# EDGAR Filing Document

**Accession Number:** 0000822977
**File Stem:** 0001193125-26-040933
**Filing Date:** 2026-2
**Character Count:** 3584725
**Document Hash:** b94ce38e02e2a13cde32edcb80acdde4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-040933.hdr.sgml**: 20260206

**ACCESSION NUMBER**: 0001193125-26-040933

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260130

**FILED AS OF DATE**: 20260206

**DATE AS OF CHANGE**: 20260206

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** GOLDMAN SACHS TRUST
- **CENTRAL INDEX KEY:** 0000822977

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05349
- **FILM NUMBER:** 26606878

**BUSINESS ADDRESS:**
- **STREET 1:** 71  SOUTH WACKER DRIVE
- **STREET 2:** C/O GOLDMAN SACHS & CO
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60606
- **BUSINESS PHONE:** 3126554400

**MAIL ADDRESS:**
- **STREET 1:** 200 WEST STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10282

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** GOLDMAN SACHS SHORT INTERMEDIATE GOVERNMENT FUND
- **DATE OF NAME CHANGE:** 19910711

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SHORT INTERMEDIATE GOVERNMENT FUND
- **DATE OF NAME CHANGE:** 19900104

## Series and Classes Contracts Data

### Goldman Sachs Financial Square Government Fund (Series ID: S000009242)

| Class ID   | Class Name                   | Ticker Symbol   |
|:---|:---|:---|
| C000025196 | Institutional Shares         | FGTXX           |
| C000025197 | Administration Shares        | FOAXX           |
| C000025198 | Service Shares               | FOSXX           |
| C000025199 | Preferred Shares             | GPGXX           |
| C000025200 | Select Shares                | GSGXX           |
| C000025201 | Capital Shares               | GCGXX           |
| C000088802 | Cash Management Shares       | GVCXX           |
| C000088803 | Premier Shares               | GGPXX           |
| C000088804 | Resource Shares              | GVRXX           |
| C000166882 | Class A Shares               | FSOXX           |
| C000166883 | Class C Shares               | FSGXX           |
| C000167141 | Class R6 Shares              | FGGXX           |
| C000214495 | Drexel Hamilton Class Shares | VETXX           |
| C000229774 | Seelaus Class Shares         | WMNXX           |
| C000229775 | Loop Class Shares            | LDIXX           |
| C000237844 | Class D Shares               | GSAXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000822977

### General Information

**Report for (YYYY-MM-DD):** 2026-01-30

**Registrant Full Name:** Goldman Sachs Trust

**CIK Number of Registrant:** 0000822977

**LEI of Registrant:** S2FHCT8U6D2VORP0J605

**Name of Series:** Goldman Sachs Financial Square Fund - Government

**LEI of Series:** 549300BRJMXN4GUWZ402

**EDGAR Series Identifier:** S000009242

**Total number of share classes in the series:** 16

**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            | Goldman Sachs Asset Management, L.P.                    | 801-37591         |
| Independent Public Accountant | PricewaterhouseCoopers LLP<br>City: Boston<br>State: MA |  |
| Administrator                 | Goldman Sachs Asset Management, L.P.                    |  |
| Transfer Agent                | Goldman Sachs & Co. LLC<br>CIK: 0000734700              | 084-01100         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 033-17619

- **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:** 39 days

- **WAL:** 105 days

- **Total Value of Portfolio Securities:** $281581240542.69

- **Amortized Cost of Portfolio Securities:** $281543588943.26

- **Cash:** $5883579666.20

- **Total Other Assets:** $3205218794.55

- **Total Liabilities:** $6537741672.09

- **Net Assets of Series:** $284094645731.92

- **Number of Shares Outstanding (Series):** 284070324546.0720

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-01-02 | $137256019859.93          | $242540206904.17           | 48.9700%                  | 86.5300%                   |
| 2026-01-05 | $148768319560.24          | $253236857427.64           | 51.0900%                  | 86.9700%                   |
| 2026-01-06 | $149837444235.63          | $254029204729.22           | 51.3400%                  | 87.0400%                   |
| 2026-01-07 | $158054105775.03          | $256618491992.83           | 53.6900%                  | 87.1700%                   |
| 2026-01-08 | $150359264506.41          | $248433881030.56           | 52.4400%                  | 86.6400%                   |
| 2026-01-09 | $151736084928.51          | $246156334044.86           | 53.0500%                  | 86.0600%                   |
| 2026-01-12 | $158936759959.40          | $250990777213.75           | 54.4700%                  | 86.0200%                   |
| 2026-01-13 | $156007918964.48          | $253143936218.83           | 53.0700%                  | 86.1200%                   |
| 2026-01-14 | $145648632186.26          | $242786649440.61           | 51.3600%                  | 85.6100%                   |
| 2026-01-15 | $141941295537.26          | $238766754957.64           | 50.6900%                  | 85.2700%                   |
| 2026-01-16 | $140466356445.43          | $237410220126.52           | 50.0000%                  | 84.5100%                   |
| 2026-01-20 | $141504757763.92          | $242924034548.39           | 49.3600%                  | 84.7300%                   |
| 2026-01-21 | $131512547418.53          | $236341842330.51           | 46.9500%                  | 84.3700%                   |
| 2026-01-22 | $129929723854.48          | $234735763659.69           | 46.5100%                  | 84.0300%                   |
| 2026-01-23 | $123468392066.13          | $232952847450.07           | 44.5100%                  | 83.9800%                   |
| 2026-01-26 | $128623046783.96          | $238562067729.80           | 45.3800%                  | 84.1700%                   |
| 2026-01-27 | $135964946482.40          | $245649250981.60           | 46.8000%                  | 84.5500%                   |
| 2026-01-28 | $133132820197.13          | $243402857802.58           | 46.1600%                  | 84.3900%                   |
| 2026-01-29 | $133989564429.19          | $245129756417.30           | 45.9800%                  | 84.1200%                   |
| 2026-01-30 | $128227181056.08          | $244619949003.57           | 44.1200%                  | 84.1600%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-01-02 | 3.8500%             |
| 2026-01-05 | 3.8700%             |
| 2026-01-06 | 3.8600%             |
| 2026-01-07 | 3.8400%             |
| 2026-01-08 | 3.8300%             |
| 2026-01-09 | 3.8200%             |
| 2026-01-12 | 3.7800%             |
| 2026-01-13 | 3.7800%             |
| 2026-01-14 | 3.7800%             |
| 2026-01-15 | 3.7800%             |
| 2026-01-16 | 3.7800%             |
| 2026-01-20 | 3.7800%             |
| 2026-01-21 | 3.7800%             |
| 2026-01-22 | 3.7800%             |
| 2026-01-23 | 3.7800%             |
| 2026-01-26 | 3.7700%             |
| 2026-01-27 | 3.7700%             |
| 2026-01-28 | 3.7700%             |
| 2026-01-29 | 3.7700%             |
| 2026-01-30 | 3.7700%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-01-02 | 1.0003                      |
|  |  |
| 2026-01-05 | 1.0003                      |
|  |  |
| 2026-01-06 | 1.0003                      |
|  |  |
| 2026-01-07 | 1.0003                      |
|  |  |
| 2026-01-08 | 1.0003                      |
|  |  |
| 2026-01-09 | 1.0003                      |
|  |  |
| 2026-01-12 | 1.0003                      |
|  |  |
| 2026-01-13 | 1.0003                      |
|  |  |
| 2026-01-14 | 1.0003                      |
|  |  |
| 2026-01-15 | 1.0003                      |
|  |  |
| 2026-01-16 | 1.0002                      |
|  |  |
| 2026-01-20 | 1.0002                      |
|  |  |
| 2026-01-21 | 1.0002                      |
|  |  |
| 2026-01-22 | 1.0002                      |
|  |  |
| 2026-01-23 | 1.0002                      |
|  |  |
| 2026-01-26 | 1.0002                      |
|  |  |
| 2026-01-27 | 1.0002                      |
|  |  |
| 2026-01-28 | 1.0002                      |
|  |  |
| 2026-01-29 | 1.0002                      |
|  |  |
| 2026-01-30 | 1.0002                      |
|  |  |

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

### Class: Institutional Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $228807742405.23

- **Number of Shares Outstanding:** 228788154300.6840

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0003          |
|  |  |
| 2026-01-05 | 1.0003          |
|  |  |
| 2026-01-06 | 1.0003          |
|  |  |
| 2026-01-07 | 1.0003          |
|  |  |
| 2026-01-08 | 1.0003          |
|  |  |
| 2026-01-09 | 1.0003          |
|  |  |
| 2026-01-12 | 1.0003          |
|  |  |
| 2026-01-13 | 1.0003          |
|  |  |
| 2026-01-14 | 1.0003          |
|  |  |
| 2026-01-15 | 1.0003          |
|  |  |
| 2026-01-16 | 1.0002          |
|  |  |
| 2026-01-20 | 1.0002          |
|  |  |
| 2026-01-21 | 1.0002          |
|  |  |
| 2026-01-22 | 1.0002          |
|  |  |
| 2026-01-23 | 1.0002          |
|  |  |
| 2026-01-26 | 1.0002          |
|  |  |
| 2026-01-27 | 1.0002          |
|  |  |
| 2026-01-28 | 1.0002          |
|  |  |
| 2026-01-29 | 1.0002          |
|  |  |
| 2026-01-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $13374195589.12           | $11317898477.77         |
| 2026-01-05 | $10386533035.79           | $6106779933.73          |
| 2026-01-06 | $6330659046.65            | $9212546077.49          |
| 2026-01-07 | $10396454080.25           | $7902465137.95          |
| 2026-01-08 | $7062093644.63            | $7531042698.03          |
| 2026-01-09 | $7511728508.74            | $9107358284.98          |
| 2026-01-12 | $8087843368.77            | $5974543590.69          |
| 2026-01-13 | $7060702380.59            | $8438766783.40          |
| 2026-01-14 | $6846577967.71            | $13347573149.97         |
| 2026-01-15 | $9560124343.46            | $10143391744.52         |
| 2026-01-16 | $7604925900.39            | $8597679841.73          |
| 2026-01-20 | $8370484432.26            | $7721697772.40          |
| 2026-01-21 | $4943000296.69            | $9462827138.75          |
| 2026-01-22 | $7827962544.84            | $6381294926.35          |
| 2026-01-23 | $5475882829.26            | $7007159042.06          |
| 2026-01-26 | $9741066615.18            | $5656977020.52          |
| 2026-01-27 | $11578485390.35           | $7402268288.95          |
| 2026-01-28 | $8115528825.84            | $8004937256.29          |
| 2026-01-29 | $10373010311.46           | $7923670475.41          |
| 2026-01-30 | $9306927912.61            | $10965710176.47         |

**Total Gross Subscriptions (Month):** $169954187024.59

**Total Gross Redemptions (Month):** $168206587817.46

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.6300%           |
| 2026-01-05 | 3.6400%           |
| 2026-01-06 | 3.6300%           |
| 2026-01-07 | 3.6200%           |
| 2026-01-08 | 3.6100%           |
| 2026-01-09 | 3.5900%           |
| 2026-01-12 | 3.5500%           |
| 2026-01-13 | 3.5500%           |
| 2026-01-14 | 3.5500%           |
| 2026-01-15 | 3.5500%           |
| 2026-01-16 | 3.5500%           |
| 2026-01-20 | 3.5500%           |
| 2026-01-21 | 3.5500%           |
| 2026-01-22 | 3.5500%           |
| 2026-01-23 | 3.5500%           |
| 2026-01-26 | 3.5500%           |
| 2026-01-27 | 3.5500%           |
| 2026-01-28 | 3.5500%           |
| 2026-01-29 | 3.5500%           |
| 2026-01-30 | 3.5500%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 10.7600%         | 0.0000%              |

### Class: Administration Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $12321936893.37

- **Number of Shares Outstanding:** 12320882019.1500

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0003          |
|  |  |
| 2026-01-05 | 1.0003          |
|  |  |
| 2026-01-06 | 1.0003          |
|  |  |
| 2026-01-07 | 1.0003          |
|  |  |
| 2026-01-08 | 1.0003          |
|  |  |
| 2026-01-09 | 1.0003          |
|  |  |
| 2026-01-12 | 1.0003          |
|  |  |
| 2026-01-13 | 1.0003          |
|  |  |
| 2026-01-14 | 1.0003          |
|  |  |
| 2026-01-15 | 1.0003          |
|  |  |
| 2026-01-16 | 1.0002          |
|  |  |
| 2026-01-20 | 1.0002          |
|  |  |
| 2026-01-21 | 1.0002          |
|  |  |
| 2026-01-22 | 1.0002          |
|  |  |
| 2026-01-23 | 1.0002          |
|  |  |
| 2026-01-26 | 1.0002          |
|  |  |
| 2026-01-27 | 1.0002          |
|  |  |
| 2026-01-28 | 1.0002          |
|  |  |
| 2026-01-29 | 1.0002          |
|  |  |
| 2026-01-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $347521969.31             | $885599917.32           |
| 2026-01-05 | $192017343.51             | $192088756.22           |
| 2026-01-06 | $296943345.57             | $142075325.26           |
| 2026-01-07 | $61364359.44              | $293354393.19           |
| 2026-01-08 | $71723498.22              | $393468841.39           |
| 2026-01-09 | $144523679.33             | $165888119.91           |
| 2026-01-12 | $82893231.48              | $205474431.12           |
| 2026-01-13 | $194658791.12             | $76520492.29            |
| 2026-01-14 | $124702554.11             | $170184510.75           |
| 2026-01-15 | $297232670.46             | $260285528.17           |
| 2026-01-16 | $222811981.11             | $240482731.93           |
| 2026-01-20 | $292345184.01             | $248503777.44           |
| 2026-01-21 | $196414285.26             | $183184421.45           |
| 2026-01-22 | $250022783.77             | $97021957.64            |
| 2026-01-23 | $325686951.34             | $292846075.18           |
| 2026-01-26 | $125214761.35             | $101755754.17           |
| 2026-01-27 | $114800662.32             | $58993863.42            |
| 2026-01-28 | $120719933.62             | $192418898.67           |
| 2026-01-29 | $204035361.96             | $142804502.30           |
| 2026-01-30 | $167465816.67             | $506421274.80           |

**Total Gross Subscriptions (Month):** $3833099163.96

**Total Gross Redemptions (Month):** $4849373572.62

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.3800%           |
| 2026-01-05 | 3.3900%           |
| 2026-01-06 | 3.3800%           |
| 2026-01-07 | 3.3700%           |
| 2026-01-08 | 3.3600%           |
| 2026-01-09 | 3.3400%           |
| 2026-01-12 | 3.3000%           |
| 2026-01-13 | 3.3000%           |
| 2026-01-14 | 3.3000%           |
| 2026-01-15 | 3.3000%           |
| 2026-01-16 | 3.3000%           |
| 2026-01-20 | 3.3000%           |
| 2026-01-21 | 3.3000%           |
| 2026-01-22 | 3.3000%           |
| 2026-01-23 | 3.3000%           |
| 2026-01-26 | 3.3000%           |
| 2026-01-27 | 3.3000%           |
| 2026-01-28 | 3.3000%           |
| 2026-01-29 | 3.3000%           |
| 2026-01-30 | 3.3000%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 5.6700%          | 0.0000%              |
| Depository institution or other banking institution |  | 5.9200%          | 0.0000%              |
| Depository institution or other banking institution |  | 6.8400%          | 0.0000%              |
| Depository institution or other banking institution |  | 9.2400%          | 0.0000%              |
| Depository institution or other banking institution |  | 16.6600%         | 0.0000%              |
| Depository institution or other banking institution |  | 18.6900%         | 0.0000%              |
| Depository institution or other banking institution |  | 5.1800%          | 0.0000%              |
| Depository institution or other banking institution |  | 5.7100%          | 0.0000%              |

### Class: Service Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $1554049556.20

- **Number of Shares Outstanding:** 1553916514.8710

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0003          |
|  |  |
| 2026-01-05 | 1.0003          |
|  |  |
| 2026-01-06 | 1.0003          |
|  |  |
| 2026-01-07 | 1.0003          |
|  |  |
| 2026-01-08 | 1.0003          |
|  |  |
| 2026-01-09 | 1.0003          |
|  |  |
| 2026-01-12 | 1.0003          |
|  |  |
| 2026-01-13 | 1.0003          |
|  |  |
| 2026-01-14 | 1.0003          |
|  |  |
| 2026-01-15 | 1.0003          |
|  |  |
| 2026-01-16 | 1.0002          |
|  |  |
| 2026-01-20 | 1.0002          |
|  |  |
| 2026-01-21 | 1.0002          |
|  |  |
| 2026-01-22 | 1.0002          |
|  |  |
| 2026-01-23 | 1.0002          |
|  |  |
| 2026-01-26 | 1.0002          |
|  |  |
| 2026-01-27 | 1.0002          |
|  |  |
| 2026-01-28 | 1.0002          |
|  |  |
| 2026-01-29 | 1.0002          |
|  |  |
| 2026-01-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $24505739.88              | $56175874.13            |
| 2026-01-05 | $76983232.48              | $26448663.59            |
| 2026-01-06 | $12978722.20              | $39068144.06            |
| 2026-01-07 | $17879028.65              | $31221977.42            |
| 2026-01-08 | $18636390.24              | $29503586.98            |
| 2026-01-09 | $22001263.47              | $51725035.30            |
| 2026-01-12 | $26416621.73              | $37790108.35            |
| 2026-01-13 | $14523145.73              | $12572660.61            |
| 2026-01-14 | $8144284.51               | $15225991.70            |
| 2026-01-15 | $21357466.63              | $46600029.95            |
| 2026-01-16 | $62322452.74              | $100438282.63           |
| 2026-01-20 | $11143171.56              | $70633201.55            |
| 2026-01-21 | $28052090.06              | $18046268.54            |
| 2026-01-22 | $31221225.19              | $13554149.57            |
| 2026-01-23 | $6717434.33               | $37727422.74            |
| 2026-01-26 | $12496013.03              | $28595194.27            |
| 2026-01-27 | $24987785.45              | $8904426.02             |
| 2026-01-28 | $11573272.86              | $6715404.97             |
| 2026-01-29 | $46039946.73              | $13423110.58            |
| 2026-01-30 | $9528263.53               | $50212377.76            |

**Total Gross Subscriptions (Month):** $487507551.00

**Total Gross Redemptions (Month):** $694581910.72

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.1300%           |
| 2026-01-05 | 3.1400%           |
| 2026-01-06 | 3.1300%           |
| 2026-01-07 | 3.1200%           |
| 2026-01-08 | 3.1100%           |
| 2026-01-09 | 3.0900%           |
| 2026-01-12 | 3.0500%           |
| 2026-01-13 | 3.0500%           |
| 2026-01-14 | 3.0500%           |
| 2026-01-15 | 3.0500%           |
| 2026-01-16 | 3.0500%           |
| 2026-01-20 | 3.0500%           |
| 2026-01-21 | 3.0500%           |
| 2026-01-22 | 3.0500%           |
| 2026-01-23 | 3.0500%           |
| 2026-01-26 | 3.0500%           |
| 2026-01-27 | 3.0500%           |
| 2026-01-28 | 3.0500%           |
| 2026-01-29 | 3.0500%           |
| 2026-01-30 | 3.0500%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 8.5900%          | 0.0000%              |
| Depository institution or other banking institution |  | 9.7300%          | 0.0000%              |
| Broker-dealer                                       |  | 10.4800%         | 0.0000%              |
| Depository institution or other banking institution |  | 5.1800%          | 0.0000%              |
| Depository institution or other banking institution |  | 19.4900%         | 0.0000%              |
| Depository institution or other banking institution |  | 20.6000%         | 0.0000%              |

### Class: Preferred Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $2133828255.33

- **Number of Shares Outstanding:** 2133645579.4800

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0003          |
|  |  |
| 2026-01-05 | 1.0003          |
|  |  |
| 2026-01-06 | 1.0003          |
|  |  |
| 2026-01-07 | 1.0003          |
|  |  |
| 2026-01-08 | 1.0003          |
|  |  |
| 2026-01-09 | 1.0003          |
|  |  |
| 2026-01-12 | 1.0003          |
|  |  |
| 2026-01-13 | 1.0003          |
|  |  |
| 2026-01-14 | 1.0003          |
|  |  |
| 2026-01-15 | 1.0003          |
|  |  |
| 2026-01-16 | 1.0002          |
|  |  |
| 2026-01-20 | 1.0002          |
|  |  |
| 2026-01-21 | 1.0002          |
|  |  |
| 2026-01-22 | 1.0002          |
|  |  |
| 2026-01-23 | 1.0002          |
|  |  |
| 2026-01-26 | 1.0002          |
|  |  |
| 2026-01-27 | 1.0002          |
|  |  |
| 2026-01-28 | 1.0002          |
|  |  |
| 2026-01-29 | 1.0002          |
|  |  |
| 2026-01-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $18414903.11              | $108044713.20           |
| 2026-01-05 | $28751860.72              | $20751960.46            |
| 2026-01-06 | $100708032.77             | $11784733.64            |
| 2026-01-07 | $24682600.06              | $365447014.62           |
| 2026-01-08 | $114248369.52             | $7531436.52             |
| 2026-01-09 | $20700325.58              | $12192690.25            |
| 2026-01-12 | $7024731.97               | $16789722.80            |
| 2026-01-13 | $38746986.37              | $4270857.90             |
| 2026-01-14 | $926289.95                | $58322715.76            |
| 2026-01-15 | $38569128.62              | $59889335.54            |
| 2026-01-16 | $26104664.21              | $10349511.09            |
| 2026-01-20 | $69036980.89              | $66834404.58            |
| 2026-01-21 | $28133490.84              | $47384551.21            |
| 2026-01-22 | $22838829.59              | $100587080.85           |
| 2026-01-23 | $40599408.46              | $10582240.01            |
| 2026-01-26 | $19149494.26              | $60317774.91            |
| 2026-01-27 | $31385685.54              | $13842702.30            |
| 2026-01-28 | $11911334.41              | $50115670.94            |
| 2026-01-29 | $37507641.44              | $42717496.40            |
| 2026-01-30 | $34690278.67              | $13983399.81            |

