5000%  | 6.5000% | $1133962.00        | $825834.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 5.5000%  | 5.5000% | $4066568.00        | $3712479.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-03-01      | 5.5000%  | 5.5000% | $3078.00           | $3112.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 6.0000%  | 6.0000% | $2589762.00        | $2373555.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 6.0000%  | 6.0000% | $3354875.00        | $3101791.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 5.5000%  | 5.5000% | $7020.00           | $6333.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 5.5000%  | 5.5000% | $7011.00           | $7130.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-03-01      | 5.5000%  | 5.5000% | $2058.00           | $2113.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-05-01      | 6.0000%  | 6.0000% | $3152265.00        | $2945517.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-03-01      | 5.5000%  | 5.5000% | $3973028.00        | $3968253.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 5.5000%  | 5.5000% | $9139099.00        | $8473985.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-04-01      | 6.0000%  | 6.0000% | $149291.00         | $120789.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-03-01      | 6.0000%  | 6.0000% | $5178.00           | $5318.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-03-01      | 6.0000%  | 6.0000% | $1424318.00        | $335376.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-05-01      | 5.5000%  | 5.5000% | $1719138.00        | $1640416.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 6.0000%  | 6.0000% | $2066.00           | $2142.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 6.5000%  | 6.5000% | $3044.00           | $3231.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 6.0000%  | 6.0000% | $4189.00           | $3594.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 5.0000%  | 5.0000% | $5070.00           | $5105.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-05-01      | 5.5000%  | 5.5000% | $8401504.00        | $8043362.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-06-01      | 6.5000%  | 6.5000% | $3172720.00        | $2921243.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 6.0000%  | 6.0000% | $2002.00           | $2044.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-05-01      | 5.5000%  | 5.5000% | $3042000.00        | $2860523.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-06-01      | 5.0000%  | 5.0000% | $138965.00         | $139610.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-06-01      | 6.0000%  | 6.0000% | $4891778.00        | $5005017.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-07-01      | 6.0000%  | 6.0000% | $13787913.00       | $12524276.41       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-06-01      | 6.0000%  | 6.0000% | $3134.00           | $3245.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-06-01      | 6.0000%  | 6.0000% | $48045.00          | $41946.58          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-07-01      | 5.5000%  | 5.5000% | $2525878.00        | $2313059.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-06-01      | 5.5000%  | 5.5000% | $19272.00          | $19550.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-07-01      | 5.0000%  | 5.0000% | $1687898.00        | $1691626.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-07-01      | 6.0000%  | 6.0000% | $8090.00           | $8297.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-07-01      | 5.5000%  | 5.5000% | $41777.00          | $42232.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-11-01      | 6.0000%  | 6.0000% | $29048.00          | $29901.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 5.5000%  | 5.5000% | $9719200.00        | $9271052.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 6.5000%  | 6.5000% | $27830.00          | $29211.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 5.0000%  | 5.0000% | $8045.00           | $8097.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 6.0000%  | 6.0000% | $5092.00           | $5300.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-07-01      | 6.0000%  | 6.0000% | $1009100.00        | $931466.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-07-01      | 6.0000%  | 6.0000% | $6386521.00        | $5916434.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 5.5000%  | 5.5000% | $18495735.00       | $16827212.79       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 5.5000%  | 5.5000% | $18973594.00       | $18588136.58       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 6.5000%  | 6.5000% | $6665.00           | $5571.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 5.5000%  | 5.5000% | $10771445.00       | $9929533.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 6.0000%  | 6.0000% | $4256984.00        | $4046899.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 6.0000%  | 6.0000% | $6011.00           | $4384.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 6.0000%  | 6.0000% | $13508192.00       | $12677128.16       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 6.0000%  | 6.0000% | $5747611.00        | $5584063.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 5.0000%  | 5.0000% | $4052.00           | $4098.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 6.0000%  | 6.0000% | $4081.00           | $4203.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 5.5000%  | 5.5000% | $3120.00           | $3185.36           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 5.5000%  | 5.5000% | $11227.00          | $11353.41          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-11-01      | 6.5000%  | 6.5000% | $13554.00          | $14097.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 6.0000%  | 6.0000% | $64741.00          | $65106.72          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-08-20      | 4.5000%  | 4.5000% | $457000.00         | $15538.52          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-09-20      | 4.5000%  | 4.5000% | $8932000.00        | $59126.07          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-09-20      | 3.5000%  | 3.5000% | $214977.00         | $28566.69          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-09-20      | 4.0000%  | 4.0000% | $40000.00          | $1766.32           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-09-20      | 5.0000%  | 5.0000% | $557000.00         | $21694.61          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-09-20      | 5.5000%  | 5.5000% | $45000.00          | $1453.51           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-11-20      | 4.0000%  | 4.0000% | $1200000.00        | $27512.44          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-11-20      | 4.5000%  | 4.5000% | $3000000.00        | $35532.32          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-10-20      | 4.0000%  | 4.0000% | $1400000.00        | $25955.62          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-10-20      | 4.5000%  | 4.5000% | $12150716.00       | $301509.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-10-20      | 3.5000%  | 3.5000% | $252000.00         | $14044.94          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-10-20      | 4.5000%  | 4.5000% | $276000.00         | $12196.84          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-12-20      | 4.5000%  | 4.5000% | $5350000.00        | $120195.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-12-20      | 3.5000%  | 3.5000% | $1248117.00        | $74868.33          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-12-20      | 4.0000%  | 4.0000% | $125219.00         | $6227.39           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-04-20      | 6.0000%  | 6.0000% | $467674.00         | $12910.12          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-02-20      | 4.0000%  | 4.0000% | $145237.00         | $7374.18           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-02-20      | 4.5000%  | 4.5000% | $14777.00          | $576.22            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-01-20      | 3.5000%  | 3.5000% | $258000.00         | $15905.62          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-01-20      | 4.0000%  | 4.0000% | $428428.00         | $21302.95          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-01-20      | 4.5000%  | 4.5000% | $175000.00         | $8493.27           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-01-20      | 5.5000%  | 5.5000% | $120000.00         | $5336.28           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-03-20      | 3.5000%  | 3.5000% | $251000.00         | $20379.79          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-03-20      | 4.0000%  | 4.0000% | $44310.00          | $2362.86           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-03-20      | 4.5000%  | 4.5000% | $203000.00         | $7911.23           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-10-20      | 6.0000%  | 6.0000% | $303204.00         | $9388.62           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-03-20      | 5.0000%  | 5.0000% | $13540628.00       | $141494.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-03-20      | 5.5000%  | 5.5000% | $5575900.00        | $226152.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-03-20      | 4.5000%  | 4.5000% | $33000.00          | $332.34            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-04-20      | 3.5000%  | 3.5000% | $100000.00         | $5355.34           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-04-20      | 4.0000%  | 4.0000% | $145000.00         | $7254.12           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-04-20      | 5.5000%  | 5.5000% | $2192000.00        | $83460.04          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-05-20      | 5.0000%  | 5.0000% | $18000.00          | $607.83            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-02-20      | 3.5000%  | 3.5000% | $25000.00          | $1783.53           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2026-06-20      | 3.5000%  | 3.5000% | $626794.00         | $714.85            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-06-20      | 4.5000%  | 4.5000% | $1183370.00        | $46989.39          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-06-20      | 5.0000%  | 5.0000% | $413000.00         | $14365.45          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2026-06-20      | 4.5000%  | 4.5000% | $6787299.00        | $5400.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-08-20      | 4.5000%  | 4.5000% | $7056406.00        | $313085.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-07-20      | 4.0000%  | 4.0000% | $144741.00         | $6128.89           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-07-20      | 4.5000%  | 4.5000% | $850000.00         | $36044.23          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-03-20      | 4.5000%  | 4.5000% | $1381448.00        | $27740.52          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-08-20      | 3.5000%  | 3.5000% | $142166.00         | $7162.20           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-10-20      | 3.5000%  | 3.5000% | $337000.00         | $22377.11          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-10-20      | 4.0000%  | 4.0000% | $900000.00         | $43012.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-09-20      | 4.0000%  | 4.0000% | $1080000.00        | $51569.79          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-09-20      | 5.0000%  | 5.0000% | $689700.00         | $28255.04          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-11-20      | 3.5000%  | 3.5000% | $760000.00         | $51273.31          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-11-20      | 4.0000%  | 4.0000% | $165309.00         | $8553.48           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2026-10-20      | 3.0000%  | 3.0000% | $500000.00         | $1730.31           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2026-11-20      | 3.5000%  | 3.5000% | $434000.00         | $1192.65           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2026-12-20      | 3.0000%  | 3.0000% | $4953131.00        | $20746.86          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-12-20      | 3.5000%  | 3.5000% | $4107531.00        | $290094.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-12-20      | 4.0000%  | 4.0000% | $50000.00          | $2508.78           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-12-20      | 4.5000%  | 4.5000% | $2200000.00        | $114743.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-09-15      | 6.5000%  | 6.5000% | $33800.00          | $806.44            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-03-15      | 6.0000%  | 6.0000% | $6419296.00        | $31631.86          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-06-15      | 6.5000%  | 6.5000% | $181869.00         | $1184.70           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-07-15      | 6.5000%  | 6.5000% | $50000.00          | $708.96            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-08-15      | 6.5000%  | 6.5000% | $111000.00         | $880.26            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2034-08-15      | 6.5000%  | 6.5000% | $25000.00          | $1145.38           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-05-15      | 6.0000%  | 6.0000% | $1329836.00        | $11955.29          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-04-15      | 6.5000%  | 6.5000% | $78000.00          | $1985.07           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-08-15      | 5.0000%  | 5.0000% | $600000.00         | $8472.05           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-09-15      | 7.0000%  | 7.0000% | $780209.00         | $444.97            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2026-05-15      | 7.0000%  | 7.0000% | $136622.00         | $16.83             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-01-15      | 7.0000%  | 7.0000% | $207761.00         | $12.66             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-02-15      | 7.0000%  | 7.0000% | $1887843.00        | $159.03            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-02-15      | 7.0000%  | 7.0000% | $85048.00          | $11.18             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-05-15      | 7.0000%  | 7.0000% | $33000.00          | $6.27              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-09-15      | 5.5000%  | 5.5000% | $50000.00          | $251.08            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-02-15      | 7.0000%  | 7.0000% | $515995.00         | $335.56            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-04-20      | 5.5000%  | 5.5000% | $67000.00          | $817.36            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-06-20      | 5.0000%  | 5.0000% | $40000.00          | $537.60            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-07-20      | 5.5000%  | 5.5000% | $68735000.00       | $196841.89         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-07-20      | 6.5000%  | 6.5000% | $250000.00         | $2512.54           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-09-20      | 6.5000%  | 6.5000% | $1300000.00        | $3477.10           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-08-20      | 5.0000%  | 5.0000% | $1898689.00        | $11425.88          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-08-20      | 6.0000%  | 6.0000% | $36000000.00       | $50363.38          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-08-20      | 5.5000%  | 5.5000% | $48000.00          | $542.64            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-08-20      | 6.0000%  | 6.0000% | $932736.00         | $7941.63           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-08-20      | 6.5000%  | 6.5000% | $30000.00          | $379.47            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-09-20      | 5.0000%  | 5.0000% | $86000.00          | $1081.34           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-09-20      | 6.5000%  | 6.5000% | $160000.00         | $1618.98           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-10-20      | 5.0000%  | 5.0000% | $1050000.00        | $16409.04          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-10-20      | 6.0000%  | 6.0000% | $830000.00         | $471.99            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-11-20      | 5.5000%  | 5.5000% | $35390000.00       | $45396.28          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-11-20      | 6.5000%  | 6.5000% | $2000000.00        | $4960.42           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-12-20      | 5.0000%  | 5.0000% | $2500000.00        | $12540.70          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-12-20      | 5.5000%  | 5.5000% | $50460040.00       | $32448.70          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-12-20      | 6.0000%  | 6.0000% | $2617620.00        | $4663.34           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-12-20      | 4.5000%  | 4.5000% | $50000.00          | $584.48            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-02-20      | 5.5000%  | 5.5000% | $10808695.00       | $53983.22          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-02-20      | 4.5000%  | 4.5000% | $188000.00         | $3951.77           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-01-20      | 4.0000%  | 4.0000% | $82000.00          | $4899.42           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-01-20      | 4.5000%  | 4.5000% | $108000.00         | $1529.72           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-01-20      | 3.0000%  | 3.0000% | $70000.00          | $324.41            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-01-20      | 3.5000%  | 3.5000% | $9055155.00        | $35313.22          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-01-20      | 3.5000%  | 3.5000% | $50000.00          | $1853.46           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-01-20      | 3.5000%  | 3.5000% | $74000.00          | $5235.22           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-01-20      | 4.0000%  | 4.0000% | $190000.00         | $9948.41           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-01-20      | 4.5000%  | 4.5000% | $2190228.00        | $109261.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-02-20      | 3.5000%  | 3.5000% | $8382529.00        | $43125.49          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-02-20      | 4.0000%  | 4.0000% | $13926.00          | $655.13            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-03-20      | 3.0000%  | 3.0000% | $18000.00          | $1464.17           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-03-20      | 3.5000%  | 3.5000% | $1992000.00        | $134714.35         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-02-20      | 5.0000%  | 5.0000% | $466100.00         | $21114.67          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-08-20      | 4.5000%  | 4.5000% | $26722141.00       | $333172.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-08-20      | 5.0000%  | 5.0000% | $12876139.00       | $199880.11         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-07-20      | 3.5000%  | 3.5000% | $35666.00          | $1610.07           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-08-20      | 5.0000%  | 5.0000% | $743750.00         | $18019.27          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-08-20      | 5.5000%  | 5.5000% | $10000.00          | $260.04            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-10-20      | 4.5000%  | 4.5000% | $37000.00          | $1227.46           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-10-20      | 5.0000%  | 5.0000% | $2975000.00        | $79445.54          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-10-20      | 6.0000%  | 6.0000% | $1082430.00        | $21853.88          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-09-20      | 4.0000%  | 4.0000% | $123000.00         | $6125.95           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-10-20      | 4.5000%  | 4.5000% | $75000.00          | $777.73            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-11-20      | 4.0000%  | 4.0000% | $79000.00          | $3379.48           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-11-20      | 4.5000%  | 4.5000% | $853000.00         | $29802.80          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-12-20      | 4.0000%  | 4.0000% | $218000.00         | $11016.73          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-12-20      | 4.5000%  | 4.5000% | $373000.00         | $13872.64          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-01-20      | 4.5000%  | 4.5000% | $10005795.00       | $210024.46         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-01-20      | 5.5000%  | 5.5000% | $3589697.00        | $104018.59         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-01-20      | 4.0000%  | 4.0000% | $22000.00          | $1208.96           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-01-20      | 4.5000%  | 4.5000% | $324000.00         | $11934.15          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-01-20      | 5.0000%  | 5.0000% | $5000000.00        | $167760.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-01-20      | 5.5000%  | 5.5000% | $30000.00          | $1043.19           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-03-20      | 4.0000%  | 4.0000% | $100000.00         | $4321.57           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-03-20      | 4.5000%  | 4.5000% | $150000.00         | $5034.97           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-03-20      | 6.0000%  | 6.0000% | $638748.00         | $13793.04          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-02-20      | 4.0000%  | 4.0000% | $51000.00          | $2173.65           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-02-20      | 4.5000%  | 4.5000% | $294000.00         | $10941.60          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-03-20      | 4.5000%  | 4.5000% | $9938015.00        | $155092.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-03-20      | 6.5000%  | 6.5000% | $75000.00          | $1246.91           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-04-20      | 4.5000%  | 4.5000% | $2564597.00        | $42337.25          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-04-20      | 4.5000%  | 4.5000% | $270000.00         | $9216.69           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-04-20      | 5.0000%  | 5.0000% | $1251460.00        | $39277.92          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-06-20      | 6.5000%  | 6.5000% | $10200000.00       | $115525.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-05-20      | 4.0000%  | 4.0000% | $100000.00         | $4374.64           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-05-20      | 4.5000%  | 4.5000% | $581166.00         | $19774.45          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-06-20      | 5.0000%  | 5.0000% | $92000.00          | $410.26            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-06-20      | 4.5000%  | 4.5000% | $5344860.00        | $189875.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-07-20      | 4.5000%  | 4.5000% | $10000000.00       | $97546.01          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-08-20      | 4.5000%  | 4.5000% | $34314066.00       | $250758.81         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-08-20      | 4.0000%  | 4.0000% | $50000.00          | $1901.98           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-09-15      | 7.0000%  | 7.0000% | $816493.00         | $484.31            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-12-15      | 7.0000%  | 7.0000% | $1095000.00        | $529.75            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2060-09-15      | 5.7990%  | 5.7990% | $1000.00           | $1077.35           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-15      | 5.5000%  | 5.5000% | $1400.00           | $1491.42           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2061-01-15      | 5.2990%  | 5.2990% | $74900.00          | $78664.85          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2060-11-15      | 5.4900%  | 5.4900% | $709950.00         | $753836.25         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-11-20      | 5.0000%  | 5.0000% | $2122.00           | $2138.68           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-11-20      | 5.0000%  | 5.0000% | $248233.00         | $250637.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-10-20      | 5.0000%  | 5.0000% | $15068.00          | $15146.42          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-11-20      | 5.0000%  | 5.0000% | $3725959.00        | $3754273.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 6.0000%  | 6.0000% | $1093.00           | $1140.50           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 5.5000%  | 5.5000% | $4278.00           | $4389.88           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-02-20      | 5.5000%  | 5.5000% | $205482.00         | $211071.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-11-20      | 3.5000%  | 3.5000% | $1315.00           | $1225.95           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 3.5000%  | 3.5000% | $26277.00          | $24577.75          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 5.5000%  | 5.5000% | $6076.00           | $6183.86           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-11-20      | 5.0000%  | 5.0000% | $13500.00          | $12536.03          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-11-20      | 5.5000%  | 5.5000% | $8600.00           | $7390.14           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-11-20      | 2.5000%  | 2.5000% | $6458.00           | $4808.61           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-12-20      | 5.5000%  | 5.5000% | $4200.00           | $3522.87           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-12-20      | 2.5000%  | 2.5000% | $1235.00           | $900.77            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2044-03-20      | 1.5000%  | 1.5000% | $353768.00         | $246052.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-01-20      | 4.5000%  | 4.5000% | $22860.00          | $21804.60          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-01-20      | 6.5000%  | 6.5000% | $4872.00           | $2572.18           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-02-20      | 4.5000%  | 4.5000% | $1746.00           | $1680.59           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-02-20      | 5.5000%  | 5.5000% | $3151.00           | $2569.32           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-03-20      | 5.5000%  | 5.5000% | $11100.00          | $8904.19           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-04-20      | 5.5000%  | 5.5000% | $1400.00           | $1198.28           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-05-20      | 5.0000%  | 5.0000% | $8055.00           | $7796.18           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-12-20      | 7.0000%  | 7.0000% | $328427.00         | $201110.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-05-20      | 4.5000%  | 4.5000% | $7000.00           | $6823.56           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-05-20      | 5.5000%  | 5.5000% | $83365100.00       | $80880848.64       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-06-20      | 7.0000%  | 7.0000% | $1054360.00        | $901776.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-07-20      | 5.0000%  | 5.0000% | $24001000.00       | $23757583.08       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-07-20      | 5.5000%  | 5.5000% | $20847.00          | $20735.83          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-08-20      | 4.5000%  | 4.5000% | $25000000.00       | $24499913.84       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-09-20      | 5.0000%  | 5.0000% | $13852.00          | $13823.06          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-10-20      | 4.5000%  | 4.5000% | $17100.00          | $16795.82          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-05-20      | 7.0000%  | 7.0000% | $3014.00           | $3087.35           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 4.5000%  | 4.5000% | $81185.00          | $80432.25          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-02-20      | 7.5000%  | 7.5000% | $8709.00           | $8827.71           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-03-20      | 6.5000%  | 6.5000% | $517144.00         | $418878.11         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-11-20      | 4.5000%  | 4.5000% | $3099.00           | $3033.98           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2060-12-15      | 5.6200%  | 5.6200% | $209500.00         | $224202.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2061-01-15      | 5.3700%  | 5.3700% | $207600.00         | $218854.51         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-12-20      | 6.0000%  | 6.0000% | $53136.00          | $54955.39          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 5.0000%  | 5.0000% | $2431.00           | $2451.29           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-03-15      | 5.0000%  | 5.0000% | $1064663.00        | $326675.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-01-20      | 3.5000%  | 3.5000% | $1392716.00        | $471131.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-04-20      | 3.0000%  | 3.0000% | $1117618.00        | $63201.08          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-08-15      | 4.5000%  | 4.5000% | $288605.00         | $14737.99          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-06-15      | 4.0000%  | 4.0000% | $123000.00         | $15303.36          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-07-20      | 3.0000%  | 3.0000% | $38000.00          | $9010.79           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-06-20      | 3.5000%  | 3.5000% | $2660000.00        | $521272.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-07-15      | 4.5000%  | 4.5000% | $1256811.00        | $258600.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-05-15      | 4.0000%  | 4.0000% | $86107.00          | $5039.20           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-04-15      | 5.0000%  | 5.0000% | $653810.00         | $381441.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-08-20      | 3.5000%  | 3.5000% | $4519494.00        | $871081.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-11-15      | 2.5000%  | 2.5000% | $241734.00         | $76389.56          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-07-15      | 4.5000%  | 4.5000% | $221804.00         | $7335.55           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-05-20      | 3.0000%  | 3.0000% | $1277429.00        | $100705.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-01-15      | 4.5000%  | 4.5000% | $1507099.00        | $82774.84          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-01-15      | 7.0000%  | 7.0000% | $179731.00         | $78.10             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-02-15      | 7.5000%  | 7.5000% | $109042.00         | $30.86             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-05-15      | 6.5000%  | 6.5000% | $303000.00         | $465.39            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-06-15      | 7.0000%  | 7.0000% | $50000.00          | $49.12             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-12-15      | 6.5000%  | 6.5000% | $990001.00         | $2301.69           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-12-15      | 7.0000%  | 7.0000% | $730102.00         | $629.88            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-12-15      | 7.0000%  | 7.0000% | $991501.00         | $2567.82           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-11-15      | 7.0000%  | 7.0000% | $992677.00         | $722.75            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-09-15      | 7.0000%  | 7.0000% | $500625.00         | $159.84            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-10-15      | 7.0000%  | 7.0000% | $2030000.00        | $83.49             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-10-15      | 7.0000%  | 7.0000% | $1990000.00        | $3437.65           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2026-04-15      | 6.5000%  | 6.5000% | $50000.00          | $6.45              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-09-15      | 7.0000%  | 7.0000% | $288226.00         | $451.10            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-09-15      | 7.5000%  | 7.5000% | $25580.00          | $4.49              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-10-15      | 7.0000%  | 7.0000% | $2003925.00        | $338.87            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-11-15      | 7.0000%  | 7.0000% | $6069404.00        | $1484.26           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-11-15      | 7.5000%  | 7.5000% | $637168.00         | $294.54            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2026-04-15      | 7.0000%  | 7.0000% | $480188.00         | $10.87             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-10-15      | 7.0000%  | 7.0000% | $477184.00         | $393.09            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-12-15      | 7.0000%  | 7.0000% | $1403261.00        | $224.62            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2026-03-15      | 7.0000%  | 7.0000% | $263447.00         | $0.67              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2026-05-15      | 7.0000%  | 7.0000% | $106574.00         | $2.09              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-08-15      | 7.0000%  | 7.0000% | $504342.00         | $3748.31           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2026-09-15      | 7.5000%  | 7.5000% | $2514798.00        | $40058.91          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-05-15      | 7.5000%  | 7.5000% | $4950000.00        | $7250.38           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-11-15      | 6.5000%  | 6.5000% | $260000.00         | $1737.16           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2026-05-15      | 7.0000%  | 7.0000% | $400715.00         | $3.74              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2026-04-15      | 7.5000%  | 7.5000% | $7302145.00        | $75.41             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2026-06-15      | 7.0000%  | 7.0000% | $293532.00         | $0.81              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-08-15      | 6.5000%  | 6.5000% | $520000.00         | $5236.57           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-01-15      | 7.0000%  | 7.0000% | $243533.00         | $47.23             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2026-06-15      | 7.0000%  | 7.0000% | $792357.00         | $53.80             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-03-15      | 6.5000%  | 6.5000% | $50000.00          | $189.53            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-03-15      | 6.5000%  | 6.5000% | $175000.00         | $322.50            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2026-06-15      | 7.0000%  | 7.0000% | $2521969.00        | $47192.03          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-12-15      | 7.0000%  | 7.0000% | $280799.00         | $287.13            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-11-15      | 7.0000%  | 7.0000% | $134954.00         | $467.13            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2026-04-15      | 7.0000%  | 7.0000% | $283792.00         | $117.94            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2026-12-15      | 7.0000%  | 7.0000% | $74045.00          | $12.40             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2026-08-15      | 7.0000%  | 7.0000% | $752163.00         | $221.87            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2026-09-15      | 7.5000%  | 7.5000% | $10100000.00       | $2773.82           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2026-06-15      | 6.5000%  | 6.5000% | $45321.00          | $9.11              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-02-15      | 7.0000%  | 7.0000% | $670564.00         | $599.48            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-01-15      | 7.0000%  | 7.0000% | $240870.00         | $62.60             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-01-15      | 7.0000%  | 7.0000% | $243554.00         | $72.69             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-02-15      | 7.0000%  | 7.0000% | $100000.00         | $36.42             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2030-02-15      | 7.0000%  | 7.0000% | $45000.00          | $66.49             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-12-15      | 7.0000%  | 7.0000% | $60000.00          | $45.87             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-04-15      | 7.0000%  | 7.0000% | $909000.00         | $866.01            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-05-15      | 7.0000%  | 7.0000% | $40000.00          | $23.14             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-06-15      | 7.0000%  | 7.0000% | $331000.00         | $4.23              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-08-15      | 7.0000%  | 7.0000% | $55482.00          | $17.20             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-03-15      | 7.0000%  | 7.0000% | $5475320.00        | $6374.90           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-02-15      | 7.5000%  | 7.5000% | $219000.00         | $173.18            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-01-15      | 7.5000%  | 7.5000% | $2516141.00        | $41479.98          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-03-15      | 7.0000%  | 7.0000% | $30420.00          | $23.48             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-04-15      | 7.2500%  | 7.2500% | $125000.00         | $65.89             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-10-15      | 7.0000%  | 7.0000% | $993865.00         | $2206.85           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-04-15      | 7.5000%  | 7.5000% | $388317.00         | $179.20            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-02-15      | 7.0000%  | 7.0000% | $250000.00         | $45.39             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-05-15      | 7.0000%  | 7.0000% | $78000.00          | $139.92            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-03-15      | 7.0000%  | 7.0000% | $148758.00         | $83.58             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-05-15      | 6.5000%  | 6.5000% | $279409.00         | $181.57            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-10-15      | 7.5000%  | 7.5000% | $728816.00         | $7448.29           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-10-15      | 7.0000%  | 7.0000% | $1039218.00        | $1772.45           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-10-15      | 7.0000%  | 7.0000% | $317264.00         | $4200.25           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-11-15      | 7.0000%  | 7.0000% | $36714.00          | $253.85            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-03-15      | 7.0000%  | 7.0000% | $140411.00         | $478.60            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-11-15      | 7.5000%  | 7.5000% | $25260.00          | $9.76              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-10-15      | 6.5000%  | 6.5000% | $250000.00         | $195.33            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-06-15      | 7.5000%  | 7.5000% | $200000.00         | $88.71             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-06-15      | 7.0000%  | 7.0000% | $495000.00         | $255.53            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-03-15      | 7.5000%  | 7.5000% | $2508948.00        | $34188.40          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-09-15      | 7.0000%  | 7.0000% | $994353.00         | $3782.10           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-02-15      | 7.5000%  | 7.5000% | $2505274.00        | $30448.10          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-06-15      | 7.0000%  | 7.0000% | $2519825.00        | $45322.61          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-06-15      | 7.0000%  | 7.0000% | $2505488.00        | $30717.78          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-06-15      | 7.0000%  | 7.0000% | $2510667.00        | $35909.71          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-04-15      | 7.0000%  | 7.0000% | $2503760.00        | $28982.80          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-04-15      | 7.0000%  | 7.0000% | $2519624.00        | $45048.80          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-04-15      | 7.0000%  | 7.0000% | $2518553.00        | $43932.55          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-05-15      | 7.0000%  | 7.0000% | $2514171.00        | $39541.31          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-05-15      | 7.0000%  | 7.0000% | $2522097.00        | $47519.63          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-05-15      | 7.0000%  | 7.0000% | $2521826.00        | $47406.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-03-01      | 6.0000%  | 6.0000% | $300000.00         | $238922.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-05-01      | 2.5000%  | 2.5000% | $2000.00           | $1625.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 6.0000%  | 6.0000% | $5000.00           | $4253.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-09-01      | 3.0000%  | 3.0000% | $1000.00           | $850.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-04-01      | 4.5000%  | 4.5000% | $30000000.00       | $27704742.54       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-03-01      | 2.5000%  | 2.5000% | $229127.00         | $197082.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-06-01      | 5.5000%  | 5.5000% | $7985000.00        | $7792414.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-06-01      | 5.5000%  | 5.5000% | $2244300.00        | $2039266.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 5.5000%  | 5.5000% | $9542.00           | $9379.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-09-01      | 4.0000%  | 4.0000% | $1768000.00        | $1667927.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-02-01      | 5.0000%  | 5.0000% | $14474350.00       | $13445638.80       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-11-01      | 3.0000%  | 3.0000% | $1300.00           | $1146.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 6.0000%  | 6.0000% | $72985.00          | $72241.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 5.5000%  | 5.5000% | $20978.00          | $20999.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 6.0000%  | 6.0000% | $82242944.00       | $77664214.41       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 6.0000%  | 6.0000% | $33220923.00       | $31125630.29       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-07-01      | 3.5000%  | 3.5000% | $4024100.00        | $3726008.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-12-01      | 2.0000%  | 2.0000% | $1044554.00        | $850646.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-04-01      | 2.5000%  | 2.5000% | $87760.00          | $75901.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-01-01      | 3.5000%  | 3.5000% | $3023192.00        | $2847304.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-11-01      | 3.5000%  | 3.5000% | $5921616.00        | $5568326.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-07-01      | 2.5000%  | 2.5000% | $492887.00         | $422096.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-03-01      | 3.0000%  | 3.0000% | $4890001.00        | $4499188.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-10-01      | 3.5000%  | 3.5000% | $1319.00           | $1235.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-08-01      | 3.5000%  | 3.5000% | $27000.00          | $25302.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 6.5000%  | 6.5000% | $1049.00           | $1089.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-11-01      | 5.5000%  | 5.5000% | $5146.00           | $5297.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-03-01      | 5.0000%  | 5.0000% | $1140.00           | $1160.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-03-01      | 3.0000%  | 3.0000% | $201000.00         | $63797.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-09-01      | 5.0000%  | 5.0000% | $1400000.00        | $257936.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-08-01      | 4.0000%  | 4.0000% | $3000000.00        | $492936.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-10-01      | 3.5000%  | 3.5000% | $200000.00         | $25797.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2044-11-01      | 5.0000%  | 5.0000% | $85000.00          | $20086.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-08-01      | 6.5000%  | 6.5000% | $52000.00          | $10347.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-07-01      | 4.5000%  | 4.5000% | $1400000.00        | $213641.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-01-01      | 3.0000%  | 3.0000% | $2000000.00        | $677156.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-08-01      | 3.0000%  | 3.0000% | $329030.00         | $68944.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2039-09-01      | 4.0000%  | 4.0000% | $865585.00         | $193702.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-07-01      | 5.0000%  | 5.0000% | $700000.00         | $107631.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-09-01      | 3.5000%  | 3.5000% | $24000.00          | $4669.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-07-01      | 3.0000%  | 3.0000% | $187000.00         | $21618.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-01-01      | 3.5000%  | 3.5000% | $1549052.00        | $305992.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-02-01      | 3.0000%  | 3.0000% | $3075000.00        | $611402.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-02-01      | 3.0000%  | 3.0000% | $255000.00         | $74062.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-01-01      | 3.0000%  | 3.0000% | $3085000.00        | $561417.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-04-01      | 2.5000%  | 2.5000% | $5400000.00        | $1175179.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-03-01      | 5.0000%  | 5.0000% | $1600000.00        | $298996.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-10-01      | 5.0000%  | 5.0000% | $7000.00           | $2122.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-02-01      | 3.0000%  | 3.0000% | $750000.00         | $240611.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-05-01      | 4.0000%  | 4.0000% | $850000.00         | $219917.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-02-01      | 4.0000%  | 4.0000% | $2000.00           | $662.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-11-01      | 4.0000%  | 4.0000% | $1254000.00        | $361071.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-03-01      | 3.0000%  | 3.0000% | $60500.00          | $18962.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-02-01      | 3.5000%  | 3.5000% | $2000.00           | $717.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-10-01      | 4.5000%  | 4.5000% | $2000.00           | $626.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-02-01      | 3.5000%  | 3.5000% | $64054.00          | $4106.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-03-01      | 4.0000%  | 4.0000% | $40000.00          | $476.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-05-01      | 3.0000%  | 3.0000% | $22000.00          | $6642.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-07-01      | 5.0000%  | 5.0000% | $468000.00         | $164372.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-03-01      | 4.0000%  | 4.0000% | $2013216.00        | $303277.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-03-01      | 5.0000%  | 5.0000% | $500000.00         | $87719.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-03-01      | 4.0000%  | 4.0000% | $87077.00          | $379.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-10-01      | 3.5000%  | 3.5000% | $29000.00          | $8299.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-11-01      | 3.5000%  | 3.5000% | $645000.00         | $259767.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-07-01      | 3.0000%  | 3.0000% | $115000.00         | $33236.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-03-01      | 3.0000%  | 3.0000% | $25885.00          | $5003.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-11-01      | 2.0000%  | 2.0000% | $136906.00         | $86537.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-06-01      | 4.5000%  | 4.5000% | $3043407.00        | $889794.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-11-01      | 4.0000%  | 4.0000% | $39000.00          | $11831.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-09-01      | 3.0000%  | 3.0000% | $1930000.00        | $851356.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-08-01      | 4.0000%  | 4.0000% | $19000.00          | $4566.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-04-01      | 4.5000%  | 4.5000% | $115000.00         | $46479.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-02-01      | 3.0000%  | 3.0000% | $3000.00           | $1601.82           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-06-01      | 8.0000%  | 8.0000% | $79000.00          | $381.44            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-04-01      | 8.5000%  | 8.5000% | $41839.00          | $509.99            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-11-01      | 8.0000%  | 8.0000% | $548878.00         | $6103.48           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-12-01      | 7.0000%  | 7.0000% | $800000.00         | $239.93            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-04-01      | 7.0000%  | 7.0000% | $55100.00          | $3336.61           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-04-01      | 8.0000%  | 8.0000% | $101000.00         | $47.25             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-05-01      | 7.0000%  | 7.0000% | $97000.00          | $1033.82           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-05-01      | 7.0000%  | 7.0000% | $822584.00         | $284.03            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-01-01      | 8.0000%  | 8.0000% | $160000.00         | $430.47            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-06-01      | 7.0000%  | 7.0000% | $300000.00         | $2909.53           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-11-01      | 8.0000%  | 8.0000% | $2000000.00        | $9750.01           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-08-01      | 6.5000%  | 6.5000% | $1000000.00        | $876.65            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-01-01      | 7.0000%  | 7.0000% | $38000.00          | $65.76             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2029-10-01      | 6.5000%  | 6.5000% | $47000.00          | $135.87            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-06-01      | 7.0000%  | 7.0000% | $139939.00         | $101.02            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-06-01      | 7.0000%  | 7.0000% | $607123.00         | $559.28            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-06-01      | 7.0000%  | 7.0000% | $965319.00         | $4123.98           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-06-01      | 7.0000%  | 7.0000% | $2396380.00        | $20636.75          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-07-01      | 7.0000%  | 7.0000% | $651750.00         | $7362.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-01-01      | 7.0000%  | 7.0000% | $2964909.00        | $2706249.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-01-01      | 6.5000%  | 6.5000% | $7746.00           | $5327.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-07-01      | 6.0000%  | 6.0000% | $44987.00          | $38930.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-03-01      | 5.5000%  | 5.5000% | $3367274.00        | $3287145.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-05-01      | 6.5000%  | 6.5000% | $6496471.00        | $6152169.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-04-01      | 7.0000%  | 7.0000% | $2090939.00        | $2063123.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-06-01      | 6.0000%  | 6.0000% | $1000.00           | $868.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-06-01      | 6.0000%  | 6.0000% | $5270086.00        | $4791011.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 5.5000%  | 5.5000% | $6113.00           | $6275.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-01-01      | 6.0000%  | 6.0000% | $540000.00         | $507311.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-08-01      | 6.0000%  | 6.0000% | $33900.00          | $26928.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-08-01      | 6.0000%  | 6.0000% | $75374250.00       | $68356083.80       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-08-01      | 6.5000%  | 6.5000% | $2956200.00        | $2792592.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-10-01      | 6.0000%  | 6.0000% | $7110.00           | $7274.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-09-01      | 5.5000%  | 5.5000% | $2754968.00        | $2719386.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-10-01      | 6.5000%  | 6.5000% | $1019.00           | $1085.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-10-01      | 5.0000%  | 5.0000% | $1849100.00        | $1729331.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-11-01      | 5.0000%  | 5.0000% | $26481000.00       | $25121631.39       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-10-01      | 5.0000%  | 5.0000% | $1775934.00        | $1779019.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-11-01      | 5.5000%  | 5.5000% | $40965000.00       | $40391061.81       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-10-01      | 5.5000%  | 5.5000% | $4033.00           | $4136.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-10-01      | 7.0000%  | 7.0000% | $1371097.00        | $747436.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-11-01      | 6.0000%  | 6.0000% | $1229.00           | $1214.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 5.5000%  | 5.5000% | $4012.00           | $4082.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-02-01      | 5.5000%  | 5.5000% | $4747558.00        | $4580854.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-02-01      | 6.5000%  | 6.5000% | $3017.00           | $3213.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 6.0000%  | 6.0000% | $4110.00           | $4243.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-02-01      | 5.0000%  | 5.0000% | $31847.00          | $32377.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 5.0000%  | 5.0000% | $13466.00          | $13602.42          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 5.0000%  | 5.0000% | $13701.00          | $13832.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-02-01      | 6.0000%  | 6.0000% | $4347.00           | $4537.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-02-01      | 6.5000%  | 6.5000% | $3099.00           | $3254.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 5.0000%  | 5.0000% | $2175.00           | $2199.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-02-01      | 4.5000%  | 4.5000% | $1175152.00        | $1169112.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-02-01      | 5.0000%  | 5.0000% | $2029.00           | $2065.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-02-01      | 6.0000%  | 6.0000% | $4097.00           | $4221.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-02-01      | 5.0000%  | 5.0000% | $9024.00           | $9136.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-02-01      | 5.0000%  | 5.0000% | $9092300.00        | $9201354.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-02-01      | 5.0000%  | 5.0000% | $39617.00          | $39997.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-02-01      | 5.0000%  | 5.0000% | $2010.00           | $2029.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-02-01      | 6.5000%  | 6.5000% | $89296.00          | $94457.61          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-02-01      | 6.0000%  | 6.0000% | $1042.00           | $1075.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-02-01      | 5.0000%  | 5.0000% | $85894.00          | $86913.65          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-03-01      | 5.0000%  | 5.0000% | $3028120.00        | $3051994.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-03-01      | 5.0000%  | 5.0000% | $3032.00           | $3081.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-03-01      | 4.5000%  | 4.5000% | $10178642.00       | $10088591.55       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-03-01      | 5.0000%  | 5.0000% | $2150.00           | $2171.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-07-01      | 4.0000%  | 4.0000% | $1544190.00        | $1350946.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-03-01      | 2.0000%  | 2.0000% | $123149.00         | $95591.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-01-01      | 5.5000%  | 5.5000% | $39882635.00       | $36723128.13       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-04-01      | 3.5000%  | 3.5000% | $1099.00           | $976.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 6.0000%  | 6.0000% | $30451026.00       | $28207062.01       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-10-01      | 6.0000%  | 6.0000% | $25623981.00       | $23825507.54       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-05-01      | 4.0000%  | 4.0000% | $1229.00           | $1106.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-04-01      | 5.0000%  | 5.0000% | $730513.00         | $590220.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-01-01      | 5.5000%  | 5.5000% | $652000.00         | $558008.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-01-01      | 3.5000%  | 3.5000% | $604769.00         | $425426.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-11-01      | 4.5000%  | 4.5000% | $200000.00         | $162611.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-11-01      | 3.0000%  | 3.0000% | $1014200.00        | $747511.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-01-01      | 4.5000%  | 4.5000% | $6600.00           | $5751.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-07-01      | 6.0000%  | 6.0000% | $100000.00         | $65830.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-10-01      | 4.0000%  | 4.0000% | $277255.00         | $204372.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-09-01      | 3.0000%  | 3.0000% | $505000.00         | $325879.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-12-01      | 5.0000%  | 5.0000% | $1200000.00        | $788942.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-05-01      | 5.0000%  | 5.0000% | $51100.00          | $45341.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-05-01      | 3.5000%  | 3.5000% | $88000.00          | $49201.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-05-01      | 2.5000%  | 2.5000% | $3000.00           | $2200.23           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-02-01      | 2.5000%  | 2.5000% | $70620.00          | $51216.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-03-01      | 5.0000%  | 5.0000% | $190000.00         | $137649.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-06-01      | 5.0000%  | 5.0000% | $12758.00          | $9745.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-07-01      | 6.0000%  | 6.0000% | $52000.00          | $40873.51          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-05-01      | 4.5000%  | 4.5000% | $15719.00          | $12107.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-05-01      | 6.5000%  | 6.5000% | $50186.00          | $37944.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-10-01      | 4.0000%  | 4.0000% | $165000.00         | $140283.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-11-01      | 6.5000%  | 6.5000% | $3000.00           | $2272.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 3.0000%  | 3.0000% | $725721.00         | $556346.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-06-01      | 3.5000%  | 3.5000% | $1249000.00        | $972746.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-07-01      | 5.5000%  | 5.5000% | $440000.00         | $277994.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-09-01      | 5.5000%  | 5.5000% | $7000.00           | $5704.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-08-01      | 4.5000%  | 4.5000% | $2100.00           | $1787.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-06-01      | 5.0000%  | 5.0000% | $500000.00         | $388815.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-05-01      | 2.5000%  | 2.5000% | $200000.00         | $146572.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-04-01      | 4.5000%  | 4.5000% | $5000.00           | $3961.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 2.5000%  | 2.5000% | $7200.00           | $5333.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-07-01      | 5.0000%  | 5.0000% | $42769.00          | $30925.58          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-12-01      | 3.0000%  | 3.0000% | $3000.00           | $2318.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-02-01      | 6.5000%  | 6.5000% | $8000.00           | $6077.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-11-01      | 5.5000%  | 5.5000% | $30000.00          | $25615.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-12-01      | 6.5000%  | 6.5000% | $771000.00         | $448994.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-07-01      | 5.5000%  | 5.5000% | $5375216.00        | $5188887.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-08-01      | 4.5000%  | 4.5000% | $191900.00         | $168786.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-02-01      | 4.5000%  | 4.5000% | $165000.00         | $130777.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-08-01      | 6.0000%  | 6.0000% | $814000.00         | $715239.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-11-01      | 5.0000%  | 5.0000% | $4300.00           | $3757.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-05-01      | 2.0000%  | 2.0000% | $3000.00           | $2173.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-12-01      | 2.5000%  | 2.5000% | $24000.00          | $18179.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-01-01      | 5.5000%  | 5.5000% | $2278.00           | $1952.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-12-01      | 2.0000%  | 2.0000% | $5000.00           | $3756.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-06-01      | 5.5000%  | 5.5000% | $100000.00         | $87932.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-11-01      | 5.0000%  | 5.0000% | $132848.00         | $113703.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2044-05-01      | 5.5000%  | 5.5000% | $100000.00         | $78063.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-09-01      | 5.5000%  | 5.5000% | $119850.00         | $94385.61          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-04-01      | 5.5000%  | 5.5000% | $7800.00           | $6630.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-03-01      | 6.5000%  | 6.5000% | $200000.00         | $133927.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-03-01      | 4.0000%  | 4.0000% | $2000.00           | $1724.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-05-01      | 2.5000%  | 2.5000% | $1100.00           | $831.66            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2044-01-01      | 4.0000%  | 4.0000% | $55856.00          | $46196.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-12-01      | 6.5000%  | 6.5000% | $300000.00         | $192290.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 2.5000%  | 2.5000% | $1000.00           | $774.38            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-06-01      | 3.0000%  | 3.0000% | $1000.00           | $819.71            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-11-20      | 7.0000%  | 7.0000% | $14000.00          | $239.47            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2037-01-20      | 6.5000%  | 6.5000% | $22000.00          | $243.92            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2037-05-20      | 5.0000%  | 5.0000% | $928386.00         | $11213.53          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2037-02-20      | 5.5000%  | 5.5000% | $74000.00          | $782.75            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2037-03-20      | 5.0000%  | 5.0000% | $70000.00          | $658.22            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2037-08-20      | 5.5000%  | 5.5000% | $40000.00          | $408.65            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2037-06-20      | 5.5000%  | 5.5000% | $10306149.00       | $118458.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2037-11-20      | 5.5000%  | 5.5000% | $80000.00          | $687.53            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2037-09-20      | 5.5000%  | 5.5000% | $142000.00         | $1100.43           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2037-10-20      | 6.5000%  | 6.5000% | $3962798.00        | $41457.24          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2037-12-20      | 5.5000%  | 5.5000% | $30000.00          | $263.45            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-01-20      | 5.0000%  | 5.0000% | $40000.00          | $414.37            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-02-20      | 7.0000%  | 7.0000% | $407579.00         | $57112.83          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-02-20      | 5.0000%  | 5.0000% | $127000.00         | $1545.68           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-02-20      | 5.5000%  | 5.5000% | $25000.00          | $268.25            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-03-20      | 6.0000%  | 6.0000% | $20000.00          | $217.92            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-05-20      | 5.0000%  | 5.0000% | $380763.00         | $4807.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2038-11-01      | 7.5000%  | 7.5000% | $7435206.00        | $1394401.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-08-01      | 4.5000%  | 4.5000% | $1697000.00        | $493758.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-05-01      | 2.0000%  | 2.0000% | $180000.00         | $103692.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-10-01      | 2.5000%  | 2.5000% | $238000.00         | $76216.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-05-01      | 3.0000%  | 3.0000% | $400000.00         | $184609.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-05-01      | 2.0000%  | 2.0000% | $262321.00         | $166906.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-06-01      | 4.0000%  | 4.0000% | $100000.00         | $46788.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-09-01      | 2.0000%  | 2.0000% | $4000.00           | $2001.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-06-01      | 2.0000%  | 2.0000% | $1111853.00        | $725780.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-06-01      | 3.0000%  | 3.0000% | $200000.00         | $108018.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2044-11-01      | 5.0000%  | 5.0000% | $71000.00          | $35137.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-09-01      | 3.0000%  | 3.0000% | $100000.00         | $57576.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-09-01      | 2.5000%  | 2.5000% | $34000.00          | $21492.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-10-01      | 2.5000%  | 2.5000% | $500000.00         | $306055.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-09-01      | 3.5000%  | 3.5000% | $396000.00         | $189503.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-11-01      | 3.0000%  | 3.0000% | $330000.00         | $203049.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-11-01      | 3.0000%  | 3.0000% | $200000.00         | $118803.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-11-01      | 3.0000%  | 3.0000% | $200064.00         | $130102.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-12-01      | 3.0000%  | 3.0000% | $50005.00          | $32234.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-02-01      | 2.5000%  | 2.5000% | $25047.00          | $14666.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-03-01      | 2.5000%  | 2.5000% | $300000.00         | $199082.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-12-01      | 3.0000%  | 3.0000% | $300000.00         | $182552.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-08-01      | 3.0000%  | 3.0000% | $200000.00         | $105017.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-01-01      | 2.5000%  | 2.5000% | $400000.00         | $251085.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-01-01      | 2.0000%  | 2.0000% | $25000.00          | $14178.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-12-01      | 3.0000%  | 3.0000% | $100000.00         | $56341.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-01-01      | 3.0000%  | 3.0000% | $200000.00         | $122807.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-02-01      | 3.0000%  | 3.0000% | $74000.00          | $28451.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-01-01      | 2.0000%  | 2.0000% | $400000.00         | $243178.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-02-01      | 2.5000%  | 2.5000% | $400000.00         | $265755.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-02-01      | 2.5000%  | 2.5000% | $100000.00         | $62280.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-02-01      | 3.0000%  | 3.0000% | $1000.00           | $666.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-01-01      | 4.0000%  | 4.0000% | $700000.00         | $452712.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-02-01      | 3.5000%  | 3.5000% | $575000.00         | $347699.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-03-01      | 3.0000%  | 3.0000% | $170000.00         | $109633.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-05-01      | 4.0000%  | 4.0000% | $35054.00          | $25371.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-07-01      | 4.0000%  | 4.0000% | $250000.00         | $50001.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-04-01      | 3.5000%  | 3.5000% | $928000.00         | $639677.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-04-01      | 2.5000%  | 2.5000% | $10000.00          | $6014.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-03-01      | 3.0000%  | 3.0000% | $1825000.00        | $1241148.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-01-01      | 3.0000%  | 3.0000% | $400000.00         | $250752.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-12-01      | 3.5000%  | 3.5000% | $2035000.00        | $1341116.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-04-01      | 3.0000%  | 3.0000% | $12410.00          | $6263.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-03-01      | 3.0000%  | 3.0000% | $200000.00         | $129195.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-04-01      | 2.5000%  | 2.5000% | $16000.00          | $8781.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-12-01      | 3.0000%  | 3.0000% | $80000.00          | $49073.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-02-01      | 3.0000%  | 3.0000% | $198000.00         | $124292.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-04-01      | 3.5000%  | 3.5000% | $900000.00         | $605937.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-04-01      | 2.0000%  | 2.0000% | $425000.00         | $281709.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-04-01      | 2.5000%  | 2.5000% | $300000.00         | $192355.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-03-01      | 2.5000%  | 2.5000% | $400000.00         | $274383.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-05-01      | 3.0000%  | 3.0000% | $157000.00         | $111096.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-08-01      | 4.5000%  | 4.5000% | $10139.00          | $7269.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-02-01      | 2.5000%  | 2.5000% | $3000.00           | $2086.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-05-01      | 4.0000%  | 4.0000% | $60000.00          | $48346.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-05-01      | 3.5000%  | 3.5000% | $100000.00         | $75446.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-08-01      | 2.5000%  | 2.5000% | $500000.00         | $326754.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-05-01      | 3.5000%  | 3.5000% | $1763000.00        | $1120667.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-02-01      | 2.0000%  | 2.0000% | $56098.00          | $37330.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-06-01      | 5.0000%  | 5.0000% | $8787.00           | $6744.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-04-01      | 3.5000%  | 3.5000% | $275000.00         | $179711.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 3.5000%  | 3.5000% | $3000.00           | $2200.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-01-01      | 2.5000%  | 2.5000% | $30000.00          | $19485.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-11-01      | 4.5000%  | 4.5000% | $4000.00           | $3203.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-09-01      | 4.5000%  | 4.5000% | $300000.00         | $221124.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-05-01      | 3.0000%  | 3.0000% | $755517.00         | $502350.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-08-01      | 4.0000%  | 4.0000% | $50000.00          | $34423.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-09-01      | 5.0000%  | 5.0000% | $4000.00           | $2722.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-10-01      | 4.5000%  | 4.5000% | $105000.00         | $80149.76          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-08-01      | 2.0000%  | 2.0000% | $110729.00         | $70698.76          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-10-01      | 2.0000%  | 2.0000% | $16000.00          | $11111.41          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-12-01      | 5.0000%  | 5.0000% | $3100.00           | $2516.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-04-01      | 3.0000%  | 3.0000% | $76000.00          | $57720.35          | Agency Mortgage-Backed Securities |

### Security 142: NOMURA SECURITIES INTERNATIONAL INC

- **C.1 - Title:** NOMURA SECURITIES INTERNATIONAL INC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6V1A83, C.4 - ISIN: 758413, C.3 - LEI: OXTKY6Q8X53C9ILVV871
- **C.18 - Value (incl. sponsor support):** $1205000000.00
- **C.18.a - Value (excl. sponsor support):** $1205000000.00
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-12      | 0.0000%  | 0.0000% | $8356900.00        | $8345994.24        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-26      | 0.0000%  | 0.0000% | $123235400.00      | $122901432.06      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-07-02      | 0.0000%  | 0.0000% | $29266500.00       | $28903595.39       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2039-08-15      | 4.5000%  | 4.5000% | $93721900.00       | $95846829.71       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-02-15      | 2.1250%  | 2.1250% | $2539800.00        | $3784801.81        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-11-15      | 3.1250%  | 3.1250% | $27228200.00       | $23325198.19       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-05-15      | 3.0000%  | 3.0000% | $60499400.00       | $50516138.97       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-02-15      | 2.5000%  | 2.5000% | $39347600.00       | $28756513.89       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2047-05-15      | 3.0000%  | 3.0000% | $8016100.00        | $6274624.59        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2047-11-15      | 2.7500%  | 2.7500% | $16808300.00       | $12485903.66       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-02-15      | 3.0000%  | 3.0000% | $5452100.00        | $4190661.11        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-11-15      | 3.3750%  | 3.3750% | $7743600.00        | $6388827.23        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-02-15      | 1.0000%  | 1.0000% | $7141200.00        | $6875075.37        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-08-15      | 2.2500%  | 2.2500% | $156782300.00      | $101816911.61      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-02-15      | 2.0000%  | 2.0000% | $44320400.00       | $26969538.83       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-08-15      | 1.3750%  | 1.3750% | $177114200.00      | $90671099.86       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-11-15      | 1.3750%  | 1.3750% | $128980100.00      | $86631712.45       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-05-15      | 2.2500%  | 2.2500% | $122380300.00      | $93237033.31       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-11-15      | 1.8750%  | 1.8750% | $26517900.00       | $15355368.73       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-02-15      | 2.3750%  | 2.3750% | $28776600.00       | $21787837.02       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-02-15      | 3.8750%  | 3.8750% | $109071900.00      | $100725557.91      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-02-15      | 4.2500%  | 4.2500% | $96642600.00       | $90146172.30       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-05-15      | 4.7500%  | 4.7500% | $10696900.00       | $10967386.18       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-08-15      | 4.7500%  | 4.7500% | $110563200.00      | $112101641.11      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-07-15      | 0.7500%  | 0.7500% | $24921700.00       | $32162521.40       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-08-15      | 1.2500%  | 1.2500% | $5253900.00        | $4635854.13        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-06-30      | 3.7500%  | 3.7500% | $12647100.00       | $12821355.37       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-15      | 4.5000%  | 4.5000% | $29800800.00       | $30521895.22       | U.S. Treasuries (including strips) |

### Security 143: NORTHERN TRUST COMPANY - FIXED INCOME CLEARING CORP

- **C.1 - Title:** NORTHERN TRUST COMPANY - FIXED INCOME CLEARING CORP
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6V1902, C.4 - ISIN: 186434, C.3 - LEI: 6PTKHDJ8HDUF78PFWH30
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2029-10-15      | 1.6200%  | 1.6200% | $50000000.00       | $52749995.10       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-10-15      | 1.6200%  | 1.6200% | $148100.00         | $156245.48         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-31      | 4.8790%  | 4.8790% | $50000000.00       | $52613772.63       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-31      | 4.8790%  | 4.8790% | $20419800.00       | $21487254.29       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-12-15      | 3.5000%  | 3.5000% | $50000000.00       | $50480764.32       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-12-15      | 3.5000%  | 3.5000% | $50000000.00       | $50480764.32       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-12-15      | 3.5000%  | 3.5000% | $50000000.00       | $50480764.32       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-12-15      | 3.5000%  | 3.5000% | $50000000.00       | $50480764.32       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-12-15      | 3.5000%  | 3.5000% | $50000000.00       | $50480764.32       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-12-15      | 3.5000%  | 3.5000% | $50000000.00       | $50480764.32       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-12-15      | 3.5000%  | 3.5000% | $50000000.00       | $50480764.32       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-12-15      | 3.5000%  | 3.5000% | $50000000.00       | $50480764.32       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-12-15      | 3.5000%  | 3.5000% | $28040000.00       | $28309612.64       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-30      | 4.3790%  | 4.3790% | $50000000.00       | $51784851.20       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-30      | 4.3790%  | 4.3790% | $50000000.00       | $51784851.20       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-30      | 4.3790%  | 4.3790% | $50000000.00       | $51784851.20       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-30      | 4.3790%  | 4.3790% | $50000000.00       | $51784851.20       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-30      | 4.3790%  | 4.3790% | $6000000.00        | $6214182.14        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-12-31      | 3.7500%  | 3.7500% | $49113000.00       | $49837819.28       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-01-15      | 0.8800%  | 0.8800% | $9000000.00        | $11576248.93       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-15      | 2.1200%  | 2.1200% | $9000000.00        | $9629999.11        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-31      | 1.3790%  | 1.3790% | $50000000.00       | $47600997.09       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-31      | 1.3790%  | 1.3790% | $50000000.00       | $47600997.09       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-31      | 1.3790%  | 1.3790% | $50000000.00       | $47600997.09       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-31      | 1.3790%  | 1.3790% | $271000.00         | $257997.40         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-30      | 1.5000%  | 1.5000% | $35000000.00       | $33378362.21       | U.S. Treasuries (including strips) |

### Security 144: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA
- **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: BYM6Q3E65, C.4 - ISIN: 110411, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-06-01      | 5.5000%  | 5.5000% | $2000.00           | $1841.47           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-09-01      | 2.0000%  | 2.0000% | $1000.00           | $699.42            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-05-01      | 6.0000%  | 6.0000% | $1000.00           | $600.25            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2037-10-15      | 4.2640%  | 4.2640% | $13036116.00       | $752104.69         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-02-25      | 2.1380%  | 2.1380% | $51770999.00       | $401899.86         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2032-02-25      | 2.8680%  | 2.8680% | $21648056.00       | $66290.72          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-05-25      | 2.7180%  | 2.7180% | $40435399.00       | $315889.05         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-05-25      | 0.0000%  | 0.0000% | $2487412.00        | $264560.81         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-04-25      | 2.7180%  | 2.7180% | $38333333.00       | $333812.76         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-05-25      | 2.1680%  | 2.1680% | $29855065.00       | $217624.01         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2032-12-25      | 3.0000%  | 3.0000% | $10162707.00       | $69462.58          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-02-25      | 2.3680%  | 2.3680% | $10400000.00       | $139714.70         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2033-02-25      | 3.5000%  | 3.5000% | $24865853.00       | $109815.41         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2041-10-25      | 3.5000%  | 3.5000% | $17702571.00       | $83000.85          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2033-03-25      | 2.4180%  | 2.4180% | $17117888.00       | $178728.49         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-03-25      | 2.3680%  | 2.3680% | $29364600.00       | $346590.06         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2033-05-25      | 3.0000%  | 3.0000% | $15346667.00       | $114553.77         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2038-04-25      | 4.0000%  | 4.0000% | $28402812.00       | $291067.23         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-12-25      | 2.1980%  | 2.1980% | $24729418.00       | $392501.69         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-08-25      | 2.0890%  | 2.0890% | $41760620.00       | $147914.18         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2045-02-25      | 2.2680%  | 2.2680% | $9250953.00        | $227118.42         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2045-06-25      | 6.5000%  | 6.5000% | $16044023.00       | $308261.05         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2045-06-25      | 5.5000%  | 5.5000% | $18557677.00       | $242377.33         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2046-05-25      | 1.8350%  | 1.8350% | $98172297.00       | $318632.32         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2046-04-25      | 2.3180%  | 2.3180% | $30000000.00       | $396584.36         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2036-07-25      | 3.5000%  | 3.5000% | $14285714.00       | $168825.74         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2036-06-25      | 3.5000%  | 3.5000% | $18084212.00       | $142487.98         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2046-07-25      | 6.0000%  | 6.0000% | $14651350.00       | $351066.73         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2046-05-25      | 3.0000%  | 3.0000% | $15500000.00       | $232953.17         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-02-25      | 2.3180%  | 2.3180% | $20669656.00       | $328170.30         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-04-25      | 6.0000%  | 6.0000% | $18513919.00       | $419906.65         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-10-25      | 4.0000%  | 4.0000% | $20820250.00       | $317602.02         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-05-25      | 3.0000%  | 3.0000% | $7150000.00        | $181540.59         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-05-25      | 2.4180%  | 2.4180% | $3190904.00        | $119427.97         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-10-25      | 4.0000%  | 4.0000% | $19000000.00       | $289917.74         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-12-25      | 3.0000%  | 3.0000% | $5000000.00        | $108973.61         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2037-03-25      | 3.5000%  | 3.5000% | $13094590.00       | $304064.35         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-07-25      | 2.2180%  | 2.2180% | $9321667.00        | $260782.25         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-04-25      | 2.2180%  | 2.2180% | $16417651.00       | $277642.71         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-06-25      | 2.2680%  | 2.2680% | $11500000.00       | $151866.88         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-01-25      | 2.2680%  | 2.2680% | $11700000.00       | $139736.53         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-06-25      | 2.2680%  | 2.2680% | $10000000.00       | $394673.07         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-07-25      | 2.2680%  | 2.2680% | $8100000.00        | $280251.37         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-06-25      | 2.2880%  | 2.2880% | $7181250.00        | $434823.29         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-08-25      | 3.3680%  | 3.3680% | $8529663.00        | $80928.19          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-10-25      | 2.2680%  | 2.2680% | $19675387.00       | $372656.96         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-06-25      | 4.0000%  | 4.0000% | $5978571.00        | $330374.31         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2030-05-25      | 3.5000%  | 3.5000% | $85787164.00       | $286290.37         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-06-25      | 4.0000%  | 4.0000% | $1370000.00        | $90082.85          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-07-25      | 2.3180%  | 2.3180% | $3400000.00        | $96200.28          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2057-07-25      | 5.5000%  | 5.5000% | $4101822.00        | $402185.78         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-06-25      | 4.0000%  | 4.0000% | $97680232.00       | $7444457.55        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2036-02-25      | 1.5000%  | 1.5000% | $15777717.00       | $316474.31         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2045-03-25      | 3.5000%  | 3.5000% | $14055195.00       | $188234.47         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-10-25      | 1.5320%  | 1.5320% | $250000000.00      | $9639827.19        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-10-25      | 2.2180%  | 2.2180% | $49156953.00       | $3883333.04        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-11-25      | 2.3820%  | 2.3820% | $102317134.00      | $6069067.96        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-11-25      | 2.3820%  | 2.3820% | $162604608.00      | $7896400.84        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-09-25      | 3.3820%  | 3.3820% | $100000000.00      | $5432907.13        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-06-25      | 2.6820%  | 2.6820% | $121153168.00      | $9563773.60        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-07-25      | 2.1320%  | 2.1320% | $80000000.00       | $6740454.23        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-07-25      | 3.3820%  | 3.3820% | $60775370.00       | $3486291.70        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-10-25      | 2.2320%  | 2.2320% | $80000000.00       | $6817322.45        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-10-25      | 2.2320%  | 2.2320% | $52900686.00       | $4313819.71        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2038-06-01      | 5.5000%  | 5.5000% | $2097000.00        | $52594.18          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-02-01      | 3.5000%  | 3.5000% | $4274000.00        | $638913.85         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-11-01      | 4.5000%  | 4.5000% | $1000.00           | $129.34            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2039-04-15      | 2.1770%  | 2.1770% | $100000000.00      | $101765.21         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-06-15      | 2.1770%  | 2.1770% | $48620912.00       | $339097.88         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-10-15      | 2.2270%  | 2.2270% | $51800000.00       | $428118.85         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-12-15      | 2.3770%  | 2.3770% | $15566471.00       | $105447.14         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2043-01-15      | 4.0000%  | 4.0000% | $51435022.00       | $752611.40         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2032-12-15      | 3.0000%  | 3.0000% | $25563538.00       | $133552.38         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2043-08-15      | 3.5000%  | 3.5000% | $42857142.00       | $908867.13         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2044-01-15      | 2.1770%  | 2.1770% | $21029934.00       | $296302.42         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2043-12-15      | 3.5000%  | 3.5000% | $30257194.00       | $418144.16         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2043-12-15      | 3.5000%  | 3.5000% | $140549112.00      | $2876970.78        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2039-04-15      | 6.5000%  | 6.5000% | $41232145.00       | $702897.78         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2043-12-15      | 4.5000%  | 4.5000% | $21805461.00       | $391378.24         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2039-06-15      | 5.5000%  | 5.5000% | $30900000.00       | $549966.60         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2043-06-15      | 3.0000%  | 3.0000% | $54252950.00       | $634936.82         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2045-08-15      | 4.0000%  | 4.0000% | $47666227.00       | $1198471.85        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2047-11-15      | 4.0000%  | 4.0000% | $14674356.00       | $505552.16         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-07-15      | 2.5000%  | 2.5000% | $32082090.00       | $2556707.08        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2048-09-15      | 3.0000%  | 3.0000% | $10420187.00       | $298287.35         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-11-15      | 4.5000%  | 4.5000% | $75000000.00       | $12935398.95       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-08-01      | 3.5000%  | 3.5000% | $196000.00         | $33872.90          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-06-01      | 4.5000%  | 4.5000% | $72614531.00       | $12825427.51       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2039-07-01      | 4.5000%  | 4.5000% | $2565000.00        | $59129.96          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2041-03-01      | 5.5000%  | 5.5000% | $1537632.00        | $37550.13          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2039-05-01      | 5.5000%  | 5.5000% | $19997000.00       | $240384.54         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2040-10-01      | 4.5000%  | 4.5000% | $1004464.00        | $35056.28          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-07-01      | 3.0000%  | 3.0000% | $497000.00         | $78342.27          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2046-03-01      | 3.0000%  | 3.0000% | $443544.00         | $58033.55          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-08-01      | 3.5000%  | 3.5000% | $18002153.00       | $1934551.87        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-08-01      | 3.0000%  | 3.0000% | $823000.00         | $61359.98          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-05-01      | 3.0000%  | 3.0000% | $2397000.00        | $661424.91         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-09-01      | 3.0000%  | 3.0000% | $997000.00         | $132797.80         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2038-11-01      | 4.5000%  | 4.5000% | $1415284.00        | $1354868.65        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-04-01      | 4.0000%  | 4.0000% | $4643920.00        | $1861461.23        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 5.5000%  | 5.5000% | $4148000.00        | $2855548.26        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-12-01      | 5.0000%  | 5.0000% | $1247756.00        | $961637.36         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-03-01      | 3.0000%  | 3.0000% | $2399000.00        | $1727577.21        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-01-01      | 5.0000%  | 5.0000% | $1354584.00        | $998854.81         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-02-01      | 6.5000%  | 6.5000% | $1197000.00        | $817240.94         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-09-01      | 4.5000%  | 4.5000% | $96000.00          | $65770.02          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-08-01      | 5.5000%  | 5.5000% | $1097000.00        | $898469.75         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-12-01      | 6.0000%  | 6.0000% | $21487567.00       | $17086230.57       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-01-01      | 6.5000%  | 6.5000% | $4848881.00        | $3758477.48        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-12-01      | 3.0000%  | 3.0000% | $1000.00           | $344.23            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-03-01      | 2.5000%  | 2.5000% | $1000.00           | $490.91            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-11-01      | 4.5000%  | 4.5000% | $1000.00           | $794.01            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-11-01      | 5.0000%  | 5.0000% | $1008.00           | $791.03            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-08-01      | 5.0000%  | 5.0000% | $46371058.00       | $38775983.49       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-11-01      | 5.5000%  | 5.5000% | $1000.00           | $802.14            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-11-01      | 5.5000%  | 5.5000% | $1000.00           | $856.77            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-05-01      | 5.5000%  | 5.5000% | $1000.00           | $890.26            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-08-01      | 5.5000%  | 5.5000% | $2000.00           | $1541.40           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-11-01      | 3.0000%  | 3.0000% | $1000.00           | $197.93            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-12-01      | 2.0000%  | 2.0000% | $1000.00           | $633.18            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-07-01      | 4.0000%  | 4.0000% | $1000.00           | $887.22            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 6.0000%  | 6.0000% | $3000.00           | $2657.67           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-09-01      | 2.5000%  | 2.5000% | $1000.00           | $620.30            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-04-01      | 4.0000%  | 4.0000% | $1000.00           | $704.59            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-12-01      | 2.0000%  | 2.0000% | $1000.00           | $562.11            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-05-01      | 4.0000%  | 4.0000% | $2000.00           | $1415.91           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-12-01      | 4.5000%  | 4.5000% | $1008.00           | $825.51            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-01-01      | 5.5000%  | 5.5000% | $2000.00           | $1398.15           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-09-25      | 1.4820%  | 1.4820% | $87976243.00       | $4161418.56        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-10-25      | 2.2320%  | 2.2320% | $150000000.00      | $11307906.11       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2044-11-01      | 4.0000%  | 4.0000% | $1018.00           | $203.98            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2036-04-25      | 2.8080%  | 2.8080% | $100000000.00      | $97776.29          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2036-06-25      | 3.4180%  | 3.4180% | $50000600.00       | $77384.89          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2035-11-15      | 2.8770%  | 2.8770% | $115857995.00      | $330781.63         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2036-12-25      | 2.8580%  | 2.8580% | $39285000.00       | $101685.73         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2036-07-15      | 2.6970%  | 2.6970% | $16862278.00       | $76574.68          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2037-09-25      | 2.6430%  | 2.6430% | $50000000.00       | $47844.39          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2036-11-15      | 6.5000%  | 6.5000% | $111538461.00      | $269162.85         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2036-12-15      | 2.8770%  | 2.8770% | $93333333.00       | $203885.92         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2038-01-15      | 2.2270%  | 2.2270% | $100000000.00      | $324168.86         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2041-07-25      | 2.1380%  | 2.1380% | $41190490.00       | $129659.97         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2040-02-25      | 2.4480%  | 2.4480% | $118012223.00      | $404034.84         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2036-08-15      | 0.0000%  | 0.0000% | $4067750.00        | $204175.34         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2040-12-25      | 2.2680%  | 2.2680% | $50000000.00       | $161647.18         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2040-10-25      | 2.2880%  | 2.2880% | $59113364.00       | $56333.38          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-05-01      | 5.5000%  | 5.5000% | $2000.00           | $1466.58           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-10-01      | 5.0000%  | 5.0000% | $2018.00           | $1997.53           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-05-01      | 5.5000%  | 5.5000% | $1000.00           | $825.16            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-11-01      | 3.5000%  | 3.5000% | $1024.00           | $213.53            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-02-01      | 3.0000%  | 3.0000% | $1000.00           | $665.59            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-10-01      | 4.5000%  | 4.5000% | $3000.00           | $2379.04           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-05-01      | 5.5000%  | 5.5000% | $2000.00           | $1487.40           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-09-01      | 4.0000%  | 4.0000% | $1000.00           | $342.49            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-05-01      | 2.5000%  | 2.5000% | $1000.00           | $565.65            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-10-01      | 5.5000%  | 5.5000% | $1000.00           | $826.76            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-04-01      | 2.5000%  | 2.5000% | $1000.00           | $774.00            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-10-01      | 5.0000%  | 5.0000% | $2000.00           | $755.99            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-01-01      | 3.0000%  | 3.0000% | $1000.00           | $660.59            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-09-01      | 4.5000%  | 4.5000% | $1000.00           | $731.86            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-08-01      | 6.0000%  | 6.0000% | $2000.00           | $1568.10           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 6.0000%  | 6.0000% | $3072.00           | $2527.58           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-07-01      | 5.0000%  | 5.0000% | $2000.00           | $1630.40           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-12-01      | 6.0000%  | 6.0000% | $2000.00           | $1574.77           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-10-01      | 3.0000%  | 3.0000% | $3000.00           | $408.11            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-06-01      | 2.5000%  | 2.5000% | $2000.00           | $674.00            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-11-01      | 1.5000%  | 1.5000% | $1000.00           | $553.00            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-03-01      | 5.5000%  | 5.5000% | $1002.00           | $727.90            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2038-10-01      | 5.0000%  | 5.0000% | $2000.00           | $1205.54           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-06-01      | 5.5000%  | 5.5000% | $3000.00           | $2760.80           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-02-01      | 4.5000%  | 4.5000% | $1000.00           | $35.67             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 5.5000%  | 5.5000% | $1146368.00        | $1169406.73        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-12-01      | 4.5000%  | 4.5000% | $2000.00           | $1966.70           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-01-25      | 5.5000%  | 5.5000% | $70000000.00       | $8156529.73        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-06-25      | 6.0000%  | 6.0000% | $106201325.00      | $12296189.72       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2037-07-25      | 2.0000%  | 2.0000% | $6245370.00        | $300332.47         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2037-04-25      | 1.5000%  | 1.5000% | $11208011.00       | $471587.08         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2042-04-25      | 2.0000%  | 2.0000% | $7109513.00        | $530911.20         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-09-25      | 6.0000%  | 6.0000% | $1427091.00        | $106485.60         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2038-07-25      | 3.5000%  | 3.5000% | $2566459.00        | $172611.40         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2037-08-25      | 2.5000%  | 2.5000% | $2194437.00        | $86324.50          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-09-25      | 6.5000%  | 6.5000% | $17188919.00       | $1965621.16        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-09-25      | 7.0000%  | 7.0000% | $1422643.00        | $163961.59         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2037-11-25      | 3.0000%  | 3.0000% | $3466452.00        | $167914.96         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-12-25      | 4.0000%  | 4.0000% | $2522078.00        | $425853.79         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-06-25      | 4.5000%  | 4.5000% | $3857923.00        | $629816.72         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2038-08-25      | 4.7860%  | 4.7860% | $401721.00         | $24067.66          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-07-25      | 3.0210%  | 3.0210% | $2779719.00        | $373655.01         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-12-25      | 2.8810%  | 2.8810% | $576853.00         | $43615.80          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-09-25      | 5.0760%  | 5.0760% | $408922.00         | $37745.39          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2038-08-25      | 5.0000%  | 5.0000% | $4961121.00        | $292984.87         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2038-08-25      | 5.5000%  | 5.5000% | $1476801.00        | $66091.79          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2038-08-25      | 4.0000%  | 4.0000% | $3696456.00        | $286284.33         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-05-15      | 2.7670%  | 2.7670% | $100000000.00      | $216739.74         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-04-15      | 2.8770%  | 2.8770% | $43627875.00       | $158087.02         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-02-15      | 2.1770%  | 2.1770% | $25742360.00       | $349603.57         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-07-15      | 2.2270%  | 2.2270% | $31050000.00       | $290276.78         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-07-15      | 2.9270%  | 2.9270% | $38592250.00       | $421084.93         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-08-15      | 2.2770%  | 2.2770% | $11525618.00       | $218208.02         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2032-10-15      | 3.0000%  | 3.0000% | $60511093.00       | $345920.47         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2033-01-15      | 3.0000%  | 3.0000% | $53115734.00       | $313387.84         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-03-15      | 2.3270%  | 2.3270% | $22243120.00       | $417364.40         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-02-15      | 5.0000%  | 5.0000% | $24299245.00       | $34507.78          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2033-04-15      | 3.0000%  | 3.0000% | $36917831.00       | $228992.42         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2033-05-15      | 3.0000%  | 3.0000% | $40333333.00       | $325888.00         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2033-06-15      | 3.0000%  | 3.0000% | $12515000.00       | $103186.66         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-05-15      | 2.2770%  | 2.2770% | $42343980.00       | $194043.34         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2050-11-15      | 2.2270%  | 2.2270% | $23484774.00       | $331029.51         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2038-11-15      | 2.1340%  | 2.1340% | $65963488.00       | $248433.98         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2036-05-15      | 2.3270%  | 2.3270% | $22368052.00       | $223643.94         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2031-04-15      | 3.0000%  | 3.0000% | $16748568.00       | $81599.93          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2046-04-15      | 2.2770%  | 2.2770% | $12089020.00       | $120431.80         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2031-04-15      | 2.5000%  | 2.5000% | $20000000.00       | $82804.54          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2034-01-15      | 3.0000%  | 3.0000% | $23333333.00       | $260904.55         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2047-06-15      | 2.3770%  | 2.3770% | $10750000.00       | $324933.81         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-01-25      | 2.6320%  | 2.6320% | $4396656.00        | $345006.07         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-01-25      | 2.0000%  | 2.0000% | $6000000.00        | $349451.98         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-02-25      | 2.5000%  | 2.5000% | $88532400.00       | $8675511.13        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-02-25      | 3.0000%  | 3.0000% | $40418999.00       | $4266448.08        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2047-12-15      | 5.0000%  | 5.0000% | $16181051.00       | $380810.78         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-03-25      | 2.0000%  | 2.0000% | $6000000.00        | $339911.52         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-09-15      | 3.0000%  | 3.0000% | $7500000.00        | $169636.95         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2046-06-15      | 5.5000%  | 5.5000% | $2896150.00        | $125050.52         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2038-07-15      | 2.3270%  | 2.3270% | $18144177.00       | $426433.12         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-07-15      | 5.5000%  | 5.5000% | $7138489.00        | $351839.89         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2046-06-15      | 5.5000%  | 5.5000% | $3765612.00        | $146071.86         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-02-25      | 4.0000%  | 4.0000% | $66070125.00       | $3986305.61        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-06-25      | 2.3180%  | 2.3180% | $2300000.00        | $101940.65         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-09-25      | 4.0000%  | 4.0000% | $63416663.00       | $4910420.47        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-11-25      | 4.0000%  | 4.0000% | $86062400.00       | $6590609.66        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-11-25      | 0.4320%  | 0.4320% | $12500000.00       | $444737.83         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2040-09-15      | 2.2270%  | 2.2270% | $150500077.00      | $206508.86         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2036-03-15      | 5.5000%  | 5.5000% | $6966201.00        | $311406.40         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-10-25      | 3.0000%  | 3.0000% | $82192000.00       | $4650903.54        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-09-25      | 4.0000%  | 4.0000% | $57031048.00       | $6031044.22        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-12-25      | 4.5000%  | 4.5000% | $34408546.00       | $4898038.47        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-08-25      | 1.5320%  | 1.5320% | $148500000.00      | $5753586.73        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-09-25      | 1.6320%  | 1.6320% | $100000000.00      | $3542056.57        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-12-25      | 2.5820%  | 2.5820% | $89069445.00       | $3709790.23        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-12-25      | 3.3320%  | 3.3320% | $100000000.00      | $2416885.96        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-11-25      | 4.0000%  | 4.0000% | $32571652.00       | $5060130.86        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-01-25      | 2.0320%  | 2.0320% | $39813501.00       | $1330232.66        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-10-25      | 3.5000%  | 3.5000% | $39253008.00       | $5650484.01        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-08-25      | 3.4320%  | 3.4320% | $76803345.00       | $5256242.96        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-07-25      | 4.0000%  | 4.0000% | $34035687.00       | $4499481.76        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-10-25      | 2.3820%  | 2.3820% | $87171806.00       | $5117138.03        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-10-25      | 3.5320%  | 3.5320% | $46087444.00       | $3642080.63        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-10-25      | 2.3470%  | 2.3470% | $125888040.00      | $7943338.26        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-11-25      | 6.5000%  | 6.5000% | $24177000.00       | $3545917.74        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-11-25      | 1.7320%  | 1.7320% | $57917090.00       | $3771347.87        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-02-25      | 0.0000%  | 0.0000% | $7692308.00        | $4176837.59        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-02-25      | 0.0000%  | 0.0000% | $7142857.00        | $3878527.89        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-02-25      | 3.3820%  | 3.3820% | $85227669.00       | $5783702.69        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-03-25      | 3.4320%  | 3.4320% | $43577741.00       | $4640728.61        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-06-25      | 2.7820%  | 2.7820% | $54203847.00       | $5156158.67        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-08-25      | 2.1320%  | 2.1320% | $140000000.00      | $9169074.34        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-08-25      | 2.1320%  | 2.1320% | $142719296.00      | $10871827.05       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-12-20      | 3.1380%  | 3.1380% | $100000.00         | $2396.17           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-02-20      | 3.5000%  | 3.5000% | $100000.00         | $10181.17          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-02-20      | 3.0000%  | 3.0000% | $100000.00         | $5880.94           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-02-20      | 2.0280%  | 2.0280% | $100000.00         | $3256.74           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 1.8380%  | 1.8380% | $100000.00         | $4429.83           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-02-20      | 2.5880%  | 2.5880% | $100096.00         | $5631.61           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-03-20      | 2.6280%  | 2.6280% | $100032.00         | $4681.94           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-03-20      | 1.8380%  | 1.8380% | $100000.00         | $3615.60           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-03-20      | 1.8380%  | 1.8380% | $100000.00         | $1826.46           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-03-20      | 2.6080%  | 2.6080% | $100096.00         | $3128.37           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-09-20      | 2.3880%  | 2.3880% | $100000.00         | $6042.44           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 3.0000%  | 3.0000% | $100000.00         | $13021.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-05-20      | 1.8880%  | 1.8880% | $100000.00         | $2513.41           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-06-20      | 2.3580%  | 2.3580% | $100032.00         | $4625.42           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-07-20      | 2.2880%  | 2.2880% | $100000.00         | $4686.93           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-03-20      | 3.0000%  | 3.0000% | $100000.00         | $14032.05          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 1.9380%  | 1.9380% | $100000.00         | $1309.47           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 2.8380%  | 2.8380% | $100000.00         | $1800.79           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-08-20      | 2.9880%  | 2.9880% | $100096.00         | $1726.52           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-09-20      | 2.8380%  | 2.8380% | $100000.00         | $2607.52           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 2.2380%  | 2.2380% | $8814912.00        | $423315.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-01-20      | 7.0000%  | 7.0000% | $100000.00         | $15281.50          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-09-20      | 2.2680%  | 2.2680% | $63087044.00       | $6527333.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 6.0000%  | 6.0000% | $100000.00         | $13875.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-03-20      | 1.7380%  | 1.7380% | $100000.00         | $4498.44           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 2.8380%  | 2.8380% | $45514845.00       | $3397064.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 2.1960%  | 2.1960% | $100000.00         | $4344.93           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-05-20      | 3.5380%  | 3.5380% | $35766536.00       | $3668883.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-12-20      | 4.0000%  | 4.0000% | $33898153.00       | $5288027.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-10-20      | 2.5000%  | 2.5000% | $100000.00         | $11217.43          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-09-20      | 2.2680%  | 2.2680% | $79660989.00       | $8538903.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 3.6380%  | 3.6380% | $100000.00         | $6357.94           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-08-20      | 2.2880%  | 2.2880% | $100000.00         | $5195.46           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-10-20      | 1.7580%  | 1.7580% | $250000000.00      | $9656849.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-11-20      | 2.2280%  | 2.2280% | $100000.00         | $2957.17           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-12-20      | 6.5000%  | 6.5000% | $100000.00         | $19099.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-04-20      | 4.0000%  | 4.0000% | $43084023.00       | $5835771.31        | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2045-08-15      | 2.8750%  | 2.8750% | $24902200.00       | $19268551.35       | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2041-11-15      | 2.0000%  | 2.0000% | $74499200.00       | $53883025.68       | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-07-15      | 4.3750%  | 4.3750% | $437809700.00      | $445216049.29      | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-09-30      | 3.5000%  | 3.5000% | $300.00            | $304.39            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-08-25      | 4.5000%  | 4.5000% | $31000000.00       | $5622370.68        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2038-08-25      | 4.5000%  | 4.5000% | $5329944.00        | $378388.51         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2038-06-25      | 2.3010%  | 2.3010% | $545082.00         | $22921.41          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-11-25      | 6.0000%  | 6.0000% | $46100000.00       | $5511361.86        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-10-01      | 6.0000%  | 6.0000% | $2000.00           | $1574.79           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-06-01      | 6.0000%  | 6.0000% | $2000.00           | $1569.58           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-03-01      | 6.5000%  | 6.5000% | $1000.00           | $948.49            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 6.0000%  | 6.0000% | $1000.00           | $1013.72           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 6.0000%  | 6.0000% | $12948432.00       | $13257381.05       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-02-01      | 5.5000%  | 5.5000% | $12839190.00       | $13311558.96       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2040-02-20      | 2.4680%  | 2.4680% | $100095.00         | $369.47            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-01-20      | 1.8180%  | 1.8180% | $100095.00         | $999.42            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-10-20      | 2.4680%  | 2.4680% | $100032.00         | $5223.05           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-10-20      | 2.3180%  | 2.3180% | $100000.00         | $2697.19           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-08-20      | 2.4180%  | 2.4180% | $100000.00         | $3293.53           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-07-20      | 2.4180%  | 2.4180% | $100000.00         | $2705.62           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-12-20      | 2.3380%  | 2.3380% | $100032.00         | $1799.16           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-06-20      | 5.0610%  | 5.0610% | $21350000.00       | $19479097.27       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-03-20      | 2.2680%  | 2.2680% | $100032.00         | $1483.36           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-08-20      | 2.3180%  | 2.3180% | $100032.00         | $4309.61           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-12-20      | 3.5000%  | 3.5000% | $100000.00         | $5808.16           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-03-20      | 1.8180%  | 1.8180% | $100096.00         | $4706.23           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-11-20      | 2.2680%  | 2.2680% | $100000.00         | $2659.46           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-03-20      | 3.5000%  | 3.5000% | $100000.00         | $6314.84           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-08-20      | 3.0000%  | 3.0000% | $100096.00         | $8020.22           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-10-20      | 2.5000%  | 2.5000% | $100000.00         | $8705.61           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-01-20      | 2.5000%  | 2.5000% | $101888.00         | $9850.89           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-01-20      | 2.5000%  | 2.5000% | $100032.00         | $9639.68           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-12-20      | 4.0000%  | 4.0000% | $100000.00         | $11244.70          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-02-20      | 3.0000%  | 3.0000% | $100000.00         | $10827.75          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-02-20      | 3.0000%  | 3.0000% | $100000.00         | $6529.45           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-04-20      | 2.5000%  | 2.5000% | $100032.00         | $6653.20           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-04-20      | 2.5180%  | 2.5180% | $82186399.00       | $3861059.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 3.0000%  | 3.0000% | $100000.00         | $12808.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 3.0000%  | 3.0000% | $100000.00         | $9735.42           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 3.0000%  | 3.0000% | $100000.00         | $9129.79           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-09-20      | 2.3380%  | 2.3380% | $60000000.00       | $3632375.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-12-20      | 3.0000%  | 3.0000% | $33451485.00       | $4811163.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-08-20      | 3.5000%  | 3.5000% | $100000.00         | $10075.49          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 1.9380%  | 1.9380% | $100000.00         | $3973.66           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 2.5880%  | 2.5880% | $100000.00         | $3011.74           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-12-20      | 3.0000%  | 3.0000% | $28475586.00       | $5136825.73        | Agency Collateralized Mortgage Obligation |