**Total Gross Subscriptions (Month):** $714131036.98

**Total Gross Redemptions (Month):** $1081740012.79

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.5300%           |
| 2026-01-05 | 3.5400%           |
| 2026-01-06 | 3.5300%           |
| 2026-01-07 | 3.5200%           |
| 2026-01-08 | 3.5100%           |
| 2026-01-09 | 3.4900%           |
| 2026-01-12 | 3.4500%           |
| 2026-01-13 | 3.4500%           |
| 2026-01-14 | 3.4500%           |
| 2026-01-15 | 3.4500%           |
| 2026-01-16 | 3.4500%           |
| 2026-01-20 | 3.4500%           |
| 2026-01-21 | 3.4500%           |
| 2026-01-22 | 3.4500%           |
| 2026-01-23 | 3.4500%           |
| 2026-01-26 | 3.4500%           |
| 2026-01-27 | 3.4500%           |
| 2026-01-28 | 3.4500%           |
| 2026-01-29 | 3.4500%           |
| 2026-01-30 | 3.4500%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 6.6400%          | 0.0000%              |
| Broker-dealer                                       |  | 7.4100%          | 0.0000%              |
| Non-financial corporation                           |  | 8.2200%          | 0.0000%              |
| Depository institution or other banking institution |  | 47.8700%         | 0.0000%              |

### Class: Select Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $967026945.89

- **Number of Shares Outstanding:** 966944159.2500

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0003          |
|  |  |
| 2026-01-05 | 1.0003          |
|  |  |
| 2026-01-06 | 1.0003          |
|  |  |
| 2026-01-07 | 1.0003          |
|  |  |
| 2026-01-08 | 1.0003          |
|  |  |
| 2026-01-09 | 1.0003          |
|  |  |
| 2026-01-12 | 1.0003          |
|  |  |
| 2026-01-13 | 1.0003          |
|  |  |
| 2026-01-14 | 1.0003          |
|  |  |
| 2026-01-15 | 1.0003          |
|  |  |
| 2026-01-16 | 1.0002          |
|  |  |
| 2026-01-20 | 1.0002          |
|  |  |
| 2026-01-21 | 1.0002          |
|  |  |
| 2026-01-22 | 1.0002          |
|  |  |
| 2026-01-23 | 1.0002          |
|  |  |
| 2026-01-26 | 1.0002          |
|  |  |
| 2026-01-27 | 1.0002          |
|  |  |
| 2026-01-28 | 1.0002          |
|  |  |
| 2026-01-29 | 1.0002          |
|  |  |
| 2026-01-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $136363587.08             | $2233133.25             |
| 2026-01-05 | $6567641.44               | $72578205.24            |
| 2026-01-06 | $26865108.18              | $4368439.14             |
| 2026-01-07 | $644113.03                | $3220998.08             |
| 2026-01-08 | $1723496.52               | $3461088.20             |
| 2026-01-09 | $8183680.96               | $2279893.74             |
| 2026-01-12 | $1626147.47               | $7188223.56             |
| 2026-01-13 | $2786579.28               | $5117178.31             |
| 2026-01-14 | $1882234.28               | $8131376.12             |
| 2026-01-15 | $23298695.98              | $19086288.50            |
| 2026-01-16 | $6202769.23               | $7164749.43             |
| 2026-01-20 | $9500623.18               | $7756405.25             |
| 2026-01-21 | $1196162.71               | $9478014.96             |
| 2026-01-22 | $4246700.60               | $1248279.46             |
| 2026-01-23 | $5056455.76               | $3355314.66             |
| 2026-01-26 | $11459286.96              | $1862434.12             |
| 2026-01-27 | $974254.52                | $6353121.21             |
| 2026-01-28 | $2011757.87               | $3581176.13             |
| 2026-01-29 | $3353595.90               | $4100000.00             |
| 2026-01-30 | $8973930.77               | $50786222.36            |

**Total Gross Subscriptions (Month):** $262916821.72

**Total Gross Redemptions (Month):** $223350541.72

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.6000%           |
| 2026-01-05 | 3.6100%           |
| 2026-01-06 | 3.6000%           |
| 2026-01-07 | 3.5900%           |
| 2026-01-08 | 3.5800%           |
| 2026-01-09 | 3.5600%           |
| 2026-01-12 | 3.5200%           |
| 2026-01-13 | 3.5200%           |
| 2026-01-14 | 3.5200%           |
| 2026-01-15 | 3.5200%           |
| 2026-01-16 | 3.5200%           |
| 2026-01-20 | 3.5200%           |
| 2026-01-21 | 3.5200%           |
| 2026-01-22 | 3.5200%           |
| 2026-01-23 | 3.5200%           |
| 2026-01-26 | 3.5200%           |
| 2026-01-27 | 3.5200%           |
| 2026-01-28 | 3.5200%           |
| 2026-01-29 | 3.5200%           |
| 2026-01-30 | 3.5200%           |

**Beneficial/Record Owner Categories**
| Category                                                                    | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                                               |  | 6.7700%          | 0.0000%              |
| Depository institution or other banking institution                         |  | 8.5000%          | 0.0000%              |
| Depository institution or other banking institution                         |  | 9.5600%          | 0.0000%              |
| Non-financial corporation                                                   |  | 9.5900%          | 0.0000%              |
| State or municipal government entity (excluding governmental pension plans) |  | 5.1100%          | 0.0000%              |
| State or municipal government entity (excluding governmental pension plans) |  | 7.7100%          | 0.0000%              |
| State or municipal government entity (excluding governmental pension plans) |  | 10.2500%         | 0.0000%              |

### Class: Capital Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $4868364831.46

- **Number of Shares Outstanding:** 4867948053.4300

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0003          |
|  |  |
| 2026-01-05 | 1.0003          |
|  |  |
| 2026-01-06 | 1.0003          |
|  |  |
| 2026-01-07 | 1.0003          |
|  |  |
| 2026-01-08 | 1.0003          |
|  |  |
| 2026-01-09 | 1.0003          |
|  |  |
| 2026-01-12 | 1.0003          |
|  |  |
| 2026-01-13 | 1.0003          |
|  |  |
| 2026-01-14 | 1.0003          |
|  |  |
| 2026-01-15 | 1.0003          |
|  |  |
| 2026-01-16 | 1.0002          |
|  |  |
| 2026-01-20 | 1.0002          |
|  |  |
| 2026-01-21 | 1.0002          |
|  |  |
| 2026-01-22 | 1.0002          |
|  |  |
| 2026-01-23 | 1.0002          |
|  |  |
| 2026-01-26 | 1.0002          |
|  |  |
| 2026-01-27 | 1.0002          |
|  |  |
| 2026-01-28 | 1.0002          |
|  |  |
| 2026-01-29 | 1.0002          |
|  |  |
| 2026-01-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $38973514.60              | $183574750.80           |
| 2026-01-05 | $76224109.80              | $31436945.64            |
| 2026-01-06 | $42509861.75              | $156642368.90           |
| 2026-01-07 | $36985824.81              | $10237842.45            |
| 2026-01-08 | $14259226.48              | $39836858.36            |
| 2026-01-09 | $38570867.72              | $33288787.42            |
| 2026-01-12 | $49685423.30              | $82398088.18            |
| 2026-01-13 | $62753590.09              | $30565393.24            |
| 2026-01-14 | $18939474.15              | $36750727.88            |
| 2026-01-15 | $32739914.38              | $85454727.14            |
| 2026-01-16 | $57719746.34              | $79379567.59            |
| 2026-01-20 | $30268079.09              | $89973828.31            |
| 2026-01-21 | $24913649.62              | $26054304.96            |
| 2026-01-22 | $19764103.44              | $58385042.84            |
| 2026-01-23 | $57593065.37              | $28813644.25            |
| 2026-01-26 | $83448190.38              | $18806972.43            |
| 2026-01-27 | $57036202.32              | $82863619.80            |
| 2026-01-28 | $24496348.84              | $6168315.73             |
| 2026-01-29 | $181581702.31             | $76005676.73            |
| 2026-01-30 | $19262245.93              | $103381110.25           |

**Total Gross Subscriptions (Month):** $967725140.72

**Total Gross Redemptions (Month):** $1260018572.90

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.4800%           |
| 2026-01-05 | 3.4900%           |
| 2026-01-06 | 3.4800%           |
| 2026-01-07 | 3.4700%           |
| 2026-01-08 | 3.4600%           |
| 2026-01-09 | 3.4400%           |
| 2026-01-12 | 3.4000%           |
| 2026-01-13 | 3.4000%           |
| 2026-01-14 | 3.4000%           |
| 2026-01-15 | 3.4000%           |
| 2026-01-16 | 3.4000%           |
| 2026-01-20 | 3.4000%           |
| 2026-01-21 | 3.4000%           |
| 2026-01-22 | 3.4000%           |
| 2026-01-23 | 3.4000%           |
| 2026-01-26 | 3.4000%           |
| 2026-01-27 | 3.4000%           |
| 2026-01-28 | 3.4000%           |
| 2026-01-29 | 3.4000%           |
| 2026-01-30 | 3.4000%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 6.5000%          | 0.0000%              |
| Depository institution or other banking institution |  | 8.8200%          | 0.0000%              |
| Depository institution or other banking institution |  | 15.2500%         | 0.0000%              |
| Depository institution or other banking institution |  | 20.0500%         | 0.0000%              |
| Depository institution or other banking institution |  | 33.5900%         | 0.0000%              |

### Class: Cash Management Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $795283607.17

- **Number of Shares Outstanding:** 795215523.3800

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0003          |
|  |  |
| 2026-01-05 | 1.0003          |
|  |  |
| 2026-01-06 | 1.0003          |
|  |  |
| 2026-01-07 | 1.0003          |
|  |  |
| 2026-01-08 | 1.0003          |
|  |  |
| 2026-01-09 | 1.0003          |
|  |  |
| 2026-01-12 | 1.0003          |
|  |  |
| 2026-01-13 | 1.0003          |
|  |  |
| 2026-01-14 | 1.0003          |
|  |  |
| 2026-01-15 | 1.0003          |
|  |  |
| 2026-01-16 | 1.0002          |
|  |  |
| 2026-01-20 | 1.0002          |
|  |  |
| 2026-01-21 | 1.0002          |
|  |  |
| 2026-01-22 | 1.0002          |
|  |  |
| 2026-01-23 | 1.0002          |
|  |  |
| 2026-01-26 | 1.0002          |
|  |  |
| 2026-01-27 | 1.0002          |
|  |  |
| 2026-01-28 | 1.0002          |
|  |  |
| 2026-01-29 | 1.0002          |
|  |  |
| 2026-01-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $13895900.73              | $8757809.38             |
| 2026-01-05 | $26457161.24              | $32464852.72            |
| 2026-01-06 | $7275909.89               | $26037087.24            |
| 2026-01-07 | $8276566.40               | $7185149.72             |
| 2026-01-08 | $4053334.88               | $27329846.43            |
| 2026-01-09 | $12419897.16              | $26937698.80            |
| 2026-01-12 | $18643367.73              | $17668039.16            |
| 2026-01-13 | $6082992.41               | $14527641.88            |
| 2026-01-14 | $20266814.19              | $2459027.94             |
| 2026-01-15 | $10326260.12              | $9931702.60             |
| 2026-01-16 | $28633670.33              | $4856842.68             |
| 2026-01-20 | $9205106.92               | $41354817.11            |
| 2026-01-21 | $6551354.66               | $6236937.28             |
| 2026-01-22 | $6472143.31               | $15609677.34            |
| 2026-01-23 | $38211361.49              | $14454013.73            |
| 2026-01-26 | $7627819.79               | $22287557.64            |
| 2026-01-27 | $5226236.72               | $12787929.76            |
| 2026-01-28 | $6555069.93               | $4757137.30             |
| 2026-01-29 | $9633616.82               | $16419371.60            |
| 2026-01-30 | $5242354.37               | $13708745.08            |

**Total Gross Subscriptions (Month):** $251056939.09

**Total Gross Redemptions (Month):** $325771885.39

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 2.8300%           |
| 2026-01-05 | 2.8400%           |
| 2026-01-06 | 2.8300%           |
| 2026-01-07 | 2.8200%           |
| 2026-01-08 | 2.8100%           |
| 2026-01-09 | 2.7900%           |
| 2026-01-12 | 2.7500%           |
| 2026-01-13 | 2.7500%           |
| 2026-01-14 | 2.7500%           |
| 2026-01-15 | 2.7500%           |
| 2026-01-16 | 2.7500%           |
| 2026-01-20 | 2.7500%           |
| 2026-01-21 | 2.7500%           |
| 2026-01-22 | 2.7500%           |
| 2026-01-23 | 2.7500%           |
| 2026-01-26 | 2.7500%           |
| 2026-01-27 | 2.7500%           |
| 2026-01-28 | 2.7500%           |
| 2026-01-29 | 2.7500%           |
| 2026-01-30 | 2.7500%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 69.7400%         | 0.0000%              |

### Class: Premier Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $121517989.00

- **Number of Shares Outstanding:** 121507585.9060

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0003          |
|  |  |
| 2026-01-05 | 1.0003          |
|  |  |
| 2026-01-06 | 1.0003          |
|  |  |
| 2026-01-07 | 1.0003          |
|  |  |
| 2026-01-08 | 1.0003          |
|  |  |
| 2026-01-09 | 1.0003          |
|  |  |
| 2026-01-12 | 1.0003          |
|  |  |
| 2026-01-13 | 1.0003          |
|  |  |
| 2026-01-14 | 1.0003          |
|  |  |
| 2026-01-15 | 1.0003          |
|  |  |
| 2026-01-16 | 1.0002          |
|  |  |
| 2026-01-20 | 1.0002          |
|  |  |
| 2026-01-21 | 1.0002          |
|  |  |
| 2026-01-22 | 1.0002          |
|  |  |
| 2026-01-23 | 1.0002          |
|  |  |
| 2026-01-26 | 1.0002          |
|  |  |
| 2026-01-27 | 1.0002          |
|  |  |
| 2026-01-28 | 1.0002          |
|  |  |
| 2026-01-29 | 1.0002          |
|  |  |
| 2026-01-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $1514869.81               | $4644779.10             |
| 2026-01-05 | $1863751.54               | $644070.63              |
| 2026-01-06 | $2267944.37               | $2195231.09             |
| 2026-01-07 | $2043971.93               | $252409.28              |
| 2026-01-08 | $1664942.30               | $7643862.09             |
| 2026-01-09 | $1217647.47               | $2366739.48             |
| 2026-01-12 | $1987805.69               | $1071973.27             |
| 2026-01-13 | $587380.01                | $1604580.54             |
| 2026-01-14 | $2341177.58               | $284952.33              |
| 2026-01-15 | $3583755.43               | $4606093.28             |
| 2026-01-16 | $1613029.36               | $1946898.65             |
| 2026-01-20 | $3747296.62               | $1828627.09             |
| 2026-01-21 | $1970011.23               | $2439147.69             |
| 2026-01-22 | $756773.77                | $1587395.37             |
| 2026-01-23 | $2771662.47               | $890201.90              |
| 2026-01-26 | $1907922.87               | $745370.53              |
| 2026-01-27 | $2473031.77               | $1812471.89             |
| 2026-01-28 | $1335052.06               | $800505.38              |
| 2026-01-29 | $291160.69                | $3844978.06             |
| 2026-01-30 | $5964859.78               | $1372079.20             |

**Total Gross Subscriptions (Month):** $41904046.75

**Total Gross Redemptions (Month):** $42582366.85

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.2800%           |
| 2026-01-05 | 3.2900%           |
| 2026-01-06 | 3.2800%           |
| 2026-01-07 | 3.2700%           |
| 2026-01-08 | 3.2600%           |
| 2026-01-09 | 3.2400%           |
| 2026-01-12 | 3.2000%           |
| 2026-01-13 | 3.2000%           |
| 2026-01-14 | 3.2000%           |
| 2026-01-15 | 3.2000%           |
| 2026-01-16 | 3.2000%           |
| 2026-01-20 | 3.2000%           |
| 2026-01-21 | 3.2000%           |
| 2026-01-22 | 3.2000%           |
| 2026-01-23 | 3.2000%           |
| 2026-01-26 | 3.2000%           |
| 2026-01-27 | 3.2000%           |
| 2026-01-28 | 3.2000%           |
| 2026-01-29 | 3.2000%           |
| 2026-01-30 | 3.2000%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 44.9800%         | 0.0000%              |
| Depository institution or other banking institution |  | 11.9900%         | 0.0000%              |

### Class: Resource Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $9272897.84

- **Number of Shares Outstanding:** 9272103.9900

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0003          |
|  |  |
| 2026-01-05 | 1.0003          |
|  |  |
| 2026-01-06 | 1.0003          |
|  |  |
| 2026-01-07 | 1.0003          |
|  |  |
| 2026-01-08 | 1.0003          |
|  |  |
| 2026-01-09 | 1.0003          |
|  |  |
| 2026-01-12 | 1.0003          |
|  |  |
| 2026-01-13 | 1.0003          |
|  |  |
| 2026-01-14 | 1.0003          |
|  |  |
| 2026-01-15 | 1.0003          |
|  |  |
| 2026-01-16 | 1.0002          |
|  |  |
| 2026-01-20 | 1.0002          |
|  |  |
| 2026-01-21 | 1.0002          |
|  |  |
| 2026-01-22 | 1.0002          |
|  |  |
| 2026-01-23 | 1.0002          |
|  |  |
| 2026-01-26 | 1.0002          |
|  |  |
| 2026-01-27 | 1.0002          |
|  |  |
| 2026-01-28 | 1.0002          |
|  |  |
| 2026-01-29 | 1.0002          |
|  |  |
| 2026-01-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $87070.44                 | $7568.94                |
| 2026-01-05 | $3205.90                  | $0.00                   |
| 2026-01-06 | $2530.69                  | $22202.62               |
| 2026-01-07 | $171.38                   | $3211.71                |
| 2026-01-08 | $279.88                   | $140.42                 |
| 2026-01-09 | $773.80                   | $1283.54                |
| 2026-01-12 | $0.00                     | $702.32                 |
| 2026-01-13 | $0.00                     | $663.06                 |
| 2026-01-14 | $86.67                    | $10022.79               |
| 2026-01-15 | $0.00                     | $7621.78                |
| 2026-01-16 | $140.59                   | $13697.84               |
| 2026-01-20 | $0.00                     | $2824.53                |
| 2026-01-21 | $0.00                     | $29773.45               |
| 2026-01-22 | $2112.59                  | $0.00                   |
| 2026-01-23 | $4270.58                  | $148.71                 |
| 2026-01-26 | $4352.58                  | $182543.15              |
| 2026-01-27 | $7751.94                  | $40809.20               |
| 2026-01-28 | $856.94                   | $141.39                 |
| 2026-01-29 | $0.00                     | $15002.31               |
| 2026-01-30 | $21851.57                 | $141.15                 |

**Total Gross Subscriptions (Month):** $135455.55

**Total Gross Redemptions (Month):** $338498.91

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 2.9800%           |
| 2026-01-05 | 2.9900%           |
| 2026-01-06 | 2.9800%           |
| 2026-01-07 | 2.9700%           |
| 2026-01-08 | 2.9600%           |
| 2026-01-09 | 2.9400%           |
| 2026-01-12 | 2.9000%           |
| 2026-01-13 | 2.9000%           |
| 2026-01-14 | 2.9000%           |
| 2026-01-15 | 2.9000%           |
| 2026-01-16 | 2.9000%           |
| 2026-01-20 | 2.9000%           |
| 2026-01-21 | 2.9000%           |
| 2026-01-22 | 2.9000%           |
| 2026-01-23 | 2.9000%           |
| 2026-01-26 | 2.9000%           |
| 2026-01-27 | 2.9000%           |
| 2026-01-28 | 2.9000%           |
| 2026-01-29 | 2.9000%           |
| 2026-01-30 | 2.9000%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor |  | 99.9900%         | 0.0000%              |