### Security 145: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA
- **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: BYM6LHZU3, C.4 - ISIN: 110411, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $4250000000.00
- **C.18.a - Value (excl. sponsor support):** $4250000000.00
- **C.19 - Percentage of Net Assets:** 2.5600%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-12-20      | 3.0000%  | 3.0000% | $72734460.00       | $5674136.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-01-20      | 2.5000%  | 2.5000% | $155254939.00      | $15010600.84       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-01-20      | 2.5000%  | 2.5000% | $32691999.00       | $3150396.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-01-20      | 2.5000%  | 2.5000% | $31095616.00       | $3095038.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-12-20      | 2.0000%  | 2.0000% | $56250000.00       | $3995130.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-01-20      | 3.5000%  | 3.5000% | $7369000.00        | $632463.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-12-20      | 4.0000%  | 4.0000% | $26365147.00       | $2964682.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-01-20      | 3.0000%  | 3.0000% | $36652333.00       | $2946757.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-02-20      | 4.0000%  | 4.0000% | $52865489.00       | $3687548.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-02-20      | 2.5000%  | 2.5000% | $54669341.00       | $5065096.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-02-20      | 3.0000%  | 3.0000% | $23480333.00       | $2542393.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-03-20      | 2.5000%  | 2.5000% | $30218981.00       | $2501332.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-03-20      | 2.5000%  | 2.5000% | $8885000.00        | $484476.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-02-20      | 3.0000%  | 3.0000% | $44537000.00       | $2908021.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-04-20      | 2.5000%  | 2.5000% | $37548923.00       | $2497406.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-05-20      | 3.0000%  | 3.0000% | $6286000.00        | $494069.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-09-20      | 3.0000%  | 3.0000% | $46625022.00       | $3364262.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-04-20      | 3.5000%  | 3.5000% | $6819093.00        | $759705.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-04-20      | 2.5180%  | 2.5180% | $72046465.00       | $2744335.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-04-20      | 3.0000%  | 3.0000% | $16404666.00       | $1512755.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-05-20      | 3.0000%  | 3.0000% | $25193542.00       | $2840584.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-05-20      | 3.0000%  | 3.0000% | $16823000.00       | $2137360.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-05-20      | 3.0000%  | 3.0000% | $27945234.00       | $3291968.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-05-20      | 3.5000%  | 3.5000% | $20561000.00       | $2281548.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-06-20      | 3.5000%  | 3.5000% | $12799000.00       | $1370761.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-07-20      | 2.5000%  | 2.5000% | $8899000.00        | $682924.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 4.0000%  | 4.0000% | $8713000.00        | $1132344.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 3.0000%  | 3.0000% | $6412000.00        | $821258.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 3.0000%  | 3.0000% | $17149833.00       | $2299603.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 3.0000%  | 3.0000% | $27270069.00       | $2654856.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 3.0000%  | 3.0000% | $70394500.00       | $6426872.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 2.5000%  | 2.5000% | $6559869.00        | $950440.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 6.0000%  | 6.0000% | $11950000.00       | $863003.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 2.5180%  | 2.5180% | $46748211.00       | $3048687.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 3.5000%  | 3.5000% | $25263826.00       | $2981662.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 3.5000%  | 3.5000% | $16208000.00       | $2044121.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-06-20      | 3.0000%  | 3.0000% | $10665000.00       | $1159524.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-04-20      | 1.5680%  | 1.5680% | $657846854.00      | $28682735.45       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-09-20      | 4.8110%  | 4.8110% | $115000000.00      | $114850092.21      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-10-20      | 3.5380%  | 3.5380% | $46555945.00       | $5610489.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-10-20      | 1.7480%  | 1.7480% | $63900000.00       | $2893337.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-09-20      | 1.6880%  | 1.6880% | $42362850.00       | $1560418.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 3.0000%  | 3.0000% | $14378469.00       | $1739149.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 3.0000%  | 3.0000% | $18372560.00       | $2273733.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-03-20      | 4.5000%  | 4.5000% | $20446000.00       | $2464175.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-10-20      | 3.0000%  | 3.0000% | $15103376.00       | $1307057.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 3.5000%  | 3.5000% | $28209976.00       | $3699340.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 4.0000%  | 4.0000% | $28005459.00       | $3627349.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 3.5000%  | 3.5000% | $26819000.00       | $3461305.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 3.0000%  | 3.0000% | $13870000.00       | $1234657.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 3.0000%  | 3.0000% | $4236000.00        | $229795.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 3.5000%  | 3.5000% | $44172857.00       | $2972065.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 4.0000%  | 4.0000% | $11224000.00       | $1336181.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-12-20      | 4.5000%  | 4.5000% | $12513000.00       | $1064418.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-10-20      | 3.0000%  | 3.0000% | $19615000.00       | $1779247.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-02-20      | 0.0000%  | 0.0000% | $150000000.00      | $1426211.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 3.0000%  | 3.0000% | $15236154.00       | $1671783.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-12-20      | 3.0000%  | 3.0000% | $21015416.00       | $1406802.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-10-20      | 3.0000%  | 3.0000% | $8304000.00        | $983027.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-02-20      | 3.5000%  | 3.5000% | $7279999.00        | $649720.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-01-20      | 3.0000%  | 3.0000% | $31756281.00       | $4224592.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 3.0000%  | 3.0000% | $2559134.00        | $193367.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-08-20      | 3.5000%  | 3.5000% | $20639000.00       | $2079481.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-12-20      | 3.0000%  | 3.0000% | $25833333.00       | $1636080.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-07-20      | 2.2380%  | 2.2380% | $32396429.00       | $1772735.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-08-20      | 2.8880%  | 2.8880% | $23648403.00       | $1386513.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-08-20      | 2.2880%  | 2.2880% | $60000000.00       | $4074437.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-08-20      | 1.5280%  | 1.5280% | $33000000.00       | $1269098.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-08-20      | 2.2680%  | 2.2680% | $23900178.00       | $1289422.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-03-20      | 2.2680%  | 2.2680% | $55178045.00       | $818227.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-02-20      | 2.2680%  | 2.2680% | $35000000.00       | $632576.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-02-20      | 2.3090%  | 2.3090% | $24797136.00       | $629075.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-09-20      | 2.2880%  | 2.2880% | $10000000.00       | $600490.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-03-20      | 2.2680%  | 2.2680% | $31666666.00       | $549504.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-03-20      | 2.2680%  | 2.2680% | $29233333.00       | $508660.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-09-20      | 3.5380%  | 3.5380% | $20900000.00       | $1659985.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-08-20      | 1.7380%  | 1.7380% | $101800480.00      | $6716294.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-03-20      | 4.5110%  | 4.5110% | $2701697.00        | $2629391.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-05-20      | 2.2680%  | 2.2680% | $65268356.00       | $1949621.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-06-20      | 2.2680%  | 2.2680% | $1825623.00        | $55787.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-07-20      | 2.3180%  | 2.3180% | $24720896.00       | $491020.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-05-20      | 4.0000%  | 4.0000% | $24084250.00       | $1191640.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-08-20      | 2.3180%  | 2.3180% | $30268291.00       | $317310.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-08-20      | 2.3180%  | 2.3180% | $12172000.00       | $331842.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-08-20      | 2.2680%  | 2.2680% | $58462107.00       | $1348998.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-08-20      | 0.6980%  | 0.6980% | $100000000.00      | $1215190.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-08-20      | 2.3180%  | 2.3180% | $38655059.00       | $1665350.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-09-20      | 5.5000%  | 5.5000% | $69974180.00       | $2951954.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-01-20      | 2.2680%  | 2.2680% | $27000000.00       | $715586.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-09-20      | 2.3180%  | 2.3180% | $16433000.00       | $382676.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-09-20      | 2.2680%  | 2.2680% | $10950000.00       | $485394.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-09-20      | 2.3180%  | 2.3180% | $11525000.00       | $316570.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-10-20      | 0.7180%  | 0.7180% | $20000000.00       | $212014.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-10-20      | 4.5000%  | 4.5000% | $6332606.00        | $276781.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-11-20      | 2.2680%  | 2.2680% | $49643799.00       | $674404.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-12-20      | 3.5000%  | 3.5000% | $31374000.00       | $1822253.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-01-20      | 2.2680%  | 2.2680% | $45042032.00       | $749199.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-03-20      | 3.5000%  | 3.5000% | $27098285.00       | $350647.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-08-20      | 2.1140%  | 2.1140% | $28903029.00       | $790910.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-03-20      | 1.8180%  | 1.8180% | $104935575.00      | $4933779.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-03-20      | 3.5000%  | 3.5000% | $74999999.00       | $601156.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-03-20      | 6.5000%  | 6.5000% | $14973000.00       | $433399.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-04-20      | 2.3180%  | 2.3180% | $7200000.00        | $137672.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-05-20      | 2.2680%  | 2.2680% | $25485118.00       | $1895326.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-04-20      | 3.5000%  | 3.5000% | $3390000.00        | $221512.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-11-20      | 2.2680%  | 2.2680% | $29400000.00       | $781883.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-03-20      | 4.0000%  | 4.0000% | $35000000.00       | $1165252.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-04-20      | 3.5000%  | 3.5000% | $12532000.00       | $670857.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-05-20      | 2.3680%  | 2.3680% | $14583333.00       | $760513.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-07-20      | 2.3180%  | 2.3180% | $45349669.00       | $1141319.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-06-20      | 4.0000%  | 4.0000% | $44256169.00       | $2216471.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-10-20      | 1.9080%  | 1.9080% | $13698974.00       | $357504.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-03-20      | 3.5000%  | 3.5000% | $13980049.00       | $882818.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-08-20      | 0.4180%  | 0.4180% | $26806396.00       | $691811.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-08-20      | 2.4680%  | 2.4680% | $10675000.00       | $732867.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-08-20      | 2.5000%  | 2.5000% | $3459000.00        | $311229.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-08-20      | 3.0000%  | 3.0000% | $76515779.00       | $6130851.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-08-20      | 3.0000%  | 3.0000% | $14583333.00       | $1145801.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-08-20      | 4.0000%  | 4.0000% | $42282280.00       | $2552549.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-09-20      | 3.0000%  | 3.0000% | $28969908.00       | $2324649.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-09-20      | 2.5000%  | 2.5000% | $19300000.00       | $1704230.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-09-20      | 2.5000%  | 2.5000% | $14075000.00       | $906481.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-09-20      | 2.5000%  | 2.5000% | $10800000.00       | $806728.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-10-20      | 2.5000%  | 2.5000% | $99900000.00       | $8696908.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-10-20      | 2.5000%  | 2.5000% | $1900000.00        | $169985.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-03-20      | 6.5000%  | 6.5000% | $42249024.00       | $1200350.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-10-20      | 3.0000%  | 3.0000% | $8025458.00        | $1041056.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-10-20      | 2.0000%  | 2.0000% | $37500000.00       | $2313079.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-07-20      | 2.2880%  | 2.2880% | $31341699.00       | $1468963.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-03-20      | 3.0000%  | 3.0000% | $11196161.00       | $1571051.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-11-20      | 2.6880%  | 2.6880% | $74999996.00       | $1337629.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 2.0380%  | 2.0380% | $100000000.00      | $1251931.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 2.6380%  | 2.6380% | $129000000.00      | $1569377.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-11-20      | 2.3380%  | 2.3380% | $100000000.00      | $1555437.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-09-20      | 2.7380%  | 2.7380% | $100000000.00      | $2449246.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-11-20      | 2.4380%  | 2.4380% | $30000000.00       | $676656.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-11-20      | 1.8880%  | 1.8880% | $100000000.00      | $1818413.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 1.6880%  | 1.6880% | $50000000.00       | $764336.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 3.3380%  | 3.3380% | $64285710.00       | $1345861.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 1.9380%  | 1.9380% | $99900000.00       | $1308167.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 2.8380%  | 2.8380% | $59900000.00       | $1078677.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-08-20      | 2.9880%  | 2.9880% | $107016751.00      | $1845903.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-09-20      | 4.9610%  | 4.9610% | $60328379.00       | $20017657.21       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-09-20      | 2.8380%  | 2.8380% | $77498380.00       | $2020791.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2063-09-20      | 4.7110%  | 4.7110% | $150000000.00      | $45249921.12       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2063-09-20      | 0.0000%  | 0.0000% | $21630872.00       | $5989766.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-01-20      | 2.7880%  | 2.7880% | $30000000.00       | $749603.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-11-20      | 2.3380%  | 2.3380% | $100000000.00      | $1489344.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 6.5000%  | 6.5000% | $40356725.00       | $2448584.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-11-20      | 1.8380%  | 1.8380% | $200000000.00      | $3557977.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-11-20      | 2.6680%  | 2.6680% | $100000000.00      | $3118579.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-03-20      | 3.5000%  | 3.5000% | $8936000.00        | $975682.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 2.8380%  | 2.8380% | $35754320.00       | $2296896.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 2.7180%  | 2.7180% | $48000000.00       | $2340502.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 2.7380%  | 2.7380% | $44850000.00       | $661641.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 2.2380%  | 2.2380% | $38404335.00       | $1844279.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 2.7380%  | 2.7380% | $215000000.00      | $10704921.58       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-01-20      | 7.0000%  | 7.0000% | $18437935.00       | $2817593.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-01-20      | 6.0000%  | 6.0000% | $2500000.00        | $393979.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-02-20      | 2.5880%  | 2.5880% | $40598031.00       | $421972.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 7.0000%  | 7.0000% | $77686832.00       | $14513661.37       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 6.0000%  | 6.0000% | $5502000.00        | $763451.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 4.9610%  | 4.9610% | $40950000.00       | $26382803.67       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 2.7380%  | 2.7380% | $60000000.00       | $3417627.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 4.6610%  | 4.6610% | $2000.00           | $1291.60           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 3.3380%  | 3.3380% | $61953134.00       | $2680757.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 1.6380%  | 1.6380% | $100000000.00      | $2932643.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-03-20      | 1.7380%  | 1.7380% | $49900000.00       | $2244722.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-03-20      | 6.0000%  | 6.0000% | $50916666.00       | $6784929.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 4.5000%  | 4.5000% | $28549495.00       | $5035596.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-03-20      | 1.7380%  | 1.7380% | $55000000.00       | $1634942.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-03-20      | 2.2380%  | 2.2380% | $50000000.00       | $2080665.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 1.7380%  | 1.7380% | $129818170.00      | $4080037.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 1.7380%  | 1.7380% | $250000000.00      | $9607650.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 2.3380%  | 2.3380% | $172665000.00      | $7283079.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 2.9880%  | 2.9880% | $77562000.00       | $3693435.06        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 6.0000%  | 6.0000% | $4534424.00        | $4719992.80        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 6.0000%  | 6.0000% | $1000.00           | $1024.65           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 6.0000%  | 6.0000% | $1024.00           | $1025.12           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 6.0000%  | 6.0000% | $1008.00           | $985.67            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 6.5000%  | 6.5000% | $1421500.00        | $1487047.40        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 6.5000%  | 6.5000% | $1000.00           | $1038.21           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 6.0000%  | 6.0000% | $1024.00           | $978.63            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 5.5000%  | 5.5000% | $1000.00           | $1030.44           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 6.5000%  | 6.5000% | $11264592.00       | $11773175.67       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 6.0000%  | 6.0000% | $1000.00           | $1038.49           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-03-01      | 6.0000%  | 6.0000% | $1024.00           | $972.54            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 5.0000%  | 5.0000% | $1000.00           | $937.87            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-09-01      | 6.0000%  | 6.0000% | $9688208.00        | $8586451.23        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-12-01      | 6.0000%  | 6.0000% | $1040.00           | $922.42            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-04-01      | 5.5000%  | 5.5000% | $1024.00           | $858.66            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 5.5000%  | 5.5000% | $1040.00           | $972.87            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-12-20      | 2.6080%  | 2.6080% | $63404453.00       | $3685315.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 1.9380%  | 1.9380% | $31465206.00       | $1250322.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 1.8880%  | 1.8880% | $100000000.00      | $1474442.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 1.7380%  | 1.7380% | $100000000.00      | $1464586.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 2.5880%  | 2.5880% | $149900000.00      | $4514600.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-12-20      | 1.8380%  | 1.8380% | $400000000.00      | $5827242.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-09-20      | 2.5880%  | 2.5880% | $26258535.00       | $2300363.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-03-20      | 2.3680%  | 2.3680% | $8434800.00        | $813607.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-11-16      | 2.8250%  | 2.8250% | $16356101.00       | $1544875.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-02-20      | 4.0000%  | 4.0000% | $3000000.00        | $435090.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-12-20      | 2.5880%  | 2.5880% | $72000000.00       | $1416086.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-12-20      | 2.4880%  | 2.4880% | $100000000.00      | $1851542.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-12-20      | 1.8380%  | 1.8380% | $350000000.00      | $5098837.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-12-20      | 3.1880%  | 3.1880% | $100000000.00      | $2428904.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-12-20      | 3.1380%  | 3.1380% | $99900000.00       | $2393775.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-02-20      | 3.5000%  | 3.5000% | $16879000.00       | $1718479.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-02-20      | 5.0000%  | 5.0000% | $7584000.00        | $743323.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-09-20      | 6.0000%  | 6.0000% | $32877317.00       | $2177732.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-03-20      | 4.0000%  | 4.0000% | $24657546.00       | $4462364.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-04-20      | 3.5000%  | 3.5000% | $24556284.00       | $1194740.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-07-20      | 2.4180%  | 2.4180% | $10947855.00       | $821265.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-05-20      | 4.5000%  | 4.5000% | $10766109.00       | $703590.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-04-20      | 4.0000%  | 4.0000% | $9917011.00        | $1373151.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 2.5000%  | 2.5000% | $27711544.00       | $3053063.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-05-20      | 4.5000%  | 4.5000% | $3470345.00        | $465955.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-06-20      | 0.8380%  | 0.8380% | $47958269.00       | $1825404.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-02-20      | 3.0000%  | 3.0000% | $15789000.00       | $928543.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-10-20      | 1.9880%  | 1.9880% | $31551398.00       | $1093408.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-02-20      | 6.0000%  | 6.0000% | $5000000.00        | $386227.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-02-20      | 2.0280%  | 2.0280% | $39900000.00       | $1299440.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 1.8380%  | 1.8380% | $30000000.00       | $1031105.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 1.8380%  | 1.8380% | $76842479.00       | $2306891.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 1.8380%  | 1.8380% | $28057521.00       | $1242901.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 1.2380%  | 1.2380% | $72380596.00       | $2463615.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 1.8380%  | 1.8380% | $50000000.00       | $1644115.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 1.8380%  | 1.8380% | $40000000.00       | $1488514.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 1.2380%  | 1.2380% | $55193281.00       | $1355531.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 2.4880%  | 2.4880% | $85000000.00       | $5427879.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-02-20      | 2.5880%  | 2.5880% | $77168089.00       | $2155557.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-02-20      | 2.5880%  | 2.5880% | $58511103.00       | $4006880.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-02-20      | 2.6180%  | 2.6180% | $5000000.00        | $390732.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-02-20      | 2.0380%  | 2.0380% | $74956217.00       | $3897843.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-02-20      | 2.5880%  | 2.5880% | $135339562.00      | $7614493.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-03-20      | 2.6280%  | 2.6280% | $41664585.00       | $1950087.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-03-20      | 1.8380%  | 1.8380% | $29900000.00       | $1081064.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-03-20      | 1.8380%  | 1.8380% | $119900000.00      | $2189930.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-03-20      | 2.6080%  | 2.6080% | $72335435.00       | $2260753.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-03-20      | 1.3380%  | 1.3380% | $100000000.00      | $2720378.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-04-20      | 2.4880%  | 2.4880% | $16699918.00       | $1402020.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-04-20      | 2.4880%  | 2.4880% | $68246891.00       | $2619478.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-08-20      | 5.0000%  | 5.0000% | $10000000.00       | $1248355.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-08-20      | 2.3380%  | 2.3380% | $21334746.00       | $1700980.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-09-20      | 2.8380%  | 2.8380% | $51711731.00       | $3567073.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-09-20      | 2.3880%  | 2.3880% | $20124614.00       | $1283786.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-09-20      | 2.3380%  | 2.3380% | $53562585.00       | $3516153.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-10-20      | 1.0380%  | 1.0380% | $50000000.00       | $950119.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-09-20      | 2.3380%  | 2.3380% | $71695272.00       | $3348038.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-09-20      | 2.3880%  | 2.3880% | $20088000.00       | $1213806.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 3.0000%  | 3.0000% | $22391565.00       | $2915606.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-05-20      | 1.8880%  | 1.8880% | $99900000.00       | $2510898.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-05-20      | 1.8380%  | 1.8380% | $89547489.00       | $2227514.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-05-20      | 2.4880%  | 2.4880% | $126923076.00      | $2623021.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-05-20      | 3.2880%  | 3.2880% | $50000000.00       | $2064345.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-06-20      | 2.3580%  | 2.3580% | $50570891.00       | $2338368.84        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 6.0000%  | 6.0000% | $1000.00           | $1041.01           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 5.0000%  | 5.0000% | $1008.00           | $898.00            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 5.0000%  | 5.0000% | $1000.00           | $952.22            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 4.5000%  | 4.5000% | $4888859.00        | $4850922.96        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 6.0000%  | 6.0000% | $1008.00           | $1042.08           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 6.0000%  | 6.0000% | $1000.00           | $1034.42           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 5.0000%  | 5.0000% | $1008.00           | $1016.99           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 5.0000%  | 5.0000% | $1000.00           | $1020.92           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 5.0000%  | 5.0000% | $634119.00         | $637577.47         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 5.5000%  | 5.5000% | $945984.00         | $974198.31         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-02-01      | 5.5000%  | 5.5000% | $11383232.00       | $11818721.78       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-02-01      | 5.5000%  | 5.5000% | $1000.00           | $1036.45           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-02-01      | 5.5000%  | 5.5000% | $1000.00           | $1027.70           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-02-01      | 5.0000%  | 5.0000% | $1000.00           | $1008.55           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 6.5000%  | 6.5000% | $1000.00           | $1069.02           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-03-01      | 5.5000%  | 5.5000% | $9540600.00        | $9861624.22        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-03-01      | 6.0000%  | 6.0000% | $1000.00           | $1057.11           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-03-01      | 4.5000%  | 4.5000% | $1000.00           | $993.02            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-03-01      | 5.5000%  | 5.5000% | $4562680.00        | $4688309.84        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-03-01      | 5.0000%  | 5.0000% | $1000.00           | $1014.87           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-03-01      | 5.5000%  | 5.5000% | $1000.00           | $1028.28           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-08-20      | 2.5000%  | 2.5000% | $2260000.00        | $120498.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-11-20      | 3.0000%  | 3.0000% | $1200796.00        | $126650.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-05-20      | 3.0000%  | 3.0000% | $237344.00         | $114751.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2065-04-20      | 6.5000%  | 6.5000% | $721928.00         | $624219.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-09-20      | 6.5000%  | 6.5000% | $120351.00         | $127538.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 7.0000%  | 7.0000% | $1259786.00        | $1343670.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2065-03-20      | 7.0000%  | 7.0000% | $2737415.00        | $2221183.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-06-20      | 4.5000%  | 4.5000% | $3681828.00        | $1185091.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-02-15      | 3.5000%  | 3.5000% | $1256000.00        | $1058007.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-05-15      | 6.0000%  | 6.0000% | $18900000.00       | $722045.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-12-15      | 6.5000%  | 6.5000% | $2337478.00        | $111967.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-01-20      | 7.2500%  | 7.2500% | $1310308.00        | $185741.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2038-05-20      | 2.5580%  | 2.5580% | $82670759.00       | $65973.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-06-16      | 2.2750%  | 2.2750% | $233333333.00      | $141663.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2040-07-20      | 2.1580%  | 2.1580% | $100000000.00      | $734212.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-05-20      | 2.9680%  | 2.9680% | $26138580.00       | $106055.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2042-07-16      | 2.3250%  | 2.3250% | $42037019.00       | $807128.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2042-07-20      | 2.8180%  | 2.8180% | $23000000.00       | $526147.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2042-08-20      | 2.3380%  | 2.3380% | $6291390.00        | $126402.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2042-08-16      | 3.5000%  | 3.5000% | $22733000.00       | $831494.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2042-08-20      | 2.2680%  | 2.2680% | $39750000.00       | $725547.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2037-04-16      | 3.0250%  | 3.0250% | $94323131.00       | $91165.60          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2037-04-16      | 2.4130%  | 2.4130% | $20700000.00       | $59478.08          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2037-04-16      | 3.0350%  | 3.0350% | $45300000.00       | $76113.48          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-08-20      | 2.3180%  | 2.3180% | $90300000.00       | $67822.95          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-09-16      | 2.4250%  | 2.4250% | $60000000.00       | $129039.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-09-16      | 2.4250%  | 2.4250% | $35250000.00       | $72880.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-11-16      | 5.5000%  | 5.5000% | $2739257.00        | $40154.05          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-11-20      | 2.5480%  | 2.5480% | $50000000.00       | $163316.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-06-20      | 2.2180%  | 2.2180% | $50000000.00       | $126123.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-05-20      | 1.6180%  | 1.6180% | $29000000.00       | $211861.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-03-16      | 2.8250%  | 2.8250% | $64972949.00       | $11171.29          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-01-16      | 1.7750%  | 1.7750% | $17850000.00       | $105539.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-10-20      | 4.0000%  | 4.0000% | $23970000.00       | $568073.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-12-16      | 2.0250%  | 2.0250% | $49025072.00       | $120735.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-06-16      | 2.8250%  | 2.8250% | $12538194.00       | $66240.78          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-05-16      | 2.3750%  | 2.3750% | $7689881.00        | $268444.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2040-02-20      | 2.4680%  | 2.4680% | $238176896.00      | $879166.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2040-02-16      | 2.6750%  | 2.6750% | $50750000.00       | $113065.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2040-03-20      | 2.6880%  | 2.6880% | $150000000.00      | $642480.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2040-02-16      | 2.2250%  | 2.2250% | $89740000.00       | $163191.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2040-02-20      | 1.9780%  | 1.9780% | $34400000.00       | $122378.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2040-05-20      | 0.0000%  | 0.0000% | $36000000.00       | $898254.96         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 6.0000%  | 6.0000% | $1024.00           | $959.92            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 6.0000%  | 6.0000% | $1024.00           | $870.81            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-01-01      | 4.0000%  | 4.0000% | $1008.00           | $930.19            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-05-01      | 5.0000%  | 5.0000% | $1024.00           | $1026.42           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-05-01      | 3.5000%  | 3.5000% | $11966394.00       | $10535777.59       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-07-01      | 6.0000%  | 6.0000% | $1024.00           | $1007.29           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 5.0000%  | 5.0000% | $1152.00           | $1145.20           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 6.5000%  | 6.5000% | $1024.00           | $914.56            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 6.0000%  | 6.0000% | $1024.00           | $1019.34           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 6.0000%  | 6.0000% | $1008.00           | $1006.95           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 5.5000%  | 5.5000% | $1024.00           | $964.07            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-12-01      | 6.0000%  | 6.0000% | $139613190.00      | $130057493.08      | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 5.5000%  | 5.5000% | $61421879.00       | $62382844.40       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-03-01      | 5.0000%  | 5.0000% | $1024.00           | $1029.72           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 6.0000%  | 6.0000% | $1024.00           | $1057.19           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-12-01      | 5.0000%  | 5.0000% | $1024.00           | $1025.90           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 5.5000%  | 5.5000% | $1000.00           | $1018.07           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 7.0000%  | 7.0000% | $1024.00           | $1008.81           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-11-01      | 3.5000%  | 3.5000% | $10978311.00       | $10629297.07       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 6.0000%  | 6.0000% | $1016.00           | $1069.60           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-05-01      | 3.0000%  | 3.0000% | $1008.00           | $928.40            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 6.0000%  | 6.0000% | $1024.00           | $1064.32           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-09-25      | 5.3160%  | 5.3160% | $4226172.00        | $582712.02         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-02-25      | 5.5000%  | 5.5000% | $25000000.00       | $3492841.65        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-04-25      | 4.5000%  | 4.5000% | $48528242.00       | $8994532.62        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-02-01      | 6.5000%  | 6.5000% | $1024.00           | $839.08            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-10-01      | 6.0000%  | 6.0000% | $1000.00           | $731.92            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-12-01      | 6.5000%  | 6.5000% | $229159.00         | $167634.86         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-02-01      | 6.0000%  | 6.0000% | $1000.00           | $756.49            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-04-01      | 7.0000%  | 7.0000% | $1008.00           | $635.21            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-02-01      | 4.5000%  | 4.5000% | $2742612.00        | $2389057.94        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-05-01      | 6.5000%  | 6.5000% | $1000.00           | $701.91            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-09-01      | 5.5000%  | 5.5000% | $1024.00           | $969.92            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 6.0000%  | 6.0000% | $1024.00           | $920.69            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-03-01      | 6.5000%  | 6.5000% | $1040.00           | $928.31            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 6.0000%  | 6.0000% | $367601.00         | $345661.78         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-05-01      | 5.0000%  | 5.0000% | $1024.00           | $950.15            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 6.0000%  | 6.0000% | $2065289.00        | $1965075.52        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 6.0000%  | 6.0000% | $1024.00           | $994.24            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 5.5000%  | 5.5000% | $6169.00           | $5688.30           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 5.0000%  | 5.0000% | $17458.00          | $17286.58          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-12-01      | 5.0000%  | 5.0000% | $1200.00           | $1205.61           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 4.5000%  | 4.5000% | $1024.00           | $1015.50           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 5.0000%  | 5.0000% | $1024.00           | $1039.46           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-04      | 5.0000%  | 5.0000% | $1024.00           | $1040.27           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 5.5000%  | 5.5000% | $1000.00           | $1022.75           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 4.5000%  | 4.5000% | $1024.00           | $1014.43           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-07-01      | 6.5000%  | 6.5000% | $1805417.00        | $1464196.99        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 5.0000%  | 5.0000% | $194952.00         | $188668.89         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 7.0000%  | 7.0000% | $1024.00           | $747.68            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 6.5000%  | 6.5000% | $3583380.00        | $3344742.35        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 7.5000%  | 7.5000% | $51256.00          | $45474.91          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2040-06-01      | 5.5000%  | 5.5000% | $1024.00           | $825.80            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2040-08-01      | 5.0000%  | 5.0000% | $2700904.00        | $2289721.86        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-12-01      | 6.5000%  | 6.5000% | $1000.00           | $1060.49           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-12-01      | 4.5000%  | 4.5000% | $1000.00           | $991.62            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-12-01      | 5.0000%  | 5.0000% | $1000.00           | $1010.34           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-12-01      | 7.0000%  | 7.0000% | $1000.00           | $1055.20           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-12-01      | 5.5000%  | 5.5000% | $1024.00           | $1044.42           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 6.0000%  | 6.0000% | $1008.00           | $1022.80           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 6.0000%  | 6.0000% | $1000.00           | $1035.19           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-12-01      | 5.5000%  | 5.5000% | $1000.00           | $1031.53           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 5.5000%  | 5.5000% | $1024.00           | $1042.15           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-12-01      | 5.0000%  | 5.0000% | $1008.00           | $1017.65           | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2044-08-15      | 0.0000%  | 0.0000% | $1147000.00        | $468801.84         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2044-02-15      | 0.0000%  | 0.0000% | $1146990.00        | $482394.17         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2043-08-15      | 0.0000%  | 0.0000% | $1146980.00        | $496223.69         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2042-08-15      | 0.0000%  | 0.0000% | $1146990.00        | $525640.28         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2042-02-15      | 0.0000%  | 0.0000% | $1147000.00        | $541525.08         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2041-08-15      | 0.0000%  | 0.0000% | $1147000.00        | $557243.56         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2041-02-15      | 0.0000%  | 0.0000% | $1146990.00        | $573414.71         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2040-08-15      | 0.0000%  | 0.0000% | $1146960.00        | $590217.58         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2040-02-15      | 0.0000%  | 0.0000% | $1147000.00        | $607344.52         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2039-08-15      | 0.0000%  | 0.0000% | $1146970.00        | $625376.21         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2052-08-15      | 0.0000%  | 0.0000% | $1050779.75        | $289016.97         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2052-02-15      | 0.0000%  | 0.0000% | $1147000.00        | $322984.87         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2039-02-15      | 0.0000%  | 0.0000% | $1147000.00        | $643316.74         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2038-08-15      | 0.0000%  | 0.0000% | $1146970.00        | $661773.01         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2038-02-15      | 0.0000%  | 0.0000% | $1146990.00        | $680276.32         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2037-08-15      | 0.0000%  | 0.0000% | $1146980.00        | $699315.99         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2030-08-15      | 0.0000%  | 0.0000% | $1147000.00        | $976047.67         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-02-15      | 0.0000%  | 0.0000% | $57000.00          | $53205.11          | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-08-15      | 0.0000%  | 0.0000% | $1147000.00        | $1127818.71        | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2036-08-15      | 0.0000%  | 0.0000% | $1147000.00        | $739290.82         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2036-02-15      | 0.0000%  | 0.0000% | $1147000.00        | $758894.19         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2035-08-15      | 0.0000%  | 0.0000% | $1147000.00        | $778774.00         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2035-02-15      | 0.0000%  | 0.0000% | $1147000.00        | $797963.31         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2034-08-15      | 0.0000%  | 0.0000% | $1147000.00        | $818362.70         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-06-30      | 3.7500%  | 3.7500% | $203046600.00      | $204902098.16      | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2032-06-30      | 4.0000%  | 4.0000% | $100.00            | $102.16            | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-09-30      | 3.5000%  | 3.5000% | $63426800.00       | $64328860.82       | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-07-15      | 4.3750%  | 4.3750% | $189431200.00      | $192635774.11      | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2055-05-15      | 4.7500%  | 4.7500% | $700.00            | $717.70            | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2042-02-15      | 2.3750%  | 2.3750% | $3492700.00        | $2644453.42        | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2052-02-15      | 2.2500%  | 2.2500% | $100.00            | $62.94             | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2041-11-15      | 2.0000%  | 2.0000% | $6428200.00        | $4649323.29        | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2051-02-15      | 1.8750%  | 1.8750% | $180300.00         | $104686.06         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2047-02-15      | 3.0000%  | 3.0000% | $100.00            | $77.73             | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2045-08-15      | 2.8750%  | 2.8750% | $25000000.00       | $19344225.96       | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2044-08-15      | 3.1250%  | 3.1250% | $1998400.00        | $1630414.44        | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2044-05-15      | 3.3750%  | 3.3750% | $129000.00         | $110738.26         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2043-02-15      | 3.1250%  | 3.1250% | $110000.00         | $91499.64          | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2041-11-15      | 3.1250%  | 3.1250% | $2370600.00        | $2030788.47        | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-08-15      | 6.3750%  | 6.3750% | $169300.00         | $176581.29         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-06-09      | 0.0000%  | 0.0000% | $100.00            | $98.98             | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-06-02      | 0.0000%  | 0.0000% | $600.00            | $594.31            | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-04-28      | 0.0000%  | 0.0000% | $100.00            | $99.39             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-01-20      | 4.5000%  | 4.5000% | $3996463.00        | $3981360.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-01-20      | 5.5000%  | 5.5000% | $7421001.00        | $1384133.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-12-20      | 1.7880%  | 1.7880% | $52185507.00       | $2007506.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-11-20      | 1.8380%  | 1.8380% | $41390061.00       | $2232114.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-11-20      | 4.7110%  | 4.7110% | $100000000.00      | $100100241.11      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-11-20      | 4.5610%  | 4.5610% | $43030535.00       | $42884671.93       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-10-20      | 2.3380%  | 2.3380% | $41172499.00       | $1882313.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-10-20      | 4.7610%  | 4.7610% | $38320523.00       | $38333556.96       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-11-20      | 4.5110%  | 4.5110% | $72780201.00       | $72680355.50       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 4.9110%  | 4.9110% | $14032138.00       | $13092475.83       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-06-20      | 5.0110%  | 5.0110% | $41000000.00       | $37365622.80       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 5.1610%  | 5.1610% | $1000.00           | $833.26            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-06-20      | 5.1110%  | 5.1110% | $26000000.00       | $23054669.26       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-06-20      | 4.8110%  | 4.8110% | $36124016.00       | $34319770.70       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-04-20      | 5.0310%  | 5.0310% | $58670000.00       | $52811741.23       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 3.4380%  | 3.4380% | $105000000.00      | $10040143.91       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 2.2680%  | 2.2680% | $86263000.00       | $4278007.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-02-20      | 2.2880%  | 2.2880% | $67281047.00       | $4189790.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 1.6880%  | 1.6880% | $48832809.00       | $2549878.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 2.9380%  | 2.9380% | $50000000.00       | $3106175.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 2.9180%  | 2.9180% | $6000000.00        | $313105.85         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-02-01      | 6.0000%  | 6.0000% | $150000.00         | $79840.85          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-01-01      | 3.0000%  | 3.0000% | $756171.00         | $407955.06         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-09-01      | 3.0000%  | 3.0000% | $99000.00          | $59254.53          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-08-01      | 2.5000%  | 2.5000% | $300000.00         | $180160.30         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-08-01      | 2.5000%  | 2.5000% | $1000.00           | $515.67            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-09-01      | 4.5000%  | 4.5000% | $1024.00           | $168.75            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-05-01      | 5.5000%  | 5.5000% | $4734345.00        | $4214804.90        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 6.0000%  | 6.0000% | $1008.00           | $735.91            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-05-01      | 6.0000%  | 6.0000% | $1008.00           | $677.82            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-04-01      | 5.0000%  | 5.0000% | $390682.00         | $332180.91         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-09-01      | 6.0000%  | 6.0000% | $1000.00           | $689.69            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-07-01      | 5.5000%  | 5.5000% | $1000.00           | $787.44            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 4.5000%  | 4.5000% | $1000.00           | $772.60            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-07-01      | 3.5000%  | 3.5000% | $1000.00           | $748.21            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-04-01      | 2.0000%  | 2.0000% | $6612200.00        | $3830646.87        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-11-01      | 1.5000%  | 1.5000% | $791000.00         | $436183.31         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-01-01      | 3.0000%  | 3.0000% | $1009.00           | $181.27            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-07-01      | 3.5000%  | 3.5000% | $5257680.00        | $471606.84         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-11-01      | 5.0000%  | 5.0000% | $1024.00           | $956.15            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-06-01      | 4.0000%  | 4.0000% | $199000.00         | $162045.96         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-03-01      | 2.5000%  | 2.5000% | $1031762.00        | $763589.38         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-11-01      | 5.0000%  | 5.0000% | $144207959.00      | $124631050.54      | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-06-01      | 6.5000%  | 6.5000% | $1024.00           | $731.68            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-12-01      | 3.0000%  | 3.0000% | $4514075.00        | $2885364.06        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-11-01      | 3.0000%  | 3.0000% | $588890.00         | $260317.81         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-07-01      | 4.0000%  | 4.0000% | $1000.00           | $212.93            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-06-01      | 3.0000%  | 3.0000% | $2705.00           | $499.14            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-06-01      | 4.5000%  | 4.5000% | $2229629.00        | $393804.72         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2044-09-15      | 2.2770%  | 2.2770% | $50328508.00       | $1057253.25        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2044-08-15      | 2.2770%  | 2.2770% | $53638238.00       | $1209744.67        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-11-15      | 2.2070%  | 2.2070% | $113846153.00      | $2066490.03        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-09-15      | 2.1770%  | 2.1770% | $46915040.00       | $956784.12         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-07-15      | 2.1770%  | 2.1770% | $82532704.00       | $1367809.75        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-10-15      | 4.0000%  | 4.0000% | $56500000.00       | $683245.04         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-12-15      | 3.0000%  | 3.0000% | $166600000.00      | $3113733.43        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-12-15      | 3.0000%  | 3.0000% | $29968438.00       | $701433.69         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-09-15      | 2.2770%  | 2.2770% | $50539734.00       | $481982.06         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-07-15      | 2.7270%  | 2.7270% | $42705734.00       | $766526.60         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-02-01      | 3.5000%  | 3.5000% | $1000.00           | $79.95             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2044-12-01      | 4.0000%  | 4.0000% | $12050.00          | $898.88            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-07-01      | 3.5000%  | 3.5000% | $3818.00           | $111.22            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2038-04-01      | 6.0000%  | 6.0000% | $1849.00           | $17.20             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-03-01      | 5.5000%  | 5.5000% | $22627.00          | $119.33            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-09-01      | 5.5000%  | 5.5000% | $66298.00          | $181.26            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-05-01      | 5.0000%  | 5.0000% | $3809.00           | $42.60             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2034-11-01      | 6.0000%  | 6.0000% | $26663.00          | $341.12            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-01-01      | 5.0000%  | 5.0000% | $4585.00           | $158.50            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-12-01      | 5.5000%  | 5.5000% | $4007.00           | $159.63            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-07-01      | 5.5000%  | 5.5000% | $21549.00          | $89.99             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-01-01      | 5.0000%  | 5.0000% | $23922.00          | $434.62            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-09-01      | 5.5000%  | 5.5000% | $4614.00           | $47.73             | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2051-08-15      | 0.0000%  | 0.0000% | $1147000.00        | $330317.64         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2051-02-15      | 0.0000%  | 0.0000% | $1147000.00        | $337938.31         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2050-08-15      | 0.0000%  | 0.0000% | $1147000.00        | $346114.13         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2050-02-15      | 0.0000%  | 0.0000% | $1147000.00        | $354743.01         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2049-08-15      | 0.0000%  | 0.0000% | $1146970.00        | $363956.52         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2049-02-15      | 0.0000%  | 0.0000% | $1147000.00        | $372822.02         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2048-08-15      | 0.0000%  | 0.0000% | $1147000.00        | $382483.20         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2048-02-15      | 0.0000%  | 0.0000% | $1147000.00        | $392329.05         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2047-08-15      | 0.0000%  | 0.0000% | $1147000.00        | $401791.80         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2047-02-15      | 0.0000%  | 0.0000% | $1147000.00        | $411393.34         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2046-08-15      | 0.0000%  | 0.0000% | $547000.00         | $201352.34         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2046-02-15      | 0.0000%  | 0.0000% | $595500.00         | $224796.48         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2045-08-15      | 0.0000%  | 0.0000% | $1146990.00        | $444720.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-10-20      | 2.3180%  | 2.3180% | $26501199.00       | $714790.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-10-20      | 2.4680%  | 2.4680% | $56350717.00       | $1050551.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-10-16      | 2.1140%  | 2.1140% | $13253848.00       | $323211.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-09-20      | 2.3180%  | 2.3180% | $19781353.00       | $545140.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-10-20      | 4.0000%  | 4.0000% | $10625000.00       | $288649.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-10-20      | 2.4680%  | 2.4680% | $39848410.00       | $2080638.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-08-20      | 3.5000%  | 3.5000% | $7142857.00        | $388404.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-11-20      | 4.0000%  | 4.0000% | $9796228.00        | $156155.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-10-20      | 4.0000%  | 4.0000% | $56071519.00       | $188641.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-05-20      | 4.0000%  | 4.0000% | $16849250.00       | $297007.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-06-20      | 4.5000%  | 4.5000% | $7165270.00        | $78556.07          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-02-20      | 2.3680%  | 2.3680% | $3500000.00        | $86706.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2058-01-16      | 2.2750%  | 2.2750% | $10000000.00       | $61159.82          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-01-20      | 1.8680%  | 1.8680% | $36225000.00       | $445043.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-12-20      | 2.9680%  | 2.9680% | $27730074.00       | $636146.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-02-20      | 2.3180%  | 2.3180% | $34187896.00       | $806442.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-10-20      | 1.8980%  | 1.8980% | $68906615.00       | $1156048.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-01-20      | 4.0000%  | 4.0000% | $9588250.00        | $81410.39          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-05-20      | 4.0000%  | 4.0000% | $39243492.00       | $724315.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-08-20      | 5.5000%  | 5.5000% | $12400000.00       | $91262.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-06-20      | 7.0000%  | 7.0000% | $29089813.00       | $224108.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-05-20      | 4.0000%  | 4.0000% | $15518366.00       | $111652.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-08-20      | 2.1140%  | 2.1140% | $16708873.00       | $95093.54          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-02-16      | 6.0000%  | 6.0000% | $38029926.00       | $427408.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-02-16      | 4.0000%  | 4.0000% | $9328677.00        | $87856.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-02-16      | 1.8250%  | 1.8250% | $21766915.00       | $305427.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-01-20      | 1.8180%  | 1.8180% | $102197306.00      | $1020417.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-10-16      | 1.8250%  | 1.8250% | $66231125.00       | $797405.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-10-20      | 4.5000%  | 4.5000% | $19293000.00       | $253023.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-09-20      | 2.4180%  | 2.4180% | $39093773.00       | $228736.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-11-20      | 1.8180%  | 1.8180% | $9500000.00        | $147305.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-10-20      | 1.9380%  | 1.9380% | $35000000.00       | $269338.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2042-11-20      | 3.5000%  | 3.5000% | $31300000.00       | $303007.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-05-20      | 5.0000%  | 5.0000% | $9261106.00        | $118876.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-08-20      | 1.8180%  | 1.8180% | $34400000.00       | $541296.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-07-16      | 4.5000%  | 4.5000% | $5285713.00        | $61026.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-04-20      | 2.3180%  | 2.3180% | $54035286.00       | $496578.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-03-16      | 2.4250%  | 2.4250% | $25000000.00       | $196268.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-01-20      | 2.9680%  | 2.9680% | $85277575.00       | $758960.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-11-20      | 2.3680%  | 2.3680% | $37269289.00       | $151346.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-08-16      | 2.3250%  | 2.3250% | $37514550.00       | $335832.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-09-20      | 2.3680%  | 2.3680% | $36206662.00       | $188078.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-07-16      | 2.3250%  | 2.3250% | $96709662.00       | $1333719.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-09-20      | 2.4180%  | 2.4180% | $73333333.00       | $528418.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-04-20      | 2.5180%  | 2.5180% | $31250000.00       | $175076.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-09-20      | 5.0000%  | 5.0000% | $14700000.00       | $90810.03          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-12-20      | 1.7680%  | 1.7680% | $43369209.00       | $183236.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-12-20      | 1.7680%  | 1.7680% | $132000000.00      | $974399.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-12-20      | 2.3580%  | 2.3580% | $43000000.00       | $621324.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-01-20      | 2.3680%  | 2.3680% | $136303380.00      | $821231.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-04-20      | 3.5000%  | 3.5000% | $6662768.00        | $39955.51          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2042-10-16      | 3.5000%  | 3.5000% | $13065039.00       | $469825.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-02-20      | 3.0000%  | 3.0000% | $11286666.00       | $225967.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2042-04-16      | 5.5000%  | 5.5000% | $7072909.00        | $86335.68          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2042-01-20      | 2.2680%  | 2.2680% | $28656548.00       | $270345.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-12-20      | 2.8180%  | 2.8180% | $115593750.00      | $935449.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-07-20      | 2.9180%  | 2.9180% | $7500000.00        | $69411.55          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-12-16      | 2.8750%  | 2.8750% | $45000000.00       | $390964.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2035-12-20      | 2.3180%  | 2.3180% | $6000000.00        | $82864.79          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-05-16      | 2.2750%  | 2.2750% | $25800000.00       | $91420.66          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-04-20      | 2.8680%  | 2.8680% | $129491000.00      | $662915.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-03-20      | 2.8180%  | 2.8180% | $45697200.00       | $253060.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-02-20      | 2.2680%  | 2.2680% | $43078000.00       | $141140.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2040-05-16      | 2.2750%  | 2.2750% | $92857830.00       | $212887.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 2.8880%  | 2.8880% | $37995725.00       | $858112.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-12-20      | 6.5000%  | 6.5000% | $19010487.00       | $3630981.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-12-20      | 6.5000%  | 6.5000% | $9702697.00        | $1802118.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 2.8880%  | 2.8880% | $16364000.00       | $424232.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 2.9680%  | 2.9680% | $25100000.00       | $682061.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-07-20      | 6.5000%  | 6.5000% | $1935307.00        | $461227.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-10-20      | 1.8380%  | 1.8380% | $300000000.00      | $11908558.80       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-10-20      | 2.4380%  | 2.4380% | $22622479.00       | $1497653.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-11-20      | 2.2280%  | 2.2280% | $99900000.00       | $2954214.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-11-20      | 4.8610%  | 4.8610% | $1021600.00        | $953524.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-08-20      | 2.9880%  | 2.9880% | $75412000.00       | $5357171.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-08-20      | 2.9880%  | 2.9880% | $49660000.00       | $2873955.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-08-20      | 2.2880%  | 2.2880% | $49900000.00       | $2592539.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-08-20      | 2.9880%  | 2.9880% | $9856000.00        | $546744.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-07-20      | 4.6810%  | 4.6810% | $50000000.00       | $38978076.48       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 3.6380%  | 3.6380% | $32533000.00       | $2068431.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 2.3380%  | 2.3380% | $101915334.00      | $4444091.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 3.0380%  | 3.0380% | $18424112.00       | $1787201.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-10-20      | 2.5000%  | 2.5000% | $24140230.00       | $2707914.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 3.5380%  | 3.5380% | $50000000.00       | $1136357.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-05-20      | 6.5000%  | 6.5000% | $17817115.00       | $1035978.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-05-20      | 2.2380%  | 2.2380% | $23806000.00       | $1077299.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 3.5880%  | 3.5880% | $40490108.00       | $2075335.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-07-20      | 3.5000%  | 3.5000% | $23831465.00       | $3221339.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 2.1960%  | 2.1960% | $21330000.00       | $926775.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-07-20      | 0.0000%  | 0.0000% | $405556.00         | $295340.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-06-20      | 5.1610%  | 5.1610% | $513288.00         | $490810.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-06-20      | 4.5610%  | 4.5610% | $2000.00           | $1585.36           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-06-20      | 5.0610%  | 5.0610% | $49138730.00       | $13501924.93       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 6.4990%  | 6.4990% | $2641280.00        | $276841.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 2.4880%  | 2.4880% | $6197341.00        | $286757.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 3.1880%  | 3.1880% | $4781338.00        | $254276.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-01-20      | 5.0000%  | 5.0000% | $12718112.00       | $384485.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-12-20      | 2.3180%  | 2.3180% | $11600000.00       | $223915.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-12-20      | 2.3380%  | 2.3380% | $44933301.00       | $808166.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-01-20      | 2.3180%  | 2.3180% | $40000000.00       | $862489.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-08-20      | 5.0000%  | 5.0000% | $8529850.00        | $317044.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-10-20      | 2.4180%  | 2.4180% | $36380463.00       | $546147.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-10-16      | 2.4250%  | 2.4250% | $5553716.00        | $108051.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-10-20      | 2.3680%  | 2.3680% | $32265116.00       | $1013164.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-09-20      | 2.4180%  | 2.4180% | $77108333.00       | $783398.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-09-20      | 2.4680%  | 2.4680% | $46000000.00       | $1140973.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-03-20      | 4.0000%  | 4.0000% | $12328000.00       | $48479.09          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-07-20      | 2.4180%  | 2.4180% | $29900000.00       | $808982.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-06-20      | 2.4680%  | 2.4680% | $24698979.00       | $476788.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-08-20      | 2.4180%  | 2.4180% | $27855683.00       | $917436.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-05-20      | 2.4180%  | 2.4180% | $16114759.00       | $438980.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-10-20      | 4.0000%  | 4.0000% | $22349777.00       | $352038.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-04-20      | 1.9380%  | 1.9380% | $30000000.00       | $522848.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-05-20      | 2.4680%  | 2.4680% | $11354168.00       | $353753.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-02-16      | 2.3750%  | 2.3750% | $76777880.00       | $2886347.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-02-16      | 1.8250%  | 1.8250% | $36566799.00       | $625945.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-02-20      | 2.3180%  | 2.3180% | $53277272.00       | $1164263.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-11-20      | 3.5000%  | 3.5000% | $43406142.00       | $475470.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-10-20      | 2.4180%  | 2.4180% | $61229287.00       | $1413260.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-11-20      | 2.4180%  | 2.4180% | $30121153.00       | $610310.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-08-20      | 4.0000%  | 4.0000% | $6776299.00        | $243254.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-09-20      | 2.4180%  | 2.4180% | $19097714.00       | $645243.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-08-20      | 2.4180%  | 2.4180% | $13000000.00       | $530510.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-07-20      | 6.0000%  | 6.0000% | $31360274.00       | $840768.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-08-16      | 5.0000%  | 5.0000% | $3471000.00        | $137326.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2036-05-20      | 3.3990%  | 3.3990% | $32325751.00       | $375989.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-09-20      | 6.0000%  | 6.0000% | $12022470.00       | $179089.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-11-20      | 5.0000%  | 5.0000% | $14329000.00       | $448730.24         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-06-25      | 2.3680%  | 2.3680% | $47156928.00       | $737661.14         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-03-25      | 5.0000%  | 5.0000% | $23520000.00       | $105093.80         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-08-25      | 2.3180%  | 2.3180% | $57565000.00       | $651218.77         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-10-25      | 0.0000%  | 0.0000% | $13655000.00       | $1899576.95        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2040-05-25      | 5.0000%  | 5.0000% | $62643330.00       | $395172.79         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-10-25      | 2.1180%  | 2.1180% | $100000000.00      | $2295623.96        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-10-25      | 2.1180%  | 2.1180% | $148231925.00      | $4255704.88        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-12-25      | 2.1180%  | 2.1180% | $94109919.00       | $2243269.34        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-04-25      | 2.3180%  | 2.3180% | $25228625.00       | $103293.30         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2044-04-25      | 2.1680%  | 2.1680% | $109901428.00      | $1378501.79        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2044-09-25      | 5.5000%  | 5.5000% | $46900792.00       | $634821.03         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2044-08-25      | 2.2270%  | 2.2270% | $219487269.00      | $722954.61         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2044-11-25      | 2.8680%  | 2.8680% | $45888103.00       | $590493.82         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2045-02-25      | 2.3180%  | 2.3180% | $26891448.00       | $492874.35         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2044-07-25      | 4.0000%  | 4.0000% | $4144352.00        | $70159.52          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2045-04-25      | 2.3680%  | 2.3680% | $28710332.00       | $532644.04         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2045-05-25      | 1.8180%  | 1.8180% | $14650000.00       | $126163.82         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2045-05-25      | 1.8380%  | 1.8380% | $27685939.00       | $607465.57         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2045-07-25      | 1.8180%  | 1.8180% | $115287659.00      | $1023963.35        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2037-03-25      | 6.0000%  | 6.0000% | $83989000.00       | $1473108.10        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2045-08-25      | 2.4180%  | 2.4180% | $37667000.00       | $559266.72         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2044-09-25      | 4.0000%  | 4.0000% | $38500000.00       | $309480.94         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2045-10-25      | 2.4680%  | 2.4680% | $30200841.00       | $406623.48         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2046-02-25      | 1.8180%  | 1.8180% | $135000000.00      | $1552651.81        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2046-07-25      | 2.2180%  | 2.2180% | $25000000.00       | $905744.35         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2046-06-25      | 2.1680%  | 2.1680% | $23923267.00       | $640499.94         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2046-11-25      | 2.2180%  | 2.2180% | $52811235.00       | $1331534.80        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2046-09-25      | 4.5000%  | 4.5000% | $25694519.00       | $457178.37         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2046-10-25      | 3.5000%  | 3.5000% | $10060000.00       | $167544.37         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2046-11-25      | 2.2180%  | 2.2180% | $32625000.00       | $1145037.07        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-01-25      | 2.2040%  | 2.2040% | $9025000.00        | $126971.46         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2046-12-25      | 2.2180%  | 2.2180% | $43035150.00       | $928823.44         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-05-25      | 2.3680%  | 2.3680% | $18684486.00       | $594854.08         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-10-25      | 1.9680%  | 1.9680% | $63440282.00       | $1074185.14        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-07-25      | 2.3680%  | 2.3680% | $33304475.00       | $1393291.85        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2057-07-25      | 2.3180%  | 2.3180% | $65842947.00       | $3070306.42        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-09-25      | 2.3680%  | 2.3680% | $25000000.00       | $956835.36         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-11-25      | 4.0000%  | 4.0000% | $40082625.00       | $548282.45         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-10-25      | 2.3680%  | 2.3680% | $42557094.00       | $1166466.36        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-10-25      | 2.3680%  | 2.3680% | $42926212.00       | $1275422.38        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-11-25      | 2.3680%  | 2.3680% | $57036974.00       | $1567255.26        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-12-25      | 2.4180%  | 2.4180% | $61226988.00       | $1397657.52        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-01-25      | 2.3680%  | 2.3680% | $14491428.00       | $554626.53         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-02-25      | 2.4680%  | 2.4680% | $39632837.00       | $811212.20         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-04-25      | 3.0000%  | 3.0000% | $1250500.00        | $169407.31         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-04-25      | 2.4180%  | 2.4180% | $30328456.00       | $741451.02         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-04-25      | 2.4180%  | 2.4180% | $24090139.00       | $523788.18         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-04-25      | 2.4180%  | 2.4180% | $11487480.00       | $478998.32         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-08-25      | 2.4180%  | 2.4180% | $35000000.00       | $471628.66         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-09-25      | 2.4680%  | 2.4680% | $55448263.00       | $1219920.10        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-10-25      | 2.3680%  | 2.3680% | $20707928.00       | $883166.31         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-02-25      | 5.0000%  | 5.0000% | $13071003.00       | $424223.37         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-11-25      | 2.3680%  | 2.3680% | $26348852.00       | $452703.96         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-06-25      | 4.0000%  | 4.0000% | $20826720.00       | $284899.39         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-01-25      | 2.3680%  | 2.3680% | $29762835.00       | $710146.02         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-07-25      | 2.2180%  | 2.2180% | $17750000.00       | $752102.90         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-07-25      | 2.2180%  | 2.2180% | $6028333.00        | $168648.19         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2059-07-25      | 2.2180%  | 2.2180% | $22540888.00       | $963544.77         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-07-25      | 2.2680%  | 2.2680% | $14000000.00       | $513357.37         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2057-09-25      | 5.0000%  | 5.0000% | $19134766.00       | $794170.56         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-06-25      | 2.2680%  | 2.2680% | $38821776.00       | $807204.99         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-07-25      | 2.2180%  | 2.2180% | $40000000.00       | $712722.00         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2036-11-25      | 2.8180%  | 2.8180% | $33942838.00       | $1409310.75        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-07-25      | 2.2980%  | 2.2980% | $16117495.00       | $702791.44         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-03-01      | 5.0000%  | 5.0000% | $1008.00           | $924.56            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-05-01      | 5.5000%  | 5.5000% | $1044248.00        | $924884.56         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-09-01      | 6.5000%  | 6.5000% | $19138.00          | $18067.55          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-10-01      | 6.0000%  | 6.0000% | $1000.00           | $927.16            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-11-01      | 6.0000%  | 6.0000% | $1008.00           | $721.62            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-11-01      | 6.0000%  | 6.0000% | $1008.00           | $755.78            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-01-01      | 6.0000%  | 6.0000% | $1000.00           | $733.25            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-07-01      | 7.0000%  | 7.0000% | $1000.00           | $502.86            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-08-01      | 6.5000%  | 6.5000% | $1008.00           | $575.14            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-09-01      | 5.0000%  | 5.0000% | $2292729.00        | $2194026.82        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-09-01      | 5.5000%  | 5.5000% | $1000.00           | $998.27            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-05-01      | 2.5000%  | 2.5000% | $942000.00         | $443573.25         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-05-01      | 3.5000%  | 3.5000% | $3868000.00        | $1259817.31        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-01-01      | 3.5000%  | 3.5000% | $299000.00         | $178216.37         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-07-01      | 4.5000%  | 4.5000% | $8965136.00        | $6569601.49        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 4.5000%  | 4.5000% | $112100.00         | $79785.46          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 4.5000%  | 4.5000% | $48124832.00       | $34554851.33       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-09-01      | 6.5000%  | 6.5000% | $1095544.00        | $831947.67         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-07-01      | 5.5000%  | 5.5000% | $1024.00           | $922.74            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-07-01      | 6.0000%  | 6.0000% | $171053.00         | $152506.94         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-10-01      | 6.0000%  | 6.0000% | $1000.00           | $787.80            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-04-01      | 5.5000%  | 5.5000% | $1000.00           | $776.29            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-25      | 6.5000%  | 6.5000% | $1000.00           | $782.85            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-04-01      | 6.0000%  | 6.0000% | $1000.00           | $772.54            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-07-01      | 6.5000%  | 6.5000% | $1008.00           | $724.30            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-07-01      | 6.5000%  | 6.5000% | $1008.00           | $669.01            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-07-01      | 6.5000%  | 6.5000% | $1000.00           | $586.45            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-07-01      | 6.0000%  | 6.0000% | $1099900.00        | $1011519.00        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2038-02-15      | 2.2800%  | 2.2800% | $837061762.00      | $2580407.18        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2041-10-25      | 2.6680%  | 2.6680% | $80000000.00       | $510100.21         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-01-25      | 2.7180%  | 2.7180% | $22264215.00       | $118486.07         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2041-12-25      | 2.7680%  | 2.7680% | $50000000.00       | $678455.52         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-02-25      | 2.7180%  | 2.7180% | $49291146.00       | $656940.36         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-01-25      | 2.7680%  | 2.7680% | $50000000.00       | $565730.78         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-01-25      | 2.7680%  | 2.7680% | $31333333.00       | $608970.40         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-02-25      | 2.2180%  | 2.2180% | $13741213.00       | $78203.95          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-03-25      | 2.6680%  | 2.6680% | $15585300.00       | $85671.02          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-05-25      | 2.7180%  | 2.7180% | $53520253.00       | $500146.54         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-04-25      | 2.7180%  | 2.7180% | $28457346.00       | $248626.08         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-07-25      | 2.8180%  | 2.8180% | $36126447.00       | $207265.34         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-06-25      | 0.0000%  | 0.0000% | $230769231.00      | $13940721.94       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-07-25      | 2.2680%  | 2.2680% | $39324532.00       | $131620.61         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-08-25      | 2.2180%  | 2.2180% | $47851923.00       | $525831.08         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-08-25      | 3.5000%  | 3.5000% | $65268540.00       | $483170.65         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-09-25      | 2.8180%  | 2.8180% | $42726454.00       | $649602.03         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-09-25      | 2.2680%  | 2.2680% | $12141368.00       | $98792.75          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-09-25      | 2.8180%  | 2.8180% | $20651920.00       | $320047.72         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-10-25      | 2.3180%  | 2.3180% | $61707188.00       | $242453.26         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-09-25      | 2.2680%  | 2.2680% | $19679885.00       | $161133.45         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-11-25      | 2.3680%  | 2.3680% | $58000000.00       | $1098120.72        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-11-25      | 3.5000%  | 3.5000% | $67416571.00       | $253249.21         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-12-25      | 2.3680%  | 2.3680% | $43313000.00       | $659548.54         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-02-25      | 2.3680%  | 2.3680% | $45024388.00       | $594200.12         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-10-25      | 0.2760%  | 0.2760% | $3669382.00        | $655042.09         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2033-04-25      | 3.0000%  | 3.0000% | $60458722.00       | $452672.48         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-02-25      | 2.3680%  | 2.3680% | $32817148.00       | $582324.23         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-02-25      | 2.3680%  | 2.3680% | $34421052.00       | $945471.13         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-03-25      | 2.3680%  | 2.3680% | $95877039.00       | $2457352.12        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-12-25      | 2.4180%  | 2.4180% | $11460000.00       | $138888.35         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-03-25      | 4.0000%  | 4.0000% | $32886021.00       | $46578.94          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-05-25      | 3.5000%  | 3.5000% | $94278857.00       | $1291705.31        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-06-25      | 4.0000%  | 4.0000% | $19500000.00       | $100002.58         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-06-25      | 2.4180%  | 2.4180% | $31205455.00       | $600270.53         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2033-07-25      | 2.3680%  | 2.3680% | $13271684.00       | $149351.65         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-09-25      | 2.0320%  | 2.0320% | $106795684.00      | $3277198.77        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-02-25      | 6.0890%  | 6.0890% | $47440592.00       | $3417233.72        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-11-25      | 2.3320%  | 2.3320% | $77709000.00       | $1760835.63        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-09-25      | 3.2320%  | 3.2320% | $75000000.00       | $4035185.04        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-11-25      | 3.2320%  | 3.2320% | $41000000.00       | $1660284.86        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-12-25      | 1.7820%  | 1.7820% | $100000000.00      | $3013310.24        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-12-25      | 1.9320%  | 1.9320% | $79098000.00       | $1402426.01        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-12-25      | 2.5320%  | 2.5320% | $84017305.00       | $1575596.65        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-12-25      | 2.5320%  | 2.5320% | $196049280.00      | $5851383.39        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-06-25      | 2.2820%  | 2.2820% | $50000000.00       | $1778015.81        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-05-25      | 3.3820%  | 3.3820% | $25742921.00       | $1478411.37        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-03-25      | 2.6820%  | 2.6820% | $15000000.00       | $481431.92         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-03-25      | 4.5170%  | 4.5170% | $145000000.00      | $85981828.29       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-12-25      | 2.2520%  | 2.2520% | $50016667.00       | $1434000.22        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-04-25      | 1.6610%  | 1.6610% | $106000000.00      | $2366418.64        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-05-25      | 3.3320%  | 3.3320% | $109432893.00      | $6495526.30        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-05-25      | 2.1820%  | 2.1820% | $20771120.00       | $982578.01         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-10-25      | 2.3820%  | 2.3820% | $65687000.00       | $3766149.95        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-10-25      | 1.7320%  | 1.7320% | $46810626.00       | $1761378.88        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-05-25      | 4.5000%  | 4.5000% | $16373326.00       | $2547409.07        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-07-25      | 3.4320%  | 3.4320% | $16586000.00       | $1209320.98        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-11-25      | 2.3320%  | 2.3320% | $32761221.00       | $1326607.46        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-12-25      | 1.4320%  | 1.4320% | $69598000.00       | $1856147.76        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-03-25      | 2.1820%  | 2.1820% | $116926054.00      | $6051937.64        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-03-25      | 1.4320%  | 1.4320% | $76753415.00       | $2172122.88        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-02-25      | 2.1820%  | 2.1820% | $34000000.00       | $1269643.39        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-07-25      | 2.1320%  | 2.1320% | $115336310.00      | $4153138.53        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-05-25      | 3.3820%  | 3.3820% | $72652550.00       | $4642397.22        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-05-25      | 3.3320%  | 3.3320% | $128294589.00      | $8161933.14        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-05-25      | 3.3320%  | 3.3320% | $53730333.00       | $3760845.33        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-05-25      | 4.9670%  | 4.9670% | $68908258.00       | $62774952.80       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-07-25      | 4.8670%  | 4.8670% | $82973505.00       | $78694248.71       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-07-25      | 2.1320%  | 2.1320% | $128447438.00      | $7278500.83        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2039-10-01      | 4.0000%  | 4.0000% | $25000000.00       | $78173.94          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-12-01      | 6.5000%  | 6.5000% | $2052.00           | $3.39              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2040-08-15      | 0.7270%  | 0.7270% | $132362786.00      | $397909.12         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-06-15      | 6.0000%  | 6.0000% | $6596544.00        | $66240.80          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-09-15      | 2.7270%  | 2.7270% | $119810404.00      | $842395.68         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-01-15      | 2.1770%  | 2.1770% | $62591952.00       | $227811.67         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-02-15      | 2.7670%  | 2.7670% | $86751597.00       | $537420.24         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-02-15      | 2.1670%  | 2.1670% | $85892593.00       | $733257.11         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-05-15      | 2.2770%  | 2.2770% | $41095926.00       | $216699.95         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-07-15      | 2.9270%  | 2.9270% | $7479158.00        | $104671.52         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-07-15      | 2.8470%  | 2.8470% | $37430744.00       | $519249.23         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-09-15      | 2.2270%  | 2.2270% | $42654372.00       | $670457.03         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-09-15      | 2.8270%  | 2.8270% | $25000000.00       | $517742.96         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-07-15      | 4.5000%  | 4.5000% | $6378996.00        | $51655.79          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-02-15      | 6.0000%  | 6.0000% | $71242350.00       | $461526.23         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-02-15      | 3.5000%  | 3.5000% | $37953000.00       | $487589.09         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-03-15      | 2.3470%  | 2.3470% | $30181968.00       | $760309.50         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-06-15      | 2.9270%  | 2.9270% | $26482266.00       | $610483.52         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2039-06-15      | 2.1770%  | 2.1770% | $47295652.00       | $468732.06         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-11-15      | 2.3770%  | 2.3770% | $81268293.00       | $446535.94         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-12-15      | 2.2770%  | 2.2770% | $67488151.00       | $682364.51         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2037-07-15      | 2.3270%  | 2.3270% | $88000000.00       | $589665.22         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2044-03-15      | 2.2770%  | 2.2770% | $42328875.00       | $520454.45         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2054-02-15      | 2.1770%  | 2.1770% | $46882557.00       | $773204.67         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2044-06-15      | 2.2770%  | 2.2770% | $42820800.00       | $160364.32         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2037-12-15      | 2.3040%  | 2.3040% | $171076974.00      | $565682.80         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2044-08-15      | 4.5000%  | 4.5000% | $44400000.00       | $546410.83         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2044-09-15      | 2.3270%  | 2.3270% | $127616621.00      | $1939804.52        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2037-07-15      | 6.0000%  | 6.0000% | $50000000.00       | $641942.00         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2045-01-15      | 4.5000%  | 4.5000% | $39903090.00       | $433686.80         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-11-15      | 6.0000%  | 6.0000% | $24827275.00       | $430002.99         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2039-06-25      | 2.1680%  | 2.1680% | $39694486.00       | $1806106.99        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-08-25      | 2.2880%  | 2.2880% | $13792087.00       | $652924.59         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-10-25      | 2.2680%  | 2.2680% | $2481000.00        | $72100.32          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-10-25      | 2.2580%  | 2.2580% | $17514836.00       | $788479.00         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-10-25      | 1.8180%  | 1.8180% | $18768837.00       | $486584.61         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2059-11-25      | 2.2180%  | 2.2180% | $32518304.00       | $1481908.15        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-11-25      | 2.2180%  | 2.2180% | $4385000.00        | $294926.96         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-08-25      | 2.2680%  | 2.2680% | $30508731.00       | $1820182.01        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-06-25      | 2.2680%  | 2.2680% | $50026193.00       | $2942054.27        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-12-25      | 2.1680%  | 2.1680% | $18530951.00       | $1003632.89        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-03-25      | 3.5000%  | 3.5000% | $11546571.00       | $266257.24         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-02-25      | 3.5000%  | 3.5000% | $6666666.00        | $149406.60         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2037-12-25      | 3.0000%  | 3.0000% | $27380447.00       | $545546.64         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-06-25      | 2.3180%  | 2.3180% | $5994990.00        | $126247.58         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-07-25      | 4.5000%  | 4.5000% | $87260492.00       | $3137951.48        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-08-25      | 2.3580%  | 2.3580% | $26008878.00       | $1598222.49        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-08-25      | 3.0000%  | 3.0000% | $8000000.00        | $813031.60         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-08-25      | 2.4320%  | 2.4320% | $21101692.00       | $1398744.95        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-09-25      | 4.0000%  | 4.0000% | $41420343.00       | $2838770.24        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-12-25      | 2.5000%  | 2.5000% | $3555900.00        | $305681.04         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-11-25      | 1.6830%  | 1.6830% | $3670000.00        | $3202765.77        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-11-25      | 5.0000%  | 5.0000% | $51239689.00       | $3257554.49        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-11-25      | 2.5000%  | 2.5000% | $23525000.00       | $1812891.30        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2035-11-25      | 4.0000%  | 4.0000% | $25839000.00       | $579146.60         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-01-25      | 4.5000%  | 4.5000% | $20000000.00       | $2221811.70        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-01-25      | 3.5000%  | 3.5000% | $19638447.00       | $1086601.06        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2031-02-25      | 0.9590%  | 0.9590% | $1000000.00        | $259407.62         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-11-25      | 4.5000%  | 4.5000% | $18824593.00       | $799807.09         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-04-25      | 4.5000%  | 4.5000% | $7184000.00        | $872821.78         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-04-25      | 3.5000%  | 3.5000% | $78151170.00       | $3664901.71        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-04-25      | 4.0000%  | 4.0000% | $53474034.00       | $4537388.14        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-09-25      | 2.5000%  | 2.5000% | $36381741.00       | $3951686.30        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2039-04-25      | 6.0000%  | 6.0000% | $34370819.00       | $2589690.83        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-04-25      | 2.5000%  | 2.5000% | $16000000.00       | $1161166.69        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-11-25      | 0.0000%  | 0.0000% | $4492213.00        | $1840329.41        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2041-10-25      | 3.0000%  | 3.0000% | $26666666.00       | $1201044.94        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-11-25      | 2.5000%  | 2.5000% | $7243000.00        | $422602.08         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-11-25      | 4.5000%  | 4.5000% | $45991152.00       | $5088998.76        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-11-25      | 4.5000%  | 4.5000% | $5000000.00        | $556027.13         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2061-11-25      | 5.5000%  | 5.5000% | $43092577.00       | $4674914.25        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-12-25      | 3.0000%  | 3.0000% | $28219356.00       | $2611873.44        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2056-12-25      | 2.0200%  | 2.0200% | $48642306.00       | $975571.29         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2041-06-25      | 4.0000%  | 4.0000% | $28898423.00       | $2223698.94        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2062-03-25      | 2.2030%  | 2.2030% | $136016372.00      | $2800203.67        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2041-01-25      | 4.5000%  | 4.5000% | $13953497.00       | $616176.63         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-02-25      | 2.2540%  | 2.2540% | $162401807.00      | $4398685.88        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2041-02-25      | 4.0000%  | 4.0000% | $42893749.00       | $3205315.88        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-09-25      | 1.6320%  | 1.6320% | $248280009.00      | $9885778.73        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-06-25      | 4.5000%  | 4.5000% | $16222222.00       | $813272.53         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-04-25      | 4.5000%  | 4.5000% | $10019110.00       | $489776.83         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-07-25      | 4.5000%  | 4.5000% | $26105419.00       | $2803132.72        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-08-25      | 1.6820%  | 1.6820% | $72876220.00       | $3260283.60        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-12-25      | 4.0000%  | 4.0000% | $50571885.00       | $4818619.42        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-03-25      | 2.6820%  | 2.6820% | $66931785.00       | $2300330.98        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-10-25      | 1.4620%  | 1.4620% | $98011328.00       | $3723112.73        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-04-25      | 2.5820%  | 2.5820% | $102884004.00      | $3490785.89        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-03-25      | 2.5820%  | 2.5820% | $59576234.00       | $1989466.70        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-03-25      | 2.5820%  | 2.5820% | $159780763.00      | $3963086.72        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-03-25      | 2.1320%  | 2.1320% | $17500000.00       | $473608.18         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2057-07-25      | 2.2180%  | 2.2180% | $160263837.00      | $11786831.76       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-07-25      | 1.8320%  | 1.8320% | $59738524.00       | $2259319.50        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-08-25      | 2.2820%  | 2.2820% | $54548382.00       | $2676190.09        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-08-25      | 2.2320%  | 2.2320% | $88173290.00       | $3364374.46        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-01-25      | 2.7320%  | 2.7320% | $50000000.00       | $2359448.76        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-08-25      | 1.6920%  | 1.6920% | $84406500.00       | $2815119.26        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-09-25      | 1.5820%  | 1.5820% | $75389684.00       | $2638442.51        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-09-25      | 1.6320%  | 1.6320% | $50000000.00       | $1730591.57        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2045-11-15      | 4.0000%  | 4.0000% | $9955249.00        | $1170154.18        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-09-25      | 4.5000%  | 4.5000% | $22067503.00       | $2872775.08        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-02-25      | 2.0000%  | 2.0000% | $66172000.00       | $2867027.65        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-03-25      | 2.5820%  | 2.5820% | $37578707.00       | $1037150.95        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-04-25      | 2.0000%  | 2.0000% | $75000000.00       | $2227305.36        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-05-25      | 1.9120%  | 1.9120% | $40000000.00       | $1569823.18        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-12-25      | 1.8820%  | 1.8820% | $61412000.00       | $1850059.87        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-09-25      | 2.2720%  | 2.2720% | $25000000.00       | $854237.96         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-10-25      | 2.8620%  | 2.8620% | $34776082.00       | $1773752.33        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-10-25      | 2.5620%  | 2.5620% | $50948708.00       | $2318521.57        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-11-25      | 1.6820%  | 1.6820% | $83679876.00       | $2492840.77        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-11-25      | 2.3220%  | 2.3220% | $42624881.00       | $1391058.82        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-12-25      | 2.3820%  | 2.3820% | $50000000.00       | $931493.07         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-02-25      | 2.1320%  | 2.1320% | $71327779.00       | $2392323.62        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-04-25      | 3.3820%  | 3.3820% | $87654791.00       | $3205097.73        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-04-25      | 2.0720%  | 2.0720% | $59000000.00       | $2226257.90        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-04-25      | 2.8820%  | 2.8820% | $72441115.00       | $1607206.86        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-05-25      | 3.5320%  | 3.5320% | $50000000.00       | $2576232.66        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-05-25      | 2.2820%  | 2.2820% | $66666666.00       | $3549650.21        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-06-25      | 2.0820%  | 2.0820% | $74463747.00       | $2145375.75        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-06-25      | 2.1320%  | 2.1320% | $50000000.00       | $1181356.46        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-06-25      | 3.3320%  | 3.3320% | $86379000.00       | $3633960.54        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-01-25      | 3.4820%  | 3.4820% | $36875784.00       | $2664568.94        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-06-25      | 3.4620%  | 3.4620% | $27500000.00       | $1550338.23        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2061-01-25      | 3.0000%  | 3.0000% | $47947343.00       | $6898303.58        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-03-15      | 2.1770%  | 2.1770% | $160401241.00      | $9115859.96        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-03-15      | 6.0000%  | 6.0000% | $7459405.00        | $914026.69         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-09-25      | 1.5820%  | 1.5820% | $27300000.00       | $494481.66         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-10-25      | 1.6820%  | 1.6820% | $171957888.00      | $5482669.61        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-11-25      | 1.7320%  | 1.7320% | $117000000.00      | $3348144.17        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-12-25      | 3.4320%  | 3.4320% | $9400000.00        | $533768.43         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-01-25      | 2.1820%  | 2.1820% | $70305741.00       | $2690604.04        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-01-25      | 2.2320%  | 2.2320% | $24711763.00       | $820617.10         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-11-25      | 0.0000%  | 0.0000% | $17670720.00       | $10057894.62       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-09-25      | 0.0000%  | 0.0000% | $16153847.00       | $8599183.80        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-02-25      | 0.0000%  | 0.0000% | $10416557.00       | $5504856.11        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-02-25      | 3.4320%  | 3.4320% | $24740000.00       | $1446955.23        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-02-25      | 3.3820%  | 3.3820% | $10400000.00       | $647707.33         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-02-25      | 2.1820%  | 2.1820% | $23807618.00       | $920743.70         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-02-25      | 0.0000%  | 0.0000% | $11571429.00       | $5950616.98        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-03-25      | 1.4490%  | 1.4490% | $245000000.00      | $5854482.80        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-04-25      | 2.2820%  | 2.2820% | $58283000.00       | $3410572.39        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-05-25      | 2.0320%  | 2.0320% | $39175000.00       | $2170211.78        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-06-25      | 3.3320%  | 3.3320% | $42615511.00       | $2863389.19        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-09-25      | 4.7670%  | 4.7670% | $63607181.00       | $62666532.74       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-09-25      | 3.4320%  | 3.4320% | $65401020.00       | $5935760.63        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-10-25      | 3.4320%  | 3.4320% | $50933649.00       | $3576654.25        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-10-25      | 2.2320%  | 2.2320% | $69060599.00       | $5112987.60        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-05-01      | 5.5000%  | 5.5000% | $1099.00           | $4.17              | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-12-01      | 3.5000%  | 3.5000% | $1001.00           | $48.47             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-05-01      | 6.5000%  | 6.5000% | $1009.00           | $23.58             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-01-01      | 3.0000%  | 3.0000% | $1000.00           | $70.35             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-03-01      | 3.5000%  | 3.5000% | $1000.00           | $154.02            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-09-01      | 3.5000%  | 3.5000% | $1001.00           | $103.40            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-08-01      | 3.5000%  | 3.5000% | $821000.00         | $63881.69          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-08-01      | 3.0000%  | 3.0000% | $1501103.00        | $182757.24         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-10-01      | 2.5000%  | 2.5000% | $1617752.00        | $30838.10          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-11-01      | 3.5000%  | 3.5000% | $5859420.00        | $101422.24         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-11-01      | 3.5000%  | 3.5000% | $1000.00           | $34.18             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-12-01      | 3.0000%  | 3.0000% | $1008.00           | $167.56            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-12-01      | 3.0000%  | 3.0000% | $1000.00           | $176.17            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2045-06-15      | 2.4070%  | 2.4070% | $30841164.00       | $726150.95         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2045-12-15      | 4.0000%  | 4.0000% | $30931500.00       | $456475.57         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-09-15      | 4.5000%  | 4.5000% | $3245554.00        | $52947.77          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2046-08-15      | 2.2270%  | 2.2270% | $21335039.00       | $572289.78         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-06-15      | 2.3270%  | 2.3270% | $20000000.00       | $250699.33         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2046-10-15      | 2.2770%  | 2.2770% | $16808475.00       | $747770.47         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2047-05-15      | 4.0000%  | 4.0000% | $18750000.00       | $314600.52         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-10-15      | 4.5000%  | 4.5000% | $47142957.00       | $1443999.67        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2047-08-15      | 2.1270%  | 2.1270% | $25000000.00       | $532840.59         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2040-05-15      | 2.2970%  | 2.2970% | $13674459.00       | $236659.36         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-05-15      | 4.0000%  | 4.0000% | $13042546.00       | $188384.64         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-10-25      | 2.5000%  | 2.5000% | $8720067.00        | $592182.32         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-10-25      | 3.0000%  | 3.0000% | $16069511.00       | $1447863.72        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-11-25      | 4.5000%  | 4.5000% | $25227916.00       | $1796015.74        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-12-25      | 4.0000%  | 4.0000% | $31981561.00       | $2155386.53        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-11-25      | 4.0000%  | 4.0000% | $27754500.00       | $2042228.36        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-12-25      | 2.5000%  | 2.5000% | $23725100.00       | $1658284.93        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-04-25      | 2.0000%  | 2.0000% | $18525000.00       | $1342159.94        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2046-01-15      | 3.0000%  | 3.0000% | $33825758.00       | $2197739.44        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-12-25      | 2.5000%  | 2.5000% | $25516200.00       | $2435682.78        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2035-12-25      | 4.0000%  | 4.0000% | $22620000.00       | $470052.42         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-01-25      | 2.0000%  | 2.0000% | $7500000.00        | $480133.60         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-01-25      | 4.0000%  | 4.0000% | $29850264.00       | $3016273.77        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-02-25      | 3.0000%  | 3.0000% | $7034737.00        | $669207.57         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2047-09-15      | 2.3770%  | 2.3770% | $24181142.00       | $870165.73         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2047-09-15      | 2.3770%  | 2.3770% | $21533123.00       | $614980.12         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2047-12-15      | 2.4270%  | 2.4270% | $48728649.00       | $1539391.06        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-01-15      | 4.0000%  | 4.0000% | $21223121.00       | $840393.44         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-01-15      | 2.3770%  | 2.3770% | $71199737.00       | $1832590.38        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-01-15      | 2.3770%  | 2.3770% | $39666828.00       | $1248732.07        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-06-15      | 2.4270%  | 2.4270% | $40500000.00       | $712718.92         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2058-10-15      | 2.3770%  | 2.3770% | $12721598.00       | $609758.01         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2047-04-15      | 4.0000%  | 4.0000% | $49787213.00       | $1227977.48        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2044-10-15      | 4.0000%  | 4.0000% | $41621261.00       | $296298.93         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2045-03-15      | 2.1370%  | 2.1370% | $20123647.00       | $397926.65         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2049-09-25      | 2.2680%  | 2.2680% | $43468661.00       | $1121113.65        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2038-03-15      | 2.2910%  | 2.2910% | $38649912.00       | $802136.57         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2049-09-25      | 2.2180%  | 2.2180% | $30176000.00       | $571791.61         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2049-01-15      | 5.0000%  | 5.0000% | $9678503.00        | $137590.96         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2049-09-25      | 5.0000%  | 5.0000% | $27583400.00       | $1331067.63        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2049-09-25      | 4.5000%  | 4.5000% | $17375306.00       | $1427953.72        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-01-25      | 4.0000%  | 4.0000% | $10170919.00       | $827399.72         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-03-25      | 3.0000%  | 3.0000% | $12590333.00       | $620657.98         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-04-25      | 3.5000%  | 3.5000% | $79694464.00       | $3534080.47        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-05-25      | 6.0000%  | 6.0000% | $22155376.00       | $1492072.64        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-01-15      | 1.1770%  | 1.1770% | $29422746.00       | $771933.05         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-06-25      | 5.0000%  | 5.0000% | $38859984.00       | $1782064.65        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-06-25      | 4.5000%  | 4.5000% | $28000000.00       | $1491699.90        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-04-25      | 3.0000%  | 3.0000% | $27623917.00       | $2260237.18        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-07-25      | 2.3180%  | 2.3180% | $34180109.00       | $3338030.18        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-06-25      | 4.5000%  | 4.5000% | $19665976.00       | $1030442.38        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2044-04-15      | 2.1770%  | 2.1770% | $37181924.00       | $1164794.28        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-08-25      | 2.5000%  | 2.5000% | $24000000.00       | $1662839.53        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2045-07-25      | 5.0000%  | 5.0000% | $13229798.00       | $530849.59         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-09-25      | 4.0000%  | 4.0000% | $35375235.00       | $2920567.42        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-10-25      | 3.0000%  | 3.0000% | $10166666.00       | $748045.26         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2049-08-25      | 4.0000%  | 4.0000% | $4139000.00        | $535555.91         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2040-10-15      | 6.5000%  | 6.5000% | $167506283.00      | $583697.83         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-07-25      | 4.5000%  | 4.5000% | $29698437.00       | $3035217.18        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-09-25      | 3.0000%  | 3.0000% | $10553161.00       | $853385.47         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2033-09-25      | 3.0000%  | 3.0000% | $48880752.00       | $1431734.58        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-11-25      | 2.5000%  | 2.5000% | $29791939.00       | $2769076.99        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2037-01-25      | 3.0000%  | 3.0000% | $19120983.00       | $1146411.85        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-06-25      | 0.7320%  | 0.7320% | $200000000.00      | $5583751.57        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-08-01      | 2.5000%  | 2.5000% | $2193997.00        | $398325.71         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-01-01      | 4.5000%  | 4.5000% | $1000.00           | $51.33             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2038-09-01      | 6.0000%  | 6.0000% | $1003.00           | $14.62             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-11-01      | 5.7000%  | 5.7000% | $1000.00           | $23.09             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-02-01      | 4.5000%  | 4.5000% | $1000.00           | $93.76             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-02-01      | 5.0000%  | 5.0000% | $1024.00           | $1036.83           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 6.0000%  | 6.0000% | $1000.00           | $1035.96           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 6.0000%  | 6.0000% | $1024.00           | $1069.84           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 6.0000%  | 6.0000% | $103879927.00      | $106196016.72      | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 5.0000%  | 5.0000% | $66585.00          | $67243.03          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-07-01      | 5.5000%  | 5.5000% | $1000.00           | $1000.94           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-06-01      | 5.5000%  | 5.5000% | $1000.00           | $982.13            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-05-01      | 6.0000%  | 6.0000% | $13812282.00       | $13013470.05       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 6.5000%  | 6.5000% | $1024.00           | $963.78            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 6.0000%  | 6.0000% | $129875000.00      | $123996343.79      | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 6.0000%  | 6.0000% | $1024.00           | $987.00            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 5.5000%  | 5.5000% | $1024.00           | $995.88            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 6.0000%  | 6.0000% | $514044.00         | $506098.83         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-07-01      | 2.5000%  | 2.5000% | $3176729.00        | $2399812.87        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-08-01      | 6.0000%  | 6.0000% | $11870832.00       | $10208493.32       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-06-01      | 3.5000%  | 3.5000% | $8000.00           | $6064.08           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-06-01      | 4.0000%  | 4.0000% | $1008.00           | $812.05            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-06-01      | 3.0000%  | 3.0000% | $1000.00           | $727.71            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-04-01      | 5.0000%  | 5.0000% | $1000.00           | $775.92            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-03-01      | 4.5000%  | 4.5000% | $14890000.00       | $11386040.80       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-06-01      | 4.0000%  | 4.0000% | $1008.00           | $776.52            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-12-01      | 5.5000%  | 5.5000% | $36021.00          | $26779.77          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-02-01      | 3.5000%  | 3.5000% | $91872.00          | $63412.58          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-09-01      | 4.5000%  | 4.5000% | $1000.00           | $357.99            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-09-01      | 5.0000%  | 5.0000% | $1000.00           | $437.48            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-07-01      | 4.0000%  | 4.0000% | $2139044.00        | $377277.91         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-05-01      | 5.5000%  | 5.5000% | $38438221.00       | $40047022.84       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-06-01      | 3.0000%  | 3.0000% | $1008.00           | $933.75            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-11-01      | 3.0000%  | 3.0000% | $1024.00           | $947.60            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 5.5000%  | 5.5000% | $28712235.00       | $29621262.74       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 5.0000%  | 5.0000% | $1024.00           | $1040.22           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 5.5000%  | 5.5000% | $1024.00           | $1050.67           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-02-01      | 4.5000%  | 4.5000% | $250694.00         | $247701.97         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-05-01      | 6.0000%  | 6.0000% | $26576720.00       | $26552848.75       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 6.5000%  | 6.5000% | $1024.00           | $947.78            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 3.0000%  | 3.0000% | $1040.00           | $941.33            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-09-01      | 3.5000%  | 3.5000% | $1008.00           | $891.65            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-05-01      | 5.5000%  | 5.5000% | $1024.00           | $1014.53           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-11-01      | 5.5000%  | 5.5000% | $1000.00           | $885.53            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 6.0000%  | 6.0000% | $9051424.00        | $8052689.42        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-03-01      | 6.0000%  | 6.0000% | $1024.00           | $959.36            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-02-01      | 5.5000%  | 5.5000% | $1105214.00        | $1057356.19        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-12-01      | 3.5000%  | 3.5000% | $6744487.00        | $5833920.78        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-02-01      | 6.0000%  | 6.0000% | $1008.00           | $1048.42           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-02-01      | 5.5000%  | 5.5000% | $1000.00           | $1030.58           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-02-01      | 5.5000%  | 5.5000% | $17959891.00       | $18324732.21       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 5.0000%  | 5.0000% | $1000.00           | $1008.56           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-02-01      | 6.0000%  | 6.0000% | $30540448.00       | $28446487.98       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-11-01      | 5.5000%  | 5.5000% | $1000.00           | $944.22            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-10-01      | 5.5000%  | 5.5000% | $8783840.00        | $7966776.99        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-07-01      | 6.0000%  | 6.0000% | $1008.00           | $875.15            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-06-01      | 4.5000%  | 4.5000% | $1000.00           | $900.64            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 5.5000%  | 5.5000% | $11698171.00       | $9952839.03        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-05-01      | 5.0000%  | 5.0000% | $1000.00           | $830.86            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-02-01      | 2.0000%  | 2.0000% | $19793750.00       | $10362857.51       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-01-01      | 2.5000%  | 2.5000% | $57715186.00       | $33165091.05       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-02-01      | 2.0000%  | 2.0000% | $74158172.00       | $40956707.45       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-07-01      | 6.5000%  | 6.5000% | $1000.00           | $1048.74           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-07-01      | 6.0000%  | 6.0000% | $1512600.00        | $1578834.01        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-07-01      | 6.5000%  | 6.5000% | $1000.00           | $670.79            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-07-01      | 5.0000%  | 5.0000% | $1024.00           | $1023.21           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 6.0000%  | 6.0000% | $1008.00           | $887.15            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 6.5000%  | 6.5000% | $1000.00           | $1038.82           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 6.0000%  | 6.0000% | $10282160.00       | $8415574.60        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 6.0000%  | 6.0000% | $1008.00           | $890.13            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 6.5000%  | 6.5000% | $1498450.00        | $1390398.52        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 5.5000%  | 5.5000% | $1696990.00        | $1731381.43        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 5.0000%  | 5.0000% | $1024.00           | $963.22            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-05-01      | 6.0000%  | 6.0000% | $1024.00           | $843.44            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-05-01      | 6.0000%  | 6.0000% | $1024.00           | $1035.25           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-03-01      | 6.5000%  | 6.5000% | $1008.00           | $826.74            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-05-01      | 6.5000%  | 6.5000% | $10236443.00       | $8683620.68        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-05-01      | 6.5000%  | 6.5000% | $1000.00           | $890.15            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-05-01      | 6.0000%  | 6.0000% | $1024.00           | $885.47            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 6.5000%  | 6.5000% | $1000.00           | $1040.53           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 6.5000%  | 6.5000% | $1000.00           | $848.94            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 6.0000%  | 6.0000% | $1008.00           | $885.10            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-03-01      | 5.0000%  | 5.0000% | $13050000.00       | $12793284.26       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-03-01      | 6.5000%  | 6.5000% | $1024.00           | $777.51            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 6.0000%  | 6.0000% | $1000.00           | $1021.18           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 6.0000%  | 6.0000% | $6902960.00        | $5103335.85        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 6.5000%  | 6.5000% | $1000.00           | $793.98            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 6.0000%  | 6.0000% | $1000.00           | $1029.77           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 6.5000%  | 6.5000% | $1008.00           | $753.00            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-12-01      | 5.5000%  | 5.5000% | $1754376.00        | $1558144.14        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-12-01      | 4.5000%  | 4.5000% | $1652228.00        | $1622593.14        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-12-01      | 6.0000%  | 6.0000% | $1000.00           | $879.52            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-11-01      | 6.5000%  | 6.5000% | $1483900.00        | $796732.48         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2052-08-25      | 4.5000%  | 4.5000% | $60741444.00       | $10001633.58       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2039-12-01      | 5.0000%  | 5.0000% | $1000.00           | $70.87             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-10-01      | 8.5000%  | 8.5000% | $16633.00          | $595.43            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-02-01      | 6.0000%  | 6.0000% | $1024.00           | $1058.81           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-02-01      | 5.0000%  | 5.0000% | $1024.00           | $1031.99           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-01-01      | 5.0000%  | 5.0000% | $7460512.00        | $7447268.14        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 7.0000%  | 7.0000% | $1024.00           | $927.16            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-06-01      | 5.5000%  | 5.5000% | $1024.00           | $942.35            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-05-01      | 4.0000%  | 4.0000% | $12000.00          | $11226.14          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-03-01      | 6.5000%  | 6.5000% | $1008.00           | $664.60            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-12-01      | 5.5000%  | 5.5000% | $421000.00         | $338681.98         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 5.0000%  | 5.0000% | $1000.00           | $849.97            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-09-01      | 4.0000%  | 4.0000% | $1000.00           | $837.00            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-07-01      | 4.0000%  | 4.0000% | $149006.00         | $123201.40         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-06-01      | 4.0000%  | 4.0000% | $1000.00           | $832.24            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-07-01      | 5.0000%  | 5.0000% | $132025460.00      | $108773161.73      | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-07-01      | 4.5000%  | 4.5000% | $1000.00           | $833.73            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-05-01      | 4.0000%  | 4.0000% | $213000.00         | $176957.81         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-05-01      | 4.5000%  | 4.5000% | $1000.00           | $821.26            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-01-01      | 3.0000%  | 3.0000% | $1000.00           | $786.30            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-12-01      | 4.5000%  | 4.5000% | $1000.00           | $803.24            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-10-01      | 4.5000%  | 4.5000% | $1040.00           | $788.40            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-12-01      | 4.0000%  | 4.0000% | $1000.00           | $434.77            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-03-01      | 5.5000%  | 5.5000% | $1024.00           | $801.00            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-01-01      | 2.5000%  | 2.5000% | $1000.00           | $472.25            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-11-01      | 2.5000%  | 2.5000% | $197000.00         | $85574.21          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-01-01      | 2.5000%  | 2.5000% | $1000.00           | $173.30            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-12-01      | 3.0000%  | 3.0000% | $1000.00           | $96.38             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-09-01      | 3.5000%  | 3.5000% | $1000.00           | $112.91            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-05-01      | 3.5000%  | 3.5000% | $1000.00           | $54.64             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-01-01      | 4.0000%  | 4.0000% | $1000.00           | $126.03            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 6.0000%  | 6.0000% | $1008.00           | $1041.46           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-07-01      | 7.0000%  | 7.0000% | $1000.00           | $1055.63           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-06-01      | 5.5000%  | 5.5000% | $1000.00           | $1004.40           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-06-01      | 6.0000%  | 6.0000% | $1020162.00        | $1061959.81        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 6.0000%  | 6.0000% | $1000.00           | $871.39            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-03-01      | 6.5000%  | 6.5000% | $1000.00           | $890.77            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 6.0000%  | 6.0000% | $1000.00           | $957.99            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-03-01      | 5.5000%  | 5.5000% | $1002.00           | $953.08            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-02-01      | 5.5000%  | 5.5000% | $873000.00         | $520145.70         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-11-01      | 5.0000%  | 5.0000% | $1145237.00        | $1140887.77        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-11-01      | 5.0000%  | 5.0000% | $10000.00          | $9856.94           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-09-01      | 6.5000%  | 6.5000% | $1041323.00        | $881124.03         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-07-01      | 6.0000%  | 6.0000% | $1000.00           | $915.92            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-06-01      | 6.0000%  | 6.0000% | $77591.00          | $71750.68          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-07-01      | 5.5000%  | 5.5000% | $53854.00          | $42413.22          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-06-01      | 5.5000%  | 5.5000% | $1000.00           | $805.86            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-02-01      | 4.5000%  | 4.5000% | $1233810.00        | $1039171.12        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-08-01      | 6.0000%  | 6.0000% | $130272.00         | $122872.61         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 6.0000%  | 6.0000% | $1892864.00        | $1696753.64        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-11-01      | 4.5000%  | 4.5000% | $1024.00           | $29.09             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2040-07-25      | 1.7180%  | 1.7180% | $117773970.00      | $179328.56         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2040-12-25      | 6.5000%  | 6.5000% | $37264176.00       | $130402.16         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2040-05-25      | 2.6680%  | 2.6680% | $40000000.00       | $111704.47         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2040-04-25      | 2.6180%  | 2.6180% | $15663000.00       | $71364.95          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2040-03-25      | 2.5480%  | 2.5480% | $113636362.00      | $379414.79         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2039-11-25      | 2.3680%  | 2.3680% | $50000000.00       | $72688.13          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2039-11-25      | 2.3680%  | 2.3680% | $35500000.00       | $137144.72         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2041-07-25      | 2.8980%  | 2.8980% | $201905021.00      | $558187.47         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2041-06-25      | 0.0000%  | 0.0000% | $47538735.00       | $707763.04         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2037-10-25      | 2.6180%  | 2.6180% | $57625000.00       | $193964.62         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2037-05-25      | 2.3380%  | 2.3380% | $29696198.00       | $72995.58          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2036-05-15      | 3.4770%  | 3.4770% | $91325541.00       | $253700.86         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2036-09-25      | 2.7680%  | 2.7680% | $61330239.00       | $178307.91         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2035-04-25      | 6.5000%  | 6.5000% | $16532577.00       | $39419.74          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-05-01      | 3.0000%  | 3.0000% | $1000.00           | $105.14            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-06-01      | 3.5000%  | 3.5000% | $1000.00           | $197.40            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-04-01      | 3.0000%  | 3.0000% | $1002.00           | $51.18             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-12-01      | 3.5000%  | 3.5000% | $1000.00           | $211.21            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-09-01      | 3.5000%  | 3.5000% | $1011.00           | $161.88            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-06-01      | 3.0240%  | 3.0240% | $95855.00          | $63879.50          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-07-01      | 3.5000%  | 3.5000% | $1000.00           | $182.62            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-07-01      | 3.5000%  | 3.5000% | $1024.00           | $105.52            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-06-01      | 3.5000%  | 3.5000% | $1000.00           | $217.17            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-10-01      | 3.0000%  | 3.0000% | $1000.00           | $222.98            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-04-01      | 3.0000%  | 3.0000% | $1000.00           | $112.78            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-02-01      | 3.0000%  | 3.0000% | $1000.00           | $206.60            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-12-01      | 3.0000%  | 3.0000% | $1000.00           | $205.55            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-12-01      | 3.0000%  | 3.0000% | $1000.00           | $195.12            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-12-01      | 3.0000%  | 3.0000% | $230531.00         | $46490.98          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-11-01      | 3.0000%  | 3.0000% | $1000.00           | $167.80            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-11-01      | 3.0000%  | 3.0000% | $2426117.00        | $421642.04         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-10-01      | 3.0000%  | 3.0000% | $1120.00           | $293.26            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-03-01      | 3.5000%  | 3.5000% | $540180.00         | $109016.77         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-07-01      | 3.5000%  | 3.5000% | $1040.00           | $230.22            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-05-01      | 3.5000%  | 3.5000% | $1024.00           | $88.09             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-05-01      | 3.0000%  | 3.0000% | $1024.00           | $132.30            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-02-01      | 3.5000%  | 3.5000% | $1000.00           | $83.05             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2044-08-01      | 4.0000%  | 4.0000% | $1000.00           | $95.52             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-08-01      | 3.0000%  | 3.0000% | $1051981.00        | $41879.61          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-04-01      | 3.5000%  | 3.5000% | $5250688.00        | $852331.51         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-06-01      | 3.0000%  | 3.0000% | $1000.00           | $178.80            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-01-01      | 2.5000%  | 2.5000% | $1001.00           | $174.46            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-11-01      | 3.0000%  | 3.0000% | $214040355.00      | $119069877.79      | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-11-01      | 2.5000%  | 2.5000% | $1000.00           | $519.19            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-11-01      | 2.0000%  | 2.0000% | $2077260.00        | $1136263.66        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-11-01      | 2.0000%  | 2.0000% | $200757504.00      | $108007143.71      | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-11-01      | 2.0000%  | 2.0000% | $80983440.00       | $42912505.94       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-12-01      | 2.5000%  | 2.5000% | $209886528.00      | $105317844.98      | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-07-01      | 3.0000%  | 3.0000% | $1000.00           | $339.19            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2038-03-01      | 4.0000%  | 4.0000% | $1049.00           | $219.56            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-02-01      | 4.0000%  | 4.0000% | $447541248.00      | $56874598.67       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-05-01      | 3.5000%  | 3.5000% | $4408080.00        | $2370747.21        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-01-01      | 1.5000%  | 1.5000% | $89606.00          | $53418.56          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-10-01      | 2.5000%  | 2.5000% | $1000.00           | $399.33            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-10-01      | 2.0000%  | 2.0000% | $94404.00          | $50332.96          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-11-01      | 3.0000%  | 3.0000% | $1000.00           | $333.27            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-09-01      | 3.0000%  | 3.0000% | $1000.00           | $180.63            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-08-01      | 4.0000%  | 4.0000% | $1000.00           | $158.17            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-04-01      | 3.5000%  | 3.5000% | $1000.00           | $188.27            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-11-01      | 4.5000%  | 4.5000% | $270000.00         | $53580.31          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-09-01      | 3.5000%  | 3.5000% | $1000.00           | $91.14             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-10-01      | 3.0000%  | 3.0000% | $1584006.00        | $308580.11         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-03-01      | 3.5000%  | 3.5000% | $36821.00          | $10665.03          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-08-01      | 5.5000%  | 5.5000% | $246011.00         | $23162.75          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-01-01      | 4.0000%  | 4.0000% | $23656682.00       | $2645298.38        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-07-01      | 3.5000%  | 3.5000% | $1120.00           | $299.79            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-05-01      | 2.5000%  | 2.5000% | $1008.00           | $401.57            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-07-01      | 4.0000%  | 4.0000% | $1000.00           | $88.36             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-10-01      | 4.0000%  | 4.0000% | $1024.00           | $166.49            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-05-01      | 4.0000%  | 4.0000% | $1000.00           | $459.65            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-09-01      | 7.0000%  | 7.0000% | $1000.00           | $828.37            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-02-01      | 4.0000%  | 4.0000% | $1000.00           | $282.99            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-08-01      | 3.5000%  | 3.5000% | $1386121.00        | $283844.00         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-09-01      | 4.0000%  | 4.0000% | $113814.00         | $33492.76          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2063-06-01      | 4.5000%  | 4.5000% | $352505.00         | $270333.12         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2062-03-01      | 2.5000%  | 2.5000% | $1040.00           | $698.59            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 3.0000%  | 3.0000% | $21144.00          | $11838.42          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-11-01      | 4.0000%  | 4.0000% | $1000.00           | $393.28            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-01-01      | 4.5000%  | 4.5000% | $1000.00           | $239.33            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2057-09-01      | 4.5000%  | 4.5000% | $200000.00         | $57534.25          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-06-01      | 4.0000%  | 4.0000% | $60000.00          | $9575.25           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 4.0000%  | 4.0000% | $3230000.00        | $1017566.32        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-12-01      | 3.0000%  | 3.0000% | $1000.00           | $227.95            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-09-01      | 2.5000%  | 2.5000% | $1001.00           | $41.69             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-10-01      | 3.0000%  | 3.0000% | $16648.00          | $3826.63           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-12-01      | 3.5000%  | 3.5000% | $15269121.00       | $1845732.35        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-08-01      | 3.0000%  | 3.0000% | $435695616.00      | $58188477.77       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-02-01      | 3.0000%  | 3.0000% | $1000.00           | $221.81            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-11-01      | 3.5000%  | 3.5000% | $1000.00           | $110.78            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 5.0000%  | 5.0000% | $1024.00           | $1035.79           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 6.5000%  | 6.5000% | $1000.00           | $1048.73           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 5.5000%  | 5.5000% | $1000.00           | $1027.99           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 6.5000%  | 6.5000% | $1000.00           | $1049.86           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 5.5000%  | 5.5000% | $1151560.00        | $1183397.14        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 6.5000%  | 6.5000% | $1000.00           | $1063.08           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 5.5000%  | 5.5000% | $1000.00           | $1023.59           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 5.5000%  | 5.5000% | $1000.00           | $1025.70           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 5.5000%  | 5.5000% | $1000150.00        | $1027568.03        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 6.0000%  | 6.0000% | $1000.00           | $1025.18           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 5.5000%  | 5.5000% | $1024.00           | $1026.77           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 6.5000%  | 6.5000% | $1000.00           | $1046.27           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 6.5000%  | 6.5000% | $1198492.00        | $760647.32         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 6.0000%  | 6.0000% | $1000.00           | $805.95            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 6.0000%  | 6.0000% | $1024.00           | $937.10            | Agency Collateralized Mortgage Obligation |

### Security 146: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA
- **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: BYM6TCHW2, C.4 - ISIN: 110411, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                        | Maturity Date   | Coupon   | Yield    | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 2.1380%  | 2.1380%  | $344547441.00      | $17680310.00       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 5.5000%  | 5.5000%  | $23027415.00       | $23950497.07       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 6.5000%  | 6.5000%  | $26096498.00       | $26005680.13       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 5.0000%  | 5.0000%  | $24214990.00       | $24151607.80       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 6.5000%  | 6.5000%  | $28288110.00       | $25395497.02       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-07-01      | 6.5000%  | 6.5000%  | $23990854.00       | $17151950.01       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-05-01      | 6.5000%  | 6.5000%  | $28948800.00       | $24427099.97       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-05-01      | 6.5000%  | 6.5000%  | $34211517.00       | $27818559.39       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-06-01      | 6.5000%  | 6.5000%  | $38655363.00       | $30681899.54       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-11-01      | 6.5000%  | 6.5000%  | $15216054.00       | $11050287.80       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-02-01      | 5.0000%  | 5.0000%  | $57237008.00       | $57761946.45       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-05-01      | 6.5000%  | 6.5000%  | $13352061.00       | $12663639.86       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 5.0000%  | 5.0000%  | $32098663.00       | $31608001.74       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-06-01      | 6.5000%  | 6.5000%  | $30753194.00       | $28404779.73       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-07-01      | 3.5000%  | 3.5000%  | $44200909.00       | $39318631.19       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-03-01      | 6.0000%  | 6.0000%  | $19206420.00       | $16242409.99       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-07-01      | 6.5000%  | 6.5000%  | $13602776.00       | $11952541.67       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 6.0000%  | 6.0000%  | $56353545.00       | $49539839.33       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-03-01      | 3.5000%  | 3.5000%  | $41164424.00       | $35203007.92       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 6.5000%  | 6.5000%  | $14951991.00       | $15148817.37       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 5.5000%  | 5.5000%  | $12355101.00       | $12456742.92       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-05-01      | 6.0000%  | 6.0000%  | $125120309.00      | $100527670.07      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 5.5000%  | 5.5000%  | $98672511.00       | $75587576.56       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 6.5000%  | 6.5000%  | $28327335.00       | $29356177.37       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 6.5000%  | 6.5000%  | $26422542.00       | $26889188.07       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 6.5000%  | 6.5000%  | $44208548.00       | $45379740.33       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 5.0000%  | 5.0000%  | $34121482.00       | $34128002.84       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-06-01      | 6.0000%  | 6.0000%  | $46128876.00       | $44426194.25       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-10-01      | 4.5000%  | 4.5000%  | $25823641.00       | $18328352.59       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-08-01      | 4.5000%  | 4.5000%  | $72246022.00       | $50227988.04       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2044-10-01      | 4.0000%  | 4.0000%  | $37682498.00       | $37102163.44       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 5.5000%  | 5.5000%  | $36357650.00       | $37077205.93       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-08-01      | 3.5000%  | 3.5000%  | $28500000.00       | $26726262.48       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-07-01      | 5.5000%  | 5.5000%  | $44102946.00       | $42666725.04       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 5.5000%  | 5.5000%  | $10003397.00       | $10101360.28       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 5.5000%  | 5.5000%  | $26588320.00       | $26802367.10       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 6.0000%  | 6.0000%  | $61319236.00       | $59229633.81       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-03-01      | 6.5000%  | 6.5000%  | $37260370.00       | $32166567.17       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-05-01      | 6.5000%  | 6.5000%  | $23220971.00       | $21237345.01       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-12-01      | 3.5000%  | 3.5000%  | $22000000.00       | $19463011.24       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 5.5000%  | 5.5000%  | $33674585.00       | $32846844.43       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-02-01      | 4.5000%  | 4.5000%  | $15048500.00       | $14076674.84       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 6.0000%  | 6.0000%  | $11801007.00       | $12321124.49       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-01-01      | 6.5000%  | 6.5000%  | $28604703.00       | $24816743.27       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-11-01      | 6.5000%  | 6.5000%  | $34360000.00       | $22785760.37       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 5.5000%  | 5.5000%  | $82638158.00       | $70308793.09       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-09-01      | 5.0000%  | 5.0000%  | $38929125.00       | $32742677.42       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 5.0000%  | 5.0000%  | $33284400.00       | $24176607.42       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-05-01      | 4.5000%  | 4.5000%  | $32433001.00       | $25628656.90       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-11-01      | 3.0000%  | 3.0000%  | $33000000.00       | $17321259.32       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-08-01      | 6.5000%  | 6.5000%  | $23510365.00       | $21201074.34       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-06-01      | 2.0000%  | 2.0000%  | $43999000.00       | $27063005.63       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 6.5000%  | 6.5000%  | $9504335.00        | $9950447.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-06-01      | 6.5000%  | 6.5000%  | $12231005.00       | $12190325.02       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 6.0000%  | 6.0000%  | $14307838.00       | $12820897.65       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-01-01      | 6.0000%  | 6.0000%  | $16692799.00       | $13597934.83       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-01-01      | 6.0000%  | 6.0000%  | $17044605.00       | $14265916.74       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-09-01      | 6.0000%  | 6.0000%  | $17690888.00       | $12522865.41       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2035-12-15      | 16.6630% | 16.6630% | $8333334.00        | $198027.94         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-09-15      | 3.1620%  | 3.1620%  | $7624894.00        | $580199.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2044-09-25      | 4.0000%  | 4.0000%  | $20000000.00       | $18776726.20       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2044-10-25      | 3.5000%  | 3.5000%  | $19000000.00       | $16842580.18       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2046-02-01      | 5.5000%  | 5.5000%  | $10002418.00       | $10249429.93       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-07-01      | 6.0000%  | 6.0000%  | $19367993.00       | $13305145.14       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-06-01      | 4.5000%  | 4.5000%  | $24644009.00       | $20531252.75       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-08-01      | 6.5000%  | 6.5000%  | $23574256.00       | $19240374.30       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 4.5000%  | 4.5000%  | $50941408.00       | $38002437.56       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-10-01      | 6.5000%  | 6.5000%  | $5001826.00        | $3724468.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-12-01      | 7.0000%  | 7.0000%  | $26617283.00       | $15193102.16       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-03-01      | 5.5000%  | 5.5000%  | $15386814.00       | $11973439.07       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-12-01      | 5.0000%  | 5.0000%  | $29167333.00       | $27536236.10       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-02-01      | 6.0000%  | 6.0000%  | $14607557.00       | $9211002.62        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-06-01      | 6.0000%  | 6.0000%  | $26110075.00       | $20648684.48       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-02-01      | 6.5000%  | 6.5000%  | $38447152.00       | $24411529.51       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-12-01      | 6.0000%  | 6.0000%  | $29803745.00       | $21368225.19       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 4.5000%  | 4.5000%  | $33046415.00       | $28606172.96       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-08-01      | 2.0000%  | 2.0000%  | $12500000.00       | $10203997.97       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-08-01      | 2.0000%  | 2.0000%  | $33090251.00       | $27271935.61       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-04-01      | 2.0000%  | 2.0000%  | $38080033.00       | $26475619.41       | Agency Mortgage-Backed Securities |