### Class: Class A Shares

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $6451021241.21

- **Number of Shares Outstanding:** 6450468972.8380

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0003          |
|  |  |
| 2026-01-05 | 1.0003          |
|  |  |
| 2026-01-06 | 1.0003          |
|  |  |
| 2026-01-07 | 1.0003          |
|  |  |
| 2026-01-08 | 1.0003          |
|  |  |
| 2026-01-09 | 1.0003          |
|  |  |
| 2026-01-12 | 1.0003          |
|  |  |
| 2026-01-13 | 1.0003          |
|  |  |
| 2026-01-14 | 1.0003          |
|  |  |
| 2026-01-15 | 1.0003          |
|  |  |
| 2026-01-16 | 1.0002          |
|  |  |
| 2026-01-20 | 1.0002          |
|  |  |
| 2026-01-21 | 1.0002          |
|  |  |
| 2026-01-22 | 1.0002          |
|  |  |
| 2026-01-23 | 1.0002          |
|  |  |
| 2026-01-26 | 1.0002          |
|  |  |
| 2026-01-27 | 1.0002          |
|  |  |
| 2026-01-28 | 1.0002          |
|  |  |
| 2026-01-29 | 1.0002          |
|  |  |
| 2026-01-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $50850082.34              | $14504062.17            |
| 2026-01-05 | $33974749.64              | $13257756.26            |
| 2026-01-06 | $29635739.27              | $25055166.76            |
| 2026-01-07 | $33458315.85              | $30273554.54            |
| 2026-01-08 | $43325812.76              | $26276617.18            |
| 2026-01-09 | $26082421.63              | $24333499.50            |
| 2026-01-12 | $26134551.40              | $21233014.31            |
| 2026-01-13 | $32062244.46              | $19810187.32            |
| 2026-01-14 | $32436515.22              | $18244965.31            |
| 2026-01-15 | $27029276.82              | $22057515.63            |
| 2026-01-16 | $23748346.30              | $35412083.36            |
| 2026-01-20 | $36904463.15              | $20574052.28            |
| 2026-01-21 | $31275033.33              | $22855575.87            |
| 2026-01-22 | $30532620.46              | $20775290.53            |
| 2026-01-23 | $29482137.27              | $49783268.71            |
| 2026-01-26 | $19507146.65              | $26675900.18            |
| 2026-01-27 | $21321437.00              | $23060303.18            |
| 2026-01-28 | $19630373.11              | $22473565.89            |
| 2026-01-29 | $18021992.38              | $23686681.36            |
| 2026-01-30 | $23764467.22              | $20154451.62            |

**Total Gross Subscriptions (Month):** $589177726.26

**Total Gross Redemptions (Month):** $480497511.96

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.3800%           |
| 2026-01-05 | 3.3900%           |
| 2026-01-06 | 3.3800%           |
| 2026-01-07 | 3.3700%           |
| 2026-01-08 | 3.3600%           |
| 2026-01-09 | 3.3400%           |
| 2026-01-12 | 3.3000%           |
| 2026-01-13 | 3.3000%           |
| 2026-01-14 | 3.3000%           |
| 2026-01-15 | 3.3000%           |
| 2026-01-16 | 3.3000%           |
| 2026-01-20 | 3.3000%           |
| 2026-01-21 | 3.3000%           |
| 2026-01-22 | 3.3000%           |
| 2026-01-23 | 3.3000%           |
| 2026-01-26 | 3.3000%           |
| 2026-01-27 | 3.3000%           |
| 2026-01-28 | 3.3000%           |
| 2026-01-29 | 3.3000%           |
| 2026-01-30 | 3.3000%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 13.1400%         | 0.0000%              |
| Broker-dealer |  | 72.0200%         | 0.0000%              |

### Class: Class C Shares

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $7137052.76

- **Number of Shares Outstanding:** 7136441.7670

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0003          |
|  |  |
| 2026-01-05 | 1.0003          |
|  |  |
| 2026-01-06 | 1.0003          |
|  |  |
| 2026-01-07 | 1.0003          |
|  |  |
| 2026-01-08 | 1.0003          |
|  |  |
| 2026-01-09 | 1.0003          |
|  |  |
| 2026-01-12 | 1.0003          |
|  |  |
| 2026-01-13 | 1.0003          |
|  |  |
| 2026-01-14 | 1.0003          |
|  |  |
| 2026-01-15 | 1.0003          |
|  |  |
| 2026-01-16 | 1.0002          |
|  |  |
| 2026-01-20 | 1.0002          |
|  |  |
| 2026-01-21 | 1.0002          |
|  |  |
| 2026-01-22 | 1.0002          |
|  |  |
| 2026-01-23 | 1.0002          |
|  |  |
| 2026-01-26 | 1.0002          |
|  |  |
| 2026-01-27 | 1.0002          |
|  |  |
| 2026-01-28 | 1.0002          |
|  |  |
| 2026-01-29 | 1.0002          |
|  |  |
| 2026-01-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $19524.41                 | $1985.14                |
| 2026-01-05 | $648.00                   | $0.00                   |
| 2026-01-06 | $2110.32                  | $95427.53               |
| 2026-01-07 | $24885.51                 | $0.00                   |
| 2026-01-08 | $2526.67                  | $170.55                 |
| 2026-01-09 | $1272.85                  | $8000.00                |
| 2026-01-12 | $83.22                    | $16632.05               |
| 2026-01-13 | $4423.10                  | $0.00                   |
| 2026-01-14 | $3636.46                  | $0.00                   |
| 2026-01-15 | $0.00                     | $17634.19               |
| 2026-01-16 | $0.00                     | $19750.82               |
| 2026-01-20 | $801.47                   | $45.59                  |
| 2026-01-21 | $6606.73                  | $993.64                 |
| 2026-01-22 | $2490.16                  | $123.74                 |
| 2026-01-23 | $526.29                   | $8360.00                |
| 2026-01-26 | $935.15                   | $0.00                   |
| 2026-01-27 | $157.03                   | $10802.65               |
| 2026-01-28 | $4400.36                  | $12392.41               |
| 2026-01-29 | $1635.59                  | $501.65                 |

**Total Gross Subscriptions (Month):** $76663.32

**Total Gross Redemptions (Month):** $192819.96

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 2.6300%           |
| 2026-01-05 | 2.6400%           |
| 2026-01-06 | 2.6300%           |
| 2026-01-07 | 2.6200%           |
| 2026-01-08 | 2.6100%           |
| 2026-01-09 | 2.5900%           |
| 2026-01-12 | 2.5500%           |
| 2026-01-13 | 2.5500%           |
| 2026-01-14 | 2.5500%           |
| 2026-01-15 | 2.5500%           |
| 2026-01-16 | 2.5500%           |
| 2026-01-20 | 2.5500%           |
| 2026-01-21 | 2.5500%           |
| 2026-01-22 | 2.5500%           |
| 2026-01-23 | 2.5500%           |
| 2026-01-26 | 2.5500%           |
| 2026-01-27 | 2.5500%           |
| 2026-01-28 | 2.5500%           |
| 2026-01-29 | 2.5500%           |
| 2026-01-30 | 2.5500%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor |  | 71.8300%         | 0.0000%              |
| Broker-dealer   |  | 18.7900%         | 0.0000%              |

### Class: Class R6 Shares

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $530344468.64

- **Number of Shares Outstanding:** 530299066.1330

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0003          |
|  |  |
| 2026-01-05 | 1.0003          |
|  |  |
| 2026-01-06 | 1.0003          |
|  |  |
| 2026-01-07 | 1.0003          |
|  |  |
| 2026-01-08 | 1.0003          |
|  |  |
| 2026-01-09 | 1.0003          |
|  |  |
| 2026-01-12 | 1.0003          |
|  |  |
| 2026-01-13 | 1.0003          |
|  |  |
| 2026-01-14 | 1.0003          |
|  |  |
| 2026-01-15 | 1.0003          |
|  |  |
| 2026-01-16 | 1.0002          |
|  |  |
| 2026-01-20 | 1.0002          |
|  |  |
| 2026-01-21 | 1.0002          |
|  |  |
| 2026-01-22 | 1.0002          |
|  |  |
| 2026-01-23 | 1.0002          |
|  |  |
| 2026-01-26 | 1.0002          |
|  |  |
| 2026-01-27 | 1.0002          |
|  |  |
| 2026-01-28 | 1.0002          |
|  |  |
| 2026-01-29 | 1.0002          |
|  |  |
| 2026-01-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $1956257.08               | $10077731.29            |
| 2026-01-05 | $3787098.98               | $2703213.75             |
| 2026-01-06 | $6309471.67               | $1987835.33             |
| 2026-01-07 | $3675993.10               | $432794.26              |
| 2026-01-08 | $1074502.04               | $2087743.96             |
| 2026-01-09 | $3383286.20               | $677513.97              |
| 2026-01-12 | $2268107.97               | $5347112.79             |
| 2026-01-13 | $489076.83                | $3937405.96             |
| 2026-01-14 | $1339425.58               | $1320206.15             |
| 2026-01-15 | $2749864.17               | $3012594.52             |
| 2026-01-16 | $1476559.78               | $763896.90              |
| 2026-01-20 | $1106189.68               | $1389162.77             |
| 2026-01-21 | $2332113.44               | $7753017.56             |
| 2026-01-22 | $4198773.05               | $965985.45              |
| 2026-01-23 | $791553.90                | $1042626.12             |
| 2026-01-26 | $2405284.90               | $1277028.06             |
| 2026-01-27 | $453366.59                | $3070733.43             |
| 2026-01-28 | $2914508.39               | $1978611.71             |
| 2026-01-29 | $2389404.69               | $1204782.40             |
| 2026-01-30 | $7341931.54               | $1776487.47             |

**Total Gross Subscriptions (Month):** $52442769.58

**Total Gross Redemptions (Month):** $52806483.85

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.6300%           |
| 2026-01-05 | 3.6400%           |
| 2026-01-06 | 3.6300%           |
| 2026-01-07 | 3.6200%           |
| 2026-01-08 | 3.6100%           |
| 2026-01-09 | 3.5900%           |
| 2026-01-12 | 3.5500%           |
| 2026-01-13 | 3.5500%           |
| 2026-01-14 | 3.5500%           |
| 2026-01-15 | 3.5500%           |
| 2026-01-16 | 3.5500%           |
| 2026-01-20 | 3.5500%           |
| 2026-01-21 | 3.5500%           |
| 2026-01-22 | 3.5500%           |
| 2026-01-23 | 3.5500%           |
| 2026-01-26 | 3.5500%           |
| 2026-01-27 | 3.5500%           |
| 2026-01-28 | 3.5500%           |
| 2026-01-29 | 3.5500%           |
| 2026-01-30 | 3.5500%           |

**Beneficial/Record Owner Categories**
| Category                      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Registered investment company |  | 5.8500%          | 0.0000%              |
| Broker-dealer                 |  | 5.3500%          | 0.0000%              |
| Pension plan                  |  | 14.4500%         | 0.0000%              |
| Registered investment company |  | 40.3600%         | 0.0000%              |
| Retail investor               |  | 9.2400%          | 0.0000%              |
| Registered investment company |  | 11.5900%         | 0.0000%              |

### Class: Drexel Hamilton Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $13989632636.72

- **Number of Shares Outstanding:** 13988434991.9900

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0003          |
|  |  |
| 2026-01-05 | 1.0003          |
|  |  |
| 2026-01-06 | 1.0003          |
|  |  |
| 2026-01-07 | 1.0003          |
|  |  |
| 2026-01-08 | 1.0003          |
|  |  |
| 2026-01-09 | 1.0003          |
|  |  |
| 2026-01-12 | 1.0003          |
|  |  |
| 2026-01-13 | 1.0003          |
|  |  |
| 2026-01-14 | 1.0003          |
|  |  |
| 2026-01-15 | 1.0003          |
|  |  |
| 2026-01-16 | 1.0002          |
|  |  |
| 2026-01-20 | 1.0002          |
|  |  |
| 2026-01-21 | 1.0002          |
|  |  |
| 2026-01-22 | 1.0002          |
|  |  |
| 2026-01-23 | 1.0002          |
|  |  |
| 2026-01-26 | 1.0002          |
|  |  |
| 2026-01-27 | 1.0002          |
|  |  |
| 2026-01-28 | 1.0002          |
|  |  |
| 2026-01-29 | 1.0002          |
|  |  |
| 2026-01-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $582641741.72             | $91391848.00            |
| 2026-01-05 | $787307055.00             | $520986642.18           |
| 2026-01-06 | $591198807.57             | $345280000.00           |
| 2026-01-07 | $959308569.56             | $289590040.96           |
| 2026-01-08 | $112175766.55             | $806820397.00           |
| 2026-01-09 | $436994610.00             | $599182882.08           |
| 2026-01-12 | $1000654142.45            | $90855000.00            |
| 2026-01-13 | $948256998.95             | $190550000.00           |
| 2026-01-14 | $779777526.70             | $454110000.00           |
| 2026-01-15 | $309000000.00             | $432947038.80           |
| 2026-01-16 | $260746466.00             | $312834330.47           |
| 2026-01-20 | $1915383255.00            | $126994047.89           |
| 2026-01-21 | $32337110.00              | $1883725778.72          |
| 2026-01-22 | $543630794.89             | $203986320.37           |
| 2026-01-23 | $298610769.00             | $457047641.71           |
| 2026-01-26 | $1103497117.12            | $384034152.00           |
| 2026-01-27 | $633981242.81             | $213635190.34           |
| 2026-01-28 | $919043339.48             | $165489027.83           |
| 2026-01-29 | $373449308.23             | $780931855.53           |
| 2026-01-30 | $694614229.00             | $1708576189.47          |

**Total Gross Subscriptions (Month):** $13282608850.03

**Total Gross Redemptions (Month):** $10058968383.35

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.6300%           |
| 2026-01-05 | 3.6400%           |
| 2026-01-06 | 3.6300%           |
| 2026-01-07 | 3.6200%           |
| 2026-01-08 | 3.6100%           |
| 2026-01-09 | 3.5900%           |
| 2026-01-12 | 3.5500%           |
| 2026-01-13 | 3.5500%           |
| 2026-01-14 | 3.5500%           |
| 2026-01-15 | 3.5500%           |
| 2026-01-16 | 3.5500%           |
| 2026-01-20 | 3.5500%           |
| 2026-01-21 | 3.5500%           |
| 2026-01-22 | 3.5500%           |
| 2026-01-23 | 3.5500%           |
| 2026-01-26 | 3.5500%           |
| 2026-01-27 | 3.5500%           |
| 2026-01-28 | 3.5500%           |
| 2026-01-29 | 3.5500%           |
| 2026-01-30 | 3.5500%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 6.2100%          | 0.0000%              |
| Broker-dealer             |  | 69.3900%         | 0.0000%              |

### Class: Seelaus Class Shares

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $4330262609.08

- **Number of Shares Outstanding:** 4329891897.6900

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0003          |
|  |  |
| 2026-01-05 | 1.0003          |
|  |  |
| 2026-01-06 | 1.0003          |
|  |  |
| 2026-01-07 | 1.0003          |
|  |  |
| 2026-01-08 | 1.0003          |
|  |  |
| 2026-01-09 | 1.0003          |
|  |  |
| 2026-01-12 | 1.0003          |
|  |  |
| 2026-01-13 | 1.0003          |
|  |  |
| 2026-01-14 | 1.0003          |
|  |  |
| 2026-01-15 | 1.0003          |
|  |  |
| 2026-01-16 | 1.0002          |
|  |  |
| 2026-01-20 | 1.0002          |
|  |  |
| 2026-01-21 | 1.0002          |
|  |  |
| 2026-01-22 | 1.0002          |
|  |  |
| 2026-01-23 | 1.0002          |
|  |  |
| 2026-01-26 | 1.0002          |
|  |  |
| 2026-01-27 | 1.0002          |
|  |  |
| 2026-01-28 | 1.0002          |
|  |  |
| 2026-01-29 | 1.0002          |
|  |  |
| 2026-01-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $48922864.43              | $5283149.83             |
| 2026-01-05 | $307553.46                | $8076015.14             |
| 2026-01-06 | $520000000.00             | $3000000.00             |
| 2026-01-07 | $147690048.57             | $543000000.00           |
| 2026-01-08 | $12000000.00              | $11110000.00            |
| 2026-01-09 | $20000000.00              | $95924822.85            |
| 2026-01-12 | $25000000.00              | $3000000.00             |
| 2026-01-13 | $495000000.00             | $9000000.00             |
| 2026-01-14 | $20085000.00              | $4505984.62             |
| 2026-01-15 | $1000000.00               | $67345000.00            |
| 2026-01-16 | $66400000.00              | $104000000.00           |
| 2026-01-20 | $1000000.00               | $109568000.00           |
| 2026-01-21 | $17000000.00              | $49200000.00            |
| 2026-01-22 | $41000000.00              | $2400000.00             |
| 2026-01-23 | $6000000.00               | $55800000.00            |
| 2026-01-26 | $114831788.85             | $5000000.00             |
| 2026-01-27 | $685000000.00             | $27000000.00            |
| 2026-01-28 | $29000000.00              | $40000000.00            |
| 2026-01-29 | $14000000.00              | $0.00                   |
| 2026-01-30 | $0.00                     | $287891114.57           |

**Total Gross Subscriptions (Month):** $2264237255.31

**Total Gross Redemptions (Month):** $1431104087.01

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.6300%           |
| 2026-01-05 | 3.6400%           |
| 2026-01-06 | 3.6300%           |
| 2026-01-07 | 3.6200%           |
| 2026-01-08 | 3.6100%           |
| 2026-01-09 | 3.5900%           |
| 2026-01-12 | 3.5500%           |
| 2026-01-13 | 3.5500%           |
| 2026-01-14 | 3.5500%           |
| 2026-01-15 | 3.5500%           |
| 2026-01-16 | 3.5500%           |
| 2026-01-20 | 3.5500%           |
| 2026-01-21 | 3.5500%           |
| 2026-01-22 | 3.5500%           |
| 2026-01-23 | 3.5500%           |
| 2026-01-26 | 3.5500%           |
| 2026-01-27 | 3.5500%           |
| 2026-01-28 | 3.5500%           |
| 2026-01-29 | 3.5500%           |
| 2026-01-30 | 3.5500%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 16.8200%         | 0.0000%              |
| Non-financial corporation |  | 7.0800%          | 0.0000%              |
| Non-financial corporation |  | 9.4400%          | 0.0000%              |
| Non-financial corporation |  | 30.6100%         | 0.0000%              |
| Non-financial corporation |  | 13.7600%         | 0.0000%              |

### Class: Loop Class Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $7124811641.83

- **Number of Shares Outstanding:** 7124201690.6300

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0003          |
|  |  |
| 2026-01-05 | 1.0003          |
|  |  |
| 2026-01-06 | 1.0003          |
|  |  |
| 2026-01-07 | 1.0003          |
|  |  |
| 2026-01-08 | 1.0003          |
|  |  |
| 2026-01-09 | 1.0003          |
|  |  |
| 2026-01-12 | 1.0003          |
|  |  |
| 2026-01-13 | 1.0003          |
|  |  |
| 2026-01-14 | 1.0003          |
|  |  |
| 2026-01-15 | 1.0003          |
|  |  |
| 2026-01-16 | 1.0002          |
|  |  |
| 2026-01-20 | 1.0002          |
|  |  |
| 2026-01-21 | 1.0002          |
|  |  |
| 2026-01-22 | 1.0002          |
|  |  |
| 2026-01-23 | 1.0002          |
|  |  |
| 2026-01-26 | 1.0002          |
|  |  |
| 2026-01-27 | 1.0002          |
|  |  |
| 2026-01-28 | 1.0002          |
|  |  |
| 2026-01-29 | 1.0002          |
|  |  |
| 2026-01-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $20877550.79              | $200000000.00           |
| 2026-01-05 | $407294897.24             | $320000.03              |
| 2026-01-06 | $115223581.94             | $2500000.00             |
| 2026-01-07 | $1116685070.86            | $91708000.00            |
| 2026-01-08 | $187573704.77             | $83252000.00            |
| 2026-01-09 | $88627428.70              | $488276000.00           |
| 2026-01-12 | $554667519.34             | $101000000.00           |
| 2026-01-13 | $14763345.74              | $50000000.00            |
| 2026-01-14 | $114400000.00             | $233554743.68           |
| 2026-01-15 | $65800000.00              | $249640013.45           |
| 2026-01-16 | $28425706.66              | $803500000.00           |
| 2026-01-20 | $81830254.17              | $24600000.00            |
| 2026-01-21 | $20299241.40              | $301250000.00           |
| 2026-01-22 | $15747455.05              | $251281000.00           |
| 2026-01-23 | $10432017.75              | $117995000.00           |
| 2026-01-26 | $39033559.32              | $10750000.00            |
| 2026-01-27 | $512375108.31             | $432375000.00           |
| 2026-01-28 | $143951049.13             | $129037000.00           |
| 2026-01-29 | $1185252779.65            | $2100000.00             |
| 2026-01-30 | $1367869866.17            | $75166000.00            |