### Security 147: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6V1431, C.4 - ISIN: 110411, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-11-01      | 1.5000%  | 1.5000% | $95799000.00       | $52826707.50       | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-10-25      | 2.3320%  | 2.3320% | $24700000.00       | $1275073.52        | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 5.5000%  | 5.5000% | $2486482.00        | $2551362.77        | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-12-01      | 5.0000%  | 5.0000% | $1821051.00        | $1416110.45        | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-01-01      | 6.0000%  | 6.0000% | $47410075.00       | $28233935.93       | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-02-01      | 5.0000%  | 5.0000% | $53628.00          | $41663.54          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 5.0000%  | 5.0000% | $104359.00         | $95995.67          | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-05-01      | 6.0000%  | 6.0000% | $58385920.00       | $50516814.36       | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 5.5000%  | 5.5000% | $189100048.00      | $192058580.16      | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-02-01      | 3.5000%  | 3.5000% | $130256697.00      | $121586509.61      | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-10-01      | 5.5000%  | 5.5000% | $2913.00           | $2234.89           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 5.5000%  | 5.5000% | $2110835.00        | $2195450.40        | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-10-20      | 4.5000%  | 4.5000% | $11000000.00       | $11096212.92       | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-09-20      | 4.6610%  | 4.6610% | $58921782.00       | $58927136.82       | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-03-20      | 4.5110%  | 4.5110% | $17839.00          | $17361.57          | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-01-20      | 3.5000%  | 3.5000% | $1000000.00        | $269696.50         | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 2.4080%  | 2.4080% | $65020000.00       | $3741633.98        | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-07-20      | 5.2500%  | 5.2500% | $10000000.00       | $2467733.64        | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-08-20      | 5.5000%  | 5.5000% | $18028987.00       | $2633393.97        | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-12-20      | 1.9180%  | 1.9180% | $6700172.00        | $408879.89         | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-11-20      | 3.6920%  | 3.6920% | $49846164.00       | $7261435.54        | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-02-20      | 4.5000%  | 4.5000% | $2008000.00        | $1932141.77        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2043-11-15      | 3.7500%  | 3.7500% | $11474000.00       | $10443582.94       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2049-11-15      | 2.3750%  | 2.3750% | $75000000.00       | $50334240.33       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2050-08-15      | 1.3750%  | 1.3750% | $43903300.00       | $22475671.05       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2040-08-15      | 1.1250%  | 1.1250% | $24712000.00       | $15977467.68       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2040-11-15      | 1.3750%  | 1.3750% | $2625100.00        | $1763193.76        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2052-08-15      | 3.0000%  | 3.0000% | $88426800.00       | $65534381.47       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-04-30      | 3.7500%  | 3.7500% | $270457100.00      | $274456443.27      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-05-31      | 3.8750%  | 3.8750% | $214845700.00      | $217796517.15      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-06-15      | 3.8750%  | 3.8750% | $328358000.00      | $334047704.43      | U.S. Treasuries (including strips) |

### Security 148: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA
- **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: BYM6KF4P3, C.4 - ISIN: 110411, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities               | 2047-07-01      | 4.0000%  | 4.0000% | $176859257.00      | $36261417.62       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities               | 2049-01-01      | 4.5000%  | 4.5000% | $159332221.00      | $27636114.62       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities               | 2052-11-01      | 5.5000%  | 5.5000% | $47858740.00       | $38242418.24       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities               | 2052-09-01      | 5.0000%  | 5.0000% | $12496988.00       | $9377475.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities               | 2052-09-01      | 4.5000%  | 4.5000% | $5279350.00        | $3790707.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-09-25      | 4.0000%  | 4.0000% | $22170000.00       | $1490891.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-03-25      | 4.6620%  | 4.6620% | $48284443.00       | $48752899.22       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips             | 2051-02-25      | 4.0000%  | 4.0000% | $29790000.00       | $2489292.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips             | 2056-02-25      | 4.4170%  | 4.4170% | $84282666.00       | $83473364.72       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips             | 2056-03-25      | 4.5470%  | 4.5470% | $100000000.00      | $99134162.66       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities         | 2035-05-01      | 1.6900%  | 1.6900% | $19909513.00       | $12060324.00       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-09-01      | 3.5000%  | 3.5000% | $45821270.00       | $11740295.53       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-05-01      | 6.0000%  | 6.0000% | $32996675.00       | $24452901.92       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-03-01      | 5.0000%  | 5.0000% | $34807286.00       | $28386345.40       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-04-01      | 4.0000%  | 4.0000% | $17224044.00       | $14298632.88       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-11-01      | 5.0000%  | 5.0000% | $40285836.00       | $34480301.79       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-12-01      | 5.0000%  | 5.0000% | $48031937.00       | $37351248.46       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                       | 2028-09-15      | 3.3750%  | 3.3750% | $9527000.00        | $9655683.92        | Agency Mortgage-Backed Securities |

### Security 149: SMBC NIKKO SECURITIES INC

- **C.1 - Title:** SMBC NIKKO SECURITIES INC
- **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: BYM6V17Z7, C.4 - ISIN: 754982, C.3 - LEI: 5493001KJTIIGC8Y1R12
- **C.18 - Value (incl. sponsor support):** $1700000000.00
- **C.18.a - Value (excl. sponsor support):** $1700000000.00
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-11-01      | 6.0000%  | 6.0000% | $12392000.00       | $10255514.33       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 6.5000%  | 6.5000% | $10629000.00       | $10012269.60       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 6.0000%  | 6.0000% | $1024.00           | $876.98            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 6.5000%  | 6.5000% | $1024.00           | $821.60            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-07-01      | 6.0000%  | 6.0000% | $1024.00           | $1007.29           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-03-01      | 7.5000%  | 7.5000% | $8092000.00        | $8548814.19        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 6.0000%  | 6.0000% | $36298893.00       | $34257779.41       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 6.5000%  | 6.5000% | $4602240.00        | $4570514.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-07-01      | 6.0000%  | 6.0000% | $19745326.00       | $19091389.51       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-02-01      | 5.5000%  | 5.5000% | $1024.00           | $1061.24           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-05-01      | 3.0000%  | 3.0000% | $1008.00           | $928.40            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-10-01      | 6.0000%  | 6.0000% | $57925120.00       | $51477737.53       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 6.5000%  | 6.5000% | $1120.00           | $843.52            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 6.0000%  | 6.0000% | $1000.00           | $963.66            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 5.5000%  | 5.5000% | $65082188.00       | $64056634.16       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 5.0000%  | 5.0000% | $1024.00           | $1029.40           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 6.0000%  | 6.0000% | $1008.00           | $1075.20           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 6.5000%  | 6.5000% | $1000.00           | $933.40            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 5.0000%  | 5.0000% | $1008.00           | $1006.94           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 6.0000%  | 6.0000% | $1008.00           | $1022.80           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 5.0000%  | 5.0000% | $1008.00           | $1015.86           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 5.5000%  | 5.5000% | $5975.00           | $6092.12           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 5.0000%  | 5.0000% | $1008.00           | $1017.65           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 5.0000%  | 5.0000% | $1000.00           | $952.22            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 5.0000%  | 5.0000% | $1000.00           | $1020.92           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-03-20      | 2.0000%  | 2.0000% | $1443077.00        | $733632.59         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-04-20      | 2.5000%  | 2.5000% | $4659840.00        | $2301001.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-02-20      | 2.0000%  | 2.0000% | $239847532.00      | $151421289.20      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-20      | 5.0000%  | 5.0000% | $4880710.00        | $4275920.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-02-20      | 3.0000%  | 3.0000% | $12370000.00       | $8606960.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-09-20      | 3.0000%  | 3.0000% | $10011972.00       | $7928420.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-20      | 6.0000%  | 6.0000% | $45156560.00       | $28519177.19       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-04-09      | 0.0000%  | 0.0000% | $347300.00         | $345972.96         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-05-12      | 0.0000%  | 0.0000% | $367700.00         | $365101.83         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-02-18      | 0.0000%  | 0.0000% | $100.00            | $96.70             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-08-27      | 0.0000%  | 0.0000% | $1556900.00        | $1529842.63        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2044-02-15      | 1.3750%  | 1.3750% | $7700.00           | $9289.30           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2045-02-15      | 0.7500%  | 0.7500% | $800.00            | $834.08            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2042-02-15      | 2.3750%  | 2.3750% | $100.00            | $76.08             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2053-08-15      | 4.1250%  | 4.1250% | $1200.00           | $1102.69           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2055-02-15      | 4.6250%  | 4.6250% | $154000.00         | $153805.52         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2055-05-15      | 4.7500%  | 4.7500% | $703200.00         | $725191.46         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-07-15      | 0.3750%  | 0.3750% | $300.00            | $397.02            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-05-15      | 2.8750%  | 2.8750% | $100.00            | $99.69             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-03-31      | 2.2500%  | 2.2500% | $100.00            | $100.80            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-06-30      | 1.8750%  | 1.8750% | $100.00            | $99.71             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-07-15      | 0.2500%  | 0.2500% | $100.00            | $124.07            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-11-15      | 0.8750%  | 0.8750% | $900.00            | $799.71            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-03-31      | 0.7500%  | 0.7500% | $1300.00           | $1300.89           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-05-31      | 2.7500%  | 2.7500% | $100.00            | $98.60             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-05-15      | 3.6250%  | 3.6250% | $1800.00           | $1818.40           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-09-30      | 4.6250%  | 4.6250% | $413500.00         | $433766.90         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-02-28      | 4.2500%  | 4.2500% | $1000.00           | $1044.66           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-04-15      | 2.1250%  | 2.1250% | $41600.00          | $45404.93          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2031-04-30      | 4.6250%  | 4.6250% | $100.00            | $106.49            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2034-05-15      | 4.3750%  | 4.3750% | $200.00            | $210.00            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-10-15      | 1.6250%  | 1.6250% | $900.00            | $955.35            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2035-01-15      | 2.1250%  | 2.1250% | $4541800.00        | $4872296.91        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-03-15      | 3.8750%  | 3.8750% | $100.00            | $102.69            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-03-31      | 3.8750%  | 3.8750% | $400.00            | $407.87            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-04-15      | 3.7500%  | 3.7500% | $100.00            | $102.09            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2035-05-15      | 4.2500%  | 4.2500% | $100.00            | $103.70            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-05-31      | 3.8750%  | 3.8750% | $100.00            | $101.41            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2032-06-30      | 4.0000%  | 4.0000% | $200.00            | $204.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-09-01      | 5.0000%  | 5.0000% | $1002.00           | $184.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-08-01      | 3.5000%  | 3.5000% | $1000.00           | $184.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-09-01      | 3.5000%  | 3.5000% | $1000.00           | $204.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-02-01      | 3.0000%  | 3.0000% | $629000.00         | $104283.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-07-01      | 4.0000%  | 4.0000% | $491000.00         | $86601.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-03-01      | 3.0000%  | 3.0000% | $1000.00           | $369.35            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-10-01      | 5.0000%  | 5.0000% | $135000.00         | $40939.41          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-06-01      | 4.0000%  | 4.0000% | $1549000.00        | $494298.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-11-01      | 4.0000%  | 4.0000% | $1000.00           | $287.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-03-01      | 3.0000%  | 3.0000% | $225000.00         | $70522.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-11-01      | 4.0000%  | 4.0000% | $1000.00           | $256.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-07-01      | 5.0000%  | 5.0000% | $519000.00         | $182284.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-10-01      | 2.0000%  | 2.0000% | $2000.00           | $824.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-11-01      | 3.5000%  | 3.5000% | $2300000.00        | $562538.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-12-01      | 2.0000%  | 2.0000% | $186576.00         | $79101.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-03-01      | 2.0000%  | 2.0000% | $1000.00           | $507.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-02-01      | 2.5000%  | 2.5000% | $649394.00         | $253523.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-12-01      | 2.0000%  | 2.0000% | $96000.00          | $36641.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-01-01      | 3.5000%  | 3.5000% | $125942.00         | $51606.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-01-01      | 2.0000%  | 2.0000% | $1001.00           | $426.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-02-01      | 2.0000%  | 2.0000% | $1008.00           | $604.86            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-07-01      | 4.0000%  | 4.0000% | $48000.00          | $16345.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-04-01      | 2.0000%  | 2.0000% | $210000.00         | $117257.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-06-01      | 3.5000%  | 3.5000% | $2299000.00        | $1009731.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-03-01      | 2.5000%  | 2.5000% | $198000.00         | $69074.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-01-01      | 4.0000%  | 4.0000% | $1372000.00        | $405615.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-07-01      | 1.5000%  | 1.5000% | $7339160.00        | $3598502.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-09-01      | 2.5000%  | 2.5000% | $99000.00          | $55510.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-06-01      | 3.0000%  | 3.0000% | $100000.00         | $54009.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-11-01      | 3.0000%  | 3.0000% | $979910.00         | $399119.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-10-01      | 3.0000%  | 3.0000% | $235081.00         | $142927.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-11-01      | 2.0000%  | 2.0000% | $2000.00           | $1186.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-12-01      | 6.5000%  | 6.5000% | $1000.00           | $618.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 6.0000%  | 6.0000% | $1024.00           | $987.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 7.0000%  | 7.0000% | $8961000.00        | $8835041.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 6.5000%  | 6.5000% | $1000.00           | $1018.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-01-01      | 6.0000%  | 6.0000% | $34170000.00       | $34804576.76       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-02-01      | 5.5000%  | 5.5000% | $1008.00           | $1035.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-01-01      | 1.5000%  | 1.5000% | $274304.00         | $156269.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 4.5000%  | 4.5000% | $1000.00           | $821.26            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-03-01      | 6.5000%  | 6.5000% | $1008.00           | $664.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 5.5000%  | 5.5000% | $28113627.00       | $27767075.54       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-11-01      | 6.0000%  | 6.0000% | $8899000.00        | $8967580.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-02-01      | 5.0000%  | 5.0000% | $22038231.00       | $22210285.91       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-02-01      | 6.0000%  | 6.0000% | $1024.00           | $1058.81           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 5.5000%  | 5.5000% | $1008.00           | $763.78            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-02-01      | 6.5000%  | 6.5000% | $11008034.00       | $8759307.06        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-02-01      | 6.0000%  | 6.0000% | $1000.00           | $1029.77           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 5.0000%  | 5.0000% | $40068200.00       | $39974662.36       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 6.5000%  | 6.5000% | $1000.00           | $927.89            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 6.0000%  | 6.0000% | $1008.00           | $890.13            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 6.0000%  | 6.0000% | $1000.00           | $818.46            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 6.0000%  | 6.0000% | $1000.00           | $1040.92           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 6.5000%  | 6.5000% | $11378000.00       | $8594089.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 6.5000%  | 6.5000% | $1000.00           | $754.77            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 6.0000%  | 6.0000% | $1000.00           | $1025.38           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 6.0000%  | 6.0000% | $1024.00           | $1025.12           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 6.5000%  | 6.5000% | $1000.00           | $1046.11           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 5.5000%  | 5.5000% | $12370.00          | $12372.85          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.0000%  | 6.0000% | $1008.00           | $1038.48           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 7.0000%  | 7.0000% | $9885000.00        | $8880472.89        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-08-01      | 6.5000%  | 6.5000% | $9447000.00        | $8775646.69        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-01-01      | 4.0000%  | 4.0000% | $1008.00           | $930.19            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 5.5000%  | 5.5000% | $1024.00           | $900.44            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-05-01      | 6.0000%  | 6.0000% | $1000.00           | $825.25            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-05-01      | 5.5000%  | 5.5000% | $1000.00           | $915.75            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-07-01      | 6.0000%  | 6.0000% | $2000.00           | $1592.27           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-12-01      | 5.0000%  | 5.0000% | $1211.00           | $1102.55           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-11-01      | 5.0000%  | 5.0000% | $3812209.00        | $3632164.07        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-07-01      | 3.5000%  | 3.5000% | $1000.00           | $89.69             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-08-01      | 4.0000%  | 4.0000% | $1000.00           | $100.43            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-12-01      | 3.0000%  | 3.0000% | $2000.00           | $347.91            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-05-01      | 3.0000%  | 3.0000% | $2700.00           | $670.49            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-08-01      | 3.5000%  | 3.5000% | $1980.00           | $362.53            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-10-01      | 3.5000%  | 3.5000% | $2740.00           | $809.61            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-12-01      | 3.0000%  | 3.0000% | $1001.00           | $461.92            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-02-01      | 4.0000%  | 4.0000% | $2000.00           | $1468.94           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-02-01      | 5.5000%  | 5.5000% | $597464.00         | $503361.96         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-05-01      | 6.0000%  | 6.0000% | $1000.00           | $836.33            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 5.5000%  | 5.5000% | $27830955.00       | $25970364.13       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 5.5000%  | 5.5000% | $1000.00           | $938.17            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-12-01      | 2.0000%  | 2.0000% | $1008.00           | $549.45            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-01-01      | 2.5000%  | 2.5000% | $601000.00         | $387525.28         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-09-01      | 2.5000%  | 2.5000% | $1000.00           | $610.14            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-10-01      | 3.5000%  | 3.5000% | $1000.00           | $524.20            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-12-01      | 2.0000%  | 2.0000% | $2000.00           | $1284.64           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-06-01      | 2.0000%  | 2.0000% | $1000.00           | $686.53            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-10-01      | 4.0000%  | 4.0000% | $1000.00           | $785.40            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 3.0000%  | 3.0000% | $2000.00           | $1464.45           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 4.0000%  | 4.0000% | $44000.00          | $34444.71          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 5.0000%  | 5.0000% | $1895002.00        | $1433649.82        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-12-01      | 3.0000%  | 3.0000% | $1000.00           | $741.15            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-12-01      | 5.0000%  | 5.0000% | $84560333.00       | $66899998.05       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-12-01      | 5.5000%  | 5.5000% | $279958.00         | $211510.32         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-02-01      | 4.5000%  | 4.5000% | $102104244.00      | $84170081.70       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-08-01      | 5.5000%  | 5.5000% | $4000.00           | $3112.32           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-07-01      | 5.5000%  | 5.5000% | $2154.00           | $1696.16           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-12-01      | 5.0000%  | 5.0000% | $1000.00           | $881.81            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-09-01      | 5.0000%  | 5.0000% | $6096990.00        | $5118279.77        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-09-01      | 5.5000%  | 5.5000% | $1002.00           | $795.01            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-11-01      | 6.0000%  | 6.0000% | $900000.00         | $603171.58         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-09-01      | 4.0000%  | 4.0000% | $1000.00           | $850.13            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-04-01      | 5.5000%  | 5.5000% | $3084.00           | $2441.13           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-01-01      | 4.0000%  | 4.0000% | $2000.00           | $1718.42           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-07-01      | 5.5000%  | 5.5000% | $4029.00           | $3294.53           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-05-01      | 5.5000%  | 5.5000% | $3163.00           | $2518.49           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-05-01      | 6.0000%  | 6.0000% | $2048.00           | $1377.17           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-08-01      | 5.5000%  | 5.5000% | $43760504.00       | $35620494.94       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-08-01      | 6.0000%  | 6.0000% | $111863479.00      | $77541048.35       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 5.5000%  | 5.5000% | $2304.00           | $1891.70           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 5.5000%  | 5.5000% | $3693251.00        | $3287959.03        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 6.5000%  | 6.5000% | $2160.00           | $1546.60           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-02-01      | 3.0000%  | 3.0000% | $1000.00           | $740.10            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-08-01      | 6.5000%  | 6.5000% | $2048.00           | $1550.09           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-09-01      | 5.5000%  | 5.5000% | $2048.00           | $1690.90           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-11-01      | 6.0000%  | 6.0000% | $2000.00           | $1675.67           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-11-01      | 5.5000%  | 5.5000% | $2048.00           | $1778.04           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-02-01      | 3.5000%  | 3.5000% | $1000.00           | $184.29            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2044-02-01      | 3.5000%  | 3.5000% | $1000.00           | $161.82            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-06-01      | 3.0000%  | 3.0000% | $4597.00           | $202.54            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-02-01      | 4.0000%  | 4.0000% | $1001.00           | $16.37             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-03-01      | 3.5000%  | 3.5000% | $8449841.00        | $1801335.37        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-10-01      | 3.5000%  | 3.5000% | $107000.00         | $27058.49          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-09-01      | 2.0000%  | 2.0000% | $2000.00           | $1084.53           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-02-01      | 2.0000%  | 2.0000% | $300000.00         | $138357.99         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-07-01      | 2.0000%  | 2.0000% | $2048.00           | $1266.29           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-08-01      | 3.0000%  | 3.0000% | $1000.00           | $658.52            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-08-01      | 2.5000%  | 2.5000% | $1000.00           | $612.81            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-07-31      | 3.8750%  | 3.8750% | $842000.00         | $849277.56         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2032-07-31      | 4.0000%  | 4.0000% | $100.00            | $102.09            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2035-08-15      | 4.2500%  | 4.2500% | $100.00            | $102.55            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-08-31      | 3.6250%  | 3.6250% | $100.00            | $102.05            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-08-31      | 3.6250%  | 3.6250% | $20193700.00       | $20651973.03       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-10-15      | 1.1250%  | 1.1250% | $3400.00           | $3431.71           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2035-11-15      | 4.0000%  | 4.0000% | $306100.00         | $310512.64         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-11-15      | 3.5000%  | 3.5000% | $369000.00         | $373586.02         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2032-12-31      | 3.8750%  | 3.8750% | $100.00            | $101.53            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-01-15      | 3.5000%  | 3.5000% | $100.00            | $100.67            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-12-01      | 6.0000%  | 6.0000% | $1000.00           | $28.84             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2044-08-01      | 4.0000%  | 4.0000% | $140769.00         | $21879.34          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-01-01      | 3.5000%  | 3.5000% | $9238.00           | $675.99            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-05-01      | 3.5000%  | 3.5000% | $3002.00           | $326.32            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-04-01      | 4.0000%  | 4.0000% | $1000.00           | $187.66            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2038-06-01      | 6.0490%  | 6.0490% | $827628.00         | $90903.40          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-10-01      | 3.5000%  | 3.5000% | $12400.00          | $829.98            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-08-01      | 3.5000%  | 3.5000% | $1000.00           | $81.89             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2046-03-01      | 3.5000%  | 3.5000% | $1000.00           | $104.84            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2045-12-01      | 3.5000%  | 3.5000% | $2000.00           | $213.44            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2046-11-01      | 2.5000%  | 2.5000% | $2000.00           | $499.05            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-10-01      | 3.5000%  | 3.5000% | $1000.00           | $123.14            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-06-01      | 3.5000%  | 3.5000% | $1000.00           | $87.15             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-04-01      | 3.0000%  | 3.0000% | $1000.00           | $82.24             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-10-01      | 3.0000%  | 3.0000% | $1000.00           | $114.92            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2046-10-01      | 3.0000%  | 3.0000% | $2976.00           | $678.98            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-06-01      | 2.5000%  | 2.5000% | $1000.00           | $663.50            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-04-01      | 2.5000%  | 2.5000% | $1000.00           | $606.13            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-06-01      | 3.5000%  | 3.5000% | $1000.00           | $580.00            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2034-12-01      | 2.5000%  | 2.5000% | $1000.00           | $168.13            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-04-01      | 2.0000%  | 2.0000% | $1000.00           | $479.61            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-07-01      | 3.5000%  | 3.5000% | $52938.00          | $30318.71          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-09-01      | 3.5000%  | 3.5000% | $2000.00           | $1169.62           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2038-10-01      | 5.5000%  | 5.5000% | $48105.00          | $26729.01          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2039-09-01      | 6.0000%  | 6.0000% | $8000.00           | $4962.80           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-05-01      | 5.0000%  | 5.0000% | $1000.00           | $762.14            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-12-01      | 3.0000%  | 3.0000% | $451270.00         | $276307.46         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-03-01      | 2.5000%  | 2.5000% | $326000.00         | $182347.30         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-01-01      | 4.5000%  | 4.5000% | $1167.00           | $382.94            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 3.0000%  | 3.0000% | $100000.00         | $68736.89          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 4.0000%  | 4.0000% | $2000.00           | $1062.45           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-07-01      | 3.5000%  | 3.5000% | $2000.00           | $1390.65           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 4.0000%  | 4.0000% | $2000.00           | $1450.79           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 4.5000%  | 4.5000% | $2339000.00        | $1821337.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 5.0000%  | 5.0000% | $1024.00           | $743.77            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-03-01      | 6.0000%  | 6.0000% | $1000.00           | $716.19            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-10-01      | 5.5000%  | 5.5000% | $2000.00           | $1752.15           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-12-01      | 4.5000%  | 4.5000% | $82000.00          | $64229.71          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-06-01      | 3.5000%  | 3.5000% | $1000.00           | $750.50            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-11-01      | 4.0000%  | 4.0000% | $1000.00           | $766.47            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-12-01      | 6.0000%  | 6.0000% | $1000.00           | $716.96            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-02-01      | 5.5000%  | 5.5000% | $6968380.00        | $5319053.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-07-01      | 4.0000%  | 4.0000% | $1000.00           | $612.29            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-05-01      | 5.5000%  | 5.5000% | $1000.00           | $784.55            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-05-01      | 3.5000%  | 3.5000% | $600000.00         | $440836.38         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-05-01      | 5.5000%  | 5.5000% | $203001.00         | $146655.87         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-02-01      | 3.5000%  | 3.5000% | $2000.00           | $1557.94           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-06-01      | 5.5000%  | 5.5000% | $2048.00           | $1605.97           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-10-01      | 2.5000%  | 2.5000% | $1000.00           | $751.21            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-05-01      | 3.0000%  | 3.0000% | $1000.00           | $766.89            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-05-01      | 4.5000%  | 4.5000% | $1000.00           | $844.87            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-02-01      | 5.5000%  | 5.5000% | $15599808.00       | $13401445.23       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-02-01      | 2.0000%  | 2.0000% | $50730627.00       | $35685391.78       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-06-01      | 5.5000%  | 5.5000% | $285000.00         | $244798.83         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-03-01      | 6.0000%  | 6.0000% | $2016.00           | $1551.25           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-05-01      | 6.0000%  | 6.0000% | $1000.00           | $786.11            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-06-01      | 7.0000%  | 7.0000% | $2000.00           | $2126.61           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-07-01      | 6.5000%  | 6.5000% | $1008.00           | $724.30            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-07-01      | 6.5000%  | 6.5000% | $1008.00           | $669.01            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-03-01      | 6.5000%  | 6.5000% | $72859616.00       | $48524404.30       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-12-01      | 5.5000%  | 5.5000% | $1001.00           | $2.83              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-08-01      | 5.0000%  | 5.0000% | $1001.00           | $6.10              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-11-01      | 5.5000%  | 5.5000% | $40972.00          | $95.96             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-02-01      | 4.5000%  | 4.5000% | $1000.00           | $108.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-08-01      | 7.5000%  | 7.5000% | $36064588.00       | $19425.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-05-01      | 5.0000%  | 5.0000% | $1649976.00        | $82797.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-05-01      | 6.5000%  | 6.5000% | $1000.00           | $23.37             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-03-01      | 4.0000%  | 4.0000% | $1000.00           | $130.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-08-01      | 3.0000%  | 3.0000% | $3001.00           | $207.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-08-01      | 3.5000%  | 3.5000% | $6737504.00        | $715004.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-06-01      | 3.0000%  | 3.0000% | $3000.00           | $397.01            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-04-01      | 4.0000%  | 4.0000% | $1781979.00        | $262222.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-05-01      | 3.5000%  | 3.5000% | $51043870.00       | $3835293.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-02-01      | 3.0000%  | 3.0000% | $9782470.00        | $1325653.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-08-01      | 3.0000%  | 3.0000% | $8339040.00        | $1451818.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-03-01      | 3.5000%  | 3.5000% | $1958092.00        | $275499.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-06-01      | 3.5000%  | 3.5000% | $14004797.00       | $2335947.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-07-01      | 3.5000%  | 3.5000% | $22015.00          | $4870.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-06-01      | 3.5000%  | 3.5000% | $1592476.00        | $326600.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-06-01      | 3.0000%  | 3.0000% | $1462598.00        | $102511.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-10-01      | 4.5000%  | 4.5000% | $435000.00         | $44214.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-01-01      | 3.0000%  | 3.0000% | $1000.00           | $133.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-10-01      | 4.0000%  | 4.0000% | $956483.00         | $125199.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-05-01      | 3.5000%  | 3.5000% | $180791053.00      | $16815551.59       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-10-01      | 3.5000%  | 3.5000% | $8303616.00        | $2238031.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-03-01      | 6.0000%  | 6.0000% | $2047.00           | $33.14             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-06-01      | 5.0000%  | 5.0000% | $4713418.00        | $66239.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-02-01      | 6.0000%  | 6.0000% | $1347.00           | $6.92              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-07-01      | 5.0000%  | 5.0000% | $7494957.00        | $63170.61          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-09-01      | 5.5000%  | 5.5000% | $4877336.00        | $31122.51          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-09-01      | 5.5000%  | 5.5000% | $2000.00           | $1962.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-11-01      | 5.5000%  | 5.5000% | $2000.00           | $1927.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-03-01      | 6.5000%  | 6.5000% | $34058.00          | $35069.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-12-01      | 7.0000%  | 7.0000% | $2000.00           | $1194.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-03-01      | 5.5000%  | 5.5000% | $2000.00           | $1560.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-04-01      | 5.0000%  | 5.0000% | $1000.00           | $956.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-05-01      | 5.5000%  | 5.5000% | $2000.00           | $2018.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 5.5000%  | 5.5000% | $2016.00           | $2029.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 6.5000%  | 6.5000% | $2000.00           | $2107.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-04-01      | 7.0000%  | 7.0000% | $2000.00           | $2132.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-06-01      | 5.5000%  | 5.5000% | $2000.00           | $1728.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-05-01      | 5.5000%  | 5.5000% | $2048.00           | $1819.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-07-01      | 6.5000%  | 6.5000% | $1000.00           | $664.79            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-06-01      | 5.5000%  | 5.5000% | $2016.00           | $1518.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-06-01      | 5.5000%  | 5.5000% | $1000.00           | $805.86            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 5.0000%  | 5.0000% | $1000.00           | $997.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 6.5000%  | 6.5000% | $1000.00           | $770.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 7.0000%  | 7.0000% | $1790446.00        | $1048569.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-10-01      | 5.5000%  | 5.5000% | $1213038.00        | $825919.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-09-01      | 6.5000%  | 6.5000% | $2000.00           | $2056.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 6.0000%  | 6.0000% | $1000.00           | $730.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-08-01      | 4.5000%  | 4.5000% | $84761.00          | $78143.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 5.5000%  | 5.5000% | $1000.00           | $1017.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 6.5000%  | 6.5000% | $1000.00           | $1061.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 6.0000%  | 6.0000% | $1000.00           | $973.06            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-03-01      | 5.5000%  | 5.5000% | $1000.00           | $1014.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.0000%  | 6.0000% | $1651932.00        | $1696402.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 6.0000%  | 6.0000% | $1000.00           | $871.39            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-08-01      | 3.0000%  | 3.0000% | $2000.00           | $1322.21           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-11-01      | 4.0000%  | 4.0000% | $1000.00           | $511.32            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-12-01      | 2.5000%  | 2.5000% | $1000.00           | $634.34            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-02-01      | 2.5000%  | 2.5000% | $1000.00           | $659.80            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-02-01      | 3.0000%  | 3.0000% | $1000.00           | $728.10            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 3.0000%  | 3.0000% | $1000.00           | $663.07            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 3.0000%  | 3.0000% | $1000.00           | $689.33            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-05-01      | 3.5000%  | 3.5000% | $2048.00           | $1287.94           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 4.5000%  | 4.5000% | $1000.00           | $716.57            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 5.0000%  | 5.0000% | $40187.00          | $29204.70          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 5.0000%  | 5.0000% | $1000.00           | $834.65            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-10-01      | 5.5000%  | 5.5000% | $1000.00           | $798.14            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-05-01      | 5.5000%  | 5.5000% | $3179500.00        | $2111740.79        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-06-01      | 6.0000%  | 6.0000% | $2225.00           | $1612.47           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-07-01      | 6.5000%  | 6.5000% | $1178350.00        | $1052269.88        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-08-01      | 5.5000%  | 5.5000% | $2000.00           | $1705.81           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-08-01      | 5.5000%  | 5.5000% | $2000.00           | $1446.22           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-08-01      | 5.5000%  | 5.5000% | $2000.00           | $1705.15           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-08-01      | 5.5000%  | 5.5000% | $772920.00         | $612481.37         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-09-01      | 6.5000%  | 6.5000% | $2000.00           | $1312.71           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-10-01      | 5.5000%  | 5.5000% | $2000.00           | $1999.32           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-10-01      | 5.5000%  | 5.5000% | $2000.00           | $1635.97           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-11-01      | 5.5000%  | 5.5000% | $2016.00           | $1691.52           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-11-01      | 5.5000%  | 5.5000% | $2000.00           | $1673.99           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-11-01      | 5.5000%  | 5.5000% | $2000.00           | $1961.72           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-11-01      | 5.5000%  | 5.5000% | $2000.00           | $1691.57           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-11-01      | 5.5000%  | 5.5000% | $2000.00           | $1628.43           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-11-01      | 5.5000%  | 5.5000% | $2000.00           | $1996.85           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-11-01      | 6.0000%  | 6.0000% | $1008.00           | $721.62            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-11-01      | 6.0000%  | 6.0000% | $1008.00           | $755.78            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-11-01      | 5.5000%  | 5.5000% | $2000.00           | $1857.01           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-07-01      | 5.5000%  | 5.5000% | $1394814.00        | $1009725.80        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-08-01      | 6.0000%  | 6.0000% | $3649329.00        | $2098035.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-08-01      | 7.0000%  | 7.0000% | $1003.00           | $727.23            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 6.0000%  | 6.0000% | $277438.00         | $255942.84         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 5.5000%  | 5.5000% | $2000.00           | $1884.09           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-12-01      | 5.0000%  | 5.0000% | $2000.00           | $1881.90           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2045-04-01      | 5.5000%  | 5.5000% | $193255.00         | $195474.83         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-06-01      | 3.0000%  | 3.0000% | $144019.00         | $100942.22         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-05-01      | 2.0000%  | 2.0000% | $4000.00           | $2274.15           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-05-01      | 2.0000%  | 2.0000% | $1000.00           | $591.09            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-11-01      | 2.5000%  | 2.5000% | $1000.00           | $619.10            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-10-01      | 3.0000%  | 3.0000% | $59973.00          | $42230.65          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-10-01      | 4.0000%  | 4.0000% | $6920000.00        | $3163480.73        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-05-01      | 3.5000%  | 3.5000% | $1000.00           | $734.70            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-05-01      | 3.5000%  | 3.5000% | $4927.00           | $3364.94           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-06-01      | 4.5000%  | 4.5000% | $2048.00           | $1557.69           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-06-01      | 4.0000%  | 4.0000% | $7655272.00        | $5596067.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-06-01      | 4.5000%  | 4.5000% | $1000.00           | $776.05            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 4.5000%  | 4.5000% | $91619.00          | $68046.40          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-02-01      | 4.5000%  | 4.5000% | $1024.00           | $840.54            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-10-01      | 4.5000%  | 4.5000% | $6482208.00        | $5050920.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-03-01      | 4.0000%  | 4.0000% | $1371079.00        | $1078143.37        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-05-01      | 5.5000%  | 5.5000% | $2016.00           | $1620.12           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-10-01      | 5.5000%  | 5.5000% | $2048.00           | $1641.35           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2045-11-01      | 5.0000%  | 5.0000% | $1000.00           | $992.90            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2046-01-01      | 5.0000%  | 5.0000% | $2048.00           | $2045.39           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-12-01      | 2.0000%  | 2.0000% | $2000.00           | $1040.31           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-05-01      | 1.5000%  | 1.5000% | $1000.00           | $351.15            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-02-01      | 2.0000%  | 2.0000% | $1700000.00        | $1371479.15        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-03-01      | 5.5000%  | 5.5000% | $2000.00           | $1836.78           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-03-01      | 5.5000%  | 5.5000% | $2000.00           | $1707.76           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-03-01      | 4.5000%  | 4.5000% | $660480.00         | $591636.51         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-03-01      | 5.0000%  | 5.0000% | $1000.00           | $928.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 3.0000%  | 3.0000% | $1003.00           | $734.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 5.5000%  | 5.5000% | $1000.00           | $1015.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 3.5000%  | 3.5000% | $2000.00           | $1272.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-06-01      | 3.5000%  | 3.5000% | $2000.00           | $1496.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-06-01      | 4.0000%  | 4.0000% | $2000.00           | $1248.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 5.0000%  | 5.0000% | $3402880.00        | $2495915.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-06-01      | 4.5000%  | 4.5000% | $3213424.00        | $2224006.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-01-01      | 5.5000%  | 5.5000% | $2000.00           | $2081.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 4.5000%  | 4.5000% | $10846850.00       | $9215462.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 4.5000%  | 4.5000% | $417856.00         | $311358.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 5.0000%  | 5.0000% | $1000.00           | $714.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-04-01      | 5.0000%  | 5.0000% | $202258.00         | $168187.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-04-01      | 5.5000%  | 5.5000% | $1002.00           | $764.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-07-01      | 5.5000%  | 5.5000% | $2000.00           | $1590.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-06-01      | 5.5000%  | 5.5000% | $2000.00           | $1551.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-07-01      | 5.5000%  | 5.5000% | $2000.00           | $1622.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-07-01      | 5.5000%  | 5.5000% | $2000.00           | $1754.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-07-01      | 6.5000%  | 6.5000% | $2000.00           | $1948.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-07-01      | 5.5000%  | 5.5000% | $2000.00           | $1773.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-07-01      | 5.5000%  | 5.5000% | $2000.00           | $995.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-08-01      | 5.5000%  | 5.5000% | $2000.00           | $1617.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-08-01      | 5.5000%  | 5.5000% | $2000.00           | $1649.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-08-01      | 4.5000%  | 4.5000% | $1000.00           | $773.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-07-01      | 5.5000%  | 5.5000% | $2000.00           | $1255.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-01-01      | 6.0000%  | 6.0000% | $2000.00           | $829.05            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-11-01      | 5.5000%  | 5.5000% | $2000.00           | $2005.36           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-10-01      | 3.0000%  | 3.0000% | $79502720.00       | $15746318.78       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-05-01      | 4.0000%  | 4.0000% | $1000.00           | $122.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-12-01      | 4.5000%  | 4.5000% | $12601698.00       | $2839488.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-03-01      | 4.0000%  | 4.0000% | $1317584.00        | $243096.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-10-01      | 3.5000%  | 3.5000% | $2000.00           | $453.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-08-01      | 5.0000%  | 5.0000% | $449000.00         | $90985.03          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-08-01      | 3.0000%  | 3.0000% | $73670.00          | $17291.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-07-01      | 2.5000%  | 2.5000% | $3418046.00        | $1260435.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-09-01      | 2.5000%  | 2.5000% | $1024.00           | $457.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-12-01      | 2.0000%  | 2.0000% | $19470830.00       | $11156644.32       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-10-01      | 2.0000%  | 2.0000% | $23165184.00       | $12185716.64       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-11-01      | 2.0000%  | 2.0000% | $1024.00           | $524.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-01-01      | 2.5000%  | 2.5000% | $2825000.00        | $1520813.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-01-01      | 2.0000%  | 2.0000% | $93009856.00       | $58535380.46       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-02-01      | 2.0000%  | 2.0000% | $1120.00           | $646.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-05-01      | 2.5000%  | 2.5000% | $89790.00          | $50790.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-05-01      | 2.0000%  | 2.0000% | $1000.00           | $591.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-07-01      | 2.0000%  | 2.0000% | $1000.00           | $630.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-07-01      | 3.5000%  | 3.5000% | $1024.00           | $441.86            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-08-01      | 3.0000%  | 3.0000% | $2048.00           | $1481.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-01-01      | 2.5000%  | 2.5000% | $2003.00           | $1270.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-12-01      | 2.5000%  | 2.5000% | $1000.00           | $615.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 3.5000%  | 3.5000% | $896567.00         | $662807.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 3.0000%  | 3.0000% | $1000.00           | $706.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 3.0000%  | 3.0000% | $444000.00         | $324621.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 3.5000%  | 3.5000% | $2000.00           | $1365.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 2.5000%  | 2.5000% | $552000.00         | $389366.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-06-01      | 3.5000%  | 3.5000% | $430496.00         | $290912.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 4.5000%  | 4.5000% | $38200.00          | $29866.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-08-01      | 4.5000%  | 4.5000% | $1000.00           | $762.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-06-01      | 3.0000%  | 3.0000% | $1014.00           | $628.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 5.0000%  | 5.0000% | $63859209.00       | $48909659.27       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 4.5000%  | 4.5000% | $1951366.00        | $1539418.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-11-01      | 5.5000%  | 5.5000% | $1699000.00        | $1340020.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-11-01      | 4.5000%  | 4.5000% | $1000.00           | $776.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 4.5000%  | 4.5000% | $1000.00           | $717.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-01-01      | 5.5000%  | 5.5000% | $2000.00           | $1575.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-02-01      | 4.5000%  | 4.5000% | $2226408.00        | $1779838.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 5.5000%  | 5.5000% | $1000.00           | $1015.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 6.0000%  | 6.0000% | $1970400.00        | $1158551.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 7.0000%  | 7.0000% | $1006.00           | $1094.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 7.0000%  | 7.0000% | $1000.00           | $1088.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 5.5000%  | 5.5000% | $1000.00           | $1023.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 5.5000%  | 5.5000% | $9138340.00        | $9261501.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 6.0000%  | 6.0000% | $1000.00           | $1033.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 6.5000%  | 6.5000% | $1000.00           | $1060.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 5.5000%  | 5.5000% | $1273619.00        | $1300199.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 6.0000%  | 6.0000% | $1000.00           | $1037.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.0000%  | 6.0000% | $4154530.00        | $4262456.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 6.0000%  | 6.0000% | $1000.00           | $1039.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.5000%  | 6.5000% | $469626.00         | $496772.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.0000%  | 6.0000% | $1000.00           | $1030.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 5.5000%  | 5.5000% | $1000.00           | $973.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.0000%  | 6.0000% | $1000.00           | $1025.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 5.5000%  | 5.5000% | $1000.00           | $1028.74           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 5.5000%  | 5.5000% | $1000.00           | $1029.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 7.0000%  | 7.0000% | $1000.00           | $1061.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 4.0000%  | 4.0000% | $1000.00           | $973.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.0000%  | 6.0000% | $415611.00         | $433910.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 4.5000%  | 4.5000% | $1000.00           | $987.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 5.5000%  | 5.5000% | $144557.00         | $148233.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 5.5000%  | 5.5000% | $1000.00           | $1023.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-02-01      | 5.0000%  | 5.0000% | $1000.00           | $1017.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 5.5000%  | 5.5000% | $1000.00           | $1026.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 5.5000%  | 5.5000% | $1008.00           | $1037.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 6.0000%  | 6.0000% | $1008.00           | $1046.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 5.5000%  | 5.5000% | $1135000.00        | $1164797.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-01-01      | 5.5000%  | 5.5000% | $1000.00           | $1040.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-01-01      | 5.5000%  | 5.5000% | $1000.00           | $1028.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 6.0000%  | 6.0000% | $3000.00           | $3108.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 5.5000%  | 5.5000% | $1016.00           | $1043.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 5.0000%  | 5.0000% | $1000.00           | $1014.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 5.5000%  | 5.5000% | $1000.00           | $1035.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 6.0000%  | 6.0000% | $1008.00           | $1051.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 5.5000%  | 5.5000% | $1012.00           | $1038.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 5.5000%  | 5.5000% | $1000.00           | $1023.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 5.0000%  | 5.0000% | $1000.00           | $1014.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-01-01      | 5.5000%  | 5.5000% | $1000.00           | $1031.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 5.5000%  | 5.5000% | $1000.00           | $1018.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-07-01      | 4.0000%  | 4.0000% | $1000.00           | $161.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2064-09-01      | 2.5000%  | 2.5000% | $105898116.00      | $84573365.61       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-08-01      | 5.5000%  | 5.5000% | $14260001.00       | $3461691.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2057-02-01      | 3.0000%  | 3.0000% | $1000.00           | $321.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2057-01-01      | 4.0000%  | 4.0000% | $100000.00         | $32616.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2062-06-01      | 4.0000%  | 4.0000% | $1024.00           | $732.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-01-01      | 3.5000%  | 3.5000% | $1000.00           | $148.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-02-01      | 2.9400%  | 2.9400% | $1000.00           | $711.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-02-01      | 4.5000%  | 4.5000% | $1000.00           | $168.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-12-01      | 4.0000%  | 4.0000% | $260653.00         | $60158.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-11-01      | 4.5000%  | 4.5000% | $699000.00         | $96959.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-09-01      | 4.5000%  | 4.5000% | $2048.00           | $549.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-09-01      | 3.0000%  | 3.0000% | $250000.00         | $82982.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-05-01      | 4.0000%  | 4.0000% | $1000.00           | $357.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-08-01      | 3.5000%  | 3.5000% | $1000.00           | $198.66            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-07-01      | 5.5000%  | 5.5000% | $1000.00           | $726.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-08-01      | 5.5000%  | 5.5000% | $1000.00           | $660.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-06-01      | 3.0000%  | 3.0000% | $1000.00           | $457.92            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-11-01      | 3.0000%  | 3.0000% | $93000.00          | $29354.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-04-01      | 2.5000%  | 2.5000% | $1047770.00        | $591494.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-08-01      | 2.0000%  | 2.0000% | $1000.00           | $570.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-11-01      | 3.0000%  | 3.0000% | $1000.00           | $633.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-11-01      | 2.0000%  | 2.0000% | $2000.00           | $1197.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-11-01      | 6.5000%  | 6.5000% | $1008.00           | $879.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-12-01      | 5.0000%  | 5.0000% | $2048.00           | $1945.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 6.0000%  | 6.0000% | $855016.00         | $655618.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-02-01      | 5.5000%  | 5.5000% | $2016.00           | $2094.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-02-01      | 5.5000%  | 5.5000% | $2000.00           | $2044.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-02-01      | 5.0000%  | 5.0000% | $2048.00           | $2064.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-02-01      | 5.5000%  | 5.5000% | $2048.00           | $2131.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-02-01      | 6.0000%  | 6.0000% | $2000.00           | $2120.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-02-01      | 4.5000%  | 4.5000% | $2000.00           | $2013.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-02-01      | 6.0000%  | 6.0000% | $2999.00           | $3135.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-02-01      | 5.5000%  | 5.5000% | $2692.00           | $2756.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-02-01      | 5.5000%  | 5.5000% | $1740814.00        | $1781887.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-02-01      | 6.0000%  | 6.0000% | $2016.00           | $2094.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-02-01      | 5.0000%  | 5.0000% | $2000.00           | $2033.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-01-01      | 5.5000%  | 5.5000% | $2000.00           | $2068.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-02-01      | 5.0000%  | 5.0000% | $2000.00           | $2028.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-02-01      | 5.5000%  | 5.5000% | $1000.00           | $1039.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-02-01      | 5.5000%  | 5.5000% | $1000.00           | $1039.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 5.5000%  | 5.5000% | $52243176.00       | $50613345.90       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 5.5000%  | 5.5000% | $51824690.00       | $48810090.41       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 6.0000%  | 6.0000% | $2016.00           | $1632.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-11-01      | 6.0000%  | 6.0000% | $2000.00           | $1601.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-07-01      | 4.0000%  | 4.0000% | $873480.00         | $763081.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-07-01      | 5.5000%  | 5.5000% | $3233347.00        | $3110126.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 3.5000%  | 3.5000% | $1008.00           | $870.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2038-03-01      | 2.0000%  | 2.0000% | $90000.00          | $74859.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 6.0000%  | 6.0000% | $35000.00          | $30317.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 6.5000%  | 6.5000% | $1131405.00        | $1107467.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-01-01      | 6.0000%  | 6.0000% | $60000.00          | $54281.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-07-01      | 5.5000%  | 5.5000% | $1054.00           | $1074.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-07-01      | 6.0000%  | 6.0000% | $1592.00           | $1441.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 5.5000%  | 5.5000% | $1879502.00        | $1927429.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-07-01      | 6.5000%  | 6.5000% | $1054.00           | $1056.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 2.5000%  | 2.5000% | $2000.00           | $1685.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-10-01      | 4.5000%  | 4.5000% | $1000.00           | $960.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-01-01      | 5.5000%  | 5.5000% | $2560.00           | $2642.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-02-01      | 4.5000%  | 4.5000% | $2048.00           | $2023.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 5.5000%  | 5.5000% | $1024.00           | $1024.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.0000%  | 6.0000% | $4864.00           | $4965.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 5.0000%  | 5.0000% | $1000.00           | $997.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-08-01      | 3.5000%  | 3.5000% | $2048.00           | $1917.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 5.5000%  | 5.5000% | $2048.00           | $2058.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-02-01      | 3.5000%  | 3.5000% | $99999.00          | $34049.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-03-01      | 3.0000%  | 3.0000% | $104646.00         | $33214.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-02-01      | 6.0000%  | 6.0000% | $2000.00           | $1500.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-02-01      | 6.0000%  | 6.0000% | $1008.00           | $667.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-02-01      | 5.5000%  | 5.5000% | $1008.00           | $780.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-03-01      | 5.5000%  | 5.5000% | $1008.00           | $784.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-03-01      | 6.0000%  | 6.0000% | $1000.00           | $771.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-03-01      | 4.5000%  | 4.5000% | $5340712.00        | $4021232.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-09-01      | 4.5000%  | 4.5000% | $1000.00           | $811.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-09-01      | 6.0000%  | 6.0000% | $48240000.00       | $34524874.49       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-09-01      | 6.0000%  | 6.0000% | $1124.00           | $899.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 6.0000%  | 6.0000% | $1927950.00        | $1452133.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-06-01      | 5.0000%  | 5.0000% | $1000.00           | $871.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-06-01      | 4.5000%  | 4.5000% | $1000.00           | $824.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-06-01      | 5.0000%  | 5.0000% | $329110.00         | $241012.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-06-01      | 5.5000%  | 5.5000% | $2493000.00        | $1938484.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-07-01      | 5.5000%  | 5.5000% | $2048.00           | $1673.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-08-01      | 5.5000%  | 5.5000% | $1000.00           | $791.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-08-01      | 6.0000%  | 6.0000% | $2811232.00        | $2189322.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-08-01      | 5.0000%  | 5.0000% | $20750909.00       | $17525081.38       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-08-01      | 5.5000%  | 5.5000% | $21501661.00       | $17728200.22       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-09-01      | 5.5000%  | 5.5000% | $38299352.00       | $30280261.11       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-02-01      | 6.5000%  | 6.5000% | $48304769.00       | $38140489.93       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-10-01      | 6.0000%  | 6.0000% | $220004.00         | $177752.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-12-01      | 6.0000%  | 6.0000% | $1024.00           | $804.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-11-01      | 6.0000%  | 6.0000% | $143356.00         | $94497.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-07-01      | 6.0000%  | 6.0000% | $716881.00         | $559859.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-03-01      | 5.5000%  | 5.5000% | $1000.00           | $835.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-03-01      | 5.5000%  | 5.5000% | $2048.00           | $1713.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-03-01      | 6.0000%  | 6.0000% | $22829088.00       | $17619699.61       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-03-01      | 6.5000%  | 6.5000% | $2000.00           | $1580.74           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-03-01      | 6.0000%  | 6.0000% | $1398000.00        | $1106128.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-04-01      | 5.5000%  | 5.5000% | $1000.00           | $852.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-04-01      | 6.5000%  | 6.5000% | $3848441.00        | $2893167.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-06-01      | 5.0000%  | 5.0000% | $1000.00           | $925.20            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-06-01      | 5.5000%  | 5.5000% | $4000.00           | $3345.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-06-01      | 6.5000%  | 6.5000% | $35761889.00       | $27567428.27       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-07-01      | 5.5000%  | 5.5000% | $1000.00           | $893.72            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-07-01      | 5.5000%  | 5.5000% | $31484840.00       | $29766175.36       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-07-01      | 6.0000%  | 6.0000% | $1000.00           | $868.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 5.0000%  | 5.0000% | $4278965.00        | $4074415.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 6.0000%  | 6.0000% | $1008.00           | $931.35            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-11-01      | 5.0000%  | 5.0000% | $1024.00           | $958.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-11-01      | 6.0000%  | 6.0000% | $19663002.00       | $17959022.18       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-11-01      | 5.5000%  | 5.5000% | $1008.00           | $946.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-11-01      | 5.5000%  | 5.5000% | $2048.00           | $1840.67           | Agency Mortgage-Backed Securities |

### Security 150: SMBC NIKKO SECURITIES INC

- **C.1 - Title:** SMBC NIKKO SECURITIES INC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6V1944, C.4 - ISIN: 754982, C.3 - LEI: 5493001KJTIIGC8Y1R12
- **C.18 - Value (incl. sponsor support):** $1600000000.00
- **C.18.a - Value (excl. sponsor support):** $1600000000.00
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2028-06-30      | 4.0000%  | 4.0000% | $79800.00          | $81381.46          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-07-31      | 4.1250%  | 4.1250% | $370000.00         | $377334.01         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-07-31      | 4.0000%  | 4.0000% | $8599600.00        | $8799097.17        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-08-15      | 3.8750%  | 3.8750% | $882500.00         | $889486.33         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-15      | 4.3750%  | 4.3750% | $239519300.00      | $240606304.74      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-09-15      | 4.6250%  | 4.6250% | $600.00            | $615.68            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-09-30      | 4.6250%  | 4.6250% | $800.00            | $852.36            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-15      | 2.3750%  | 2.3750% | $22081100.00       | $24523780.22       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-15      | 4.6250%  | 4.6250% | $1900.00           | $1938.12           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-30      | 4.3750%  | 4.3750% | $29463000.00       | $30515451.22       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-12-31      | 3.7500%  | 3.7500% | $400.00            | $406.05            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-15      | 4.0000%  | 4.0000% | $3000.00           | $3025.38           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-01-31      | 4.0000%  | 4.0000% | $800.00            | $815.31            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-01-31      | 4.0000%  | 4.0000% | $2242300.00        | $2295006.21        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-01-15      | 1.7500%  | 1.7500% | $2453200.00        | $2639577.47        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-02-28      | 4.2500%  | 4.2500% | $424000.00         | $446485.82         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-31      | 4.5000%  | 4.5000% | $11092200.00       | $11303417.18       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-30      | 4.8750%  | 4.8750% | $15772500.00       | $16053685.07       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-15      | 2.1250%  | 2.1250% | $20633900.00       | $22521173.76       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-04-30      | 4.6250%  | 4.6250% | $39003400.00       | $41536972.29       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-05-15      | 4.3750%  | 4.3750% | $102800300.00      | $107942171.65      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-15      | 4.5000%  | 4.5000% | $1000000.00        | $1024534.17        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-05-31      | 4.6250%  | 4.6250% | $1800.00           | $1910.29           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-06-30      | 4.2500%  | 4.2500% | $400.00            | $415.70            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-15      | 4.3750%  | 4.3750% | $1300.00           | $1322.53           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-07-31      | 4.0000%  | 4.0000% | $1000.00           | $1021.17           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-07-31      | 4.1250%  | 4.1250% | $3900.00           | $4015.49           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-07-15      | 1.8750%  | 1.8750% | $1404000.00        | $1494792.94        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-08-15      | 3.8750%  | 3.8750% | $14333500.00       | $14364023.62       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-15      | 3.7500%  | 3.7500% | $147000.00         | $147807.33         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-08-31      | 3.7500%  | 3.7500% | $639200.00         | $655899.36         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-09-30      | 3.6250%  | 3.6250% | $4880000.00        | $4957700.27        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-09-30      | 3.5000%  | 3.5000% | $300.00            | $304.83            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-31      | 4.1250%  | 4.1250% | $187877900.00      | $191009652.28      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-10-31      | 4.1250%  | 4.1250% | $1900.00           | $1975.28           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-15      | 4.1250%  | 4.1250% | $30600.00          | $31312.33          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-30      | 4.2500%  | 4.2500% | $1400.00           | $1421.24           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-11-30      | 4.1250%  | 4.1250% | $5902200.00        | $6097981.00        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-01-31      | 4.2500%  | 4.2500% | $18467700.00       | $19047805.35       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-01-15      | 2.1250%  | 2.1250% | $71946500.00       | $77181890.48       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-02-15      | 4.6250%  | 4.6250% | $1842200.00        | $1944937.92        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-02-15      | 4.2500%  | 4.2500% | $500.00            | $508.62            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-02-29      | 4.1250%  | 4.1250% | $15500000.00       | $16215635.77       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-03-15      | 3.8750%  | 3.8750% | $80600.00          | $82772.19          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-04-30      | 3.8750%  | 3.8750% | $328800.00         | $337851.94         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-04-30      | 4.0000%  | 4.0000% | $4995700.00        | $5154099.51        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-15      | 3.7500%  | 3.7500% | $999800.00         | $1017835.87        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-07-15      | 1.8750%  | 1.8750% | $5694300.00        | $5882537.17        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-08-15      | 4.2500%  | 4.2500% | $25377200.00       | $26025202.73       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-08-31      | 3.6250%  | 3.6250% | $246482900.00      | $252076548.88      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-09-15      | 3.3750%  | 3.3750% | $24496800.00       | $24855538.17       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-09-30      | 3.6250%  | 3.6250% | $34121800.00       | $34792811.57       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-15      | 3.5000%  | 3.5000% | $3023200.00        | $3069505.65        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-31      | 3.5000%  | 3.5000% | $118124100.00      | $119595870.16      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-10-15      | 1.1250%  | 1.1250% | $51458600.00       | $51938561.62       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-11-15      | 4.0000%  | 4.0000% | $1011900.00        | $1026487.25        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-15      | 3.5000%  | 3.5000% | $14573400.00       | $14754521.83       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-11-30      | 3.5000%  | 3.5000% | $7238800.00        | $7293414.51        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-12-31      | 3.6250%  | 3.6250% | $15135400.00       | $15286042.80       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-31      | 3.7210%  | 3.7210% | $30178500.00       | $30261596.49       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-15      | 5.5000%  | 5.5000% | $1300.00           | $1365.72           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-15      | 3.8750%  | 3.8750% | $5600.00           | $12164.21          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-02-15      | 0.7500%  | 0.7500% | $100.00            | $115.68            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-02-15      | 0.6250%  | 0.6250% | $300.00            | $326.85            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-02-15      | 1.3750%  | 1.3750% | $10117600.00       | $12205904.43       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-02-15      | 0.7500%  | 0.7500% | $2100.00           | $2189.47           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-02-15      | 1.0000%  | 1.0000% | $314400.00         | $314088.70         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-02-15      | 0.2500%  | 0.2500% | $200.00            | $151.97            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-02-15      | 1.5000%  | 1.5000% | $1170000.00        | $1036368.66        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-11-15      | 4.7500%  | 4.7500% | $419500.00         | $437543.70         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-05-15      | 4.6250%  | 4.6250% | $62826200.00       | $64381795.10       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2056-02-15      | 2.3750%  | 2.3750% | $700.00            | $692.01            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-15      | 2.2500%  | 2.2500% | $400.00            | $394.80            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-02-15      | 2.7500%  | 2.7500% | $1589800.00        | $1571468.97        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-15      | 2.8750%  | 2.8750% | $99800.00          | $99493.08          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-15      | 2.8750%  | 2.8750% | $2100.00           | $2075.95           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-15      | 1.6250%  | 1.6250% | $300.00            | $300.10            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-15      | 2.0000%  | 2.0000% | $200.00            | $198.89            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-07-15      | 0.7500%  | 0.7500% | $955600.00         | $1235163.57        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-07-31      | 1.8750%  | 1.8750% | $200.00            | $198.80            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-08-15      | 1.6250%  | 1.6250% | $400.00            | $376.93            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-09-30      | 1.6250%  | 1.6250% | $400.00            | $398.03            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-11-15      | 1.7500%  | 1.7500% | $100.00            | $94.66             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-01-15      | 0.1250%  | 0.1250% | $4300.00           | $5229.40           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-05-15      | 0.6250%  | 0.6250% | $900.00            | $801.45            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-06-30      | 0.5000%  | 0.5000% | $331400.00         | $318967.56         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-08-15      | 0.6250%  | 0.6250% | $53200.00          | $46932.99          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-31      | 0.5000%  | 0.5000% | $200.00            | $191.96            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-31      | 0.5000%  | 0.5000% | $449500.00         | $429106.02         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-30      | 0.6250%  | 0.6250% | $97400.00          | $92966.85          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-02-15      | 1.1250%  | 1.1250% | $100.00            | $89.22             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-15      | 0.1250%  | 0.1250% | $2000.00           | $2475.65           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-31      | 1.2500%  | 1.2500% | $600.00            | $574.08            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-07-15      | 0.1250%  | 0.1250% | $9678500.00        | $11094231.66       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-09-30      | 1.2500%  | 1.2500% | $700.00            | $666.54            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-15      | 0.1250%  | 0.1250% | $19231100.00       | $22860793.73       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-31      | 1.3750%  | 1.3750% | $359900.00         | $343025.73         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-31      | 1.1250%  | 1.1250% | $500.00            | $493.60            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-01-15      | 0.1250%  | 0.1250% | $700.00            | $766.01            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-02-15      | 1.8750%  | 1.8750% | $486800.00         | $441109.70         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-02-28      | 1.8750%  | 1.8750% | $100.00            | $96.56             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-28      | 1.8750%  | 1.8750% | $23000.00          | $22840.75          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-30      | 2.8750%  | 2.8750% | $900.00            | $893.79            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-30      | 2.7500%  | 2.7500% | $200.00            | $200.12            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-05-15      | 2.8750%  | 2.8750% | $528300.00         | $509348.11         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-05-31      | 2.7500%  | 2.7500% | $177900.00         | $175417.56         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-31      | 2.6250%  | 2.6250% | $500.00            | $497.92            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-07-15      | 0.6250%  | 0.6250% | $897000.00         | $962331.85         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-08-31      | 3.1250%  | 3.1250% | $100.00            | $100.49            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-09-30      | 4.1250%  | 4.1250% | $491200.00         | $504670.97         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-10-31      | 4.0000%  | 4.0000% | $40200.00          | $41470.24          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-30      | 3.8750%  | 3.8750% | $800.00            | $813.55            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-12-31      | 3.8750%  | 3.8750% | $11783900.00       | $11951037.69       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-31      | 3.5000%  | 3.5000% | $20157700.00       | $20244247.02       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-01-31      | 3.5000%  | 3.5000% | $42269700.00       | $42417115.46       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-03-31      | 3.6250%  | 3.6250% | $400.00            | $408.08            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-15      | 3.7500%  | 3.7500% | $26000.00          | $26360.33          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-04-15      | 1.2500%  | 1.2500% | $10600.00          | $11577.50          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-04-30      | 3.5000%  | 3.5000% | $900.00            | $912.06            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-05-15      | 3.3750%  | 3.3750% | $11500.00          | $11335.25          | U.S. Treasuries (including strips) |

### Security 151: SOCIETE GENERALE

- **C.1 - Title:** SOCIETE GENERALE
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6V1803, C.4 - ISIN: 115510, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2031-09-30      | 3.6250%  | 3.6250% | $299749300.00      | $303697953.52      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-08-31      | 3.6250%  | 3.6250% | $202184600.00      | $206302061.45      | U.S. Treasuries (including strips) |

### Security 152: SOCIETE GENERALE

- **C.1 - Title:** SOCIETE GENERALE
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6V18Z6, C.4 - ISIN: 115510, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-15      | 1.7500%  | 1.7500% | $247710000.00      | $389777334.53      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-30      | 4.6250%  | 4.6250% | $147999000.00      | $155295902.62      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-06-15      | 4.6250%  | 4.6250% | $627290000.00      | $641862870.40      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-08-31      | 3.6250%  | 3.6250% | $10000.00          | $10220.04          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-09-30      | 3.6250%  | 3.6250% | $260499000.00      | $263930601.99      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-10-15      | 1.6250%  | 1.6250% | $1000.00           | $1059.61           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-11-15      | 4.0000%  | 4.0000% | $350000000.00      | $353693099.44      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-12-31      | 3.6250%  | 3.6250% | $233688400.00      | $235428913.78      | U.S. Treasuries (including strips) |

### Security 153: SOCIETE GENERALE NY

- **C.1 - Title:** SOCIETE GENERALE NY
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 248815378, C.4 - ISIN: 209448, C.3 - LEI: 254900J6B390XMPVLV82
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-15      | 3.1250%  | 3.1250% | $147198900.00      | $147250110.57      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-11-15      | 4.1250%  | 4.1250% | $191584300.00      | $197902908.98      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-01-31      | 4.0000%  | 4.0000% | $199283300.00      | $202835609.60      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-01-31      | 4.3750%  | 4.3750% | $184366300.00      | $191616158.42      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-02-15      | 4.6250%  | 4.6250% | $182064000.00      | $191517336.23      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-06-30      | 3.7500%  | 3.7500% | $88073100.00       | $88877937.29       | U.S. Treasuries (including strips) |

### Security 154: STATE STREET CORP - FIXED INCOME CLEARING CORP

- **C.1 - Title:** STATE STREET CORP - FIXED INCOME CLEARING CORP
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6V1K09, C.4 - ISIN: 186434, C.3 - LEI: 54930040JC714R218K66
- **C.18 - Value (incl. sponsor support):** $1400000000.00
- **C.18.a - Value (excl. sponsor support):** $1400000000.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2027-06-30      | 0.5000%  | 0.5000% | $1111890200.00     | $1069521479.38     | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-06-30      | 3.2500%  | 3.2500% | $357789500.00      | $358478584.69      | U.S. Treasuries (including strips) |

### Security 155: SUMITOMO MITSUI BANKING

- **C.1 - Title:** SUMITOMO MITSUI BANKING
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6V1407, C.4 - ISIN: 1837, C.3 - LEI: 5U0XI89JRFVHWIBS4F54
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2030-03-31      | 4.0000%  | 4.0000% | $19615560.00       | $20319886.42       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-01-31      | 4.2500%  | 4.2500% | $6690280.00        | $6900434.33        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-12-31      | 4.3750%  | 4.3750% | $10541853.33       | $10956756.10       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-12-31      | 4.5000%  | 4.5000% | $1182220.00        | $1244694.35        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-11-30      | 4.1250%  | 4.1250% | $1362826.66        | $1408032.78        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-10-31      | 4.1250%  | 4.1250% | $294560.00         | $305264.62         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-09-30      | 3.5000%  | 3.5000% | $17731286.66       | $18016814.93       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-09-15      | 3.3750%  | 3.3750% | $81073.33          | $82233.19          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-08-31      | 3.7500%  | 3.7500% | $4471540.00        | $4588360.81        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-08-15      | 3.8750%  | 3.8750% | $119313.33         | $119567.41         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-07-31      | 4.0000%  | 4.0000% | $781673.33         | $798223.25         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-06-30      | 4.2500%  | 4.2500% | $7068713.33        | $7298470.49        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-05-31      | 4.6250%  | 4.6250% | $299393.33         | $317738.17         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-15      | 4.5000%  | 4.5000% | $1666666.66        | $1707556.96        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-30      | 4.6250%  | 4.6250% | $17608893.33       | $18503543.60       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-04-30      | 4.6250%  | 4.6250% | $410173.33         | $436817.26         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-03-31      | 4.1250%  | 4.1250% | $1898106.66        | $1969324.81        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-01-31      | 4.0000%  | 4.0000% | $1126126.66        | $1147690.21        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-12-31      | 3.7500%  | 3.7500% | $391560.00         | $397486.76         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-15      | 4.6250%  | 4.6250% | $1808353.33        | $1844636.66        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-31      | 4.8750%  | 4.8750% | $7830373.33        | $8244557.42        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-09-30      | 4.6250%  | 4.6250% | $1829046.66        | $1918693.85        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-09-15      | 4.6250%  | 4.6250% | $102120.00         | $104789.39         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-15      | 4.3750%  | 4.3750% | $96313.33          | $96750.42          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-07-31      | 4.1250%  | 4.1250% | $1693700.00        | $1727271.94        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-06-30      | 4.0000%  | 4.0000% | $7599033.33        | $7749629.75        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-31      | 3.6250%  | 3.6250% | $302880.00         | $306963.22         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-15      | 3.6250%  | 3.6250% | $3542360.00        | $3578578.38        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-04-30      | 3.5000%  | 3.5000% | $72513.33          | $73485.55          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-15      | 4.6250%  | 4.6250% | $9117900.00        | $9310468.23        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-02-28      | 4.0000%  | 4.0000% | $687166.66         | $714185.71         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-02-29      | 4.0000%  | 4.0000% | $10117920.00       | $10432288.86       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-30      | 3.8750%  | 3.8750% | $9148280.00        | $9303330.42        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-09-30      | 4.1250%  | 4.1250% | $6056126.66        | $6222213.67        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-31      | 3.1250%  | 3.1250% | $4480573.33        | $4528832.12        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-31      | 2.6250%  | 2.6250% | $3057373.33        | $3044676.88        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-30      | 2.7500%  | 2.7500% | $211180.00         | $211313.47         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-28      | 1.8750%  | 1.8750% | $179306.66         | $178065.18         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-12-31      | 1.2500%  | 1.2500% | $7410046.66        | $7285170.79        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-30      | 1.5000%  | 1.5000% | $2278906.66        | $2173996.24        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-30      | 1.2500%  | 1.2500% | $6537520.00        | $6444885.42        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-11-15      | 1.3750%  | 1.3750% | $8993.33           | $7991.76           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-31      | 1.3750%  | 1.3750% | $173646.66         | $165505.07         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-31      | 1.1250%  | 1.1250% | $1340680.00        | $1275626.08        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-06-30      | 0.8750%  | 0.8750% | $1663120.00        | $1650189.13        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-05-15      | 1.6250%  | 1.6250% | $36386.66          | $33217.29          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-31      | 0.5000%  | 0.5000% | $537026.66         | $512661.57         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-05-15      | 0.6250%  | 0.6250% | $2588006.66        | $2304629.20        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-31      | 1.5000%  | 1.5000% | $87566.66          | $86043.51          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-15      | 2.2500%  | 2.2500% | $107353.33         | $106119.93         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-15      | 3.1250%  | 3.1250% | $125000.00         | $125206.86         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-15      | 2.8750%  | 2.8750% | $1078233.33        | $1074917.40        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-02-15      | 2.7500%  | 2.7500% | $10000000.00       | $9884696.02        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-11-15      | 4.2500%  | 4.2500% | $4751920.00        | $4759518.05        | U.S. Treasuries (including strips) |

### Security 156: SUMITOMO MITSUI BANKING

- **C.1 - Title:** SUMITOMO MITSUI BANKING
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6V13W8, C.4 - ISIN: 1837, C.3 - LEI: 5U0XI89JRFVHWIBS4F54
- **C.18 - Value (incl. sponsor support):** $1200000000.00
- **C.18.a - Value (excl. sponsor support):** $1200000000.00
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2027-09-30      | 4.1250%  | 4.1250% | $571080.00         | $586741.65         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-31      | 4.1250%  | 4.1250% | $2309700.00        | $2366387.15        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-30      | 3.8750%  | 3.8750% | $2452080.00        | $2493639.29        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-02-29      | 4.0000%  | 4.0000% | $24117360.00       | $24866698.50       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-02-28      | 4.0000%  | 4.0000% | $5877120.00        | $6108205.43        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-04-30      | 3.5000%  | 3.5000% | $10008090.00       | $10142273.71       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-15      | 3.6250%  | 3.6250% | $12332910.00       | $12459006.16       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-31      | 3.6250%  | 3.6250% | $1870170.00        | $1895382.36        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-07-31      | 4.1250%  | 4.1250% | $17380800.00       | $17725316.26       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-15      | 4.3750%  | 4.3750% | $72060.00          | $72387.02          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-09-30      | 4.6250%  | 4.6250% | $8465940.00        | $8880881.67        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-31      | 4.8750%  | 4.8750% | $2514690.00        | $2647703.40        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-10-31      | 4.8750%  | 4.8750% | $19110.00          | $20521.49          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-30      | 4.3750%  | 4.3750% | $70602660.00       | $73124665.76       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-02-15      | 4.0000%  | 4.0000% | $7818480.00        | $7925819.65        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-02-28      | 4.2500%  | 4.2500% | $2421570.00        | $2529730.86        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-03-31      | 4.1250%  | 4.1250% | $12809370.00       | $13289985.58       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-04-30      | 4.6250%  | 4.6250% | $16908660.00       | $18007008.15       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-15      | 4.5000%  | 4.5000% | $14893560.00       | $15258961.23       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-05-31      | 4.6250%  | 4.6250% | $10652730.00       | $11305458.76       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-06-30      | 4.2500%  | 4.2500% | $2948220.00        | $3044047.15        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-15      | 4.3750%  | 4.3750% | $8234370.00        | $8377119.58        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-07-31      | 4.0000%  | 4.0000% | $59505240.00       | $60765110.25       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-08-31      | 3.7500%  | 3.7500% | $61478610.00       | $63084763.82       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-08-31      | 3.6250%  | 3.6250% | $52547400.00       | $53803538.33       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-09-30      | 3.6250%  | 3.6250% | $735780.00         | $747495.22         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-09-30      | 3.5000%  | 3.5000% | $10050.00          | $10187.35          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-10-31      | 4.1250%  | 4.1250% | $61359300.00       | $63589163.40       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-11-30      | 4.1250%  | 4.1250% | $7500000.00        | $7769946.38        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-11-30      | 4.1250%  | 4.1250% | $17679300.00       | $18265737.43       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-12-31      | 4.3750%  | 4.3750% | $20497380.00       | $21304109.08       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-03-31      | 4.0000%  | 4.0000% | $7526070.00        | $7796304.95        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-04-30      | 3.8750%  | 3.8750% | $8319630.00        | $8548671.57        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-05-31      | 4.0000%  | 4.0000% | $35601090.00       | $36657346.56       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-06-30      | 3.8750%  | 3.8750% | $11617470.00       | $11864150.28       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-08-31      | 3.6250%  | 3.6250% | $1252830.00        | $1281261.55        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-09-15      | 3.3750%  | 3.3750% | $1668570.00        | $1693005.01        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-09-30      | 3.6250%  | 3.6250% | $18588090.00       | $18953628.26       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-15      | 3.5000%  | 3.5000% | $17529090.00       | $17797579.02       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-31      | 3.5000%  | 3.5000% | $8561460.00        | $8668131.72        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-11-30      | 3.5000%  | 3.5000% | $23252040.00       | $23427469.48       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-02-15      | 5.3750%  | 5.3750% | $7005180.00        | $7593634.51        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-11-15      | 4.2500%  | 4.2500% | $1121850.00        | $1123643.77        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-11-15      | 2.7500%  | 2.7500% | $36818640.00       | $29499519.71       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-11-15      | 3.7500%  | 3.7500% | $8113230.00        | $7419869.15        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-08-15      | 2.8750%  | 2.8750% | $15840270.00       | $12321433.83       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2046-08-15      | 2.2500%  | 2.2500% | $10293630.00       | $7046513.23        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-08-15      | 3.0000%  | 3.0000% | $579540.00         | $445677.54         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-02-15      | 3.0000%  | 3.0000% | $1283880.00        | $982507.75         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-05-15      | 2.8750%  | 2.8750% | $9648540.00        | $7263726.46        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-08-15      | 2.2500%  | 2.2500% | $23793540.00       | $15545006.27       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-08-15      | 1.3750%  | 1.3750% | $19797330.00       | $10201184.06       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-05-15      | 1.1250%  | 1.1250% | $11041410.00       | $7282693.69        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-02-15      | 1.8750%  | 1.8750% | $15000000.00       | $8764208.20        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-02-15      | 1.8750%  | 1.8750% | $10596870.00       | $7651433.39        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-08-15      | 1.7500%  | 1.7500% | $8851350.00        | $6181058.00        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-02-15      | 2.2500%  | 2.2500% | $86402940.00       | $54722944.02       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-02-15      | 2.3750%  | 2.3750% | $12290010.00       | $9350685.64        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-05-15      | 3.8750%  | 3.8750% | $6763830.00        | $6327810.49        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-11-15      | 4.7500%  | 4.7500% | $567630.00         | $592045.13         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-02-15      | 4.2500%  | 4.2500% | $734760.00         | $689400.94         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-08-15      | 4.1250%  | 4.1250% | $8465910.00        | $8028175.07        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-08-15      | 4.7500%  | 4.7500% | $2949450.00        | $3007724.01        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-15      | 2.2500%  | 2.2500% | $595020.00         | $587285.38         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-15      | 2.8750%  | 2.8750% | $3077160.00        | $3041929.71        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-15      | 3.1250%  | 3.1250% | $2729880.00        | $2734397.67        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-31      | 1.5000%  | 1.5000% | $30337650.00       | $29809950.37       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-30      | 0.5000%  | 0.5000% | $12000000.00       | $11613799.75       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-31      | 0.5000%  | 0.5000% | $46924470.00       | $44795490.20       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-05-15      | 1.6250%  | 1.6250% | $2322000.00        | $2119748.01        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-31      | 1.2500%  | 1.2500% | $39000000.00       | $37315797.42       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-06-30      | 1.2500%  | 1.2500% | $22200000.00       | $21182280.12       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-09-30      | 0.8750%  | 0.8750% | $10322970.00       | $10196882.86       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-31      | 1.3750%  | 1.3750% | $30.00             | $28.59             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-31      | 1.1250%  | 1.1250% | $3463770.00        | $3419455.23        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-11-15      | 1.3750%  | 1.3750% | $11570730.00       | $10282124.13       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-30      | 1.5000%  | 1.5000% | $16191180.00       | $15445812.26       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-12-31      | 1.2500%  | 1.2500% | $2251770.00        | $2213822.63        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-28      | 1.8750%  | 1.8750% | $19768920.00       | $19632044.03       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-03-31      | 2.5000%  | 2.5000% | $72000000.00       | $71964158.24       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-30      | 2.7500%  | 2.7500% | $53826120.00       | $53860141.08       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-31      | 3.1250%  | 3.1250% | $2560860.00        | $2588442.18        | U.S. Treasuries (including strips) |

### Security 157: TD SECURITIES USA LLC

- **C.1 - Title:** TD SECURITIES USA LLC
- **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: BYM6V17X2, C.4 - ISIN: 36028, C.3 - LEI: SUVUFHICNZMP2WKHG940
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-07-01      | 5.0000%  | 5.0000% | $159168222.00      | $115880903.14      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 6.0000%  | 6.0000% | $5530685.00        | $5153207.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-01      | 6.0000%  | 6.0000% | $180708341.00      | $184965890.07      | Agency Mortgage-Backed Securities |

### Security 158: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0
- **C.18 - Value (incl. sponsor support):** $646664595.59
- **C.18.a - Value (excl. sponsor support):** $646664595.59
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 159: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TC1
- **C.18 - Value (incl. sponsor support):** $680507450.00
- **C.18.a - Value (excl. sponsor support):** $680507450.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2026-12-24
- **C.12 - Maturity Date (WAL):** 2026-12-24
- **C.13 - Final Legal Maturity Date:** 2026-12-24
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 160: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SW8
- **C.18 - Value (incl. sponsor support):** $1189623432.00
- **C.18.a - Value (excl. sponsor support):** $1189623432.00
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 161: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3
- **C.18 - Value (incl. sponsor support):** $1257842678.40
- **C.18.a - Value (excl. sponsor support):** $1257842678.40
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 162: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6
- **C.18 - Value (incl. sponsor support):** $818432148.41
- **C.18.a - Value (excl. sponsor support):** $818432148.41
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 163: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SB4
- **C.18 - Value (incl. sponsor support):** $741252642.76
- **C.18.a - Value (excl. sponsor support):** $741252642.76
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 164: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UB1
- **C.18 - Value (incl. sponsor support):** $843118022.51
- **C.18.a - Value (excl. sponsor support):** $843118022.51
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-23
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 165: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SC2
- **C.18 - Value (incl. sponsor support):** $1097340563.00
- **C.18.a - Value (excl. sponsor support):** $1097340563.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 166: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TH0
- **C.18 - Value (incl. sponsor support):** $2639521541.14
- **C.18.a - Value (excl. sponsor support):** $2639521541.14
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-14
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 167: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TZ0
- **C.18 - Value (incl. sponsor support):** $745590600.48
- **C.18.a - Value (excl. sponsor support):** $745590600.48
- **C.19 - Percentage of Net Assets:** 0.4500%
- **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
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 168: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SU2
- **C.18 - Value (incl. sponsor support):** $1611971231.48
- **C.18.a - Value (excl. sponsor support):** $1611971231.48
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-11-27
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 169: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TK3
- **C.18 - Value (incl. sponsor support):** $1551907484.56
- **C.18.a - Value (excl. sponsor support):** $1551907484.56
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.4900%
- **C.11 - Maturity Date (WAM):** 2026-04-28
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 170: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SX6
- **C.18 - Value (incl. sponsor support):** $2476736625.00
- **C.18.a - Value (excl. sponsor support):** $2476736625.00
- **C.19 - Percentage of Net Assets:** 1.4900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 171: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SZ1
- **C.18 - Value (incl. sponsor support):** $846720876.80
- **C.18.a - Value (excl. sponsor support):** $846720876.80
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 172: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8
- **C.18 - Value (incl. sponsor support):** $554412734.40
- **C.18.a - Value (excl. sponsor support):** $554412734.40
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 173: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TJ6
- **C.18 - Value (incl. sponsor support):** $780760154.70
- **C.18.a - Value (excl. sponsor support):** $780760154.70
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-21
- **C.12 - Maturity Date (WAL):** 2026-04-21
- **C.13 - Final Legal Maturity Date:** 2026-04-21
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 174: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SD0
- **C.18 - Value (incl. sponsor support):** $897194502.00
- **C.18.a - Value (excl. sponsor support):** $897194502.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 175: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SM0
- **C.18 - Value (incl. sponsor support):** $2887386043.95
- **C.18.a - Value (excl. sponsor support):** $2887386043.95
- **C.19 - Percentage of Net Assets:** 1.7400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 176: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SY4
- **C.18 - Value (incl. sponsor support):** $345721535.74
- **C.18.a - Value (excl. sponsor support):** $345721535.74
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 177: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SN8
- **C.18 - Value (incl. sponsor support):** $793255834.14
- **C.18.a - Value (excl. sponsor support):** $793255834.14
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 178: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SL2
- **C.18 - Value (incl. sponsor support):** $1648680432.15
- **C.18.a - Value (excl. sponsor support):** $1648680432.15
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 179: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SP3
- **C.18 - Value (incl. sponsor support):** $822542792.76
- **C.18.a - Value (excl. sponsor support):** $822542792.76
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 180: UBS SECURITIES LLC