**Total Gross Subscriptions (Month):** $6091130136.99

**Total Gross Redemptions (Month):** $3648304757.16

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.6300%           |
| 2026-01-05 | 3.6400%           |
| 2026-01-06 | 3.6300%           |
| 2026-01-07 | 3.6200%           |
| 2026-01-08 | 3.6100%           |
| 2026-01-09 | 3.5900%           |
| 2026-01-12 | 3.5500%           |
| 2026-01-13 | 3.5500%           |
| 2026-01-14 | 3.5500%           |
| 2026-01-15 | 3.5500%           |
| 2026-01-16 | 3.5500%           |
| 2026-01-20 | 3.5500%           |
| 2026-01-21 | 3.5500%           |
| 2026-01-22 | 3.5500%           |
| 2026-01-23 | 3.5500%           |
| 2026-01-26 | 3.5500%           |
| 2026-01-27 | 3.5500%           |
| 2026-01-28 | 3.5500%           |
| 2026-01-29 | 3.5500%           |
| 2026-01-30 | 3.5500%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Insurance company         |  | 5.3400%          | 0.0000%              |
| Non-financial corporation |  | 18.6000%         | 0.0000%              |
| Non-financial corporation |  | 60.0900%         | 0.0000%              |

### Class: Class D Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $82412700.19

- **Number of Shares Outstanding:** 82405644.8830

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0003          |
|  |  |
| 2026-01-05 | 1.0003          |
|  |  |
| 2026-01-06 | 1.0003          |
|  |  |
| 2026-01-07 | 1.0003          |
|  |  |
| 2026-01-08 | 1.0003          |
|  |  |
| 2026-01-09 | 1.0003          |
|  |  |
| 2026-01-12 | 1.0003          |
|  |  |
| 2026-01-13 | 1.0003          |
|  |  |
| 2026-01-14 | 1.0003          |
|  |  |
| 2026-01-15 | 1.0003          |
|  |  |
| 2026-01-16 | 1.0002          |
|  |  |
| 2026-01-20 | 1.0002          |
|  |  |
| 2026-01-21 | 1.0002          |
|  |  |
| 2026-01-22 | 1.0002          |
|  |  |
| 2026-01-23 | 1.0002          |
|  |  |
| 2026-01-26 | 1.0002          |
|  |  |
| 2026-01-27 | 1.0002          |
|  |  |
| 2026-01-28 | 1.0002          |
|  |  |
| 2026-01-29 | 1.0002          |
|  |  |
| 2026-01-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $467394.03                | $1110651.29             |
| 2026-01-05 | $86396.38                 | $184234.08              |
| 2026-01-06 | $1648554.96               | $427637.31              |
| 2026-01-07 | $370665.22                | $602571.15              |
| 2026-01-08 | $91588.41                 | $504001.39              |
| 2026-01-09 | $4030402.95               | $741610.53              |
| 2026-01-12 | $17071.50                 | $1878697.03             |
| 2026-01-13 | $677929.85                | $2987436.70             |
| 2026-01-14 | $341031.34                | $767584.04              |
| 2026-01-15 | $169046.31                | $319945.08              |
| 2026-01-16 | $78419.29                 | $698836.90              |
| 2026-01-20 | $30420.76                 | $220890.80              |
| 2026-01-21 | $232960.30                | $589763.57              |
| 2026-01-22 | $101986.50                | $798514.92              |
| 2026-01-23 | $114811.12                | $1274584.73             |
| 2026-01-26 | $739557.81                | $150082.81              |
| 2026-01-27 | $253883.69                | $96473.73               |
| 2026-01-28 | $15542.65                 | $1994088.02             |
| 2026-01-29 | $100492.03                | $1482850.97             |
| 2026-01-30 | $84319.00                 | $41833.10               |

**Total Gross Subscriptions (Month):** $9652474.10

**Total Gross Redemptions (Month):** $16872288.15

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.6300%           |
| 2026-01-05 | 3.6400%           |
| 2026-01-06 | 3.6300%           |
| 2026-01-07 | 3.6200%           |
| 2026-01-08 | 3.6100%           |
| 2026-01-09 | 3.5900%           |
| 2026-01-12 | 3.5500%           |
| 2026-01-13 | 3.5500%           |
| 2026-01-14 | 3.5500%           |
| 2026-01-15 | 3.5500%           |
| 2026-01-16 | 3.5500%           |
| 2026-01-20 | 3.5500%           |
| 2026-01-21 | 3.5500%           |
| 2026-01-22 | 3.5500%           |
| 2026-01-23 | 3.5500%           |
| 2026-01-26 | 3.5500%           |
| 2026-01-27 | 3.5500%           |
| 2026-01-28 | 3.5500%           |
| 2026-01-29 | 3.5500%           |
| 2026-01-30 | 3.5500%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 99.9900%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.790001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2LS2, C.4 - ISIN: US3130B2LS24, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $375995624.55
- **C.18.a - Value (excl. sponsor support):** $375995624.55
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.790001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2Z65, C.4 - ISIN: US3130B2Z651, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $493996280.68
- **C.18.a - Value (excl. sponsor support):** $493996280.68
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-10-08
- **C.13 - Final Legal Maturity Date:** 2026-10-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.790001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3EC3, C.4 - ISIN: US3130B3EC38, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $221000870.04
- **C.18.a - Value (excl. sponsor support):** $221000870.04
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3RD7, C.4 - ISIN: US3130B3RD73, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $48041186.59
- **C.18.a - Value (excl. sponsor support):** $48041186.59
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.785000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4FQ9, C.4 - ISIN: US3130B4FQ97, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $352075073.66
- **C.18.a - Value (excl. sponsor support):** $352075073.66
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2027-01-06
- **C.13 - Final Legal Maturity Date:** 2027-01-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.759998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B52T4, C.4 - ISIN: US3130B52T42, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $48097798.13
- **C.18.a - Value (excl. sponsor support):** $48097798.13
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.695000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B53X4, C.4 - ISIN: US3130B53X45, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $115371854.52
- **C.18.a - Value (excl. sponsor support):** $115371854.52
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-05-18
- **C.13 - Final Legal Maturity Date:** 2026-05-18
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B54R6, C.4 - ISIN: US3130B54R67, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $240340047.25
- **C.18.a - Value (excl. sponsor support):** $240340047.25
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B57B8, C.4 - ISIN: US3130B57B88, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $480392529.55
- **C.18.a - Value (excl. sponsor support):** $480392529.55
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2027-02-19
- **C.13 - Final Legal Maturity Date:** 2027-02-19
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5D70, C.4 - ISIN: US3130B5D701, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $288094311.22
- **C.18.a - Value (excl. sponsor support):** $288094311.22
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2027-02-26
- **C.13 - Final Legal Maturity Date:** 2027-02-26
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.750001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Y85, C.4 - ISIN: US3130B5Y855, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $288099218.71
- **C.18.a - Value (excl. sponsor support):** $288099218.71
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.764999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5YZ5, C.4 - ISIN: US3130B5YZ50, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $144653537.73
- **C.18.a - Value (excl. sponsor support):** $144653537.73
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2027-01-25
- **C.13 - Final Legal Maturity Date:** 2027-01-25
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.745001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6ZG4, C.4 - ISIN: US3130B6ZG44, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $287050763.77
- **C.18.a - Value (excl. sponsor support):** $287050763.77
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8AZ5, C.4 - ISIN: US3130B8AZ55, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $143406797.93
- **C.18.a - Value (excl. sponsor support):** $143406797.93
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8CF7, C.4 - ISIN: US3130B8CF73, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $57418634.69
- **C.18.a - Value (excl. sponsor support):** $57418634.69
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8CK6, C.4 - ISIN: US3130B8CK68, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $669893579.84
- **C.18.a - Value (excl. sponsor support):** $669893579.84
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2027-10-27
- **C.13 - Final Legal Maturity Date:** 2027-10-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8JH6, C.4 - ISIN: US3130B8JH66, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $1484992233.45
- **C.18.a - Value (excl. sponsor support):** $1484992233.45
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.655001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8MN9, C.4 - ISIN: US3130B8MN97, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $960336493.96
- **C.18.a - Value (excl. sponsor support):** $960336493.96
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.655001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8MT6, C.4 - ISIN: US3130B8MT67, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $960338184.18
- **C.18.a - Value (excl. sponsor support):** $960338184.18
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.660001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8NZ1, C.4 - ISIN: US3130B8NZ19, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $240053655.21
- **C.18.a - Value (excl. sponsor support):** $240053655.21
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.710002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9C32, C.4 - ISIN: US3130B9C325, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $481709123.29
- **C.18.a - Value (excl. sponsor support):** $481709123.29
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2027-07-28
- **C.13 - Final Legal Maturity Date:** 2027-07-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.645000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9CL2, C.4 - ISIN: US3130B9CL25, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $124969917.52
- **C.18.a - Value (excl. sponsor support):** $124969917.52
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.710002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9CZ1, C.4 - ISIN: US3130B9CZ11, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $271140000.00
- **C.18.a - Value (excl. sponsor support):** $271140000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2027-07-30
- **C.13 - Final Legal Maturity Date:** 2027-07-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313UY2, C.4 - ISIN: US313313UY21, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $89903837.72
- **C.18.a - Value (excl. sponsor support):** $89903837.72
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313ZW1, C.4 - ISIN: US313313ZW10, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $42092351.79
- **C.18.a - Value (excl. sponsor support):** $42092351.79
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-07-27
- **C.12 - Maturity Date (WAL):** 2026-07-27
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385A22, C.4 - ISIN: US313385A228, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $87128131.99
- **C.18.a - Value (excl. sponsor support):** $87128131.99
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **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, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385B88, C.4 - ISIN: US313385B887, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $181669358.13
- **C.18.a - Value (excl. sponsor support):** $181669358.13
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.4900%
- **C.11 - Maturity Date (WAM):** 2026-08-14
- **C.12 - Maturity Date (WAL):** 2026-08-14
- **C.13 - Final Legal Maturity Date:** 2026-08-14
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UM6, C.4 - ISIN: US313385UM69, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $176312239.19
- **C.18.a - Value (excl. sponsor support):** $176312239.19
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-03-20
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 29: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385US3, C.4 - ISIN: US313385US30, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $422007187.58
- **C.18.a - Value (excl. sponsor support):** $422007187.58
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-03-25
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 30: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UU8, C.4 - ISIN: US313385UU85, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $74993849.46
- **C.18.a - Value (excl. sponsor support):** $74993849.46
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-03-27
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 31: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UX2, C.4 - ISIN: US313385UX25, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $266315827.95
- **C.18.a - Value (excl. sponsor support):** $266315827.95
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-03-30
- **C.12 - Maturity Date (WAL):** 2026-03-30
- **C.13 - Final Legal Maturity Date:** 2026-03-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UY0, C.4 - ISIN: US313385UY08, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $261973093.38
- **C.18.a - Value (excl. sponsor support):** $261973093.38
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UZ7, C.4 - ISIN: US313385UZ72, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $132096664.02
- **C.18.a - Value (excl. sponsor support):** $132096664.02
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VG8, C.4 - ISIN: US313385VG82, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $317341417.58
- **C.18.a - Value (excl. sponsor support):** $317341417.58
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VJ2, C.4 - ISIN: US313385VJ22, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $560945296.64
- **C.18.a - Value (excl. sponsor support):** $560945296.64
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-04-10
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VR4, C.4 - ISIN: US313385VR48, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $783486862.78
- **C.18.a - Value (excl. sponsor support):** $783486862.78
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VW3, C.4 - ISIN: US313385VW33, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $296528661.80
- **C.18.a - Value (excl. sponsor support):** $296528661.80
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VY9, C.4 - ISIN: US313385VY98, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $617562512.22
- **C.18.a - Value (excl. sponsor support):** $617562512.22
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385WE2, C.4 - ISIN: US313385WE26, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $291640533.43
- **C.18.a - Value (excl. sponsor support):** $291640533.43
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385WF9, C.4 - ISIN: US313385WF90, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $92048588.79
- **C.18.a - Value (excl. sponsor support):** $92048588.79
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385WT9, C.4 - ISIN: US313385WT94, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $1608019449.18
- **C.18.a - Value (excl. sponsor support):** $1608019449.18
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-05-13
- **C.12 - Maturity Date (WAL):** 2026-05-13
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385XJ0, C.4 - ISIN: US313385XJ04, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $233544858.37
- **C.18.a - Value (excl. sponsor support):** $233544858.37
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385XN1, C.4 - ISIN: US313385XN16, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $283189502.92
- **C.18.a - Value (excl. sponsor support):** $283189502.92
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385XR2, C.4 - ISIN: US313385XR20, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $561112178.51
- **C.18.a - Value (excl. sponsor support):** $561112178.51
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **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, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385XW1, C.4 - ISIN: US313385XW15, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $382593757.30
- **C.18.a - Value (excl. sponsor support):** $382593757.30
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **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, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385XY7, C.4 - ISIN: US313385XY70, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $512018960.33
- **C.18.a - Value (excl. sponsor support):** $512018960.33
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **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, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385XZ4, C.4 - ISIN: US313385XZ46, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $116600638.09
- **C.18.a - Value (excl. sponsor support):** $116600638.09
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-06-12
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YF7, C.4 - ISIN: US313385YF72, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $183815089.28
- **C.18.a - Value (excl. sponsor support):** $183815089.28
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZR0, C.4 - ISIN: US313385ZR02, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $302632201.12
- **C.18.a - Value (excl. sponsor support):** $302632201.12
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **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, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZY5, C.4 - ISIN: US313385ZY52, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $46951630.75
- **C.18.a - Value (excl. sponsor support):** $46951630.75
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-07-29
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313397A50, C.4 - ISIN: US313397A504, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $436605236.26
- **C.18.a - Value (excl. sponsor support):** $436605236.26
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.4900%
- **C.11 - Maturity Date (WAM):** 2026-08-03
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.724999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP5M3, C.4 - ISIN: US3133EP5M35, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $112925942.41
- **C.18.a - Value (excl. sponsor support):** $112925942.41
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.755002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP5N1, C.4 - ISIN: US3133EP5N18, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $88764196.48
- **C.18.a - Value (excl. sponsor support):** $88764196.48
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.4900%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3C3, C.4 - ISIN: US3133ER3C35, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $61271447.96
- **C.18.a - Value (excl. sponsor support):** $61271447.96
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.764999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3G4, C.4 - ISIN: US3133ER3G49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $89492747.83
- **C.18.a - Value (excl. sponsor support):** $89492747.83
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2027-02-10
- **C.13 - Final Legal Maturity Date:** 2027-02-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.724999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3Y5, C.4 - ISIN: US3133ER3Y54, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $134533418.75
- **C.18.a - Value (excl. sponsor support):** $134533418.75
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-11-16
- **C.13 - Final Legal Maturity Date:** 2026-11-16
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.745001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3Z2, C.4 - ISIN: US3133ER3Z20, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $312308427.95
- **C.18.a - Value (excl. sponsor support):** $312308427.95
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4V0, C.4 - ISIN: US3133ER4V07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $76844177.94
- **C.18.a - Value (excl. sponsor support):** $76844177.94
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2027-02-24
- **C.13 - Final Legal Maturity Date:** 2027-02-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER5G2, C.4 - ISIN: US3133ER5G21, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $465816218.88
- **C.18.a - Value (excl. sponsor support):** $465816218.88
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2027-02-26
- **C.13 - Final Legal Maturity Date:** 2027-02-26
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.719999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6F3, C.4 - ISIN: US3133ER6F39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $168281113.95
- **C.18.a - Value (excl. sponsor support):** $168281113.95
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-12-07
- **C.13 - Final Legal Maturity Date:** 2026-12-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6X4, C.4 - ISIN: US3133ER6X45, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $212332130.86
- **C.18.a - Value (excl. sponsor support):** $212332130.86
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.719999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERBQ3, C.4 - ISIN: US3133ERBQ30, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $339004600.34
- **C.18.a - Value (excl. sponsor support):** $339004600.34
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERC74, C.4 - ISIN: US3133ERC748, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $540324280.61
- **C.18.a - Value (excl. sponsor support):** $540324280.61
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-09-21
- **C.13 - Final Legal Maturity Date:** 2026-09-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.714998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDD0, C.4 - ISIN: US3133ERDD09, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $142397875.39
- **C.18.a - Value (excl. sponsor support):** $142397875.39
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-04-29
- **C.13 - Final Legal Maturity Date:** 2026-04-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.710002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERFH9, C.4 - ISIN: US3133ERFH94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $120610735.15
- **C.18.a - Value (excl. sponsor support):** $120610735.15
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.710002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERFN6, C.4 - ISIN: US3133ERFN62, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $38104810.74
- **C.18.a - Value (excl. sponsor support):** $38104810.74
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.710002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHB0, C.4 - ISIN: US3133ERHB07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99053455.07
- **C.18.a - Value (excl. sponsor support):** $99053455.07
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHS3, C.4 - ISIN: US3133ERHS32, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $142037059.78
- **C.18.a - Value (excl. sponsor support):** $142037059.78
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.785000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERL66, C.4 - ISIN: US3133ERL665, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $154045981.14
- **C.18.a - Value (excl. sponsor support):** $154045981.14
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.769999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERLD1, C.4 - ISIN: US3133ERLD17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $123370507.10
- **C.18.a - Value (excl. sponsor support):** $123370507.10
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.755002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERMS7, C.4 - ISIN: US3133ERMS76, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $245584418.55
- **C.18.a - Value (excl. sponsor support):** $245584418.55
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.790001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQW4, C.4 - ISIN: US3133ERQW43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $45542555.48
- **C.18.a - Value (excl. sponsor support):** $45542555.48
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.785000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR94, C.4 - ISIN: US3133ERR944, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $207226262.29
- **C.18.a - Value (excl. sponsor support):** $207226262.29
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.790001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRM5, C.4 - ISIN: US3133ERRM51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $142081477.97
- **C.18.a - Value (excl. sponsor support):** $142081477.97
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.790001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRZ6, C.4 - ISIN: US3133ERRZ64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $155089097.62
- **C.18.a - Value (excl. sponsor support):** $155089097.62
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.790001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSN2, C.4 - ISIN: US3133ERSN26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $91911695.20
- **C.18.a - Value (excl. sponsor support):** $91911695.20
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSX0, C.4 - ISIN: US3133ERSX08, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $133310587.76
- **C.18.a - Value (excl. sponsor support):** $133310587.76
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.759998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERTA9, C.4 - ISIN: US3133ERTA95, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $89350407.75
- **C.18.a - Value (excl. sponsor support):** $89350407.75
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERTH4, C.4 - ISIN: US3133ERTH49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $132235202.99
- **C.18.a - Value (excl. sponsor support):** $132235202.99
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERTW1, C.4 - ISIN: US3133ERTW16, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $266575088.93
- **C.18.a - Value (excl. sponsor support):** $266575088.93
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.745001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERV40, C.4 - ISIN: US3133ERV409, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $351722336.21
- **C.18.a - Value (excl. sponsor support):** $351722336.21
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.790001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWF4, C.4 - ISIN: US3133ERWF46, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $340840954.27
- **C.18.a - Value (excl. sponsor support):** $340840954.27
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.764999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWN7, C.4 - ISIN: US3133ERWN79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $33655082.54
- **C.18.a - Value (excl. sponsor support):** $33655082.54
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYS4, C.4 - ISIN: US3133ERYS49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $158547121.28
- **C.18.a - Value (excl. sponsor support):** $158547121.28
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZP9, C.4 - ISIN: US3133ERZP90, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $321052603.46
- **C.18.a - Value (excl. sponsor support):** $321052603.46
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.764999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETER4, C.4 - ISIN: US3133ETER42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1007481076.73
- **C.18.a - Value (excl. sponsor support):** $1007481076.73
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2027-01-28
- **C.13 - Final Legal Maturity Date:** 2027-01-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.745001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETFM4, C.4 - ISIN: US3133ETFM46, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $325683958.61
- **C.18.a - Value (excl. sponsor support):** $325683958.61
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2027-02-01
- **C.13 - Final Legal Maturity Date:** 2027-02-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.755002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETFT9, C.4 - ISIN: US3133ETFT98, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $479960817.60
- **C.18.a - Value (excl. sponsor support):** $479960817.60
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2027-03-05
- **C.13 - Final Legal Maturity Date:** 2027-03-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.750001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETGQ4, C.4 - ISIN: US3133ETGQ41, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $81316183.93
- **C.18.a - Value (excl. sponsor support):** $81316183.93
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2027-02-09
- **C.13 - Final Legal Maturity Date:** 2027-02-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETL21, C.4 - ISIN: US3133ETL216, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $310516421.74
- **C.18.a - Value (excl. sponsor support):** $310516421.74
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.812692%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETR58, C.4 - ISIN: US3133ETR585, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $182341434.74
- **C.18.a - Value (excl. sponsor support):** $182341434.74
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2027-11-05
- **C.13 - Final Legal Maturity Date:** 2027-11-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETT80, C.4 - ISIN: US3133ETT805, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $79996376.00
- **C.18.a - Value (excl. sponsor support):** $79996376.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2027-05-12
- **C.13 - Final Legal Maturity Date:** 2027-05-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.750001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETT98, C.4 - ISIN: US3133ETT987, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $169990760.50
- **C.18.a - Value (excl. sponsor support):** $169990760.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2027-08-13
- **C.13 - Final Legal Maturity Date:** 2027-08-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.655001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETW94, C.4 - ISIN: US3133ETW940, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $38413328.91
- **C.18.a - Value (excl. sponsor support):** $38413328.91
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 95: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.685000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETX28, C.4 - ISIN: US3133ETX286, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $76828404.88
- **C.18.a - Value (excl. sponsor support):** $76828404.88
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-11-19
- **C.13 - Final Legal Maturity Date:** 2026-11-19
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.724999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETX36, C.4 - ISIN: US3133ETX369, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $76824870.03
- **C.18.a - Value (excl. sponsor support):** $76824870.03
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2027-04-19
- **C.13 - Final Legal Maturity Date:** 2027-04-19
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.840001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETX93, C.4 - ISIN: US3133ETX930, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $72017000.00
- **C.18.a - Value (excl. sponsor support):** $72017000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2027-11-24
- **C.13 - Final Legal Maturity Date:** 2027-11-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAX8, C.4 - ISIN: US3133EWAX84, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $185450321.25
- **C.18.a - Value (excl. sponsor support):** $185450321.25
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2028-01-21
- **C.13 - Final Legal Maturity Date:** 2028-01-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.705001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBG4, C.4 - ISIN: US3133EWBG43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $418704831.81
- **C.18.a - Value (excl. sponsor support):** $418704831.81
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2027-06-28
- **C.13 - Final Legal Maturity Date:** 2027-06-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.750001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBN9, C.4 - ISIN: US3133EWBN93, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $136548478.74
- **C.18.a - Value (excl. sponsor support):** $136548478.74
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2027-10-29
- **C.13 - Final Legal Maturity Date:** 2027-10-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.710002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBP4, C.4 - ISIN: US3133EWBP42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $71369745.21
- **C.18.a - Value (excl. sponsor support):** $71369745.21
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2027-07-28
- **C.13 - Final Legal Maturity Date:** 2027-07-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 102: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBQ2, C.4 - ISIN: US3133EWBQ25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $214664081.22
- **C.18.a - Value (excl. sponsor support):** $214664081.22
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBX7, C.4 - ISIN: US3133EWBX75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $151162000.00
- **C.18.a - Value (excl. sponsor support):** $151162000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2028-01-03
- **C.13 - Final Legal Maturity Date:** 2028-01-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 104: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3133EWCA6, C.4 - ISIN: US3133EWCA63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $57690000.00
- **C.18.a - Value (excl. sponsor support):** $57690000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2027-09-03
- **C.13 - Final Legal Maturity Date:** 2027-09-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 105: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3133EWCB4, C.4 - ISIN: US3133EWCB47, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $19218575.80
- **C.18.a - Value (excl. sponsor support):** $19218575.80
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 106: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3133EWCE8, C.4 - ISIN: US3133EWCE85, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $165113599.88
- **C.18.a - Value (excl. sponsor support):** $165113599.88
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **C.12 - Maturity Date (WAL):** 2028-02-09
- **C.13 - Final Legal Maturity Date:** 2028-02-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.790001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJN4, C.4 - ISIN: US3134HAJN48, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $405007747.68
- **C.18.a - Value (excl. sponsor support):** $405007747.68
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.790001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $229810303.00
- **C.18.a - Value (excl. sponsor support):** $229810303.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.790001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAWA7, C.4 - ISIN: US3134HAWA79, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $157739531.01
- **C.18.a - Value (excl. sponsor support):** $157739531.01
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.745001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HB3V1, C.4 - ISIN: US3134HB3V11, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $725857297.68
- **C.18.a - Value (excl. sponsor support):** $725857297.68
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.800002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $1064689782.00
- **C.18.a - Value (excl. sponsor support):** $1064689782.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 112: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.790001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBU66, C.4 - ISIN: US3134HBU661, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $1058354135.99
- **C.18.a - Value (excl. sponsor support):** $1058354135.99
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 113: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.790001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBX55, C.4 - ISIN: US3134HBX558, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $1949816953.50
- **C.18.a - Value (excl. sponsor support):** $1949816953.50
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2027-10-14
- **C.13 - Final Legal Maturity Date:** 2027-10-14
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 114: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBXW6, C.4 - ISIN: US3134HBXW63, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $996107661.00
- **C.18.a - Value (excl. sponsor support):** $996107661.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313589WN9, C.4 - ISIN: US313589WN94, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $1529190753.35
- **C.18.a - Value (excl. sponsor support):** $1529190753.35
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-05-08
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 116: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.769999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07H0, C.4 - ISIN: US3135G07H00, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $125334157.38
- **C.18.a - Value (excl. sponsor support):** $125334157.38
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.785000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07J6, C.4 - ISIN: US3135G07J65, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $987961363.45
- **C.18.a - Value (excl. sponsor support):** $987961363.45
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 118: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.790001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07K3, C.4 - ISIN: US3135G07K39, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $863792323.58
- **C.18.a - Value (excl. sponsor support):** $863792323.58
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 119: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AE1, C.4 - ISIN: US3135G1AE14, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $1084993000.00
- **C.18.a - Value (excl. sponsor support):** $1084993000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 611138445, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 611138445779156MPR
- **C.18 - Value (incl. sponsor support):** $27950000.00
- **C.18.a - Value (excl. sponsor support):** $27950000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-02-15      | 0.0000%  | 0.0000% | $27950000.00       | $28509000.00       | U.S. Treasuries (including strips) |