- **C.1 - Title:** UBS SECURITIES LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6V1423, C.4 - ISIN: 36029, C.3 - LEI: T6FIZBDPKLYJKFCRVK44
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2052-08-15      | 3.0000%  | 3.0000% | $400.00            | $296.44            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-02-15      | 3.6250%  | 3.6250% | $12400.00          | $10365.57          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-02-15      | 1.5000%  | 1.5000% | $4689800.00        | $4140898.19        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-02-15      | 3.8750%  | 3.8750% | $8000.00           | $7387.82           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-02-15      | 4.2500%  | 4.2500% | $1310100.00        | $1222033.55        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-08-15      | 4.2500%  | 4.2500% | $200.00            | $186.55            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-11-15      | 4.5000%  | 4.5000% | $13453700.00       | $13238685.34       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-02-15      | 4.7500%  | 4.7500% | $200.00            | $204.34            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-11-15      | 4.6250%  | 4.6250% | $2436000.00        | $2449708.08        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-11-15      | 4.6250%  | 4.6250% | $1757300.00        | $1783911.30        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-15      | 0.0000%  | 0.0000% | $30000.00          | $28745.70          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-15      | 2.2500%  | 2.2500% | $35000.00          | $34514.86          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-02-15      | 2.7500%  | 2.7500% | $100.00            | $98.75             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-01-15      | 0.8750%  | 0.8750% | $2558000.00        | $3274415.89        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-05-15      | 2.3750%  | 2.3750% | $39500.00          | $38454.08          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-31      | 2.1250%  | 2.1250% | $26300.00          | $26327.55          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-15      | 0.3750%  | 0.3750% | $12011800.00       | $16067408.53       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-07-15      | 0.7500%  | 0.7500% | $799300.00         | $1031530.88        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-07-31      | 1.8750%  | 1.8750% | $4000000.00        | $3975313.92        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-31      | 1.5000%  | 1.5000% | $298000.00         | $292711.03         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-02-15      | 1.5000%  | 1.5000% | $700.00            | $648.46            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-05-15      | 0.6250%  | 0.6250% | $43400.00          | $38551.16          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-31      | 0.3750%  | 0.3750% | $400.00            | $382.88            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-08-15      | 0.6250%  | 0.6250% | $4900.00           | $4311.31           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-30      | 0.6250%  | 0.6250% | $32800.00          | $31276.70          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-12-31      | 0.6250%  | 0.6250% | $1800.00           | $1711.62           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-02-15      | 1.1250%  | 1.1250% | $4700.00           | $4182.19           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-28      | 0.5000%  | 0.5000% | $400.00            | $400.90            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-07-15      | 0.1250%  | 0.1250% | $2144900.00        | $2452708.42        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-07-31      | 0.6250%  | 0.6250% | $50000.00          | $49382.20          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-08-15      | 1.2500%  | 1.2500% | $13000.00          | $11470.73          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-12-31      | 1.2500%  | 1.2500% | $25200.00          | $24766.68          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-01-15      | 0.1250%  | 0.1250% | $77000.00          | $84057.68          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-28      | 1.8750%  | 1.8750% | $3700.00           | $3673.21           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-03-31      | 2.3750%  | 2.3750% | $600000.00         | $586570.25         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-30      | 2.8750%  | 2.8750% | $54000.00          | $53542.13          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-05-15      | 2.8750%  | 2.8750% | $500.00            | $480.59            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-31      | 2.6250%  | 2.6250% | $1000.00           | $995.35            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-07-15      | 0.6250%  | 0.6250% | $5836700.00        | $6245384.12        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-09-30      | 4.1250%  | 4.1250% | $1000.00           | $1026.76           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-10-31      | 4.0000%  | 4.0000% | $200.00            | $205.94            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-01-15      | 1.1250%  | 1.1250% | $4464200.00        | $4769603.70        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-02-15      | 3.5000%  | 3.5000% | $1600.00           | $1573.60           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-02-29      | 4.0000%  | 4.0000% | $37000.00          | $38118.82          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-05-15      | 3.3750%  | 3.3750% | $15400.00          | $15128.28          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-31      | 3.6250%  | 3.6250% | $500.00            | $506.25            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-07-31      | 4.1250%  | 4.1250% | $800.00            | $815.02            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-09-30      | 4.6250%  | 4.6250% | $38200.00          | $40613.36          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-09-30      | 4.6250%  | 4.6250% | $9600.00           | $10059.34          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-31      | 4.8750%  | 4.8750% | $23300.00          | $24506.20          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-15      | 2.3750%  | 2.3750% | $12221300.00       | $13553475.07       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-30      | 4.3750%  | 4.3750% | $700.00            | $724.13            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-12-31      | 3.7500%  | 3.7500% | $31300.00          | $31730.00          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-01-31      | 4.0000%  | 4.0000% | $200.00            | $204.20            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-01-15      | 1.7500%  | 1.7500% | $5094900.00        | $5467597.20        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-28      | 4.6250%  | 4.6250% | $24999500.00       | $25568219.56       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-03-31      | 4.1250%  | 4.1250% | $800.00            | $832.65            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-31      | 4.5000%  | 4.5000% | $2889900.00        | $2944972.69        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-30      | 3.7720%  | 3.7720% | $3000.00           | $3009.01           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-15      | 4.5000%  | 4.5000% | $200.00            | $204.83            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-07-31      | 4.1250%  | 4.1250% | $300300.00         | $308368.05         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-07-15      | 1.8750%  | 1.8750% | $48200.00          | $51178.92          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-08-15      | 3.8750%  | 3.8750% | $42800.00          | $42731.28          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-31      | 3.7500%  | 3.7500% | $313100.00         | $319035.25         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-19      | 0.0000%  | 0.0000% | $346600.00         | $345906.45         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-16      | 0.0000%  | 0.0000% | $36000.00          | $35825.76          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-14      | 0.0000%  | 0.0000% | $839400.00         | $833028.95         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-05      | 0.0000%  | 0.0000% | $273800.00         | $273635.72         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-12      | 0.0000%  | 0.0000% | $310100.00         | $309695.31         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-26      | 0.0000%  | 0.0000% | $192000.00         | $191479.67         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-02      | 0.0000%  | 0.0000% | $7000.00           | $6976.05           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-09      | 0.0000%  | 0.0000% | $18646600.00       | $18569570.89       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-03      | 0.0000%  | 0.0000% | $9999800.00        | $9995800.07        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-10      | 0.0000%  | 0.0000% | $1638900.00        | $1637095.57        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-17      | 0.0000%  | 0.0000% | $330000.00         | $329402.70         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-24      | 0.0000%  | 0.0000% | $100.00            | $99.74             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-06-18      | 0.0000%  | 0.0000% | $13000.00          | $12856.48          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-06-25      | 0.0000%  | 0.0000% | $4000000.00        | $3953280.00        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-07-02      | 0.0000%  | 0.0000% | $232000.00         | $229123.20         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-07      | 0.0000%  | 0.0000% | $10000.00          | $9960.70           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-21      | 0.0000%  | 0.0000% | $2114700.00        | $2103428.64        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-28      | 0.0000%  | 0.0000% | $912300.00         | $906817.07         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-21      | 0.0000%  | 0.0000% | $860900.00         | $834341.23         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-07-16      | 0.0000%  | 0.0000% | $14000.00          | $13808.20          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-27      | 0.0000%  | 0.0000% | $5328500.00        | $5234025.69        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-15      | 0.0000%  | 0.0000% | $35000.00          | $33263.61          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-15      | 0.0000%  | 0.0000% | $15000.00          | $14141.53          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-15      | 0.0000%  | 0.0000% | $56000.00          | $51006.53          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-05-15      | 0.0000%  | 0.0000% | $60000.00          | $51686.40          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-02-15      | 0.0000%  | 0.0000% | $100.00            | $83.65             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-02-15      | 5.2500%  | 5.2500% | $77900.00          | $82067.28          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-15      | 3.8750%  | 3.8750% | $10304300.00       | $22353116.02       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-02-15      | 5.3750%  | 5.3750% | $8600.00           | $9300.58           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-04-15      | 3.3750%  | 3.3750% | $2692500.00        | $5571751.95        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-15      | 2.3750%  | 2.3750% | $5412300.00        | $8844710.08        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2037-05-15      | 5.0000%  | 5.0000% | $900.00            | $989.57            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2038-02-15      | 4.3750%  | 4.3750% | $3000.00           | $3080.00           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-01-15      | 2.5000%  | 2.5000% | $456200.00         | $719563.62         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-02-15      | 4.6250%  | 4.6250% | $10300.00          | $10631.33          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-02-15      | 2.1250%  | 2.1250% | $4002700.00        | $6098356.82        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-08-15      | 3.8750%  | 3.8750% | $100.00            | $94.78             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-11-15      | 4.2500%  | 4.2500% | $1300.00           | $1296.68           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-02-15      | 2.1250%  | 2.1250% | $13666000.00       | $20365029.36       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-05-15      | 4.3750%  | 4.3750% | $4700.00           | $4741.71           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-11-15      | 3.1250%  | 3.1250% | $200.00            | $171.33            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-02-15      | 3.1250%  | 3.1250% | $12100.00          | $10226.82          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-02-15      | 0.7500%  | 0.7500% | $3870100.00        | $4464203.85        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-05-15      | 3.0000%  | 3.0000% | $300.00            | $250.49            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-02-15      | 3.1250%  | 3.1250% | $800000.00         | $665451.92         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-02-15      | 0.6250%  | 0.6250% | $35800.00          | $38885.21          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-05-15      | 2.8750%  | 2.8750% | $300.00            | $241.69            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-08-15      | 3.6250%  | 3.6250% | $300.00            | $266.24            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-05-15      | 3.3750%  | 3.3750% | $6700.00           | $5751.52           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-08-15      | 3.1250%  | 3.1250% | $3000.00           | $2447.57           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-05-15      | 3.0000%  | 3.0000% | $14100.00          | $11291.05          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2046-11-15      | 2.8750%  | 2.8750% | $15200.00          | $11702.79          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2047-02-15      | 0.8750%  | 0.8750% | $501400.00         | $503313.58         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-02-15      | 1.0000%  | 1.0000% | $29000.00          | $28886.98          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-11-15      | 2.3750%  | 2.3750% | $300.00            | $201.33            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-02-15      | 2.0000%  | 2.0000% | $2300000.00        | $1399579.86        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-02-15      | 0.2500%  | 0.2500% | $2568300.00        | $1945726.15        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-08-15      | 1.3750%  | 1.3750% | $23900.00          | $12235.26          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-11-15      | 1.6250%  | 1.6250% | $2000.00           | $1099.73           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-02-15      | 1.8750%  | 1.8750% | $87800.00          | $50978.57          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-08-15      | 2.0000%  | 2.0000% | $200.00            | $119.00            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-11-15      | 1.8750%  | 1.8750% | $600.00            | $347.43            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-11-15      | 2.0000%  | 2.0000% | $100.00            | $72.32             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-05-15      | 3.2500%  | 3.2500% | $24100.00          | $20841.22          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-02-15      | 0.0000%  | 0.0000% | $48602.90          | $16624.52          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-05-15      | 0.0000%  | 0.0000% | $79.78             | $31.38             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-11-15      | 0.0000%  | 0.0000% | $69.10             | $18.75             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2036-11-15      | 0.0000%  | 0.0000% | $19029.20          | $12109.84          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-02-15      | 0.0000%  | 0.0000% | $40000.00          | $34696.80          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-02-15      | 0.0000%  | 0.0000% | $40000.00          | $36040.40          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-15      | 0.0000%  | 0.0000% | $43481.34          | $41673.61          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-15      | 0.0000%  | 0.0000% | $214040.07         | $210460.67         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-15      | 0.0000%  | 0.0000% | $20000.00          | $19841.36          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2037-02-15      | 0.0000%  | 0.0000% | $0.02              | $0.01              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-08-15      | 0.0000%  | 0.0000% | $219.44            | $148.99            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-08-15      | 0.0000%  | 0.0000% | $537.47            | $383.47            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-08-15      | 0.0000%  | 0.0000% | $39999.98          | $29953.42          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-08-15      | 0.0000%  | 0.0000% | $23034.34          | $18829.25          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-02-15      | 3.5000%  | 3.5000% | $3155400.00        | $3162998.90        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2036-02-15      | 4.1250%  | 4.1250% | $45885500.00       | $46349742.10       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-12-31      | 3.3750%  | 3.3750% | $18400.00          | $18470.79          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-12-31      | 3.8750%  | 3.8750% | $71000.00          | $71862.54          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-11-30      | 3.7500%  | 3.7500% | $800000.00         | $806335.16         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-15      | 3.5000%  | 3.5000% | $54100.00          | $54705.12          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-31      | 3.8120%  | 3.8120% | $117200.00         | $117745.77         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-10-31      | 3.7500%  | 3.7500% | $217500.00         | $219985.44         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-31      | 3.5000%  | 3.5000% | $26500.00          | $26812.05          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-15      | 3.5000%  | 3.5000% | $269200.00         | $272982.73         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-09-30      | 3.6250%  | 3.6250% | $86400.00          | $87890.24          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-09-30      | 3.8750%  | 3.8750% | $12700.00          | $12990.17          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-09-15      | 3.3750%  | 3.3750% | $400.00            | $405.40            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-08-31      | 3.6250%  | 3.6250% | $50000.00          | $51018.24          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-08-31      | 3.8750%  | 3.8750% | $499700.00         | $512941.02         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-15      | 3.6250%  | 3.6250% | $50600.00          | $50870.28          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-08-15      | 4.2500%  | 4.2500% | $599600.00         | $612622.61         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-07-15      | 1.8750%  | 1.8750% | $3015500.00        | $3107143.26        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-31      | 3.8750%  | 3.8750% | $2613600.00        | $2634744.52        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-07-31      | 3.8750%  | 3.8750% | $400000.00         | $406344.07         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-06-30      | 3.7500%  | 3.7500% | $700.00            | $706.39            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-06-15      | 3.8750%  | 3.8750% | $499600.00         | $508256.94         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-31      | 3.8750%  | 3.8750% | $500700.00         | $507576.90         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-15      | 3.7500%  | 3.7500% | $1252500.00        | $1273872.00        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-05-15      | 4.2500%  | 4.2500% | $538300.00         | $556268.42         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-04-15      | 1.6250%  | 1.6250% | $7951800.00        | $8299765.41        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-04-30      | 3.8750%  | 3.8750% | $94700.00          | $97108.62          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-04-15      | 3.7500%  | 3.7500% | $260400.00         | $265578.82         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-03-31      | 3.8750%  | 3.8750% | $116100.00         | $118362.60         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-03-15      | 3.8750%  | 3.8750% | $400.00            | $410.37            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-28      | 4.1250%  | 4.1250% | $3900.00           | $4001.36           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-02-15      | 4.6250%  | 4.6250% | $31000.00          | $32609.61          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-01-15      | 2.1250%  | 2.1250% | $1108700.00        | $1186311.79        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-31      | 4.1250%  | 4.1250% | $2000.00           | $2015.95           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-12-31      | 4.2500%  | 4.2500% | $49200.00          | $49807.09          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-12-15      | 4.0000%  | 4.0000% | $267500.00         | $272120.22         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-11-30      | 4.1250%  | 4.1250% | $29100.00          | $30011.87          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-11-30      | 4.1250%  | 4.1250% | $231100.00         | $238766.93         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-30      | 4.2500%  | 4.2500% | $442600.00         | $449261.78         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-11-15      | 4.2500%  | 4.2500% | $223800.00         | $231660.96         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-10-31      | 4.1250%  | 4.1250% | $1220400.00        | $1262503.90        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-15      | 3.8750%  | 3.8750% | $149900.00         | $152973.18         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-09-30      | 3.5000%  | 3.5000% | $1000.00           | $1013.47           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-09-30      | 3.5000%  | 3.5000% | $95000.00          | $96351.09          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-09-30      | 3.6250%  | 3.6250% | $999600.00         | $1012767.91        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-09-15      | 3.3750%  | 3.3750% | $304700.00         | $308851.01         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-08-31      | 3.7500%  | 3.7500% | $404700.00         | $414187.95         | U.S. Treasuries (including strips) |

### Security 181: US TREASURY FRN

- **C.1 - Title:** US TREASURY FRN
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPG0
- **C.18 - Value (incl. sponsor support):** $1670846992.44
- **C.18.a - Value (excl. sponsor support):** $1670846992.44
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-10-31
- **C.13 - Final Legal Maturity Date:** 2027-10-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 182: US TREASURY FRN

- **C.1 - Title:** US TREASURY FRN
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0
- **C.18 - Value (incl. sponsor support):** $1982916454.67
- **C.18.a - Value (excl. sponsor support):** $1982916454.67
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 183: US TREASURY FRN

- **C.1 - Title:** US TREASURY FRN
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6
- **C.18 - Value (incl. sponsor support):** $723901826.82
- **C.18.a - Value (excl. sponsor support):** $723901826.82
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 184: US TREASURY FRN

- **C.1 - Title:** US TREASURY FRN
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7
- **C.18 - Value (incl. sponsor support):** $2481961958.13
- **C.18.a - Value (excl. sponsor support):** $2481961958.13
- **C.19 - Percentage of Net Assets:** 1.5000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 185: US TREASURY FRN

- **C.1 - Title:** US TREASURY FRN
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2
- **C.18 - Value (incl. sponsor support):** $2277391029.21
- **C.18.a - Value (excl. sponsor support):** $2277391029.21
- **C.19 - Percentage of Net Assets:** 1.3700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 186: US TREASURY FRN

- **C.1 - Title:** US TREASURY FRN
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPX3
- **C.18 - Value (incl. sponsor support):** $1383064641.42
- **C.18.a - Value (excl. sponsor support):** $1383064641.42
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2028-01-31
- **C.13 - Final Legal Maturity Date:** 2028-01-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 187: US TREASURY FRN

- **C.1 - Title:** US TREASURY FRN
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7
- **C.18 - Value (incl. sponsor support):** $1858239120.39
- **C.18.a - Value (excl. sponsor support):** $1858239120.39
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 188: US TREASURY FRN

- **C.1 - Title:** US TREASURY FRN
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6
- **C.18 - Value (incl. sponsor support):** $1681766016.00
- **C.18.a - Value (excl. sponsor support):** $1681766016.00
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 189: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Z78
- **C.18 - Value (incl. sponsor support):** $132536557.80
- **C.18.a - Value (excl. sponsor support):** $132536557.80
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2027-02-01
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 190: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMH1
- **C.18 - Value (incl. sponsor support):** $1400318766.28
- **C.18.a - Value (excl. sponsor support):** $1400318766.28
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2027-02-01
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 191: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CEC1
- **C.18 - Value (incl. sponsor support):** $232124222.34
- **C.18.a - Value (excl. sponsor support):** $232124222.34
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2027-03-01
- **C.12 - Maturity Date (WAL):** 2027-02-28
- **C.13 - Final Legal Maturity Date:** 2027-02-28
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 192: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLS8
- **C.18 - Value (incl. sponsor support):** $477916100.12
- **C.18.a - Value (excl. sponsor support):** $477916100.12
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-11-02
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 193: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDK4
- **C.18 - Value (incl. sponsor support):** $108124178.80
- **C.18.a - Value (excl. sponsor support):** $108124178.80
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 194: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLB5
- **C.18 - Value (incl. sponsor support):** $72620161.16
- **C.18.a - Value (excl. sponsor support):** $72620161.16
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 195: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCZ2
- **C.18 - Value (incl. sponsor support):** $649633729.80
- **C.18.a - Value (excl. sponsor support):** $649633729.80
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 196: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8
- **C.18 - Value (incl. sponsor support):** $251675600.28
- **C.18.a - Value (excl. sponsor support):** $251675600.28
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 197: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJC6
- **C.18 - Value (incl. sponsor support):** $67407676.91
- **C.18.a - Value (excl. sponsor support):** $67407676.91
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-10-15
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 198: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKH3
- **C.18 - Value (incl. sponsor support):** $190308961.78
- **C.18.a - Value (excl. sponsor support):** $190308961.78
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 199: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6
- **C.18 - Value (incl. sponsor support):** $152481645.44
- **C.18.a - Value (excl. sponsor support):** $152481645.44
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 200: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLP4
- **C.18 - Value (incl. sponsor support):** $89925137.10
- **C.18.a - Value (excl. sponsor support):** $89925137.10
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 201: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLY5
- **C.18 - Value (incl. sponsor support):** $956554796.40
- **C.18.a - Value (excl. sponsor support):** $956554796.40
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 202: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YQ7
- **C.18 - Value (incl. sponsor support):** $193441925.60
- **C.18.a - Value (excl. sponsor support):** $193441925.60
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-11-02
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 203: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2
- **C.18 - Value (incl. sponsor support):** $250103947.50
- **C.18.a - Value (excl. sponsor support):** $250103947.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 204: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDQ1
- **C.18 - Value (incl. sponsor support):** $492524056.29
- **C.18.a - Value (excl. sponsor support):** $492524056.29
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 205: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CME8
- **C.18 - Value (incl. sponsor support):** $1335137904.00
- **C.18.a - Value (excl. sponsor support):** $1335137904.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 206: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKS9
- **C.18 - Value (incl. sponsor support):** $202563010.36
- **C.18.a - Value (excl. sponsor support):** $202563010.36
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-05-31
- **C.13 - Final Legal Maturity Date:** 2026-05-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 207: WELLS FARGO & COMPANY

- **C.1 - Title:** WELLS FARGO & COMPANY
- **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: BYM6V14V9, C.4 - ISIN: 101092, C.3 - LEI: PBLD0EJDB5FWOLXP3B76
- **C.18 - Value (incl. sponsor support):** $4000000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000000.00
- **C.19 - Percentage of Net Assets:** 2.4100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                       | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-02-01      | 5.5000%  | 5.5000% | $29307.00          | $24691.06          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-10-01      | 6.5000%  | 6.5000% | $31060883.00       | $23787390.79       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-01-01      | 7.5000%  | 7.5000% | $8192083.00        | $5079156.88        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-03-01      | 5.0000%  | 5.0000% | $1000000.00        | $889042.66         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-03-01      | 5.5000%  | 5.5000% | $2462635.00        | $1889936.72        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-04-01      | 5.5000%  | 5.5000% | $5630264.00        | $4878061.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-09-01      | 6.5000%  | 6.5000% | $36551000.00       | $31257106.08       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-02-01      | 6.0000%  | 6.0000% | $35453247.00       | $33858889.23       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-11-01      | 5.5000%  | 5.5000% | $359000.00         | $323943.24         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-11-01      | 6.5000%  | 6.5000% | $20452393.00       | $19026346.44       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-11-01      | 6.0000%  | 6.0000% | $47430000.00       | $35024204.99       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-12-01      | 5.0000%  | 5.0000% | $968020.00         | $902510.67         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-01-01      | 6.5000%  | 6.5000% | $66687056.00       | $58835131.62       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-03-01      | 5.0000%  | 5.0000% | $82519701.00       | $77803986.40       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-11-01      | 6.5000%  | 6.5000% | $37690000.00       | $38207857.18       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-11-01      | 5.5000%  | 5.5000% | $197900341.00      | $199627754.46      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 6.5000%  | 6.5000% | $3423341.00        | $3431403.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-06-01      | 5.5000%  | 5.5000% | $50917.00          | $49113.02          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-10-01      | 6.5000%  | 6.5000% | $26824000.00       | $26816150.32       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-11-01      | 5.5000%  | 5.5000% | $419966.00         | $429213.21         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-03-01      | 5.5000%  | 5.5000% | $14823450.00       | $15394956.58       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-12-01      | 4.5000%  | 4.5000% | $1444205.00        | $1413337.44        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-12-01      | 4.5000%  | 4.5000% | $7549437.00        | $7240951.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-01-01      | 4.5000%  | 4.5000% | $23147348.00       | $23008629.96       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-02-01      | 4.5000%  | 4.5000% | $2186545.00        | $2192199.40        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-01-01      | 4.5000%  | 4.5000% | $30793328.00       | $30127264.59       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-01-01      | 5.0000%  | 5.0000% | $1006710.00        | $1008963.02        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-01-01      | 5.5000%  | 5.5000% | $163700000.00      | $168808486.78      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-02-01      | 4.5000%  | 4.5000% | $25897726.00       | $25708620.80       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-02-01      | 5.5000%  | 5.5000% | $95014204.00       | $97244398.48       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 5.0000%  | 5.0000% | $6024112.00        | $5906884.62        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-02-01      | 4.5000%  | 4.5000% | $6632175.00        | $6556659.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-01-01      | 6.5000%  | 6.5000% | $4597832.00        | $4645381.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-02-01      | 4.0000%  | 4.0000% | $1181749.00        | $1150579.05        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-02-01      | 7.0000%  | 7.0000% | $457500.00         | $483918.59         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-06-01      | 3.5000%  | 3.5000% | $5373013.00        | $4808476.56        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-07-01      | 6.0000%  | 6.0000% | $67752.00          | $51927.29          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2041-02-01      | 5.0000%  | 5.0000% | $919523.00         | $926134.79         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-11-01      | 4.5000%  | 4.5000% | $15622142.00       | $15108698.95       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-11-01      | 6.5000%  | 6.5000% | $2434897.00        | $2450436.23        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-12-01      | 5.5000%  | 5.5000% | $1195832.00        | $1230880.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-12-01      | 5.5000%  | 5.5000% | $10142748.00       | $10273844.20       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-12-01      | 5.0000%  | 5.0000% | $1870590.00        | $1858108.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-12-01      | 5.5000%  | 5.5000% | $1155754.00        | $1192491.76        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-11-01      | 5.5000%  | 5.5000% | $6572937.00        | $6708041.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-12-01      | 4.5000%  | 4.5000% | $2683449.00        | $2653773.78        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-11-01      | 6.0000%  | 6.0000% | $1498787.00        | $1554815.08        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-12-01      | 4.5000%  | 4.5000% | $2141054.00        | $2117385.87        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-12-01      | 5.0000%  | 5.0000% | $3500000.00        | $3527189.82        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-01-01      | 6.0000%  | 6.0000% | $2985623.00        | $3086039.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-01-01      | 5.5000%  | 5.5000% | $3860434.00        | $3989194.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-12-01      | 6.0000%  | 6.0000% | $2290785.00        | $2406558.83        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-12-01      | 5.5000%  | 5.5000% | $5213490.00        | $5140223.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-12-01      | 6.0000%  | 6.0000% | $1038090.00        | $1079565.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-01-01      | 5.5000%  | 5.5000% | $3968607.00        | $4072754.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-01-01      | 5.5000%  | 5.5000% | $1466741.00        | $1504922.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-01-01      | 5.5000%  | 5.5000% | $1390620.00        | $1429651.59        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-01-01      | 6.5000%  | 6.5000% | $2790849.00        | $2954512.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-01-01      | 5.0000%  | 5.0000% | $5245452.00        | $5297562.10        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-01-01      | 5.0000%  | 5.0000% | $2477559.00        | $2506948.12        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-01-01      | 5.0000%  | 5.0000% | $2108372.00        | $2143535.85        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-01-01      | 5.5000%  | 5.5000% | $1520075.00        | $1573590.86        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-01-01      | 5.0000%  | 5.0000% | $3890276.00        | $3921431.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-01-01      | 5.0000%  | 5.0000% | $1095219.00        | $1114052.83        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 4.5000%  | 4.5000% | $169542.00         | $167120.17         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 6.0000%  | 6.0000% | $1397950.00        | $1434358.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 6.0000%  | 6.0000% | $1189894.00        | $1148618.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 6.0000%  | 6.0000% | $1445731.00        | $1499363.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 6.0000%  | 6.0000% | $5945005.00        | $6086876.09        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 6.0000%  | 6.0000% | $1883705.00        | $1906175.83        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-10-01      | 6.0000%  | 6.0000% | $2848431.00        | $2958986.07        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-10-01      | 5.0000%  | 5.0000% | $2519425.00        | $2566646.34        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-10-01      | 5.5000%  | 5.5000% | $17961936.00       | $16065941.55       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-11-01      | 5.5000%  | 5.5000% | $2813304.00        | $2724696.92        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-11-01      | 6.5000%  | 6.5000% | $9943272.00        | $8957792.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-10-01      | 6.0000%  | 6.0000% | $1009990.00        | $999734.88         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-10-01      | 6.0000%  | 6.0000% | $2857000.00        | $2666175.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-11-01      | 5.5000%  | 5.5000% | $14155000.00       | $13951894.33       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-11-01      | 5.5000%  | 5.5000% | $19308010.00       | $18822206.27       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-11-01      | 4.5000%  | 4.5000% | $4100040.00        | $4045747.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-11-01      | 6.0000%  | 6.0000% | $5770931.00        | $5783159.07        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-10-01      | 5.5000%  | 5.5000% | $2834020.00        | $2906269.48        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-10-01      | 4.5000%  | 4.5000% | $1044154.00        | $1031861.09        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-11-01      | 5.5000%  | 5.5000% | $2161713.00        | $2220405.07        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-11-01      | 5.5000%  | 5.5000% | $2673916.00        | $2744894.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-11-01      | 5.5000%  | 5.5000% | $6481190.00        | $6606353.06        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-11-01      | 6.0000%  | 6.0000% | $3242910.00        | $3356835.41        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-11-01      | 5.5000%  | 5.5000% | $107062.00         | $100049.64         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-11-01      | 5.0000%  | 5.0000% | $25245000.00       | $24744707.97       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-11-01      | 5.5000%  | 5.5000% | $4959465.00        | $5091855.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-11-01      | 5.0000%  | 5.0000% | $1399942.00        | $1422908.87        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-12-01      | 6.0000%  | 6.0000% | $2049749.00        | $2153630.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-12-01      | 5.5000%  | 5.5000% | $1537954.00        | $1583167.16        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-11-01      | 5.5000%  | 5.5000% | $1416590.00        | $1465512.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2050-12-01      | 3.5000%  | 3.5000% | $3605423.00        | $3178336.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-04-01      | 6.0000%  | 6.0000% | $565000.00         | $510850.49         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-04-01      | 4.0000%  | 4.0000% | $51000.00          | $43865.05          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-07-01      | 3.5000%  | 3.5000% | $8241258.00        | $7216649.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-03-01      | 3.5000%  | 3.5000% | $1060193.00        | $940237.34         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-08-01      | 3.5000%  | 3.5000% | $4000.00           | $3500.98           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-11-01      | 4.5000%  | 4.5000% | $19679502.00       | $17608634.53       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-07-01      | 4.0000%  | 4.0000% | $3000.00           | $2815.91           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-05-01      | 5.5000%  | 5.5000% | $60773072.00       | $58217556.47       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-05-01      | 6.5000%  | 6.5000% | $1500000.00        | $1390906.61        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-07-01      | 6.5000%  | 6.5000% | $117143911.00      | $107270486.56      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 6.5000%  | 6.5000% | $11029858.00       | $10989766.83       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-07-01      | 6.5000%  | 6.5000% | $52500000.00       | $41670854.76       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-08-01      | 6.0000%  | 6.0000% | $225000.00         | $196175.33         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-03-01      | 5.5000%  | 5.5000% | $14325202.00       | $14211610.25       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-02-01      | 6.5000%  | 6.5000% | $4133071.00        | $3783898.02        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-02-01      | 4.5000%  | 4.5000% | $220000.00         | $208866.13         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 6.0000%  | 6.0000% | $59241948.00       | $60758191.65       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-10-01      | 4.5000%  | 4.5000% | $634000.00         | $610945.77         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2047-08-01      | 4.0000%  | 4.0000% | $13445613.00       | $12565625.45       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-05-01      | 3.0000%  | 3.0000% | $14946785.00       | $13488725.76       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-11-01      | 3.5000%  | 3.5000% | $50303321.00       | $46914279.04       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-01-01      | 4.5000%  | 4.5000% | $7473948.00        | $7305531.72        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-09-01      | 3.5000%  | 3.5000% | $22690068.00       | $21180114.44       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-11-01      | 3.0000%  | 3.0000% | $29415438.00       | $26244413.05       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-02-01      | 5.5000%  | 5.5000% | $34842032.00       | $35489046.14       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 5.5000%  | 5.5000% | $22139667.00       | $22474191.16       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-11-01      | 5.0000%  | 5.0000% | $15438269.00       | $15268605.82       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-05-01      | 5.5000%  | 5.5000% | $35729310.00       | $35609535.98       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-04-01      | 6.5000%  | 6.5000% | $20072307.00       | $21095044.28       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 7.0000%  | 7.0000% | $11373070.00       | $11590009.53       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-02-01      | 5.5000%  | 5.5000% | $7089830.00        | $7303494.19        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-11-01      | 4.5000%  | 4.5000% | $21398357.00       | $20919983.84       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-07-01      | 3.0000%  | 3.0000% | $2144564.00        | $1941721.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-09-01      | 6.0000%  | 6.0000% | $8430000.00        | $6135139.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-09-01      | 6.5000%  | 6.5000% | $5252410.00        | $3494272.43        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-04-01      | 5.0000%  | 5.0000% | $188000.00         | $162521.55         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-08-01      | 3.0000%  | 3.0000% | $1400000.00        | $1049164.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-04-01      | 4.0000%  | 4.0000% | $266000.00         | $222209.28         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2049-06-01      | 3.5000%  | 3.5000% | $7820412.00        | $2424235.59        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2049-06-01      | 4.0000%  | 4.0000% | $135000.00         | $29914.85          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2049-09-01      | 3.0000%  | 3.0000% | $221000.00         | $70455.54          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2049-10-01      | 3.5000%  | 3.5000% | $270000.00         | $90965.70          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2050-04-01      | 3.5000%  | 3.5000% | $2797966.00        | $1128567.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2050-03-01      | 4.0000%  | 4.0000% | $1473321.00        | $543911.01         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2050-04-01      | 3.0000%  | 3.0000% | $1596000.00        | $525826.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-02-01      | 2.0000%  | 2.0000% | $1627000.00        | $851083.31         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-06-01      | 3.0000%  | 3.0000% | $179000.00         | $82653.84          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-04-01      | 1.5000%  | 1.5000% | $171426.00         | $83744.59          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-08-01      | 2.5000%  | 2.5000% | $150000.00         | $90640.01          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-08-01      | 3.0000%  | 3.0000% | $695124.00         | $506396.12         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-10-01      | 2.5000%  | 2.5000% | $1984000.00        | $1248901.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-10-01      | 3.0000%  | 3.0000% | $10009103.00       | $7596635.05        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-11-01      | 2.0000%  | 2.0000% | $40000.00          | $25196.29          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-12-01      | 2.5000%  | 2.5000% | $665524.00         | $452859.39         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-02-01      | 3.5000%  | 3.5000% | $90000.00          | $62713.49          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-02-01      | 3.5000%  | 3.5000% | $56083.00          | $49202.69          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-03-01      | 2.5000%  | 2.5000% | $245000.00         | $163185.74         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-03-01      | 2.5000%  | 2.5000% | $46000.00          | $31349.77          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-04-01      | 3.0000%  | 3.0000% | $821813.00         | $568969.92         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-04-01      | 2.5000%  | 2.5000% | $390785.00         | $266675.28         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-04-01      | 2.5000%  | 2.5000% | $303663.00         | $206087.85         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-04-01      | 3.0000%  | 3.0000% | $17500000.00       | $11730456.45       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-05-01      | 4.0000%  | 4.0000% | $2500000.00        | $1679246.79        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-05-01      | 3.0000%  | 3.0000% | $118148.00         | $84689.38          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-06-01      | 4.0000%  | 4.0000% | $370000.00         | $270798.62         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-06-01      | 4.0000%  | 4.0000% | $817000.00         | $564272.19         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-07-01      | 4.5000%  | 4.5000% | $3729231.00        | $2649452.28        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-07-01      | 4.5000%  | 4.5000% | $9971155.00        | $8294806.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-08-01      | 4.5000%  | 4.5000% | $26656222.00       | $20120687.92       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-08-01      | 4.5000%  | 4.5000% | $26162.00          | $15827.87          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-08-01      | 5.0000%  | 5.0000% | $63435335.00       | $46291130.25       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-09-01      | 4.5000%  | 4.5000% | $15154900.00       | $13761172.02       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-10-01      | 5.0000%  | 5.0000% | $117196.00         | $88605.45          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-10-01      | 4.0000%  | 4.0000% | $215713.00         | $164796.73         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-09-01      | 4.0000%  | 4.0000% | $442000.00         | $327959.43         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-09-01      | 5.0000%  | 5.0000% | $1445275.00        | $1043555.38        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-09-01      | 6.0000%  | 6.0000% | $1552597.00        | $1119728.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-09-01      | 4.5000%  | 4.5000% | $1484350.00        | $1118510.44        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-09-01      | 3.0000%  | 3.0000% | $608517.00         | $466182.12         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-10-01      | 4.5000%  | 4.5000% | $1484000.00        | $1198311.61        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-10-01      | 5.0000%  | 5.0000% | $3400000.00        | $2989607.76        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-11-01      | 5.0000%  | 5.0000% | $10929919.00       | $8061280.66        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-11-01      | 5.0000%  | 5.0000% | $2039562.00        | $1758322.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-11-01      | 4.5000%  | 4.5000% | $20700000.00       | $16246607.08       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-11-01      | 4.5000%  | 4.5000% | $128546.00         | $101111.91         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-12-01      | 5.0000%  | 5.0000% | $24427369.00       | $20154295.32       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-12-01      | 5.0000%  | 5.0000% | $10311516.00       | $6525971.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-12-01      | 5.0000%  | 5.0000% | $400000.00         | $296844.08         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-01-01      | 5.0000%  | 5.0000% | $76804.00          | $72255.48          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-02-01      | 5.5000%  | 5.5000% | $1115000.00        | $868713.25         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-03-01      | 5.5000%  | 5.5000% | $78000.00          | $66145.65          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-03-01      | 4.0000%  | 4.0000% | $534878.00         | $495961.90         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-05-01      | 4.5000%  | 4.5000% | $138540.00         | $115347.37         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-06-01      | 6.5000%  | 6.5000% | $845000.00         | $594273.26         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-06-01      | 5.5000%  | 5.5000% | $28846129.00       | $20556203.48       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-06-01      | 6.0000%  | 6.0000% | $21681902.00       | $14521257.83       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-06-01      | 6.0000%  | 6.0000% | $5150000.00        | $3732236.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-01-01      | 6.0000%  | 6.0000% | $1082570.00        | $1141309.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-01-01      | 5.0000%  | 5.0000% | $11202082.00       | $11329357.28       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-01-01      | 5.0000%  | 5.0000% | $11583855.00       | $11699020.73       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-01-01      | 5.0000%  | 5.0000% | $2908917.00        | $2935600.69        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-01-01      | 5.5000%  | 5.5000% | $4750625.00        | $4849393.79        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-01-01      | 5.0000%  | 5.0000% | $331959.00         | $334472.14         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-01-01      | 6.0000%  | 6.0000% | $2136849.00        | $2236518.26        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-02-01      | 5.5000%  | 5.5000% | $3915847.00        | $4038961.21        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-01-01      | 6.5000%  | 6.5000% | $1513408.00        | $1615882.72        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-02-01      | 6.0000%  | 6.0000% | $1117581.00        | $1170672.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-02-01      | 5.0000%  | 5.0000% | $3431809.00        | $3457701.77        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-01-01      | 5.5000%  | 5.5000% | $2151750.00        | $2197345.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-01-01      | 5.5000%  | 5.5000% | $1000750.00        | $1035597.15        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-01-01      | 4.5000%  | 4.5000% | $3547667.00        | $3516280.79        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-02-01      | 6.5000%  | 6.5000% | $1583530.00        | $1652038.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-01-01      | 4.5000%  | 4.5000% | $2507578.00        | $2495299.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-01-01      | 4.5000%  | 4.5000% | $2614520.00        | $2600791.05        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-02-01      | 4.5000%  | 4.5000% | $1046419.00        | $1040718.10        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-02-01      | 5.0000%  | 5.0000% | $1869718.00        | $1895322.12        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-02-01      | 5.0000%  | 5.0000% | $1000000.00        | $1007986.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-01-01      | 5.0000%  | 5.0000% | $1169662.00        | $1186570.76        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-01-01      | 4.5000%  | 4.5000% | $1887106.00        | $1876241.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-03-01      | 6.0000%  | 6.0000% | $3249857.00        | $3365383.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-03-01      | 6.0000%  | 6.0000% | $3130997.00        | $3244662.62        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-02-01      | 5.0000%  | 5.0000% | $1812548.00        | $1853480.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-02-01      | 4.5000%  | 4.5000% | $1127625.00        | $1128275.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-02-01      | 5.0000%  | 5.0000% | $26331770.00       | $26537345.05       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-01-01      | 5.5000%  | 5.5000% | $10908596.00       | $11258644.35       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-02-01      | 5.0000%  | 5.0000% | $3819864.00        | $3878846.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-02-01      | 5.0000%  | 5.0000% | $1322923.00        | $1340581.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-02-01      | 6.5000%  | 6.5000% | $1110807.00        | $1180685.02        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-03-01      | 5.5000%  | 5.5000% | $5360475.00        | $5488071.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-03-01      | 5.0000%  | 5.0000% | $4070375.00        | $4112805.04        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-02-01      | 4.0000%  | 4.0000% | $2912993.00        | $2836159.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-03-01      | 4.5000%  | 4.5000% | $2077857.00        | $2061913.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-03-01      | 4.5000%  | 4.5000% | $1131960.00        | $1122610.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-03-01      | 5.5000%  | 5.5000% | $9346758.00        | $9623685.82        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-04-01      | 3.5000%  | 3.5000% | $352000.00         | $244742.68         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-05-01      | 3.0000%  | 3.0000% | $70801482.00       | $50692952.17       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-06-01      | 3.0000%  | 3.0000% | $10469000.00       | $7601425.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-10-01      | 3.5000%  | 3.5000% | $4174450.00        | $3222461.03        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-09-01      | 4.5000%  | 4.5000% | $398614163.00      | $307971866.45      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-01-01      | 4.5000%  | 4.5000% | $6049076.00        | $4987680.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-11-01      | 4.0000%  | 4.0000% | $278000.00         | $219825.00         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-10-01      | 2.5000%  | 2.5000% | $4000.00           | $2961.60           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-12-01      | 5.5000%  | 5.5000% | $390869000.00      | $295304406.54      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-01-01      | 3.0000%  | 3.0000% | $1290480.00        | $991821.30         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-03-01      | 4.5000%  | 4.5000% | $1880000.00        | $1537720.69        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-04-01      | 5.5000%  | 5.5000% | $11000.00          | $8257.92           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-07-01      | 5.0000%  | 5.0000% | $57955207.00       | $48106994.96       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-12-01      | 5.5000%  | 5.5000% | $7215837.00        | $5764304.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-10-01      | 7.0000%  | 7.0000% | $266000.00         | $128635.87         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-04-01      | 5.0000%  | 5.0000% | $200600184.00      | $170562126.55      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-11-01      | 4.0000%  | 4.0000% | $2000.00           | $1737.27           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-02-01      | 6.0000%  | 6.0000% | $541148.00         | $343922.99         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-09-01      | 6.5000%  | 6.5000% | $52685046.00       | $31372506.45       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-11-01      | 4.5000%  | 4.5000% | $1654497.00        | $1515300.80        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-01-01      | 4.5000%  | 4.5000% | $6602000.00        | $6081198.44        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-05-01      | 5.5000%  | 5.5000% | $6480737.00        | $5769550.39        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-05-01      | 6.0000%  | 6.0000% | $527807.00         | $428518.14         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-02-01      | 2.0000%  | 2.0000% | $40000.00          | $28051.56          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-07-01      | 3.0000%  | 3.0000% | $21000.00          | $15939.93          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-08-01      | 5.5000%  | 5.5000% | $6500000.00        | $5129675.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-08-01      | 6.0000%  | 6.0000% | $48144834.00       | $35120721.95       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2037-06-01      | 3.5000%  | 3.5000% | $338676.00         | $183476.82         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2036-02-01      | 1.5000%  | 1.5000% | $700000.00         | $326611.18         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2036-05-01      | 2.5000%  | 2.5000% | $2000000.00        | $1061368.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2037-03-01      | 2.5000%  | 2.5000% | $1389656.00        | $799569.42         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-06-01      | 5.5000%  | 5.5000% | $20793289.00       | $18253481.98       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-01-01      | 6.5000%  | 6.5000% | $6119039.00        | $5197039.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2036-02-01      | 5.0000%  | 5.0000% | $7194068.00        | $7375143.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2030-10-01      | 2.0000%  | 2.0000% | $480000.00         | $114580.62         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2031-02-01      | 1.5000%  | 1.5000% | $59965396.00       | $19259352.96       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2031-04-01      | 1.5000%  | 1.5000% | $4000000.00        | $1331192.16        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2035-07-01      | 4.5000%  | 4.5000% | $879430.00         | $779663.26         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2035-08-01      | 5.5000%  | 5.5000% | $235145.00         | $196781.31         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2050-07-01      | 2.5000%  | 2.5000% | $2955052.00        | $752090.42         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2050-12-01      | 3.5000%  | 3.5000% | $300000.00         | $219152.95         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-03-25      | 6.5000%  | 6.5000% | $226945.00         | $226095.54         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-03-01      | 6.5000%  | 6.5000% | $1861595.00        | $1570057.80        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-02-01      | 6.5000%  | 6.5000% | $7576878.00        | $5728067.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-04-01      | 6.0000%  | 6.0000% | $3524302.00        | $1817026.59        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-06-01      | 6.5000%  | 6.5000% | $1539914.00        | $1062442.03        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-07-01      | 6.5000%  | 6.5000% | $105000.00         | $70274.64          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2037-05-01      | 2.5000%  | 2.5000% | $234009.00         | $148481.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2038-12-01      | 6.0000%  | 6.0000% | $1546497.00        | $1181102.56        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2038-01-01      | 2.5000%  | 2.5000% | $83506.00          | $59413.24          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2039-06-01      | 6.0000%  | 6.0000% | $1595131.00        | $936851.60         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2039-07-01      | 5.5000%  | 5.5000% | $1100323.00        | $641695.69         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2039-08-01      | 5.5000%  | 5.5000% | $8069434.00        | $4440453.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2039-09-01      | 6.0000%  | 6.0000% | $545202.00         | $408113.40         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-04-01      | 5.5000%  | 5.5000% | $1730017.00        | $1410927.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-04-01      | 5.0000%  | 5.0000% | $1923146.00        | $1846433.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-05-01      | 5.0000%  | 5.0000% | $1180511.00        | $966319.28         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-05-01      | 5.5000%  | 5.5000% | $2575650.00        | $2284550.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2039-11-01      | 5.0000%  | 5.0000% | $1006146.00        | $961516.12         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2039-11-01      | 3.5000%  | 3.5000% | $2739803.00        | $1878483.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2039-12-01      | 4.5000%  | 4.5000% | $1661811.00        | $1347488.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2039-12-01      | 4.0000%  | 4.0000% | $1154978.00        | $1062139.39        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2039-12-01      | 4.0000%  | 4.0000% | $1815542.00        | $1348996.37        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2039-12-01      | 4.5000%  | 4.5000% | $1793237.00        | $1415619.80        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2039-12-01      | 4.5000%  | 4.5000% | $1045166.00        | $943855.45         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2039-12-01      | 4.5000%  | 4.5000% | $1032674.00        | $817184.17         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2039-12-01      | 5.0000%  | 5.0000% | $2108398.00        | $1663511.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-01-01      | 5.0000%  | 5.0000% | $1000105.00        | $834119.66         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-02-01      | 6.0000%  | 6.0000% | $1359937.00        | $1040662.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-04-01      | 5.0000%  | 5.0000% | $1011444.00        | $971677.40         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-04-01      | 5.0000%  | 5.0000% | $1259181.00        | $1217693.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-10-01      | 5.5000%  | 5.5000% | $1131525.00        | $1148503.44        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-05-01      | 4.5000%  | 4.5000% | $1782135.00        | $1166218.10        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-06-01      | 5.5000%  | 5.5000% | $1395910.00        | $1401460.43        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-06-01      | 4.5000%  | 4.5000% | $451622.00         | $440208.72         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-06-01      | 6.0000%  | 6.0000% | $1114283.00        | $1040669.92        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-07-01      | 5.5000%  | 5.5000% | $6699430.00        | $6189855.83        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-08-01      | 6.0000%  | 6.0000% | $1435098.00        | $1075552.66        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-07-01      | 5.5000%  | 5.5000% | $1770276.00        | $1593118.14        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-08-01      | 5.5000%  | 5.5000% | $12889992.00       | $9973401.67        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-08-01      | 6.0000%  | 6.0000% | $1024748.00        | $1044711.03        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-08-01      | 6.0000%  | 6.0000% | $893813.00         | $785765.36         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-09-01      | 5.0000%  | 5.0000% | $410752.00         | $410137.37         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-09-01      | 6.5000%  | 6.5000% | $1013341.00        | $1030608.40        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-08-01      | 5.5000%  | 5.5000% | $6504270.00        | $4341157.38        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-10-01      | 4.5000%  | 4.5000% | $1587543.00        | $1547777.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-09-01      | 4.5000%  | 4.5000% | $1069900.00        | $1050015.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-09-01      | 5.0000%  | 5.0000% | $1593055.00        | $1366200.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-10-01      | 5.0000%  | 5.0000% | $2002605.00        | $1968536.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-09-01      | 6.0000%  | 6.0000% | $399154.00         | $407003.51         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-12-01      | 5.0000%  | 5.0000% | $1055100.00        | $1061966.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-09-01      | 6.5000%  | 6.5000% | $24914335.00       | $19537173.91       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-09-01      | 6.0000%  | 6.0000% | $5032318.00        | $3407746.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-09-01      | 5.5000%  | 5.5000% | $1086419.00        | $866285.23         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-08-01      | 5.5000%  | 5.5000% | $21501456.00       | $17817177.05       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-08-01      | 6.5000%  | 6.5000% | $11533649.00       | $6924618.82        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-08-01      | 6.5000%  | 6.5000% | $1925684.00        | $1113374.85        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-09-01      | 5.5000%  | 5.5000% | $248818.00         | $249707.51         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-09-01      | 5.5000%  | 5.5000% | $1186754.00        | $899075.79         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-09-01      | 5.5000%  | 5.5000% | $11536937.00       | $8684360.86        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-10-01      | 5.5000%  | 5.5000% | $6118848.00        | $5382842.87        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-10-01      | 6.5000%  | 6.5000% | $6615900.00        | $5160438.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-11-01      | 5.5000%  | 5.5000% | $1807081.00        | $1382452.02        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-11-01      | 7.0000%  | 7.0000% | $1008906.00        | $750153.67         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-11-01      | 4.0000%  | 4.0000% | $1394140.00        | $1178275.45        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-11-01      | 5.5000%  | 5.5000% | $256225.00         | $225852.99         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2035-01-01      | 3.0000%  | 3.0000% | $1230000.00        | $324656.20         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2036-05-01      | 2.0000%  | 2.0000% | $375000.00         | $198246.05         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2036-06-01      | 2.0000%  | 2.0000% | $35000.00          | $19658.86          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2037-03-01      | 2.5000%  | 2.5000% | $396908.00         | $222593.76         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2037-03-01      | 1.5000%  | 1.5000% | $1068795.00        | $644040.86         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2035-09-01      | 6.0000%  | 6.0000% | $1468040.00        | $1459137.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2035-12-01      | 6.0000%  | 6.0000% | $1000547.00        | $1040446.44        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2049-10-01      | 4.0000%  | 4.0000% | $50000.00          | $7364.76           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2049-11-01      | 3.5000%  | 3.5000% | $5544277.00        | $1812164.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2049-12-01      | 4.0000%  | 4.0000% | $100000.00         | $30023.34          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2050-09-01      | 2.0000%  | 2.0000% | $55410000.00       | $29881797.37       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2050-09-01      | 2.5000%  | 2.5000% | $7614100.00        | $3691143.77        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2050-09-01      | 2.0000%  | 2.0000% | $340000.00         | $177215.03         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2050-08-01      | 3.0000%  | 3.0000% | $720791.00         | $343191.15         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2050-11-01      | 2.5000%  | 2.5000% | $496000.00         | $276021.11         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2050-12-01      | 2.5000%  | 2.5000% | $7000.00           | $3823.84           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-05-01      | 2.5000%  | 2.5000% | $2403043.00        | $1407892.38        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-06-01      | 2.0000%  | 2.0000% | $100000.00         | $60352.45          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-06-01      | 3.0000%  | 3.0000% | $409863.00         | $287271.00         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-11-01      | 3.0000%  | 3.0000% | $310000.00         | $206917.79         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-08-01      | 3.0000%  | 3.0000% | $69037.00          | $39886.79          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-12-01      | 2.5000%  | 2.5000% | $10000.00          | $6119.62           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-02-01      | 3.0000%  | 3.0000% | $91000.00          | $61249.55          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-02-01      | 3.0000%  | 3.0000% | $50000.00          | $31715.27          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-02-01      | 2.5000%  | 2.5000% | $574500.00         | $364915.13         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-02-01      | 3.0000%  | 3.0000% | $17810404.00       | $11283237.89       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-03-01      | 2.5000%  | 2.5000% | $12384910.00       | $8065101.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-10-01      | 5.0000%  | 5.0000% | $40000.00          | $31286.58          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-07-01      | 4.0000%  | 4.0000% | $6518920.00        | $4992230.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-07-01      | 5.0000%  | 5.0000% | $5643000.00        | $3959233.80        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-08-01      | 4.5000%  | 4.5000% | $25483554.00       | $18781711.34       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-08-01      | 4.5000%  | 4.5000% | $2300000.00        | $1732775.03        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-01-01      | 5.0000%  | 5.0000% | $522000.00         | $447608.21         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-01-01      | 6.0000%  | 6.0000% | $4289000.00        | $2863452.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-04-01      | 5.0000%  | 5.0000% | $400000.00         | $326742.56         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-09-01      | 6.0000%  | 6.0000% | $1224394.00        | $980942.64         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-05-01      | 6.0000%  | 6.0000% | $31624565.00       | $28972971.29       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-06-01      | 5.0000%  | 5.0000% | $545000.00         | $476839.03         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-06-01      | 5.5000%  | 5.5000% | $238800.00         | $189194.96         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-07-01      | 5.5000%  | 5.5000% | $135000.00         | $100623.00         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2044-08-01      | 5.5000%  | 5.5000% | $1650000.00        | $1057957.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2045-02-01      | 6.0000%  | 6.0000% | $6866873.00        | $4593693.14        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2045-08-01      | 5.5000%  | 5.5000% | $16774795.00       | $15515953.55       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2045-10-01      | 5.0000%  | 5.0000% | $699000.00         | $676435.54         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2045-12-01      | 4.5000%  | 4.5000% | $21658258.00       | $21362969.36       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2046-01-01      | 4.5000%  | 4.5000% | $59222420.00       | $58648731.55       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2039-11-01      | 3.0000%  | 3.0000% | $10140000.00       | $1971850.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2041-07-01      | 1.5000%  | 1.5000% | $100000.00         | $59586.40          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2041-12-01      | 3.0000%  | 3.0000% | $6245260.00        | $3488045.98        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2029-08-01      | 4.5000%  | 4.5000% | $1000000.00        | $10165.07          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2029-09-01      | 5.0000%  | 5.0000% | $453750.00         | $7292.70           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2028-10-01      | 3.0000%  | 3.0000% | $391237.00         | $16755.40          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2045-10-01      | 4.0000%  | 4.0000% | $23750000.00       | $3300314.28        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2046-10-01      | 3.0000%  | 3.0000% | $575000.00         | $127307.74         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2047-06-01      | 4.5000%  | 4.5000% | $32694892.00       | $8451531.12        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2048-05-01      | 3.5000%  | 3.5000% | $822735.00         | $122858.01         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2049-03-01      | 4.5000%  | 4.5000% | $120000.00         | $17884.33          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2039-04-01      | 4.5000%  | 4.5000% | $472351.00         | $58658.29          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2035-06-01      | 5.0000%  | 5.0000% | $500000.00         | $4782.93           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2036-03-01      | 6.0000%  | 6.0000% | $21000.00          | $637.66            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2037-03-01      | 6.5000%  | 6.5000% | $1901938.00        | $27191.26          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2038-02-01      | 5.5000%  | 5.5000% | $4000000.00        | $10945.63          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2038-01-01      | 6.0000%  | 6.0000% | $479399.00         | $4349.72           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2038-06-01      | 6.0000%  | 6.0000% | $32936131.00       | $378490.54         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2038-12-01      | 6.0000%  | 6.0000% | $3690075.00        | $40333.99          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2039-11-01      | 5.0000%  | 5.0000% | $225000.00         | $10357.14          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-04-01      | 4.5000%  | 4.5000% | $5500000.00        | $320737.23         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2039-12-01      | 5.5000%  | 5.5000% | $1053306.00        | $14239.91          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2041-10-01      | 5.0000%  | 5.0000% | $205038.00         | $20868.53          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2039-04-01      | 6.0000%  | 6.0000% | $400000.00         | $41583.61          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2038-09-01      | 6.0000%  | 6.0000% | $305121.00         | $23044.17          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2046-03-01      | 3.5000%  | 3.5000% | $14300000.00       | $1499224.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2046-09-01      | 3.0000%  | 3.0000% | $780000.00         | $120532.89         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2047-02-01      | 3.0000%  | 3.0000% | $31000.00          | $6405.30           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2048-01-01      | 3.5000%  | 3.5000% | $1030000.00        | $129620.41         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2029-01-01      | 2.0000%  | 2.0000% | $282722.00         | $15732.83          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2027-05-01      | 4.0000%  | 4.0000% | $2969000.00        | $3357.44           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2028-11-01      | 5.5000%  | 5.5000% | $715000.00         | $2496.72           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2029-01-01      | 6.0000%  | 6.0000% | $5510000.00        | $36439.19          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2031-05-01      | 3.0000%  | 3.0000% | $4790000.00        | $425509.79         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2031-12-01      | 3.0000%  | 3.0000% | $3124000.00        | $389471.59         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2030-04-01      | 5.5000%  | 5.5000% | $3720752.00        | $112703.42         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2035-11-01      | 3.0000%  | 3.0000% | $615000.00         | $80825.70          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2034-03-01      | 4.5000%  | 4.5000% | $370000.00         | $34150.11          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2047-12-01      | 5.0000%  | 5.0000% | $963070.00         | $119077.21         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2046-12-01      | 3.0000%  | 3.0000% | $21000.00          | $4879.78           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2047-01-01      | 4.0000%  | 4.0000% | $255000.00         | $50188.06          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2049-02-01      | 4.0000%  | 4.0000% | $344982.00         | $20934.38          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2028-05-01      | 2.5000%  | 2.5000% | $1500000.00        | $45486.73          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2048-11-01      | 4.5000%  | 4.5000% | $4000.00           | $510.66            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2037-07-01      | 3.0000%  | 3.0000% | $400839.00         | $243916.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2037-12-01      | 5.0000%  | 5.0000% | $292500.00         | $174166.45         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2036-05-01      | 2.5000%  | 2.5000% | $135025.00         | $61007.44          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2037-03-01      | 2.5000%  | 2.5000% | $1163882.00        | $696758.85         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2037-06-01      | 2.5000%  | 2.5000% | $5167634.00        | $3428762.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-06-01      | 6.0000%  | 6.0000% | $10483288.00       | $9657994.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2039-09-01      | 5.5000%  | 5.5000% | $1911309.00        | $1401330.61        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-07-01      | 5.5000%  | 5.5000% | $2674319.00        | $2249270.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2034-07-01      | 2.5000%  | 2.5000% | $239340.00         | $26099.70          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2035-08-01      | 2.5000%  | 2.5000% | $2045000.00        | $617031.81         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2035-09-01      | 1.5000%  | 1.5000% | $4450000.00        | $1585058.06        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2035-11-01      | 1.5000%  | 1.5000% | $1017000.00        | $423820.56         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2036-04-01      | 1.5000%  | 1.5000% | $12250000.00       | $6130966.39        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2036-11-01      | 2.0000%  | 2.0000% | $144804.00         | $78798.55          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2036-07-01      | 2.5000%  | 2.5000% | $405520.00         | $188879.51         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2036-09-01      | 1.5000%  | 1.5000% | $2044146.00        | $1106272.83        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2037-12-01      | 4.5000%  | 4.5000% | $65000.00          | $36646.96          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2038-07-01      | 5.0000%  | 5.0000% | $32000.00          | $18550.01          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2039-04-01      | 4.5000%  | 4.5000% | $82437.00          | $56287.72          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2039-04-01      | 6.0000%  | 6.0000% | $4660495.00        | $2299921.08        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2039-07-01      | 5.0000%  | 5.0000% | $12723060.00       | $8327071.18        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-01-01      | 5.5000%  | 5.5000% | $9455777.00        | $6764565.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2039-11-01      | 5.0000%  | 5.0000% | $1767579.00        | $1259775.69        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2041-01-01      | 4.5000%  | 4.5000% | $13096771.00       | $13050717.74       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2041-01-01      | 5.0000%  | 5.0000% | $1674718.00        | $1702072.32        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2041-02-01      | 5.5000%  | 5.5000% | $1048527.00        | $1081662.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2041-02-01      | 5.5000%  | 5.5000% | $1126000.00        | $1161900.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2041-02-01      | 4.5000%  | 4.5000% | $1873822.00        | $1894617.67        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2041-03-01      | 4.0000%  | 4.0000% | $2778825.00        | $2759545.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2041-03-01      | 6.0000%  | 6.0000% | $2033634.00        | $2117666.46        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2049-11-01      | 5.0000%  | 5.0000% | $116400.00         | $8751.62           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2049-11-01      | 5.0000%  | 5.0000% | $10917072.00       | $2639051.92        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-12-01      | 6.5000%  | 6.5000% | $2188290.00        | $1988567.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-12-01      | 6.0000%  | 6.0000% | $2829736.00        | $2317896.86        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-12-01      | 5.0000%  | 5.0000% | $202263.00         | $201370.18         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-12-01      | 5.5000%  | 5.5000% | $1691165.00        | $1615878.04        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-01-01      | 5.5000%  | 5.5000% | $276583.00         | $276001.91         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-04-01      | 6.5000%  | 6.5000% | $1208291.00        | $816849.54         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-03-01      | 6.5000%  | 6.5000% | $100000.00         | $67033.91          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-05-01      | 6.0000%  | 6.0000% | $410000.00         | $373111.29         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-04-01      | 5.0000%  | 5.0000% | $1075886.00        | $1075752.12        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-06-01      | 5.0000%  | 5.0000% | $2287454.00        | $2291819.61        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-07-01      | 6.5000%  | 6.5000% | $9547722.00        | $9192042.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-06-01      | 6.0000%  | 6.0000% | $1462152.00        | $1234723.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-06-01      | 5.0000%  | 5.0000% | $1100386.00        | $1109377.05        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-07-01      | 5.0000%  | 5.0000% | $2795163.00        | $2798020.06        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-08-01      | 6.5000%  | 6.5000% | $17171450.00       | $16544896.25       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-07-01      | 7.0000%  | 7.0000% | $1170894.00        | $1004314.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-06-01      | 7.0000%  | 7.0000% | $1513366.00        | $1523784.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-08-01      | 5.5000%  | 5.5000% | $1005456.00        | $1020313.76        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 6.0000%  | 6.0000% | $1203469.00        | $1176957.43        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-08-01      | 5.5000%  | 5.5000% | $25569.00          | $24848.31          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 6.0000%  | 6.0000% | $25208891.00       | $25738972.10       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 6.0000%  | 6.0000% | $614022.00         | $549140.24         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 6.0000%  | 6.0000% | $1276437.00        | $1262348.40        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 6.0000%  | 6.0000% | $1664211.00        | $1738459.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 6.0000%  | 6.0000% | $1081291.00        | $1132353.34        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 6.5000%  | 6.5000% | $5622407.00        | $5068682.12        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 7.5000%  | 7.5000% | $547770.00         | $404165.23         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 5.5000%  | 5.5000% | $22120000.00       | $21135529.21       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2033-11-01      | 5.0000%  | 5.0000% | $85056.00          | $587.84            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2033-09-01      | 7.5000%  | 7.5000% | $69050.00          | $1623.76           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2034-08-01      | 7.0000%  | 7.0000% | $48741.00          | $1371.80           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2034-12-01      | 7.0000%  | 7.0000% | $28433.00          | $835.83            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2035-02-01      | 7.0000%  | 7.0000% | $64989.00          | $1522.95           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2037-10-01      | 6.0000%  | 6.0000% | $959141.00         | $3974.67           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2037-11-01      | 5.5000%  | 5.5000% | $3344380.00        | $6725.14           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2038-08-01      | 6.0000%  | 6.0000% | $4974315.00        | $92527.84          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2039-07-01      | 5.0000%  | 5.0000% | $3010000.00        | $68355.68          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-03-01      | 5.0000%  | 5.0000% | $3500000.00        | $77782.92          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2041-02-01      | 4.0000%  | 4.0000% | $75000.00          | $6882.22           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2031-04-01      | 7.0000%  | 7.0000% | $812358.00         | $2264.22           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2033-09-01      | 3.5000%  | 3.5000% | $2207243.00        | $108278.77         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2042-08-01      | 3.0000%  | 3.0000% | $20318628.00       | $1039438.03        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2038-07-01      | 3.5000%  | 3.5000% | $1189010.00        | $104757.84         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2035-03-01      | 5.0000%  | 5.0000% | $2329550.00        | $24854.06          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2035-01-01      | 3.5000%  | 3.5000% | $1146570.00        | $73992.17          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2047-02-01      | 3.5000%  | 3.5000% | $11990000.00       | $1635578.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2047-08-01      | 4.0000%  | 4.0000% | $14780981.00       | $4286150.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2047-12-01      | 3.0000%  | 3.0000% | $300000.00         | $46842.95          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2048-06-01      | 4.0000%  | 4.0000% | $39000000.00       | $3485404.18        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2048-08-01      | 4.0000%  | 4.0000% | $16772525.00       | $2670081.78        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2048-11-01      | 4.0000%  | 4.0000% | $8000.00           | $707.33            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2033-08-01      | 5.0000%  | 5.0000% | $142889.00         | $1098.32           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2042-12-01      | 3.0000%  | 3.0000% | $86500000.00       | $15085783.62       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2026-11-01      | 6.0000%  | 6.0000% | $8067688.00        | $8284.92           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2027-05-01      | 4.5000%  | 4.5000% | $1000000.00        | $1324.10           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-03-01      | 3.0000%  | 3.0000% | $234248.00         | $157435.67         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-01-01      | 2.0000%  | 2.0000% | $6975795.00        | $4507935.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-10-01      | 3.5000%  | 3.5000% | $116000.00         | $60807.42          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-09-01      | 3.5000%  | 3.5000% | $7000.00           | $3289.14           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-02-01      | 2.5000%  | 2.5000% | $45000.00          | $29687.14          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-01-01      | 3.5000%  | 3.5000% | $814000.00         | $481446.00         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-06-01      | 3.0000%  | 3.0000% | $605000.00         | $306141.92         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-06-01      | 1.5000%  | 1.5000% | $3073106.00        | $1837595.05        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2050-11-01      | 3.0000%  | 3.0000% | $396000.00         | $141309.87         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-01-01      | 2.5000%  | 2.5000% | $133000.00         | $84470.92          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2050-04-01      | 3.5000%  | 3.5000% | $664239.00         | $232586.45         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2050-07-01      | 3.5000%  | 3.5000% | $18000.00          | $4360.48           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2050-04-01      | 3.5000%  | 3.5000% | $47000.00          | $9418.80           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2050-02-01      | 3.5000%  | 3.5000% | $10001000.00       | $1441695.61        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2049-11-01      | 3.0000%  | 3.0000% | $5000.00           | $801.21            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2049-09-01      | 4.0000%  | 4.0000% | $273173.00         | $36595.04          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-11-01      | 5.5000%  | 5.5000% | $1411000.00        | $1283471.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-08-01      | 6.0000%  | 6.0000% | $500000.00         | $422926.98         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-11-01      | 5.0000%  | 5.0000% | $1630000.00        | $1507397.15        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-11-01      | 4.5000%  | 4.5000% | $995000.00         | $874352.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-08-01      | 3.5000%  | 3.5000% | $17000.00          | $14497.95          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-10-01      | 5.5000%  | 5.5000% | $60000.00          | $55784.77          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-10-01      | 6.0000%  | 6.0000% | $165000.00         | $147601.29         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-11-01      | 6.5000%  | 6.5000% | $4519817.00        | $3611982.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-11-01      | 6.0000%  | 6.0000% | $10288343.00       | $9127133.62        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-08-01      | 6.5000%  | 6.5000% | $135000.00         | $103293.97         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-01-01      | 2.5000%  | 2.5000% | $2919000.00        | $2094289.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-10-01      | 4.0000%  | 4.0000% | $3000.00           | $2657.10           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-08-01      | 5.5000%  | 5.5000% | $4010000.00        | $3418652.79        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-09-01      | 4.0000%  | 4.0000% | $4273859.00        | $3492308.26        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2044-12-01      | 5.0000%  | 5.0000% | $400000.00         | $328667.18         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-03-01      | 5.5000%  | 5.5000% | $512428.00         | $400271.92         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-03-01      | 5.0000%  | 5.0000% | $115000.00         | $93798.05          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-02-01      | 6.5000%  | 6.5000% | $106000.00         | $60844.37          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-02-01      | 5.5000%  | 5.5000% | $1125000.00        | $934087.84         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-09-01      | 4.5000%  | 4.5000% | $230000.00         | $205860.16         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-04-01      | 1.5000%  | 1.5000% | $218220.00         | $154206.49         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-01-01      | 6.5000%  | 6.5000% | $4629035.00        | $3400185.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-01-01      | 4.0000%  | 4.0000% | $207140.00         | $171562.54         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-09-01      | 3.0000%  | 3.0000% | $278278.00         | $216581.64         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-02-01      | 4.0000%  | 4.0000% | $230000.00         | $191325.47         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-04-01      | 5.5000%  | 5.5000% | $10000.00          | $8564.32           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-06-01      | 5.0000%  | 5.0000% | $500000.00         | $424263.89         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-03-01      | 2.5000%  | 2.5000% | $934028.00         | $690050.64         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-08-01      | 5.0000%  | 5.0000% | $45000.00          | $35306.50          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-06-01      | 6.5000%  | 6.5000% | $5104705.00        | $2943169.79        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-06-01      | 6.0000%  | 6.0000% | $215000.00         | $163485.53         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-04-01      | 4.0000%  | 4.0000% | $15000.00          | $12086.55          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-04-01      | 5.5000%  | 5.5000% | $3500000.00        | $2594437.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-11-01      | 3.0000%  | 3.0000% | $9809980.00        | $6634635.22        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-06-01      | 3.5000%  | 3.5000% | $27837050.00       | $21636006.02       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-03-01      | 5.0000%  | 5.0000% | $52142722.00       | $40117109.75       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-03-01      | 3.5000%  | 3.5000% | $18000.00          | $14134.43          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-10-01      | 4.5000%  | 4.5000% | $200000.00         | $159939.62         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-10-01      | 4.5000%  | 4.5000% | $60000.00          | $47180.76          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-02-01      | 5.5000%  | 5.5000% | $20377791.00       | $14724821.42       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-07-01      | 3.5000%  | 3.5000% | $637000.00         | $488288.42         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-01-01      | 6.0000%  | 6.0000% | $2679000.00        | $1731791.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-10-01      | 4.5000%  | 4.5000% | $785000.00         | $597192.51         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-10-01      | 4.0000%  | 4.0000% | $500000.00         | $387858.40         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-11-01      | 5.0000%  | 5.0000% | $749130.00         | $547891.09         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-09-01      | 5.0000%  | 5.0000% | $90000.00          | $65121.55          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-09-01      | 5.0000%  | 5.0000% | $260000.00         | $198720.51         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-05-01      | 3.0000%  | 3.0000% | $400000.00         | $292556.49         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-08-01      | 4.5000%  | 4.5000% | $1900000.00        | $1337687.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-06-01      | 3.0000%  | 3.0000% | $102707374.00      | $68167432.96       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2048-05-01      | 4.5000%  | 4.5000% | $5000.00           | $3078.89           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2047-07-01      | 5.0000%  | 5.0000% | $65000.00          | $25594.21          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2050-04-01      | 4.0000%  | 4.0000% | $63336.00          | $9385.05           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-02-01      | 3.5000%  | 3.5000% | $3330000.00        | $2024707.21        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2045-05-01      | 6.5000%  | 6.5000% | $239450.00         | $192711.64         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2042-10-01      | 3.5000%  | 3.5000% | $225000.00         | $158303.10         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2030-01-01      | 6.0000%  | 6.0000% | $1239878.00        | $154508.15         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2041-12-01      | 2.0000%  | 2.0000% | $100000.00         | $62691.16          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2035-08-01      | 2.0000%  | 2.0000% | $1119000.00        | $436153.78         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2036-02-01      | 2.0000%  | 2.0000% | $868948.00         | $446721.51         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-02-01      | 6.5000%  | 6.5000% | $1230503.00        | $822493.51         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-02-01      | 5.0000%  | 5.0000% | $23862677.00       | $17221429.60       | Agency Mortgage-Backed Securities |