### Security 121: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 611138457, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 611138457779156LPR
- **C.18 - Value (incl. sponsor support):** $25400000.00
- **C.18.a - Value (excl. sponsor support):** $25400000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-05-15      | 0.0000%  | 0.0000% | $25400000.00       | $25908000.00       | U.S. Treasuries (including strips) |

### Security 122: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 611138461, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 6111384617791567PR
- **C.18 - Value (incl. sponsor support):** $4573125.00
- **C.18.a - Value (excl. sponsor support):** $4573125.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $4573125.00        | $4664587.50        | U.S. Treasuries (including strips) |

### Security 123: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 611138529, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 611138529779156DPR
- **C.18 - Value (incl. sponsor support):** $7137500.00
- **C.18.a - Value (excl. sponsor support):** $7137500.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $7137500.00        | $7280250.00        | U.S. Treasuries (including strips) |

### Security 124: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 611138536, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 611138536779156SPR
- **C.18 - Value (incl. sponsor support):** $43000000.00
- **C.18.a - Value (excl. sponsor support):** $43000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $43000000.00       | $43860000.00       | U.S. Treasuries (including strips) |

### Security 125: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 611138540, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 611138540779156FPR
- **C.18 - Value (incl. sponsor support):** $15312500.00
- **C.18.a - Value (excl. sponsor support):** $15312500.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-02-15      | 0.0000%  | 0.0000% | $15312500.00       | $15618750.00       | U.S. Treasuries (including strips) |

### Security 126: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 611138544, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 6111385447791565PR
- **C.18 - Value (incl. sponsor support):** $4462500.00
- **C.18.a - Value (excl. sponsor support):** $4462500.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $4462500.00        | $4551750.00        | U.S. Treasuries (including strips) |

### Security 127: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 611138552, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 611138552779156PPR
- **C.18 - Value (incl. sponsor support):** $32407500.00
- **C.18.a - Value (excl. sponsor support):** $32407500.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-02-15      | 1.8800%  | 0.0000% | $32407500.00       | $33055650.00       | U.S. Treasuries (including strips) |

### Security 128: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 611138554, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 611138554779156QPR
- **C.18 - Value (incl. sponsor support):** $40468750.00
- **C.18.a - Value (excl. sponsor support):** $40468750.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-05-15      | 0.0000%  | 0.0000% | $40468750.00       | $41278125.00       | U.S. Treasuries (including strips) |

### Security 129: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 611138558, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 6111385587791568PR
- **C.18 - Value (incl. sponsor support):** $4653750.00
- **C.18.a - Value (excl. sponsor support):** $4653750.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-11-15      | 1.8800%  | 0.0000% | $4653750.00        | $4746825.00        | U.S. Treasuries (including strips) |

### Security 130: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 611138566, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 611138566779156OPR
- **C.18 - Value (incl. sponsor support):** $31625000.00
- **C.18.a - Value (excl. sponsor support):** $31625000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-11-15      | 0.0000%  | 0.0000% | $31625000.00       | $32257500.00       | U.S. Treasuries (including strips) |

### Security 131: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 611138570, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 6111385707791563PR
- **C.18 - Value (incl. sponsor support):** $4143750.00
- **C.18.a - Value (excl. sponsor support):** $4143750.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-02-15      | 0.0000%  | 0.0000% | $4143750.00        | $4226625.00        | U.S. Treasuries (including strips) |

### Security 132: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 611138574, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 6111385747791562PR
- **C.18 - Value (incl. sponsor support):** $4122500.00
- **C.18.a - Value (excl. sponsor support):** $4122500.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $4122500.00        | $4204950.00        | U.S. Treasuries (including strips) |

### Security 133: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 611138576, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 611138576779156EPR
- **C.18 - Value (incl. sponsor support):** $13237500.00
- **C.18.a - Value (excl. sponsor support):** $13237500.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-05-15      | 0.0000%  | 0.0000% | $13237500.00       | $13502250.00       | U.S. Treasuries (including strips) |

### Security 134: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 611138595, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 6111385957791564PR
- **C.18 - Value (incl. sponsor support):** $4453750.00
- **C.18.a - Value (excl. sponsor support):** $4453750.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-11-15      | 2.3800%  | 0.0000% | $4453750.00        | $4542825.00        | U.S. Treasuries (including strips) |

### Security 135: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 611138599, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 611138599779156TPR
- **C.18 - Value (incl. sponsor support):** $49437500.00
- **C.18.a - Value (excl. sponsor support):** $49437500.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-08-31      | 3.6300%  | 0.0000% | $49437500.00       | $50426250.00       | U.S. Treasuries (including strips) |

### Security 136: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 611138603, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 6111386037791566PR
- **C.18 - Value (incl. sponsor support):** $4531250.00
- **C.18.a - Value (excl. sponsor support):** $4531250.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $4531250.00        | $4621875.00        | U.S. Treasuries (including strips) |

### Security 137: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 611138607, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 611138607779156NPR
- **C.18 - Value (incl. sponsor support):** $29125000.00
- **C.18.a - Value (excl. sponsor support):** $29125000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-02-15      | 0.0000%  | 0.0000% | $29125000.00       | $29707500.00       | U.S. Treasuries (including strips) |

### Security 138: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 611138609, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 611138609779156KPR
- **C.18 - Value (incl. sponsor support):** $23687500.00
- **C.18.a - Value (excl. sponsor support):** $23687500.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-02-15      | 0.0000%  | 0.0000% | $23687500.00       | $24161250.00       | U.S. Treasuries (including strips) |

### Security 139: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 611138611, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 611138611779156APR
- **C.18 - Value (incl. sponsor support):** $5005000.00
- **C.18.a - Value (excl. sponsor support):** $5005000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-08-15      | 2.7500%  | 0.0000% | $5005000.00        | $5105100.00        | U.S. Treasuries (including strips) |

### Security 140: THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY

- **C.1 - Title:** THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 611138613, C.3 - LEI: 1DU7IM20QESYGDO4HO54, C.5 - Other ID: 6111386137791562NO
- **C.18 - Value (incl. sponsor support):** $451450000.00
- **C.18.a - Value (excl. sponsor support):** $451450000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $451450000.00      | $460479000.00      | U.S. Treasuries (including strips) |

### Security 141: THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY

- **C.1 - Title:** THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 611138615, C.3 - LEI: 1DU7IM20QESYGDO4HO54, C.5 - Other ID: 6111386157791561NO
- **C.18 - Value (incl. sponsor support):** $241025000.00
- **C.18.a - Value (excl. sponsor support):** $241025000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-04-30      | 2.8800%  | 0.0000% | $241025000.00      | $245845500.00      | U.S. Treasuries (including strips) |

### Security 142: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 611138617, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 611138617779156RPR
- **C.18 - Value (incl. sponsor support):** $41250000.00
- **C.18.a - Value (excl. sponsor support):** $41250000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-11-15      | 0.0000%  | 0.0000% | $41250000.00       | $42075000.00       | U.S. Treasuries (including strips) |

### Security 143: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 611138621, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 611138621779156VPR
- **C.18 - Value (incl. sponsor support):** $168750000.00
- **C.18.a - Value (excl. sponsor support):** $168750000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-08-15      | 2.8800%  | 0.0000% | $168750000.00      | $172125000.00      | U.S. Treasuries (including strips) |

### Security 144: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 611138623, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 611138623779156BPR
- **C.18 - Value (incl. sponsor support):** $5312500.00
- **C.18.a - Value (excl. sponsor support):** $5312500.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-05-15      | 2.3800%  | 0.0000% | $5312500.00        | $5418750.00        | U.S. Treasuries (including strips) |

### Security 145: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 611138625, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 611138625779156JPR
- **C.18 - Value (incl. sponsor support):** $21175000.00
- **C.18.a - Value (excl. sponsor support):** $21175000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-05-15      | 0.0000%  | 0.0000% | $21175000.00       | $21598500.00       | U.S. Treasuries (including strips) |

### Security 146: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 611138629, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 611138629779156IPR
- **C.18 - Value (incl. sponsor support):** $19080000.00
- **C.18.a - Value (excl. sponsor support):** $19080000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-08-15      | 0.0000%  | 0.0000% | $19080000.00       | $19461600.00       | U.S. Treasuries (including strips) |

### Security 147: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 611138633, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 611138633779156UPR
- **C.18 - Value (incl. sponsor support):** $81875000.00
- **C.18.a - Value (excl. sponsor support):** $81875000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-02-15      | 0.0000%  | 0.0000% | $81875000.00       | $83512500.00       | U.S. Treasuries (including strips) |

### Security 148: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 611138635, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 611138635779156CPR
- **C.18 - Value (incl. sponsor support):** $5737500.00
- **C.18.a - Value (excl. sponsor support):** $5737500.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-11-15      | 0.0000%  | 0.0000% | $5737500.00        | $5852250.00        | U.S. Treasuries (including strips) |

### Security 149: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 611138637, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 611138637779156GPR
- **C.18 - Value (incl. sponsor support):** $15437500.00
- **C.18.a - Value (excl. sponsor support):** $15437500.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-02-15      | 0.0000%  | 0.0000% | $15437500.00       | $15746250.00       | U.S. Treasuries (including strips) |

### Security 150: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 611138660, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 6111386607791561PR
- **C.18 - Value (incl. sponsor support):** $4122000.00
- **C.18.a - Value (excl. sponsor support):** $4122000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-02-15      | 3.6300%  | 0.0000% | $4122000.00        | $4204440.00        | U.S. Treasuries (including strips) |

### Security 151: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 611138664, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 611138664779156HPR
- **C.18 - Value (incl. sponsor support):** $18108750.00
- **C.18.a - Value (excl. sponsor support):** $18108750.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2038-08-15      | 0.0000%  | 0.0000% | $18108750.00       | $18470925.00       | U.S. Treasuries (including strips) |

### Security 152: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 611138699, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 6111386997791569PR
- **C.18 - Value (incl. sponsor support):** $4807500.00
- **C.18.a - Value (excl. sponsor support):** $4807500.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-05-15      | 3.6300%  | 0.0000% | $4807500.00        | $4903650.00        | U.S. Treasuries (including strips) |

### Security 153: DAIWA CAPITAL MARKETS AMERICA INC.

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC. 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 611138779, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: 6111387797791565DA
- **C.18 - Value (incl. sponsor support):** $371261029.42
- **C.18.a - Value (excl. sponsor support):** $371261029.42
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-03-31      | 4.1300%  | 0.0000% | $371261029.40      | $378686250.00      | U.S. Treasuries (including strips) |

### Security 154: DAIWA CAPITAL MARKETS AMERICA INC.

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC. 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 611138785, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: 6111387857791561DA
- **C.18 - Value (incl. sponsor support):** $146066176.45
- **C.18.a - Value (excl. sponsor support):** $146066176.45
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-02-29      | 4.1300%  | 0.0000% | $146066176.50      | $148987500.00      | U.S. Treasuries (including strips) |

### Security 155: DAIWA CAPITAL MARKETS AMERICA INC.

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC. 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 611138796, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: 6111387967791563DA
- **C.18 - Value (incl. sponsor support):** $219975490.20
- **C.18.a - Value (excl. sponsor support):** $219975490.20
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-02-15      | 1.8800%  | 0.0000% | $219975490.20      | $224375000.00      | U.S. Treasuries (including strips) |

### Security 156: DAIWA CAPITAL MARKETS AMERICA INC.

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC. 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 611138801, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: 6111388017791564DA
- **C.18 - Value (incl. sponsor support):** $284460784.44
- **C.18.a - Value (excl. sponsor support):** $284460784.44
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-02-28      | 4.2500%  | 0.0000% | $284460784.40      | $290150000.10      | U.S. Treasuries (including strips) |

### Security 157: DAIWA CAPITAL MARKETS AMERICA INC.

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC. 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 611138805, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: 6111388057791562DA
- **C.18 - Value (incl. sponsor support):** $162973039.22
- **C.18.a - Value (excl. sponsor support):** $162973039.22
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-02-15      | 4.2500%  | 0.0000% | $162973039.20      | $166232500.00      | U.S. Treasuries (including strips) |

### Security 158: DAIWA CAPITAL MARKETS AMERICA INC.

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC. 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 611138807, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: 6111388077791566DA
- **C.18 - Value (incl. sponsor support):** $380661764.81
- **C.18.a - Value (excl. sponsor support):** $380661764.81
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-05-31      | 4.6300%  | 0.0000% | $380661764.80      | $388275000.10      | U.S. Treasuries (including strips) |

### Security 159: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.920001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903532E6, C.4 - ISIN: US6903532E65, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $1923076.86
- **C.18.a - Value (excl. sponsor support):** $1923076.86
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2026-12-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 160: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.920001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533N5, C.4 - ISIN: US6903533N55, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $30600000.00
- **C.18.a - Value (excl. sponsor support):** $30600000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-07
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2030-03-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 161: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533X3, C.4 - ISIN: US6903533X38, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $2875603.98
- **C.18.a - Value (excl. sponsor support):** $2875603.98
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-07
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2038-09-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 162: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534F1, C.4 - ISIN: US6903534F13, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $6249998.37
- **C.18.a - Value (excl. sponsor support):** $6249998.37
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-07
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2027-09-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 163: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.920001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534U8, C.4 - ISIN: US6903534U89, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $3622500.00
- **C.18.a - Value (excl. sponsor support):** $3622500.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-07
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 164: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.920001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534Y0, C.4 - ISIN: US6903534Y02, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $19000000.51
- **C.18.a - Value (excl. sponsor support):** $19000000.51
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-07
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2030-10-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 165: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.920001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903535F0, C.4 - ISIN: US6903535F04, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $2499999.29
- **C.18.a - Value (excl. sponsor support):** $2499999.29
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2027-01-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 166: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903535K9, C.4 - ISIN: US6903535K98, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $3499999.11
- **C.18.a - Value (excl. sponsor support):** $3499999.11
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-07
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2027-09-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 167: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903535N3, C.4 - ISIN: US6903535N38, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $2997560.95
- **C.18.a - Value (excl. sponsor support):** $2997560.95
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-07
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2027-06-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 168: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903535X1, C.4 - ISIN: US6903535X10, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $2249999.99
- **C.18.a - Value (excl. sponsor support):** $2249999.99
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-07
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2027-06-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 169: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.920001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903537A9, C.4 - ISIN: US6903537A98, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $16744187.58
- **C.18.a - Value (excl. sponsor support):** $16744187.58
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-07
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2031-12-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 170: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.920001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903537F8, C.4 - ISIN: US6903537F85, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $7666666.42
- **C.18.a - Value (excl. sponsor support):** $7666666.42
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-07
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2031-08-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 171: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.920001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903538B6, C.4 - ISIN: US6903538B62, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $4250000.24
- **C.18.a - Value (excl. sponsor support):** $4250000.24
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 172: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.920001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353A31, C.4 - ISIN: US690353A310, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $4367875.01
- **C.18.a - Value (excl. sponsor support):** $4367875.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-07
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2031-09-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 173: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.920001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353A49, C.4 - ISIN: US690353A492, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $10735500.02
- **C.18.a - Value (excl. sponsor support):** $10735500.02
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-07
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2031-09-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 174: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.920001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353C39, C.4 - ISIN: US690353C399, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $7367500.01
- **C.18.a - Value (excl. sponsor support):** $7367500.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-07
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2031-09-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 175: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.950001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353C96, C.4 - ISIN: US690353C969, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $22279245.40
- **C.18.a - Value (excl. sponsor support):** $22279245.40
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-02-07
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2030-01-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 176: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.920001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353D38, C.4 - ISIN: US690353D389, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $22944818.49
- **C.18.a - Value (excl. sponsor support):** $22944818.49
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-07
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2028-11-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 177: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.920001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353J57, C.4 - ISIN: US690353J576, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $2868205.12
- **C.18.a - Value (excl. sponsor support):** $2868205.12
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-07
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2033-12-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 178: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.920001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353L21, C.4 - ISIN: US690353L218, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $16434606.05
- **C.18.a - Value (excl. sponsor support):** $16434606.05
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-07
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2033-12-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 179: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.920001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353L62, C.4 - ISIN: US690353L622, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $2616975.57
- **C.18.a - Value (excl. sponsor support):** $2616975.57
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-07
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2033-12-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 180: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.920001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353M46, C.4 - ISIN: US690353M463, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $2198259.41
- **C.18.a - Value (excl. sponsor support):** $2198259.41
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-07
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2033-12-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 181: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.920001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353N52, C.4 - ISIN: US690353N529, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $7850926.46
- **C.18.a - Value (excl. sponsor support):** $7850926.46
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-07
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2033-12-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 182: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353Q59, C.4 - ISIN: US690353Q597, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $23107825.90
- **C.18.a - Value (excl. sponsor support):** $23107825.90
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-07
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 183: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.920001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353Q67, C.4 - ISIN: US690353Q670, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $2850933.09
- **C.18.a - Value (excl. sponsor support):** $2850933.09
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-07
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2033-12-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 184: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.920001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353Q75, C.4 - ISIN: US690353Q753, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $6232600.00
- **C.18.a - Value (excl. sponsor support):** $6232600.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-07
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2031-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 185: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.920001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353T72, C.4 - ISIN: US690353T724, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $4307691.51
- **C.18.a - Value (excl. sponsor support):** $4307691.51
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2026-12-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 186: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353V46, C.4 - ISIN: US690353V464, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $6569114.50
- **C.18.a - Value (excl. sponsor support):** $6569114.50
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-07
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 187: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.950001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353VV6, C.4 - ISIN: US690353VV66, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $7900000.00
- **C.18.a - Value (excl. sponsor support):** $7900000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 188: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.920001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353W94, C.4 - ISIN: US690353W942, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $3796220.00
- **C.18.a - Value (excl. sponsor support):** $3796220.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-07
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2031-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 189: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353Z83, C.4 - ISIN: US690353Z838, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $3477766.50
- **C.18.a - Value (excl. sponsor support):** $3477766.50
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-07
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 190: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.920001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353ZP5, C.4 - ISIN: US690353ZP52, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $6683375.01
- **C.18.a - Value (excl. sponsor support):** $6683375.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-07
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2031-09-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 191: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.920001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PBG5, C.4 - ISIN: US90376PBG54, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $14230770.26
- **C.18.a - Value (excl. sponsor support):** $14230770.26
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-07
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2028-06-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 192: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1681794364.50
- **C.18.a - Value (excl. sponsor support):** $1681794364.50
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 193: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3197770801.00
- **C.18.a - Value (excl. sponsor support):** $3197770801.00
- **C.19 - Percentage of Net Assets:** 1.1300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 194: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RV1, C.4 - ISIN: US912797RV15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $235654332.02
- **C.18.a - Value (excl. sponsor support):** $235654332.02
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 195: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SB4, C.4 - ISIN: US912797SB42, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $55623952.18
- **C.18.a - Value (excl. sponsor support):** $55623952.18
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 196: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SD0, C.4 - ISIN: US912797SD08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1305427117.36
- **C.18.a - Value (excl. sponsor support):** $1305427117.36
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 197: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SK4, C.4 - ISIN: US912797SK41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1618222362.02
- **C.18.a - Value (excl. sponsor support):** $1618222362.02
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-10-29
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 198: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SL2, C.4 - ISIN: US912797SL24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1349213028.79
- **C.18.a - Value (excl. sponsor support):** $1349213028.79
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 199: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SM0, C.4 - ISIN: US912797SM07, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3756601322.84
- **C.18.a - Value (excl. sponsor support):** $3756601322.84
- **C.19 - Percentage of Net Assets:** 1.3200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 200: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SN8, C.4 - ISIN: US912797SN89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4167391649.13
- **C.18.a - Value (excl. sponsor support):** $4167391649.13
- **C.19 - Percentage of Net Assets:** 1.4700%
- **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, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 201: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SS7, C.4 - ISIN: US912797SS76, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1496678610.00
- **C.18.a - Value (excl. sponsor support):** $1496678610.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-24
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 202: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797ST5, C.4 - ISIN: US912797ST59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $31561067.35
- **C.18.a - Value (excl. sponsor support):** $31561067.35
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 203: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SU2, C.4 - ISIN: US912797SU23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $902436818.92
- **C.18.a - Value (excl. sponsor support):** $902436818.92
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **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, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 204: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SV0, C.4 - ISIN: US912797SV06, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $290310046.09
- **C.18.a - Value (excl. sponsor support):** $290310046.09
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 205: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SW8, C.4 - ISIN: US912797SW88, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $672814497.61
- **C.18.a - Value (excl. sponsor support):** $672814497.61
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 206: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SY4, C.4 - ISIN: US912797SY45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3793695.91
- **C.18.a - Value (excl. sponsor support):** $3793695.91
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 207: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TB3, C.4 - ISIN: US912797TB33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $60115739.21
- **C.18.a - Value (excl. sponsor support):** $60115739.21
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 208: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TC1, C.4 - ISIN: US912797TC16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1813214878.07
- **C.18.a - Value (excl. sponsor support):** $1813214878.07
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **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, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 209: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TD9, C.4 - ISIN: US912797TD98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $876298326.58
- **C.18.a - Value (excl. sponsor support):** $876298326.58
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 210: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TF4, C.4 - ISIN: US912797TF47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4029638097.58
- **C.18.a - Value (excl. sponsor support):** $4029638097.58
- **C.19 - Percentage of Net Assets:** 1.4200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 211: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TH0, C.4 - ISIN: US912797TH03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1610371943.01
- **C.18.a - Value (excl. sponsor support):** $1610371943.01
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 212: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TJ6, C.4 - ISIN: US912797TJ68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2055087427.09
- **C.18.a - Value (excl. sponsor support):** $2055087427.09
- **C.19 - Percentage of Net Assets:** 0.7200%
- **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, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 213: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TL1, C.4 - ISIN: US912797TL15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $426672286.80
- **C.18.a - Value (excl. sponsor support):** $426672286.80
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 214: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TP2, C.4 - ISIN: US912797TP29, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $162856339.39
- **C.18.a - Value (excl. sponsor support):** $162856339.39
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 215: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TQ0, C.4 - ISIN: US912797TQ02, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $23507860.19
- **C.18.a - Value (excl. sponsor support):** $23507860.19
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-07-30
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 216: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TR8, C.4 - ISIN: US912797TR84, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1499044992.07
- **C.18.a - Value (excl. sponsor support):** $1499044992.07
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-12
- **C.12 - Maturity Date (WAL):** 2026-05-12
- **C.13 - Final Legal Maturity Date:** 2026-05-12
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 217: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TS6, C.4 - ISIN: US912797TS67, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $193360649.96
- **C.18.a - Value (excl. sponsor support):** $193360649.96
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-19
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 218: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TT4, C.4 - ISIN: US912797TT41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1959929621.41
- **C.18.a - Value (excl. sponsor support):** $1959929621.41
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 219: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TU1, C.4 - ISIN: US912797TU14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1039658566.72
- **C.18.a - Value (excl. sponsor support):** $1039658566.72
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 1.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Y95, C.4 - ISIN: US912828Y958, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $151289396.62
- **C.18.a - Value (excl. sponsor support):** $151289396.62
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 221: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 1.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YG9, C.4 - ISIN: US912828YG91, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $213125102.23
- **C.18.a - Value (excl. sponsor support):** $213125102.23
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 222: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 1.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YU8, C.4 - ISIN: US912828YU85, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $108252323.50
- **C.18.a - Value (excl. sponsor support):** $108252323.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 223: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 1.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YX2, C.4 - ISIN: US912828YX25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $78474296.15
- **C.18.a - Value (excl. sponsor support):** $78474296.15
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **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, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 224: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 1.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Z78, C.4 - ISIN: US912828Z781, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $105490693.29
- **C.18.a - Value (excl. sponsor support):** $105490693.29
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 225: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8, C.4 - ISIN: US91282CCJ80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $971086034.86
- **C.18.a - Value (excl. sponsor support):** $971086034.86
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 226: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCP4, C.4 - ISIN: US91282CCP41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1213893611.59
- **C.18.a - Value (excl. sponsor support):** $1213893611.59
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 227: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCW9, C.4 - ISIN: US91282CCW91, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1858662012.75
- **C.18.a - Value (excl. sponsor support):** $1858662012.75
- **C.19 - Percentage of Net Assets:** 0.6500%
- **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, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 228: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCZ2, C.4 - ISIN: US91282CCZ23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3226823854.26
- **C.18.a - Value (excl. sponsor support):** $3226823854.26
- **C.19 - Percentage of Net Assets:** 1.1400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 229: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 1.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDK4, C.4 - ISIN: US91282CDK45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $61355252.74
- **C.18.a - Value (excl. sponsor support):** $61355252.74
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 230: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 1.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDQ1, C.4 - ISIN: US91282CDQ15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1706907257.30
- **C.18.a - Value (excl. sponsor support):** $1706907257.30
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **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, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 231: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJC6, C.4 - ISIN: US91282CJC64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $528137773.96
- **C.18.a - Value (excl. sponsor support):** $528137773.96
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 232: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $714810994.24
- **C.18.a - Value (excl. sponsor support):** $714810994.24
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 233: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 3.794692%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $166511028.50
- **C.18.a - Value (excl. sponsor support):** $166511028.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 234: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 4.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLB5, C.4 - ISIN: US91282CLB53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $930099443.28
- **C.18.a - Value (excl. sponsor support):** $930099443.28
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 235: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2092709373.19
- **C.18.a - Value (excl. sponsor support):** $2092709373.19
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 236: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLP4, C.4 - ISIN: US91282CLP40, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1424445279.82
- **C.18.a - Value (excl. sponsor support):** $1424445279.82
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 237: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 3.817692%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.4 - ISIN: US91282CLT61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1955676424.70
- **C.18.a - Value (excl. sponsor support):** $1955676424.70
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 238: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLY5, C.4 - ISIN: US91282CLY56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $963199085.68
- **C.18.a - Value (excl. sponsor support):** $963199085.68
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 239: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CME8, C.4 - ISIN: US91282CME83, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1935267506.94
- **C.18.a - Value (excl. sponsor support):** $1935267506.94
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **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, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 240: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMH1, C.4 - ISIN: US91282CMH15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $152569262.39
- **C.18.a - Value (excl. sponsor support):** $152569262.39
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 241: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 3.710693%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7, C.4 - ISIN: US91282CMJ70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $761878993.43
- **C.18.a - Value (excl. sponsor support):** $761878993.43
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 242: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 3.782876%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $5983737300.40
- **C.18.a - Value (excl. sponsor support):** $5983737300.40
- **C.19 - Percentage of Net Assets:** 2.1100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 243: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 3.771691%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3111070832.40
- **C.18.a - Value (excl. sponsor support):** $3111070832.40
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 244: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 3.950410%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPG0, C.4 - ISIN: US91282CPG05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2956363193.75
- **C.18.a - Value (excl. sponsor support):** $2956363193.75
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2027-10-31
- **C.13 - Final Legal Maturity Date:** 2027-10-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 245: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 3.711694%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPX3, C.4 - ISIN: US91282CPX38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $985694127.81
- **C.18.a - Value (excl. sponsor support):** $985694127.81
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2028-01-31
- **C.13 - Final Legal Maturity Date:** 2028-01-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 246: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 3.679999%
- **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: TPR053BE7, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: TPR053BE7779156BAN
- **C.18 - Value (incl. sponsor support):** $493999851.80
- **C.18.a - Value (excl. sponsor support):** $493999851.80
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 CORPORATION | 2045-02-01      | 4.5000%  | 0.0000% | $4096225.00        | $3890936.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 4.0000%  | 0.0000% | $4600000.00        | $2912457.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 5.5000%  | 0.0000% | $4000000.00        | $3554662.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-11-01      | 2.0000%  | 0.0000% | $5934951.00        | $3739680.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 3.0000%  | 0.0000% | $4866000.00        | $3370070.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 2.5000%  | 0.0000% | $4217629.00        | $2918309.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 4.0000%  | 0.0000% | $3927000.00        | $3062398.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 4.5000%  | 0.0000% | $5975000.00        | $4338428.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.0000%  | 0.0000% | $5249667.00        | $4337259.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-07-01      | 2.0000%  | 0.0000% | $7328822.00        | $3691214.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-02-01      | 2.0000%  | 0.0000% | $6200000.00        | $4120374.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 7.0000%  | 0.0000% | $3524844.00        | $2913654.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 5.5000%  | 0.0000% | $3802870.00        | $3747849.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-01-01      | 5.5000%  | 0.0000% | $3010528.00        | $3081039.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 7.0000%  | 0.0000% | $5092471.00        | $3072190.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 6.0000%  | 0.0000% | $4324000.00        | $4353855.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 7.0000%  | 0.0000% | $3886146.00        | $3984116.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.0000%  | 0.0000% | $4136175.00        | $4203940.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-11-01      | 2.5000%  | 0.0000% | $8869500.00        | $4689033.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-01-01      | 3.0000%  | 0.0000% | $4291363.00        | $3848429.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-01-01      | 4.5000%  | 0.0000% | $3796405.00        | $3816720.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-01-01      | 5.5000%  | 0.0000% | $3710758.00        | $3813273.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-12-01      | 3.0000%  | 0.0000% | $31711886.00       | $4548393.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 7.5000%  | 0.0000% | $5081703.00        | $2805226.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 7.0000%  | 0.0000% | $4833050.00        | $3853359.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 6.0000%  | 0.0000% | $4670281.00        | $4568219.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.0000%  | 0.0000% | $5722182.00        | $4719943.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.5000%  | 0.0000% | $3450737.00        | $3610780.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.5000%  | 0.0000% | $3754444.00        | $3931065.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | 0.0000% | $3899840.00        | $3830134.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.5000%  | 0.0000% | $3255630.00        | $3241409.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.5000%  | 0.0000% | $2943203.00        | $2846053.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.5000%  | 0.0000% | $2688425.00        | $2817782.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.5000%  | 0.0000% | $4305448.00        | $4520207.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.5000%  | 0.0000% | $2873654.00        | $3003880.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | 0.0000% | $3155573.00        | $3233461.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.0000%  | 0.0000% | $4799881.00        | $4738734.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.5000%  | 0.0000% | $3417448.00        | $3602958.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.5000%  | 0.0000% | $3646112.00        | $3825433.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.0000%  | 0.0000% | $2939474.00        | $3029031.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.5000%  | 0.0000% | $2727430.00        | $2841720.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.5000%  | 0.0000% | $3776151.00        | $3838869.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.5000%  | 0.0000% | $4162178.00        | $4335953.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.0000%  | 0.0000% | $4409920.00        | $4377483.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 4.0000%  | 0.0000% | $3007362.00        | $2879137.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 6.5000%  | 0.0000% | $3171029.00        | $3339507.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 6.0000%  | 0.0000% | $3140261.00        | $3252420.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.5000%  | 0.0000% | $4117073.00        | $4308057.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 6.0000%  | 0.0000% | $3393819.00        | $3509674.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 6.5000%  | 0.0000% | $4215678.00        | $4397040.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.0000%  | 0.0000% | $3700125.00        | $3720896.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.0000%  | 0.0000% | $4215317.00        | $4263486.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 4.0000%  | 0.0000% | $4047605.00        | $3879289.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 3.5000%  | 0.0000% | $4925224.00        | $3641632.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-01-01      | 4.0000%  | 0.0000% | $4199309.00        | $4163725.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 3.0000%  | 0.0000% | $9000000.00        | $4678118.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.5000%  | 0.0000% | $3910000.00        | $3151622.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.0000%  | 0.0000% | $6663699.00        | $4725939.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.5000%  | 0.0000% | $5100000.00        | $3123518.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | 0.0000% | $5079158.00        | $3795638.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 6.0000%  | 0.0000% | $2767500.00        | $2866921.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 6.0000%  | 0.0000% | $3119200.00        | $3288789.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 5.5000%  | 0.0000% | $2759560.00        | $2825838.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 6.0000%  | 0.0000% | $3060850.00        | $3163169.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 5.5000%  | 0.0000% | $2882159.00        | $2993406.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 3.0000%  | 0.0000% | $5420056.00        | $4561805.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 4.0000%  | 0.0000% | $5086000.00        | $4570305.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 2.5000%  | 0.0000% | $3976130.00        | $3391346.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 4.5000%  | 0.0000% | $4533061.00        | $4560318.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-06-01      | 5.0000%  | 0.0000% | $4666771.00        | $3061925.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.0000%  | 0.0000% | $4372318.00        | $3390036.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.5000%  | 0.0000% | $3298217.00        | $3545735.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-12-01      | 2.0000%  | 0.0000% | $7652817.00        | $4317605.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-02-01      | 2.0000%  | 0.0000% | $6750000.00        | $4234880.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 6.0000%  | 0.0000% | $4500000.00        | $3018924.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.5000%  | 0.0000% | $3340477.00        | $2935524.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 5.0000%  | 0.0000% | $3000000.00        | $2849508.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.0000%  | 0.0000% | $2958000.00        | $2835642.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 4.0000%  | 0.0000% | $4882128.00        | $4569107.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 4.0000%  | 0.0000% | $4015469.00        | $3815330.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 3.5000%  | 0.0000% | $3306040.00        | $3077875.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-01-01      | 3.5000%  | 0.0000% | $3189164.00        | $3033539.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-01-01      | 4.5000%  | 0.0000% | $4703627.00        | $4522024.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-02-01      | 3.0000%  | 0.0000% | $4691267.00        | $4518932.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.5000%  | 0.0000% | $4184809.00        | $4296546.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 7.0000%  | 0.0000% | $4363274.00        | $3535495.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.5000%  | 0.0000% | $3769658.00        | $3945747.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.5000%  | 0.0000% | $4062544.00        | $3965545.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.5000%  | 0.0000% | $3160309.00        | $2979275.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.5000%  | 0.0000% | $3930261.00        | $3743912.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.5000%  | 0.0000% | $3079325.00        | $3228052.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $3223261.00        | $3303460.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | 0.0000% | $3887350.00        | $3985970.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.0000%  | 0.0000% | $4375980.00        | $4381983.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.5000%  | 0.0000% | $3173367.00        | $2966711.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.0000%  | 0.0000% | $4138426.00        | $4256775.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.0000%  | 0.0000% | $2857250.00        | $2968487.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $3503756.00        | $3579990.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.0000%  | 0.0000% | $4292536.00        | $4447594.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.0000%  | 0.0000% | $4197339.00        | $4346646.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 6.0000%  | 0.0000% | $3647385.00        | $3775134.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $4651173.00        | $4700037.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.0000%  | 0.0000% | $3191861.00        | $3221736.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $2826651.00        | $2903670.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.5000%  | 0.0000% | $3590166.00        | $3766696.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 6.0000%  | 0.0000% | $3078974.00        | $3172893.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.0000%  | 0.0000% | $3724412.00        | $3706487.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-09-01      | 2.0000%  | 0.0000% | $4548580.00        | $3721315.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.0000%  | 0.0000% | $4617689.00        | $4631905.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 4.0000%  | 0.0000% | $4615968.00        | $4308727.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 3.5000%  | 0.0000% | $4552744.00        | $4238538.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.0000%  | 0.0000% | $4700000.00        | $4625561.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-02-01      | 4.5000%  | 0.0000% | $3618327.00        | $3637689.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-02-01      | 5.5000%  | 0.0000% | $776821.00         | $797896.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 6.5000%  | 0.0000% | $3954005.00        | $4152170.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 6.5000%  | 0.0000% | $2996773.00        | $3156724.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 6.0000%  | 0.0000% | $3719032.00        | $3860629.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.5000%  | 0.0000% | $3098977.00        | $3165701.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.5000%  | 0.0000% | $3351167.00        | $3338940.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.5000%  | 0.0000% | $2771567.00        | $2848264.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $4321709.00        | $4360901.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 6.0000%  | 0.0000% | $4038983.00        | $4187634.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $3797000.00        | $3899494.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $4034841.00        | $4149227.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.0000%  | 0.0000% | $3940774.00        | $4090443.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $4438176.00        | $4559624.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.5000%  | 0.0000% | $2901969.00        | $3045843.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.0000%  | 0.0000% | $3987779.00        | $4147471.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $2998578.00        | $3071331.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $2890085.00        | $2975370.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.0000%  | 0.0000% | $3257261.00        | $3383976.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.5000%  | 0.0000% | $3725460.00        | $3808123.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.5000%  | 0.0000% | $2862060.00        | $2944947.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 6.0000%  | 0.0000% | $3024283.00        | $3150850.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 6.0000%  | 0.0000% | $3780025.00        | $3937306.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.5000%  | 0.0000% | $4163705.00        | $4279716.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.5000%  | 0.0000% | $3513270.00        | $3597654.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.5000%  | 0.0000% | $3119683.00        | $3209032.00        | Agency Mortgage-Backed Securities |