### Security 208: WELLS FARGO & COMPANY

- **C.1 - Title:** WELLS FARGO & COMPANY
- **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: BYM6K43Q7, C.4 - ISIN: 101092, C.3 - LEI: PBLD0EJDB5FWOLXP3B76
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2029-01-01      | 6.4640%  | 6.4640% | $3135000.00        | $2771.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-07-01      | 5.0700%  | 5.0700% | $15015000.00       | $39807.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-09-01      | 5.8970%  | 5.8970% | $1500000.00        | $1273.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-05-01      | 6.5000%  | 6.5000% | $30695706.00       | $2976.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-06-01      | 4.5000%  | 4.5000% | $1698200.00        | $49010.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-10-01      | 4.0000%  | 4.0000% | $438817.00         | $121196.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-02-01      | 6.3120%  | 6.3120% | $50000.00          | $760.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-09-01      | 5.9530%  | 5.9530% | $2679223.00        | $102660.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-02-01      | 6.1210%  | 6.1210% | $20000000.00       | $345361.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-06-01      | 5.9230%  | 5.9230% | $2144000.00        | $22340.65          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-06-01      | 6.1370%  | 6.1370% | $9256885.00        | $442661.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-10-01      | 6.5590%  | 6.5590% | $5200000.00        | $238902.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-02-01      | 5.0400%  | 5.0400% | $1750000.00        | $32180.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-10-01      | 6.3430%  | 6.3430% | $1110609.00        | $31002.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-09-01      | 6.4560%  | 6.4560% | $1100000.00        | $24099.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-11-01      | 6.1710%  | 6.1710% | $5000000.00        | $142861.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-02-01      | 6.0140%  | 6.0140% | $8500000.00        | $162064.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-05-01      | 6.4230%  | 6.4230% | $13000000.00       | $829257.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-01-01      | 6.2580%  | 6.2580% | $2700000.00        | $238535.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2029-10-01      | 3.5000%  | 3.5000% | $1133000.00        | $37040.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2027-02-01      | 2.8790%  | 2.8790% | $145000.00         | $11387.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-02-01      | 6.1610%  | 6.1610% | $1019000.00        | $37912.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-09-01      | 3.2900%  | 3.2900% | $10000.00          | $7043.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2045-05-01      | 3.3900%  | 3.3900% | $100000.00         | $71744.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2030-08-01      | 3.5800%  | 3.5800% | $1200000.00        | $1192693.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2026-10-01      | 2.2590%  | 2.2590% | $8100000.00        | $6512028.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2026-10-01      | 2.4500%  | 2.4500% | $6000000.00        | $4954097.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2027-04-01      | 3.2900%  | 3.2900% | $500000.00         | $497873.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2027-10-01      | 2.9400%  | 2.9400% | $140000.00         | $117210.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2028-02-01      | 3.1290%  | 3.1290% | $5900000.00        | $5853493.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2028-04-01      | 3.4840%  | 3.4840% | $575000.00         | $573651.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2028-03-01      | 3.0200%  | 3.0200% | $200000.00         | $198084.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-06-01      | 6.4580%  | 6.4580% | $550000.00         | $15533.58          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-09-01      | 3.5000%  | 3.5000% | $1299056.00        | $362561.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-08-01      | 4.5000%  | 4.5000% | $500000.00         | $59571.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-09-01      | 3.5000%  | 3.5000% | $3261969.00        | $581297.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-09-01      | 6.4450%  | 6.4450% | $550000.00         | $12272.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-09-01      | 6.4180%  | 6.4180% | $130000.00         | $2105.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2028-10-01      | 3.5000%  | 3.5000% | $25000.00          | $894.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-05-01      | 5.0000%  | 5.0000% | $5695821.00        | $132188.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-09-01      | 6.3090%  | 6.3090% | $10349493.00       | $709449.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-09-01      | 6.3090%  | 6.3090% | $92000.00          | $1573.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-01-01      | 5.8390%  | 5.8390% | $575000.00         | $13085.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-03-01      | 6.3840%  | 6.3840% | $150000.00         | $11588.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-07-01      | 6.2160%  | 6.2160% | $575000.00         | $11558.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-04-01      | 6.2590%  | 6.2590% | $9000000.00        | $249273.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2045-08-01      | 6.3490%  | 6.3490% | $1200000.00        | $73121.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2045-06-01      | 6.3490%  | 6.3490% | $575000.00         | $13288.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-09-01      | 5.8570%  | 5.8570% | $25000.00          | $699.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-08-01      | 5.1610%  | 5.1610% | $2470359.00        | $4206.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-04-01      | 7.0010%  | 7.0010% | $38350572.00       | $176761.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-07-01      | 6.8190%  | 6.8190% | $43350679.00       | $246473.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-09-01      | 6.3180%  | 6.3180% | $500000.00         | $624.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-06-01      | 6.2460%  | 6.2460% | $4485000.00        | $6793.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-08-01      | 5.6690%  | 5.6690% | $5317000.00        | $23815.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-08-01      | 6.6770%  | 6.6770% | $500000.00         | $4781.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-01-01      | 5.7110%  | 5.7110% | $700000.00         | $7296.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-10-01      | 5.1710%  | 5.1710% | $699999.00         | $4415.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-10-01      | 5.1710%  | 5.1710% | $400000.00         | $3101.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-08-01      | 5.1710%  | 5.1710% | $699998.00         | $9356.90           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-08-01      | 5.1710%  | 5.1710% | $200000.00         | $2209.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-09-01      | 7.0750%  | 7.0750% | $7719108.00        | $94244.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-01-01      | 6.0620%  | 6.0620% | $500562.00         | $3786.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-06-01      | 6.3570%  | 6.3570% | $30788872.00       | $247809.70         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2049-04-01      | 5.5360%  | 5.5360% | $5500000.00        | $556994.84         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2050-05-01      | 4.3520%  | 4.3520% | $3536525.00        | $657746.61         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2051-11-01      | 1.9440%  | 1.9440% | $3045000.00        | $2267115.08        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-09-01      | 4.7830%  | 4.7830% | $131981042.00      | $107340468.89      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2051-01-01      | 4.1610%  | 4.1610% | $2077185.00        | $1406842.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2050-07-01      | 3.1740%  | 3.1740% | $4492870.00        | $3931468.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2033-09-01      | 6.5200%  | 6.5200% | $4185000.00        | $12550.84          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2035-09-01      | 6.5160%  | 6.5160% | $4475000.00        | $182998.79         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2035-11-01      | 6.3010%  | 6.3010% | $2915956.00        | $31898.31          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2039-08-01      | 6.6530%  | 6.6530% | $1045000.00        | $9270.19           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2033-04-01      | 6.4270%  | 6.4270% | $1000000.00        | $4789.08           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2037-01-01      | 6.1090%  | 6.1090% | $5172478.00        | $42736.77          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2037-04-01      | 6.9240%  | 6.9240% | $1850000.00        | $5295.13           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2037-05-01      | 6.5110%  | 6.5110% | $2120000.00        | $13838.92          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2037-06-01      | 6.4950%  | 6.4950% | $360000.00         | $4742.40           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2037-07-01      | 6.5190%  | 6.5190% | $43516047.00       | $284647.31         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2036-01-01      | 5.9770%  | 5.9770% | $13375620.00       | $32577.65          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2036-08-01      | 6.6010%  | 6.6010% | $755000.00         | $2507.94           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2036-02-01      | 5.9050%  | 5.9050% | $47302415.00       | $164074.74         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2036-10-01      | 6.3440%  | 6.3440% | $18000000.00       | $60067.86          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2037-02-01      | 6.4400%  | 6.4400% | $12107628.00       | $267770.97         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2036-01-01      | 6.1790%  | 6.1790% | $3000000.00        | $5535.46           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2036-11-01      | 6.2240%  | 6.2240% | $1680845.00        | $53233.10          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2036-07-01      | 5.7610%  | 5.7610% | $4800000.00        | $35887.34          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2036-12-01      | 5.9900%  | 5.9900% | $75000.00          | $1991.97           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2037-03-01      | 6.0590%  | 6.0590% | $125000.00         | $3458.53           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2037-02-01      | 5.8390%  | 5.8390% | $12955902.00       | $32090.76          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2037-02-01      | 5.6760%  | 5.6760% | $124000.00         | $1148.83           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2037-02-01      | 5.6950%  | 5.6950% | $1340000.00        | $4698.18           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2037-01-01      | 6.0780%  | 6.0780% | $2742606.00        | $14001.80          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2035-09-01      | 6.4770%  | 6.4770% | $1675819.00        | $9057.00           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2037-02-01      | 6.6070%  | 6.6070% | $1260000.00        | $7145.71           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2037-03-01      | 6.7750%  | 6.7750% | $18320000.00       | $49948.36          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2036-05-01      | 6.2500%  | 6.2500% | $22500000.00       | $51251.94          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2037-01-01      | 6.7240%  | 6.7240% | $375000.00         | $2927.18           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2036-10-01      | 6.5670%  | 6.5670% | $4947327.00        | $38014.28          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2036-02-01      | 6.5700%  | 6.5700% | $24354966.00       | $100073.08         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2037-06-01      | 6.3680%  | 6.3680% | $260000.00         | $3107.94           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2036-03-01      | 6.4950%  | 6.4950% | $333657.00         | $3837.08           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2037-09-01      | 6.4660%  | 6.4660% | $18290445.00       | $172435.08         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2037-04-01      | 6.2830%  | 6.2830% | $180000.00         | $7827.16           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2037-05-01      | 6.1440%  | 6.1440% | $835000.00         | $12640.56          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2040-09-01      | 6.5480%  | 6.5480% | $7900000.00        | $123091.44         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2040-06-01      | 6.3890%  | 6.3890% | $1562523.00        | $1353617.12        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2028-12-01      | 6.9180%  | 6.9180% | $78860802.00       | $81774.56          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2036-06-01      | 6.0700%  | 6.0700% | $500000.00         | $16742.43          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2038-09-01      | 6.0860%  | 6.0860% | $1590000.00        | $48442.73          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2036-01-01      | 6.3220%  | 6.3220% | $336320.00         | $17755.63          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2037-06-01      | 5.9240%  | 5.9240% | $12088248.00       | $130613.00         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2043-12-01      | 6.3650%  | 6.3650% | $10652481.00       | $626731.33         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2043-09-01      | 6.3150%  | 6.3150% | $24912280.00       | $715648.68         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2047-07-01      | 6.2640%  | 6.2640% | $520000.00         | $10716.80          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2047-10-01      | 6.3790%  | 6.3790% | $70000.00          | $5489.88           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2035-01-01      | 6.2340%  | 6.2340% | $4675000.00        | $35849.70          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2041-11-01      | 6.5250%  | 6.5250% | $3000000.00        | $176855.70         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2047-03-01      | 3.6150%  | 3.6150% | $9500000.00        | $1210412.08        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2047-12-01      | 6.1360%  | 6.1360% | $13307750.00       | $857719.45         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2033-11-01      | 5.9960%  | 5.9960% | $11250000.00       | $54778.45          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2034-10-01      | 6.3250%  | 6.3250% | $1500000.00        | $11203.59          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2034-09-01      | 6.2350%  | 6.2350% | $447136.00         | $5162.90           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-03-01      | 4.1950%  | 4.1950% | $4211814.00        | $8782.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-04-01      | 6.7500%  | 6.7500% | $25000000.00       | $122674.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-07-01      | 4.5000%  | 4.5000% | $2599448.00        | $1044018.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2028-11-01      | 6.5360%  | 6.5360% | $8400000.00        | $9368.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-03-01      | 5.5140%  | 5.5140% | $1374000.00        | $554374.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-07-01      | 5.1020%  | 5.1020% | $2000000.00        | $430378.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-01-01      | 2.7380%  | 2.7380% | $500000.00         | $117108.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-05-01      | 2.7260%  | 2.7260% | $500000.00         | $140376.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-05-01      | 4.0000%  | 4.0000% | $341936.00         | $82514.20          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-07-01      | 2.5000%  | 2.5000% | $12000000.00       | $4015622.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-06-01      | 3.0000%  | 3.0000% | $10500000.00       | $5020171.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-03-01      | 2.0000%  | 2.0000% | $1000000.00        | $510461.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-08-01      | 1.7230%  | 1.7230% | $3000000.00        | $1829770.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 3.5930%  | 3.5930% | $205000.00         | $136971.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 4.0940%  | 4.0940% | $290000.00         | $197334.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 3.9460%  | 3.9460% | $630000.00         | $421888.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 2.8790%  | 2.8790% | $1000000.00        | $726431.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-09-01      | 6.0000%  | 6.0000% | $1524818.00        | $1528266.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 3.0000%  | 3.0000% | $98000.00          | $72094.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 4.5000%  | 4.5000% | $32579899.00       | $22521927.87       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 4.1970%  | 4.1970% | $620000.00         | $435484.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 4.5000%  | 4.5000% | $1992000.00        | $1207684.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-01      | 5.0000%  | 5.0000% | $10282503.00       | $7563824.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-01      | 5.0000%  | 5.0000% | $131977323.00      | $102261175.39      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-01      | 5.0000%  | 5.0000% | $13874531.00       | $9875769.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-10-01      | 4.0000%  | 4.0000% | $414000.00         | $44755.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-03-01      | 2.0000%  | 2.0000% | $115853.00         | $62806.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-03-01      | 3.0000%  | 3.0000% | $101000.00         | $54462.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 4.9520%  | 4.9520% | $55439456.00       | $44983986.42       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 6.5000%  | 6.5000% | $95914231.00       | $84243680.07       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-01      | 5.5000%  | 5.5000% | $3081250.00        | $3171063.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-01      | 4.9400%  | 4.9400% | $1692065.00        | $1711508.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-01      | 5.0000%  | 5.0000% | $1020647.00        | $1028823.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-01      | 5.0000%  | 5.0000% | $9097290.00        | $9169605.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-01      | 4.9260%  | 4.9260% | $2670890.00        | $2727156.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-01      | 6.0000%  | 6.0000% | $48055468.00       | $49596239.58       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-01      | 6.0000%  | 6.0000% | $31229260.00       | $31870466.55       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-07-01      | 3.0000%  | 3.0000% | $2769000.00        | $333163.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-09-01      | 3.5000%  | 3.5000% | $34000.00          | $4964.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-07-01      | 3.0000%  | 3.0000% | $2525000.00        | $900361.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-12-01      | 2.5000%  | 2.5000% | $299000.00         | $97082.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-04-01      | 5.5000%  | 5.5000% | $75444.00          | $1908.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-08-01      | 2.5000%  | 2.5000% | $613182.00         | $376712.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-01-01      | 3.5000%  | 3.5000% | $3362000.00        | $2073559.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 3.0000%  | 3.0000% | $150000.00         | $103321.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-08-01      | 2.5000%  | 2.5000% | $800000.00         | $585721.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 5.5000%  | 5.5000% | $2050000.00        | $1737088.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-10-01      | 6.0000%  | 6.0000% | $7980357.00        | $8026274.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-07-01      | 6.3870%  | 6.3870% | $7500000.00        | $130667.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-09-01      | 6.4690%  | 6.4690% | $4050000.00        | $23402.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-08-01      | 6.4210%  | 6.4210% | $18250000.00       | $231014.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-08-01      | 6.3650%  | 6.3650% | $17853000.00       | $219438.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-10-01      | 5.8410%  | 5.8410% | $2150000.00        | $11324.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-09-01      | 6.3150%  | 6.3150% | $166854.00         | $929.05            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-10-01      | 6.7800%  | 6.7800% | $213359.00         | $2254.23           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-10-01      | 6.0000%  | 6.0000% | $712000.00         | $5452.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-01-01      | 5.9950%  | 5.9950% | $155000.00         | $1570.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-04-01      | 6.5410%  | 6.5410% | $165000.00         | $1946.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-04-01      | 6.5940%  | 6.5940% | $77816.00          | $1008.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-12-01      | 5.9950%  | 5.9950% | $9000000.00        | $66308.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-02-01      | 6.0850%  | 6.0850% | $19325778.00       | $58722.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-08-01      | 4.9960%  | 4.9960% | $1769358.00        | $58918.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-09-01      | 6.4950%  | 6.4950% | $5596852.00        | $650993.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-09-01      | 6.7540%  | 6.7540% | $250000.00         | $3808.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-05-01      | 5.8150%  | 5.8150% | $4867292.00        | $54963.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-08-01      | 7.0810%  | 7.0810% | $333708.00         | $4622.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-10-01      | 6.5090%  | 6.5090% | $1695500.00        | $57359.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-01-01      | 6.2900%  | 6.2900% | $6527822.00        | $445451.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-09-01      | 6.4370%  | 6.4370% | $120000.00         | $1997.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-04-01      | 5.6740%  | 5.6740% | $8000000.00        | $49259.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-08-01      | 6.3060%  | 6.3060% | $14858979.00       | $143866.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-10-01      | 5.8890%  | 5.8890% | $405000.00         | $2024.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-12-01      | 5.5610%  | 5.5610% | $2699999.00        | $23631.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-12-01      | 5.7910%  | 5.7910% | $7500000.00        | $31353.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-03-01      | 6.1660%  | 6.1660% | $2465000.00        | $13096.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-12-01      | 5.9190%  | 5.9190% | $800000.00         | $2798.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-01-01      | 5.5690%  | 5.5690% | $470000.00         | $2171.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-04-01      | 6.4710%  | 6.4710% | $7923175.00        | $120166.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-09-01      | 6.1630%  | 6.1630% | $26204766.00       | $334029.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-06-01      | 6.1980%  | 6.1980% | $3593000.00        | $25593.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-02-01      | 5.5860%  | 5.5860% | $875000.00         | $16452.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-06-01      | 6.3940%  | 6.3940% | $610000.00         | $3019.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-10-01      | 6.0490%  | 6.0490% | $5350000.00        | $36746.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-10-01      | 5.7140%  | 5.7140% | $50002447.00       | $232558.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-11-01      | 6.2350%  | 6.2350% | $7600000.00        | $59832.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-11-01      | 5.7830%  | 5.7830% | $200000.00         | $1534.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-11-01      | 5.7000%  | 5.7000% | $300000.00         | $3230.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-12-01      | 6.0030%  | 6.0030% | $1050000.00        | $6208.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-12-01      | 5.7140%  | 5.7140% | $1300000.00        | $6687.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-01-01      | 5.9550%  | 5.9550% | $5089993.00        | $113764.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-09-01      | 6.4690%  | 6.4690% | $5000000.00        | $5110.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-03-01      | 6.4580%  | 6.4580% | $615000.00         | $6874.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 5.8780%  | 5.8780% | $6846553.00        | $5515441.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-12-01      | 5.0000%  | 5.0000% | $1028197.00        | $672956.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 5.0000%  | 5.0000% | $2515763.00        | $2540984.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 5.0000%  | 5.0000% | $23558446.00       | $22658178.70       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-01      | 6.5000%  | 6.5000% | $15601107.00       | $15183050.53       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-12-01      | 4.5000%  | 4.5000% | $1177435.00        | $1073060.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 6.0000%  | 6.0000% | $1263998.00        | $983707.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 6.0000%  | 6.0000% | $1210277.00        | $1001770.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 5.1790%  | 5.1790% | $1622750.00        | $1652178.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-07-01      | 6.5000%  | 6.5000% | $1053086.00        | $1048059.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-01      | 5.0410%  | 5.0410% | $2882336.00        | $2920108.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-01      | 5.2770%  | 5.2770% | $6522215.00        | $6715730.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-01      | 5.5000%  | 5.5000% | $3153794.00        | $3221039.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2045-08-01      | 6.3490%  | 6.3490% | $575000.00         | $14040.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-11-01      | 6.0940%  | 6.0940% | $580000.00         | $22606.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-10-01      | 6.3600%  | 6.3600% | $575000.00         | $20901.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-09-01      | 4.0000%  | 4.0000% | $125084.00         | $35891.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-04-01      | 4.0000%  | 4.0000% | $758000.00         | $199470.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-07-01      | 6.3600%  | 6.3600% | $123578.00         | $10745.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-07-01      | 6.3090%  | 6.3090% | $630000.00         | $30747.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-08-01      | 6.3490%  | 6.3490% | $300000.00         | $15977.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-02-01      | 4.0000%  | 4.0000% | $1184706.00        | $335267.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-04-01      | 6.6200%  | 6.6200% | $540000.00         | $32201.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-12-01      | 5.9340%  | 5.9340% | $580000.00         | $34460.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-09-01      | 6.3360%  | 6.3360% | $334000.00         | $58777.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-05-01      | 5.0000%  | 5.0000% | $662384.00         | $74341.33          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-11-01      | 2.9920%  | 2.9920% | $23828464.00       | $2705265.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-08-01      | 5.7500%  | 5.7500% | $10000000.00       | $869970.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-10-01      | 6.2480%  | 6.2480% | $6974000.00        | $550874.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-07-01      | 3.4190%  | 3.4190% | $3764000.00        | $2246063.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-06-01      | 2.4630%  | 2.4630% | $330000.00         | $214979.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-01      | 5.0010%  | 5.0010% | $15367011.00       | $12166348.68       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 5.3410%  | 5.3410% | $43480504.00       | $38603484.35       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-08-01      | 3.5000%  | 3.5000% | $1437372.00        | $1332974.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-01      | 4.7930%  | 4.7930% | $49029166.00       | $49953705.74       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-09-01      | 3.1780%  | 3.1780% | $620000.00         | $114604.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-11-01      | 2.7770%  | 2.7770% | $620000.00         | $134961.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-12-01      | 2.7420%  | 2.7420% | $880000.00         | $218308.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-01-01      | 2.6690%  | 2.6690% | $600000.00         | $133674.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-07-01      | 3.1210%  | 3.1210% | $330000.00         | $76799.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-08-01      | 6.1250%  | 6.1250% | $2000000.00        | $28122.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-10-01      | 6.1900%  | 6.1900% | $300000.00         | $955.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-07-01      | 6.5860%  | 6.5860% | $417135.00         | $2578.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-03-01      | 5.0000%  | 5.0000% | $5580249.00        | $52798.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2027-12-01      | 3.0000%  | 3.0000% | $8861229.00        | $105433.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2030-07-01      | 2.5000%  | 2.5000% | $1465000.00        | $89831.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-01-01      | 4.0000%  | 4.0000% | $5135000.00        | $637587.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-06-01      | 4.0000%  | 4.0000% | $232633.00         | $19378.42          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-05-01      | 4.0000%  | 4.0000% | $4410849.00        | $365847.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-09-01      | 2.5000%  | 2.5000% | $265000.00         | $38720.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 4.5000%  | 4.5000% | $30256395.00       | $22792156.85       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-10-01      | 5.0000%  | 5.0000% | $432000.00         | $307040.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-12-01      | 6.2460%  | 6.2460% | $1378000.00        | $13802.65          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-09-01      | 6.6020%  | 6.6020% | $23423435.00       | $428686.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-12-01      | 6.9210%  | 6.9210% | $9010000.00        | $60857.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-10-01      | 6.5300%  | 6.5300% | $15054152.00       | $40649.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-12-01      | 4.5000%  | 4.5000% | $451719.00         | $29533.08          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-10-01      | 4.6600%  | 4.6600% | $6335770.00        | $6395217.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-05-01      | 2.5040%  | 2.5040% | $265000.00         | $180864.12         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2056-03-01      | 5.3490%  | 5.3490% | $1611000.00        | $1651832.67        | Agency Mortgage-Backed Securities |

### Security 209: WELLS FARGO & COMPANY

- **C.1 - Title:** WELLS FARGO & COMPANY
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6V1A75, C.4 - ISIN: 101092, C.3 - LEI: PBLD0EJDB5FWOLXP3B76
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-15      | 2.3750%  | 2.3750% | $46392300.00       | $75813691.69       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-02-15      | 2.1250%  | 2.1250% | $5795500.00        | $8829796.63        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-02-15      | 2.1250%  | 2.1250% | $32200.00          | $47984.33          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-02-15      | 0.7500%  | 0.7500% | $52027100.00       | $60013844.66       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-02-15      | 0.6250%  | 0.6250% | $101969400.00      | $110757049.52      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-02-15      | 1.3750%  | 1.3750% | $221100.00         | $265961.93         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-02-15      | 0.7500%  | 0.7500% | $159000.00         | $165343.38         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2046-02-15      | 1.0000%  | 1.0000% | $15147000.00       | $16172721.36       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2047-02-15      | 0.8750%  | 0.8750% | $91896800.00       | $92247522.70       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-02-15      | 1.0000%  | 1.0000% | $121100.00         | $120628.07         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-02-15      | 1.0000%  | 1.0000% | $12414200.00       | $11951571.25       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-02-15      | 0.2500%  | 0.2500% | $175005000.00      | $132582566.55      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-02-15      | 0.1250%  | 0.1250% | $22170100.00       | $15611566.81       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-02-15      | 0.1250%  | 0.1250% | $60400.00          | $38884.17          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-02-15      | 1.5000%  | 1.5000% | $28576400.00       | $25231771.75       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-02-15      | 2.1250%  | 2.1250% | $367458300.00      | $361399707.43      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-02-15      | 2.3750%  | 2.3750% | $60010700.00       | $60657129.43       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2056-02-15      | 2.3750%  | 2.3750% | $15289900.00       | $15064044.75       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-01-15      | 0.8750%  | 0.8750% | $3727700.00        | $4771712.32        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-15      | 0.3750%  | 0.3750% | $20377300.00       | $27257397.22       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-07-15      | 0.1250%  | 0.1250% | $54928100.00       | $66701961.60       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-01-15      | 0.1250%  | 0.1250% | $52584900.00       | $62211149.76       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-07-15      | 0.1250%  | 0.1250% | $49234800.00       | $56300344.41       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-15      | 0.1250%  | 0.1250% | $72276600.00       | $85857802.48       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-01-15      | 0.1250%  | 0.1250% | $20849900.00       | $22760966.33       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-15      | 0.1250%  | 0.1250% | $520200.00         | $591820.33         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-07-15      | 0.6250%  | 0.6250% | $156091800.00      | $167021304.79      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-15      | 1.6250%  | 1.6250% | $84947800.00       | $94897443.29       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-01-15      | 1.1250%  | 1.1250% | $16350300.00       | $17468852.53       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-15      | 2.3750%  | 2.3750% | $185725100.00      | $205969946.97      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-01-15      | 1.7500%  | 1.7500% | $84872800.00       | $91081333.13       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-10-15      | 1.6250%  | 1.6250% | $39770700.00       | $42141772.82       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-01-15      | 2.1250%  | 2.1250% | $64180800.00       | $68673617.75       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-10-15      | 1.1250%  | 1.1250% | $17293600.00       | $17420578.19       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2036-01-15      | 1.8750%  | 1.8750% | $21629800.00       | $21900307.07       | U.S. Treasuries (including strips) |

### Security 210: WFC Holdings LLC

- **C.1 - Title:** WFC Holdings LLC
- **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: BYM6V17W4, C.4 - ISIN: 11965, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-03-16      | 4.0000%  | 4.0000% | $3510000.00        | $5552086.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-07-20      | 2.2380%  | 2.2380% | $107500000.00      | $4742743.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-07-20      | 1.4880%  | 1.4880% | $100000000.00      | $4540564.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-09-20      | 2.2680%  | 2.2680% | $125000249.00      | $6309820.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-09-20      | 1.6880%  | 1.6880% | $50000000.00       | $2609044.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-12-20      | 3.0000%  | 3.0000% | $6912250.00        | $657408.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-08-20      | 1.2880%  | 1.2880% | $10000000.00       | $138312.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-09-20      | 5.0110%  | 5.0110% | $50000000.00       | $32273781.55       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 4.6610%  | 4.6610% | $50000000.00       | $39770313.03       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 4.7610%  | 4.7610% | $31790000.00       | $15706803.61       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-12-20      | 1.5880%  | 1.5880% | $100000000.00      | $3464504.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-11-20      | 5.0610%  | 5.0610% | $51000000.00       | $51545862.63       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 4.7110%  | 4.7110% | $100000000.00      | $86781106.93       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 1.5080%  | 1.5080% | $59334036.00       | $1608020.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 4.7110%  | 4.7110% | $100000000.00      | $77528449.91       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-06-20      | 5.4610%  | 5.4610% | $14126779.00       | $11309514.61       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-06-20      | 2.8380%  | 2.8380% | $67200000.00       | $3704609.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-06-20      | 1.5880%  | 1.5880% | $75000000.00       | $2706722.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-10-20      | 4.6610%  | 4.6610% | $77048043.00       | $76786066.20       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-12-20      | 4.6610%  | 4.6610% | $39423278.00       | $39175144.78       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-01-20      | 1.2380%  | 1.2380% | $61713248.00       | $2667924.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-01-20      | 1.8380%  | 1.8380% | $141428809.00      | $9985334.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-02-20      | 4.6990%  | 4.6990% | $52451428.00       | $52970844.78       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-02-20      | 2.0000%  | 2.0000% | $50000000.00       | $3394098.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-02-20      | 2.5870%  | 2.5870% | $50000000.00       | $2845409.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-02-20      | 0.7000%  | 0.7000% | $50000000.00       | $1225509.24        | Agency Collateralized Mortgage Obligation |

### Security 211: WI TREASURY BILL

- **C.1 - Title:** WI TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TA5, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3048754555.98
- **C.18.a - Value (excl. sponsor support):** $3048754555.98
- **C.19 - Percentage of Net Assets:** 1.8400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 212: WI TREASURY BILL

- **C.1 - Title:** WI TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TL1, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $914312281.98
- **C.18.a - Value (excl. sponsor support):** $914312281.98
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 213: WI TREASURY BILL

- **C.1 - Title:** WI TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TF4, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $770576515.80
- **C.18.a - Value (excl. sponsor support):** $770576515.80
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 214: WI TREASURY BILL

- **C.1 - Title:** WI TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TW7, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $481900506.54
- **C.18.a - Value (excl. sponsor support):** $481900506.54
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-08-13
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 215: WI TREASURY BILL

- **C.1 - Title:** WI TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TE7, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $917468814.72
- **C.18.a - Value (excl. sponsor support):** $917468814.72
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 216: WI TREASURY BILL

- **C.1 - Title:** WI TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TM9, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1597211239.41
- **C.18.a - Value (excl. sponsor support):** $1597211239.41
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **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
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 217: WI TREASURY BILL

- **C.1 - Title:** WI TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TT4, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $551402722.15
- **C.18.a - Value (excl. sponsor support):** $551402722.15
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-05-26
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 218: WI TREASURY BILL

- **C.1 - Title:** WI TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UA3, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1828581234.48
- **C.18.a - Value (excl. sponsor support):** $1828581234.48
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-16
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 219: WI TREASURY BILL

- **C.1 - Title:** WI TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TP2, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1676179583.00
- **C.18.a - Value (excl. sponsor support):** $1676179583.00
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-07-23
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 220: WI TREASURY BILL

- **C.1 - Title:** WI TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UC9, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $591910511.54
- **C.18.a - Value (excl. sponsor support):** $591910511.54
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 221: WI TREASURY BILL

- **C.1 - Title:** WI TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SV0, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $816452269.61
- **C.18.a - Value (excl. sponsor support):** $816452269.61
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-21
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

## N-MFP: Signatures

**Registrant:** Dreyfus Government Cash Management Funds

**Date:** 2026-03-05

**By:** /S/Robert Svagna

**Name of Signing Officer:** Robert Svagna

**Title of Signing Officer:** Treasury Manager