### Security 247: HSBC SECURITIES (USA) INC.

- **C.1 - Title:** HSBC SECURITIES (USA) INC. 3.660001%
- **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: TPR055BBB, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: TPR055BBB7791562HS
- **C.18 - Value (incl. sponsor support):** $3210000000.00
- **C.18.a - Value (excl. sponsor support):** $3210000000.00
- **C.19 - Percentage of Net Assets:** 1.1300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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                            |
|:---|:---|:---|:---|:---|:---|:---|
| The Federal Home Loan Banks                   | 2038-06-01      | 4.1500%  | 0.0000% | $2000000.00        | $1877927.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2035-10-30      | 1.7000%  | 0.0000% | $2300000.00        | $1808474.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2037-05-26      | 5.0000%  | 0.0000% | $5150000.00        | $5132845.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2028-06-30      | 4.0000%  | 0.0000% | $1535000.00        | $1556268.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2035-06-18      | 5.4500%  | 0.0000% | $25000000.00       | $25233033.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2035-08-07      | 4.9000%  | 0.0000% | $25000000.00       | $25820106.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-09-01      | 3.5000%  | 0.0000% | $31740500.00       | $4927749.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-11-01      | 3.0000%  | 0.0000% | $64000000.00       | $7912124.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-08-01      | 4.0000%  | 0.0000% | $4900000.00        | $588383.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-08-01      | 4.5000%  | 0.0000% | $4401320.00        | $1079193.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-11-01      | 3.5000%  | 0.0000% | $41759488.00       | $5112095.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2043-04-01      | 3.5000%  | 0.0000% | $6000000.00        | $1094002.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2045-01-01      | 3.0000%  | 0.0000% | $29556672.00       | $3371987.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-12-01      | 3.5000%  | 0.0000% | $4500000.00        | $626319.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-08-01      | 3.5000%  | 0.0000% | $11500000.00       | $123309.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2034-05-01      | 4.5000%  | 0.0000% | $1000000.00        | $129206.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-10-01      | 4.0000%  | 0.0000% | $462826.00         | $193362.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-08-01      | 1.5000%  | 0.0000% | $2090984.00        | $1105904.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-04-01      | 3.5000%  | 0.0000% | $16118140.00       | $11192072.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-12-01      | 3.0000%  | 0.0000% | $301580.00         | $221059.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-09-01      | 3.5000%  | 0.0000% | $3279468.00        | $2734366.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-08-01      | 5.0000%  | 0.0000% | $97000.00          | $87291.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-08-01      | 2.0000%  | 0.0000% | $3300000.00        | $1442930.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-04-01      | 3.5000%  | 0.0000% | $2000000.00        | $524354.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-08-01      | 3.5000%  | 0.0000% | $249284160.00      | $45327269.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-02-01      | 2.5000%  | 0.0000% | $251000.00         | $129089.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-01-01      | 2.0000%  | 0.0000% | $114497.00         | $73189.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-04-01      | 3.0000%  | 0.0000% | $4000000.00        | $2770300.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-10-01      | 4.0000%  | 0.0000% | $191998.00         | $149726.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-09-01      | 6.0000%  | 0.0000% | $2076176.00        | $1465402.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-04-01      | 5.0000%  | 0.0000% | $2683316.00        | $2296287.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-06-01      | 6.0000%  | 0.0000% | $1100000.00        | $785589.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-11-01      | 6.5000%  | 0.0000% | $416367.00         | $310838.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2044-02-01      | 3.5000%  | 0.0000% | $3195000.00        | $516867.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2045-02-01      | 4.0000%  | 0.0000% | $12130176.00       | $2712265.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-12-01      | 2.5000%  | 0.0000% | $1050000.00        | $152015.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-02-01      | 3.0000%  | 0.0000% | $4801160.00        | $2029009.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-11-01      | 3.0000%  | 0.0000% | $1292600.00        | $713970.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-11-01      | 2.0000%  | 0.0000% | $200000.00         | $123402.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-06-01      | 5.0000%  | 0.0000% | $3750000.00        | $3306643.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 5.0000%  | 0.0000% | $4933048.00        | $4335945.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 4.0000%  | 0.0000% | $3060340.00        | $1609993.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 5.0000%  | 0.0000% | $4343600.00        | $3183702.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-09-01      | 4.5000%  | 0.0000% | $7422920.00        | $5358151.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-09-01      | 4.5000%  | 0.0000% | $7589664.00        | $5109177.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-09-01      | 5.0000%  | 0.0000% | $2350000.00        | $1726300.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-01-01      | 5.0000%  | 0.0000% | $6048.00           | $5397.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-02-01      | 5.5000%  | 0.0000% | $4173250.00        | $3992071.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-06-01      | 5.0000%  | 0.0000% | $3235680.00        | $2524848.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-07-01      | 4.5000%  | 0.0000% | $12796240.00       | $10004864.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-07-01      | 5.5000%  | 0.0000% | $1005478.00        | $727304.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-11-01      | 6.5000%  | 0.0000% | $10288120.00       | $8154563.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-11-01      | 7.0000%  | 0.0000% | $2000824.00        | $1397866.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-12-01      | 7.0000%  | 0.0000% | $7984984.00        | $7163796.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-01-01      | 6.0000%  | 0.0000% | $10992512.00       | $9774730.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 6.5000%  | 0.0000% | $10025472.00       | $7829307.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 7.0000%  | 0.0000% | $7994056.00        | $5985425.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-08-01      | 6.5000%  | 0.0000% | $1504558.00        | $1107958.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-08-01      | 6.0000%  | 0.0000% | $2203644.00        | $1545433.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-08-01      | 7.0000%  | 0.0000% | $605572.00         | $481015.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-08-01      | 7.0000%  | 0.0000% | $1273364.00        | $887778.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 6.5000%  | 0.0000% | $1137728.00        | $1008137.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 5.5000%  | 0.0000% | $2040156.00        | $1690167.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 6.0000%  | 0.0000% | $2554220.00        | $1565808.00        | Agency Mortgage-Backed Securities   |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2045-04-06      | 3.4300%  | 0.0000% | $1842000.00        | $1458305.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2037-10-07      | 3.6100%  | 0.0000% | $1900000.00        | $1754449.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2038-09-20      | 4.0800%  | 0.0000% | $2982000.00        | $2800004.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2034-07-18      | 2.9900%  | 0.0000% | $2000000.00        | $1819845.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2035-09-10      | 1.7300%  | 0.0000% | $2628000.00        | $2090242.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2040-07-30      | 1.9900%  | 0.0000% | $7250000.00        | $5098874.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2046-08-24      | 2.3500%  | 0.0000% | $3480000.00        | $2262447.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2041-09-16      | 2.4000%  | 0.0000% | $8686000.00        | $6348218.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2040-12-21      | 2.0700%  | 0.0000% | $1500000.00        | $1059598.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2036-07-14      | 2.3100%  | 0.0000% | $3198000.00        | $2617412.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2036-10-14      | 2.3400%  | 0.0000% | $11136000.00       | $9159282.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2046-10-26      | 2.5500%  | 0.0000% | $1095000.00        | $725752.00         | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2036-11-17      | 2.4800%  | 0.0000% | $17694000.00       | $14678958.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2041-12-09      | 2.9000%  | 0.0000% | $5973000.00        | $4622471.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2036-12-15      | 2.7400%  | 0.0000% | $4941000.00        | $4196643.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2041-12-16      | 2.9200%  | 0.0000% | $38840000.00       | $30108569.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2037-01-05      | 2.6800%  | 0.0000% | $3000000.00        | $2512815.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2042-01-24      | 2.8200%  | 0.0000% | $20337000.00       | $15447782.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2042-02-03      | 2.9300%  | 0.0000% | $3969000.00        | $3122562.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2042-02-24      | 3.4400%  | 0.0000% | $10000000.00       | $8411277.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2042-04-04      | 4.0000%  | 0.0000% | $1656000.00        | $1480027.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2034-12-01      | 2.5000%  | 0.0000% | $238966.00         | $63274.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-09-01      | 3.5000%  | 0.0000% | $45569024.00       | $18425293.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-01-01      | 2.0000%  | 0.0000% | $1200000.00        | $632160.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-11-01      | 2.0000%  | 0.0000% | $1603400.00        | $986427.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-12-01      | 2.0000%  | 0.0000% | $165520.00         | $104145.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-04-01      | 2.5000%  | 0.0000% | $8831152.00        | $5555463.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-03-01      | 4.5000%  | 0.0000% | $21440640.00       | $17708646.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2041-01-01      | 2.0000%  | 0.0000% | $50000.00          | $26213.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2041-09-01      | 2.0000%  | 0.0000% | $500000.00         | $300893.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-07-01      | 2.0000%  | 0.0000% | $40885248.00       | $20932027.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-03-01      | 5.5000%  | 0.0000% | $12834880.00       | $11721267.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-04-01      | 6.0000%  | 0.0000% | $13366752.00       | $10594113.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-05-01      | 6.0000%  | 0.0000% | $3765264.00        | $3398120.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-05-01      | 6.0000%  | 0.0000% | $2073552.00        | $1637308.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-06-01      | 6.0000%  | 0.0000% | $10214144.00       | $8404121.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-06-01      | 7.0000%  | 0.0000% | $1472124.00        | $1235911.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 6.0000%  | 0.0000% | $9487056.00        | $7590286.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-11-01      | 3.5000%  | 0.0000% | $3266168.00        | $836200.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-09-15      | 0.0000%  | 0.0000% | $70000.00          | $68379.00          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-03-15      | 0.0000%  | 0.0000% | $1000000.00        | $816215.00         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-09-15      | 0.0000%  | 0.0000% | $317000.00         | $309659.00         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-07-15      | 6.2500%  | 0.0000% | $50000.00          | $56369.00          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-01-15      | 0.0000%  | 0.0000% | $3500000.00        | $2874284.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-07-15      | 0.0000%  | 0.0000% | $3386000.00        | $2727440.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-01-15      | 0.0000%  | 0.0000% | $3386000.00        | $2643972.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-07-15      | 0.0000%  | 0.0000% | $3386000.00        | $2596216.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-07-13      | 2.2200%  | 0.0000% | $102763000.00      | $73540423.00       | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2026-02-07      | 0.0000%  | 0.0000% | $551000.00         | $550581.00         | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-11-15      | 0.0000%  | 0.0000% | $2080000.00        | $1723536.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2026-05-15      | 0.0000%  | 0.0000% | $69000.00          | $68220.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2027-05-15      | 0.0000%  | 0.0000% | $69000.00          | $65768.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2028-05-15      | 0.0000%  | 0.0000% | $69000.00          | $63284.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2028-11-15      | 0.0000%  | 0.0000% | $69000.00          | $62158.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2029-05-15      | 0.0000%  | 0.0000% | $69000.00          | $60908.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-01-25      | 1.9000%  | 0.0000% | $6000000.00        | $4744451.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2027-10-08      | 0.0000%  | 0.0000% | $250000.00         | $234605.00         | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2033-04-01      | 5.0000%  | 0.0000% | $8983490.00        | $71550.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-05-01      | 3.5000%  | 0.0000% | $22227872.00       | $3407475.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-06-01      | 3.5000%  | 0.0000% | $219530496.00      | $16848251.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-06-01      | 3.5000%  | 0.0000% | $550000.00         | $95407.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-05-01      | 4.0000%  | 0.0000% | $1000000.00        | $162312.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-08-01      | 3.5000%  | 0.0000% | $2097532.00        | $282273.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-01-01      | 3.5000%  | 0.0000% | $5165440.00        | $887641.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-12-01      | 3.0000%  | 0.0000% | $3567936.00        | $489005.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-03-01      | 3.5000%  | 0.0000% | $71353344.00       | $5097945.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-09-01      | 3.5000%  | 0.0000% | $19969440.00       | $3735875.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-10-01      | 3.5000%  | 0.0000% | $40413120.00       | $2408248.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2031-03-01      | 3.0000%  | 0.0000% | $2500000.00        | $453372.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-10-01      | 3.5000%  | 0.0000% | $8614704.00        | $2079791.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2031-10-01      | 2.5000%  | 0.0000% | $387262.00         | $55385.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-04-01      | 3.5000%  | 0.0000% | $53755000.00       | $8218008.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-10-01      | 5.0000%  | 0.0000% | $6700160.00        | $1200264.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2029-03-01      | 3.5000%  | 0.0000% | $1633980.00        | $79652.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-04-01      | 3.0000%  | 0.0000% | $63150464.00       | $9878177.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-03-01      | 3.5000%  | 0.0000% | $4799000.00        | $354041.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-07-01      | 4.0000%  | 0.0000% | $16427680.00       | $2488917.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-09-01      | 3.5000%  | 0.0000% | $61229056.00       | $6872298.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-08-01      | 6.5000%  | 0.0000% | $1313146.00        | $1343070.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-09-01      | 5.5000%  | 0.0000% | $1368754.00        | $1209180.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-11-01      | 7.0000%  | 0.0000% | $1580948.00        | $836365.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-12-01      | 7.0000%  | 0.0000% | $1353432.00        | $980684.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-01-01      | 7.0000%  | 0.0000% | $2596744.00        | $1896260.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-02-01      | 5.5000%  | 0.0000% | $12429904.00       | $9315737.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-05-01      | 5.0000%  | 0.0000% | $2744756.00        | $2698764.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-03-01      | 7.0000%  | 0.0000% | $1074332.00        | $252843.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-08-01      | 6.0000%  | 0.0000% | $567676.00         | $527461.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 5.0000%  | 0.0000% | $47766720.00       | $45152560.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 5.5000%  | 0.0000% | $7028.00           | $6156.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-06-01      | 7.0000%  | 0.0000% | $1185388.00        | $888024.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-07-01      | 5.5000%  | 0.0000% | $9743152.00        | $9015414.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 5.5000%  | 0.0000% | $4243936.00        | $4314890.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-07-01      | 6.5000%  | 0.0000% | $1265070.00        | $938920.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-08-01      | 6.0000%  | 0.0000% | $1177160.00        | $1139596.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-08-01      | 6.5000%  | 0.0000% | $1111750.00        | $983441.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 6.0000%  | 0.0000% | $151999.00         | $153539.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-11-01      | 4.5000%  | 0.0000% | $1160000.00        | $1125985.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 6.5000%  | 0.0000% | $827156.00         | $499633.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-11-01      | 5.0000%  | 0.0000% | $2170652.00        | $2149760.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-11-01      | 5.5000%  | 0.0000% | $3666572.00        | $3487919.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-11-01      | 5.0000%  | 0.0000% | $9991.00           | $7556.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-12-01      | 5.0000%  | 0.0000% | $2420052.00        | $2217919.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-12-01      | 5.5000%  | 0.0000% | $1934690.00        | $1659472.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-12-01      | 6.5000%  | 0.0000% | $2039050.00        | $2100601.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-12-01      | 6.0000%  | 0.0000% | $2363200.00        | $1972855.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-12-01      | 6.0000%  | 0.0000% | $1158038.00        | $464533.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 7.0000%  | 0.0000% | $1084748.00        | $988809.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 7.0000%  | 0.0000% | $201018.00         | $212373.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 6.0000%  | 0.0000% | $1189794.00        | $1221134.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 5.5000%  | 0.0000% | $880053.00         | $742463.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 5.5000%  | 0.0000% | $1193824.00        | $1219329.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 5.5000%  | 0.0000% | $1100968.00        | $1048169.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 6.5000%  | 0.0000% | $2578372.00        | $2443167.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 5.5000%  | 0.0000% | $1352822.00        | $1349446.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 6.0000%  | 0.0000% | $4560696.00        | $4704769.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 5.5000%  | 0.0000% | $425556.00         | $430870.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 5.5000%  | 0.0000% | $1393800.00        | $1415281.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 5.5000%  | 0.0000% | $3248644.00        | $3299293.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 5.5000%  | 0.0000% | $659511.00         | $669223.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 5.5000%  | 0.0000% | $4413336.00        | $4086246.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 6.0000%  | 0.0000% | $1015950.00        | $1040398.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 5.0000%  | 0.0000% | $11477024.00       | $11458857.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 5.5000%  | 0.0000% | $1051804.00        | $1081122.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-07-01      | 5.0000%  | 0.0000% | $1307314.00        | $1315344.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 6.5000%  | 0.0000% | $201152.00         | $211700.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-07-01      | 6.5000%  | 0.0000% | $6000.00           | $6339.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 6.0000%  | 0.0000% | $1347500.00        | $1378430.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 7.0000%  | 0.0000% | $517876.00         | $546703.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 6.0000%  | 0.0000% | $5842104.00        | $5878885.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 6.0000%  | 0.0000% | $731016.00         | $749756.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 6.5000%  | 0.0000% | $710536.00         | $738593.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 5.5000%  | 0.0000% | $8395120.00        | $8606707.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 6.0000%  | 0.0000% | $10012060.00       | $10001297.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 6.5000%  | 0.0000% | $213345.00         | $223411.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 6.5000%  | 0.0000% | $1006536.00        | $1064177.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 5.5000%  | 0.0000% | $26549.00          | $27215.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 6.5000%  | 0.0000% | $306551.00         | $321046.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 6.5000%  | 0.0000% | $361605.00         | $378339.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 5.5000%  | 0.0000% | $502338.00         | $516711.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 6.0000%  | 0.0000% | $15260576.00       | $15017353.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 7.0000%  | 0.0000% | $279089.00         | $297968.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 6.0000%  | 0.0000% | $10142864.00       | $10447948.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 7.0000%  | 0.0000% | $207700.00         | $219132.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 6.0000%  | 0.0000% | $6658536.00        | $6624196.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 6.0000%  | 0.0000% | $3767432.00        | $3871967.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 6.0000%  | 0.0000% | $1248624.00        | $1141446.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 6.5000%  | 0.0000% | $1076020.00        | $1134309.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 5.5000%  | 0.0000% | $1817220.00        | $1862572.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 6.5000%  | 0.0000% | $210012.00         | $218831.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 5.5000%  | 0.0000% | $2348436.00        | $2416168.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 6.5000%  | 0.0000% | $669783.00         | $701605.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 7.0000%  | 0.0000% | $341644.00         | $362048.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 6.5000%  | 0.0000% | $205258.00         | $216738.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 6.5000%  | 0.0000% | $89968.00          | $95459.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 6.5000%  | 0.0000% | $488395.00         | $511888.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 5.5000%  | 0.0000% | $6353888.00        | $6465661.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 5.5000%  | 0.0000% | $1692584.00        | $1735642.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 5.5000%  | 0.0000% | $1320614.00        | $1356808.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 6.5000%  | 0.0000% | $220105.00         | $229914.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 6.0000%  | 0.0000% | $339223.00         | $347253.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 5.0000%  | 0.0000% | $4131744.00        | $4164455.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 6.5000%  | 0.0000% | $1330090.00        | $1389530.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 6.5000%  | 0.0000% | $365541.00         | $384310.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 5.5000%  | 0.0000% | $1015904.00        | $1050299.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 5.5000%  | 0.0000% | $11104608.00       | $11402771.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 5.5000%  | 0.0000% | $3981000.00        | $4063579.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-02-01      | 6.0000%  | 0.0000% | $4598176.00        | $459087.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-10-01      | 3.0000%  | 0.0000% | $1349710.00        | $307915.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-02-01      | 4.0000%  | 0.0000% | $1012348.00        | $334011.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-11-01      | 4.5000%  | 0.0000% | $110000.00         | $29756.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-08-01      | 4.0000%  | 0.0000% | $4000000.00        | $521943.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-03-01      | 3.5000%  | 0.0000% | $206000.00         | $29031.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-07-01      | 2.5000%  | 0.0000% | $1675686.00        | $526157.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-11-01      | 4.5000%  | 0.0000% | $4100536.00        | $1082268.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-07-01      | 4.0000%  | 0.0000% | $1730000.00        | $502195.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-11-01      | 4.0000%  | 0.0000% | $55000000.00       | $10365391.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-02-01      | 5.0000%  | 0.0000% | $580000.00         | $48923.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-07-01      | 4.0000%  | 0.0000% | $33116928.00       | $9175669.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-09-01      | 3.5000%  | 0.0000% | $500000.00         | $64721.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-11-01      | 3.5000%  | 0.0000% | $3500000.00        | $900398.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-03-01      | 2.5000%  | 0.0000% | $9992000.00        | $2337337.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-05-01      | 2.5000%  | 0.0000% | $91176.00          | $33774.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-10-01      | 3.5000%  | 0.0000% | $739038.00         | $533774.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-10-01      | 2.5000%  | 0.0000% | $136000.00         | $65814.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-11-01      | 2.0000%  | 0.0000% | $163770368.00      | $89291952.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-02-01      | 2.0000%  | 0.0000% | $928257.00         | $554130.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-04-01      | 2.5000%  | 0.0000% | $399465.00         | $226003.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 2.5000%  | 0.0000% | $652854.00         | $468715.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-01-01      | 5.0000%  | 0.0000% | $8257872.00        | $7024733.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-08-01      | 5.0000%  | 0.0000% | $6050000.00        | $4967156.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 3.5000%  | 0.0000% | $423502.00         | $265564.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-10-01      | 6.0000%  | 0.0000% | $8546080.00        | $5540588.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 3.0000%  | 0.0000% | $2812676.00        | $2033623.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 5.5000%  | 0.0000% | $4166920.00        | $4280255.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 3.0000%  | 0.0000% | $808277.00         | $555125.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 3.0000%  | 0.0000% | $94908.00          | $63990.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 5.5000%  | 0.0000% | $2465324.00        | $2545976.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-08-01      | 5.0000%  | 0.0000% | $1000000.00        | $739831.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 5.0000%  | 0.0000% | $94000.00          | $70213.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-08-01      | 5.0000%  | 0.0000% | $1808450.00        | $1736941.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 5.0000%  | 0.0000% | $2396944.00        | $1821705.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 5.0000%  | 0.0000% | $13190.00          | $9632.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 5.0000%  | 0.0000% | $3403540.00        | $2755869.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-02-01      | 4.5000%  | 0.0000% | $700000.00         | $545879.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-02-01      | 5.0000%  | 0.0000% | $1376654.00        | $751462.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-01-01      | 6.0000%  | 0.0000% | $17043392.00       | $8932088.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-02-01      | 6.5000%  | 0.0000% | $1141892.00        | $963092.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 6.0000%  | 0.0000% | $1308282.00        | $1327076.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 5.5000%  | 0.0000% | $3796440.00        | $1825166.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 6.0000%  | 0.0000% | $1196080.00        | $967623.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 6.0000%  | 0.0000% | $1002580.00        | $1003995.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 5.0000%  | 0.0000% | $2760164.00        | $2674228.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 6.5000%  | 0.0000% | $6000.00           | $5012.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 6.0000%  | 0.0000% | $2412220.00        | $2155936.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 5.0000%  | 0.0000% | $4029200.00        | $3495419.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-08-01      | 6.0000%  | 0.0000% | $1773290.00        | $1725341.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-08-01      | 5.5000%  | 0.0000% | $351295.00         | $286602.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-08-01      | 5.0000%  | 0.0000% | $2510820.00        | $2455561.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-01-01      | 6.5000%  | 0.0000% | $1121028.00        | $1134808.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-06-01      | 4.5000%  | 0.0000% | $13154016.00       | $4056490.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-12-01      | 4.5000%  | 0.0000% | $57600576.00       | $13024089.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-06-01      | 4.0000%  | 0.0000% | $707781.00         | $178431.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-12-01      | 3.5000%  | 0.0000% | $17000000.00       | $5275435.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-08-01      | 2.0000%  | 0.0000% | $16206048.00       | $8410263.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-08-01      | 3.5000%  | 0.0000% | $4940000.00        | $2327127.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-09-01      | 2.0000%  | 0.0000% | $1020350.00        | $527852.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-12-01      | 2.5000%  | 0.0000% | $740000.00         | $359785.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-10-01      | 2.0000%  | 0.0000% | $233586432.00      | $124163111.00      | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-10-01      | 3.5000%  | 0.0000% | $6058856.00        | $3145748.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-11-01      | 3.0000%  | 0.0000% | $274000.00         | $147714.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-11-01      | 2.5000%  | 0.0000% | $23000.00          | $12583.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-02-01      | 2.5000%  | 0.0000% | $900000.00         | $482075.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-03-01      | 2.0000%  | 0.0000% | $163858944.00      | $98418377.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-10-01      | 2.5000%  | 0.0000% | $460569.00         | $356466.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-08-01      | 2.5000%  | 0.0000% | $116393728.00      | $70114334.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-08-01      | 2.5000%  | 0.0000% | $511965.00         | $308829.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-09-01      | 3.5000%  | 0.0000% | $301000.00         | $168678.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 2.0000%  | 0.0000% | $484294.00         | $309589.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 2.5000%  | 0.0000% | $32478.00          | $20881.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 2.5000%  | 0.0000% | $5000000.00        | $3307787.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 4.0000%  | 0.0000% | $2142004.00        | $1576875.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 2.5000%  | 0.0000% | $189000.00         | $122018.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 3.0000%  | 0.0000% | $4576280.00        | $2971268.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 3.5000%  | 0.0000% | $11000000.00       | $7448563.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 3.5000%  | 0.0000% | $10204.00          | $6785.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 5.5000%  | 0.0000% | $3178700.00        | $2564996.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-12-01      | 5.0000%  | 0.0000% | $165360.00         | $139382.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-12-01      | 5.5000%  | 0.0000% | $16917728.00       | $13713342.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 5.0000%  | 0.0000% | $500000.00         | $392817.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 5.0000%  | 0.0000% | $2988816.00        | $2744668.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 5.0000%  | 0.0000% | $15787920.00       | $12027965.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 4.5000%  | 0.0000% | $700000.00         | $611465.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 5.5000%  | 0.0000% | $19993000.00       | $14459353.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 4.5000%  | 0.0000% | $1085904.00        | $802757.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 5.5000%  | 0.0000% | $8228000.00        | $6505531.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 5.0000%  | 0.0000% | $2739808.00        | $2260363.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 5.5000%  | 0.0000% | $15478256.00       | $12063180.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 5.5000%  | 0.0000% | $3067776.00        | $2250996.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-10-01      | 6.0000%  | 0.0000% | $463717.00         | $379224.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-01-01      | 6.0000%  | 0.0000% | $15000000.00       | $12544282.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-01-01      | 6.5000%  | 0.0000% | $166754.00         | $121804.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-04-01      | 5.0000%  | 0.0000% | $6209.00           | $5512.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 5.0000%  | 0.0000% | $651000.00         | $602625.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 6.5000%  | 0.0000% | $819560.00         | $863760.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 6.5000%  | 0.0000% | $835766.00         | $873959.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 6.0000%  | 0.0000% | $1032500.00        | $1066518.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 6.5000%  | 0.0000% | $2419180.00        | $2553609.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 5.5000%  | 0.0000% | $1109160.00        | $1062793.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 5.5000%  | 0.0000% | $14394280.00       | $14122499.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-03-01      | 6.5000%  | 0.0000% | $177874880.00      | $122100378.00      | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 6.5000%  | 0.0000% | $501498.00         | $457298.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 6.0000%  | 0.0000% | $63738368.00       | $61064492.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 6.0000%  | 0.0000% | $4897216.00        | $5030072.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 5.0000%  | 0.0000% | $330000.00         | $332768.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-08-01      | 4.0000%  | 0.0000% | $8828300.00        | $2010546.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-03-01      | 3.0000%  | 0.0000% | $4911112.00        | $1462192.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-12-01      | 2.5000%  | 0.0000% | $215000.00         | $108889.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-04-01      | 2.0000%  | 0.0000% | $605000.00         | $333719.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-03-01      | 2.5000%  | 0.0000% | $425862.00         | $246658.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-07-01      | 3.0000%  | 0.0000% | $703086.00         | $423503.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-06-01      | 3.0000%  | 0.0000% | $441000.00         | $244889.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-08-01      | 2.0000%  | 0.0000% | $1000000.00        | $589580.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-03-01      | 4.0000%  | 0.0000% | $11008.00          | $5330.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-11-01      | 2.5000%  | 0.0000% | $875000.00         | $556547.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 2.0000%  | 0.0000% | $378000.00         | $233812.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 2.5000%  | 0.0000% | $661379.00         | $408020.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 3.0000%  | 0.0000% | $1041986.00        | $691292.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 2.0000%  | 0.0000% | $254190.00         | $154595.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-11-01      | 3.0000%  | 0.0000% | $2916180.00        | $1874279.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 3.5000%  | 0.0000% | $1000000.00        | $635430.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 3.5000%  | 0.0000% | $2960000.00        | $2085138.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 4.5000%  | 0.0000% | $2416312.00        | $1771525.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-11-01      | 2.5000%  | 0.0000% | $2325000.00        | $1547896.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-11-01      | 4.5000%  | 0.0000% | $399000.00         | $314005.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 5.5000%  | 0.0000% | $501000.00         | $322304.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-09-01      | 6.0000%  | 0.0000% | $38681.00          | $28575.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 5.0000%  | 0.0000% | $33270592.00       | $33171233.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 6.0000%  | 0.0000% | $42587264.00       | $42362815.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 6.0000%  | 0.0000% | $54084000.00       | $53840862.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 5.0000%  | 0.0000% | $32111680.00       | $31623161.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-07-01      | 6.5000%  | 0.0000% | $24375200.00       | $21980131.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 4.5000%  | 0.0000% | $11104832.00       | $10961954.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-01-01      | 7.0000%  | 0.0000% | $2961304.00        | $2123496.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-03-01      | 5.5000%  | 0.0000% | $4975000.00        | $72090.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-11-01      | 6.5000%  | 0.0000% | $71570304.00       | $1128612.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-10-01      | 3.5000%  | 0.0000% | $1925000.00        | $208575.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-07-01      | 3.5000%  | 0.0000% | $3300000.00        | $339224.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-02-01      | 3.0000%  | 0.0000% | $50000000.00       | $8744128.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2031-10-01      | 4.5000%  | 0.0000% | $2350000.00        | $113636.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2032-05-01      | 3.5000%  | 0.0000% | $2910000.00        | $175357.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2032-07-01      | 3.5000%  | 0.0000% | $4946968.00        | $325292.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2032-10-01      | 3.5000%  | 0.0000% | $5000000.00        | $360288.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2033-05-01      | 2.5000%  | 0.0000% | $1800000.00        | $182098.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-08-01      | 4.0000%  | 0.0000% | $7074040.00        | $890575.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-12-01      | 4.5000%  | 0.0000% | $5000000.00        | $265336.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-04-01      | 3.5000%  | 0.0000% | $8159000.00        | $1148760.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-02-01      | 4.0000%  | 0.0000% | $1253968.00        | $149388.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2028-08-01      | 3.5000%  | 0.0000% | $724000.00         | $39522.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-03-01      | 4.5000%  | 0.0000% | $8726976.00        | $501087.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-12-01      | 3.0000%  | 0.0000% | $2591000.00        | $361142.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-12-01      | 3.0000%  | 0.0000% | $89980.00          | $15057.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-07-01      | 3.0000%  | 0.0000% | $699000.00         | $159403.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-12-01      | 2.0000%  | 0.0000% | $1700000.00        | $901674.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-05-01      | 2.5000%  | 0.0000% | $500000.00         | $293618.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-04-01      | 2.5000%  | 0.0000% | $71000.00          | $38944.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-01-01      | 2.5000%  | 0.0000% | $7667504.00        | $4078345.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 4.0000%  | 0.0000% | $18846080.00       | $14449093.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 5.0000%  | 0.0000% | $37000.00          | $30179.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-09-01      | 5.0000%  | 0.0000% | $97000.00          | $59073.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-11-01      | 5.5000%  | 0.0000% | $12155620.00       | $9881923.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-01-01      | 5.0000%  | 0.0000% | $16542720.00       | $14754817.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-12-01      | 4.0000%  | 0.0000% | $8000.00           | $7317.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 5.0000%  | 0.0000% | $82180352.00       | $78568425.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 5.5000%  | 0.0000% | $153063.00         | $147592.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-12-01      | 5.5000%  | 0.0000% | $17269824.00       | $17375722.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-11-01      | 6.0000%  | 0.0000% | $3746992.00        | $78707.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 6.0000%  | 0.0000% | $1200824.00        | $549420.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 6.0000%  | 0.0000% | $1005500.00        | $1034412.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.5000%  | 0.0000% | $1450338.00        | $1302301.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.5000%  | 0.0000% | $10428192.00       | $10736340.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 5.5000%  | 0.0000% | $2564736.00        | $2377611.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.0000%  | 0.0000% | $5495264.00        | $5652886.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.5000%  | 0.0000% | $1274614.00        | $1343397.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 5.0000%  | 0.0000% | $1320624.00        | $1319716.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 7.0000%  | 0.0000% | $1011982.00        | $874003.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 6.0000%  | 0.0000% | $1731162.00        | $1544396.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 6.5000%  | 0.0000% | $1747550.00        | $1817615.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 6.5000%  | 0.0000% | $2357532.00        | $2465708.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 6.5000%  | 0.0000% | $1402632.00        | $1458349.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 5.5000%  | 0.0000% | $22088096.00       | $21913753.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 6.0000%  | 0.0000% | $15172352.00       | $13801527.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 6.0000%  | 0.0000% | $5556744.00        | $5690102.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 6.0000%  | 0.0000% | $1243582.00        | $1286906.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 6.0000%  | 0.0000% | $936145.00         | $938113.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 6.5000%  | 0.0000% | $377088.00         | $386210.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 5.0000%  | 0.0000% | $58559296.00       | $58475826.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 5.5000%  | 0.0000% | $28660992.00       | $28645785.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 6.0000%  | 0.0000% | $1451724.00        | $1506838.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 5.5000%  | 0.0000% | $2545600.00        | $2603377.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 6.0000%  | 0.0000% | $2567656.00        | $2536104.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 6.0000%  | 0.0000% | $23641888.00       | $24097654.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 5.5000%  | 0.0000% | $2410564.00        | $2224796.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 5.5000%  | 0.0000% | $1781200.00        | $1804861.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-10-01      | 6.5000%  | 0.0000% | $2074472.00        | $2141681.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 6.5000%  | 0.0000% | $258800.00         | $271722.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 5.5000%  | 0.0000% | $1141860.00        | $1175238.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 6.5000%  | 0.0000% | $1006276.00        | $1048028.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-10-01      | 6.5000%  | 0.0000% | $232565.00         | $246212.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-10-01      | 5.5000%  | 0.0000% | $12433952.00       | $12644186.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-10-01      | 6.5000%  | 0.0000% | $306925.00         | $326675.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-11-01      | 5.5000%  | 0.0000% | $16879488.00       | $17140970.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-11-01      | 6.5000%  | 0.0000% | $327507.00         | $190798.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-10-01      | 7.0000%  | 0.0000% | $1655632.00        | $1755517.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-11-01      | 6.5000%  | 0.0000% | $472441.00         | $495634.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-11-01      | 6.0000%  | 0.0000% | $1236508.00        | $1286102.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-11-01      | 6.5000%  | 0.0000% | $289948.00         | $304046.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-12-01      | 6.5000%  | 0.0000% | $590158.00         | $619930.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 5.0000%  | 0.0000% | $3996000.00        | $3778060.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 6.0000%  | 0.0000% | $50000000.00       | $44925321.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 6.0000%  | 0.0000% | $135521024.00      | $109255656.00      | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 5.5000%  | 0.0000% | $475000.00         | $461389.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.5000%  | 0.0000% | $10614096.00       | $9065458.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-04-01      | 3.5000%  | 0.0000% | $10427340.00       | $9691944.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-10-01      | 5.5000%  | 0.0000% | $40573056.00       | $40562613.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-03-01      | 2.0000%  | 0.0000% | $8968160.00        | $7328776.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-06-01      | 6.5000%  | 0.0000% | $13019792.00       | $9829809.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-04-01      | 6.0000%  | 0.0000% | $23241120.00       | $17440766.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-08-01      | 5.5000%  | 0.0000% | $97342208.00       | $90204027.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-11-01      | 5.0000%  | 0.0000% | $12876.00          | $11932.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 5.0000%  | 0.0000% | $17271168.00       | $15051201.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 5.5000%  | 0.0000% | $26046112.00       | $24559309.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-01-01      | 6.5000%  | 0.0000% | $3767524.00        | $3988256.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-01-01      | 6.5000%  | 0.0000% | $28186112.00       | $29635642.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-12-01      | 5.5000%  | 0.0000% | $13642000.00       | $13906888.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-12-01      | 6.5000%  | 0.0000% | $222890.00         | $234155.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-12-01      | 5.0000%  | 0.0000% | $10109504.00       | $10204410.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-12-01      | 6.0000%  | 0.0000% | $1459880.00        | $1535784.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-12-01      | 6.5000%  | 0.0000% | $237172.00         | $248262.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-12-01      | 6.5000%  | 0.0000% | $595408.00         | $625228.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-01-01      | 6.0000%  | 0.0000% | $3385492.00        | $3518621.00        | Agency Mortgage-Backed Securities   |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-10-29      | 0.0000%  | 0.0000% | $189194000.00      | $184343444.00      | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2049-02-15      | 0.0000%  | 0.0000% | $20330700.00       | $6404252.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2040-11-15      | 4.2500%  | 0.0000% | $20501200.00       | $19878551.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2043-11-15      | 3.7500%  | 0.0000% | $71299200.00       | $62884392.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2050-02-15      | 0.2500%  | 0.0000% | $815300.00         | $593582.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2052-02-15      | 0.1300%  | 0.0000% | $424020800.00      | $261042808.00      | U.S. Treasuries (including strips)  |

### Security 248: HSBC SECURITIES (USA) INC.

- **C.1 - Title:** HSBC SECURITIES (USA) INC. 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR055BBD, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: TPR055BBD7791561HS
- **C.18 - Value (incl. sponsor support):** $961000000.00
- **C.18.a - Value (excl. sponsor support):** $961000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 DEPARTMENT OF THE TREASURY | 2037-02-15      | 0.0000%  | 0.0000% | $205000.00         | $127879.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-11-15      | 0.0000%  | 0.0000% | $10628500.00       | $5007671.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-02-15      | 0.0000%  | 0.0000% | $4626900.00        | $1804144.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-08-15      | 0.0000%  | 0.0000% | $1635200.00        | $528838.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-02-15      | 0.0000%  | 0.0000% | $12799000.00       | $6274902.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-08-15      | 0.0000%  | 0.0000% | $134510000.00      | $31326706.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-11-15      | 0.0000%  | 0.0000% | $9000000.00        | $2071134.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-04-15      | 3.8800%  | 0.0000% | $3298600.00        | $7137037.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-02-15      | 3.5000%  | 0.0000% | $21000100.00       | $19366655.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-02-15      | 4.6300%  | 0.0000% | $23526500.00       | $24170494.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-11-15      | 2.7500%  | 0.0000% | $24501500.00       | $18910294.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-11-15      | 3.0000%  | 0.0000% | $22653400.00       | $17409327.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $114029800.00      | $86212989.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-11-15      | 2.3800%  | 0.0000% | $10006200.00       | $6463237.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $83922800.00       | $40353969.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-02-15      | 0.1300%  | 0.0000% | $53572600.00       | $36104007.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $12048800.00       | $7004105.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-05-15      | 2.8800%  | 0.0000% | $58394100.00       | $41059047.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-11-15      | 4.0000%  | 0.0000% | $19881200.00       | $18317858.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $103356200.00      | $104719446.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-08-15      | 4.8800%  | 0.0000% | $5714800.00        | $5879549.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-05-15      | 1.6300%  | 0.0000% | $177844000.00      | $159628435.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-07-15      | 0.6300%  | 0.0000% | $120947000.00      | $127979984.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-01-15      | 1.1300%  | 0.0000% | $106613800.00      | $112484939.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $68680800.00       | $70525194.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-08-15      | 0.0000%  | 0.0000% | $37324332.00       | $28660720.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-02-15      | 0.0000%  | 0.0000% | $3234616.00        | $818830.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-02-15      | 0.0000%  | 0.0000% | $727273.00         | $170762.00         | U.S. Treasuries (including strips) |

### Security 249: HSBC BANK PLC

- **C.1 - Title:** HSBC BANK PLC 3.660001%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR055C27, C.3 - LEI: MP6I5ZYZBEU3UXPYFY54, C.5 - Other ID: TPR055C277791563HS
- **C.18 - Value (incl. sponsor support):** $1424000000.00
- **C.18.a - Value (excl. sponsor support):** $1424000000.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 DEPARTMENT OF THE TREASURY | 2027-08-15      | 6.3800%  | 0.0000% | $6628700.00        | $7099876.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-04-15      | 3.8800%  | 0.0000% | $1929400.00        | $4174559.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2038-05-15      | 4.5000%  | 0.0000% | $1300000.00        | $1328109.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-01-15      | 2.5000%  | 0.0000% | $38000000.00       | $59816055.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $709900.00         | $722841.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-08-15      | 2.7500%  | 0.0000% | $52328400.00       | $40959184.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-11-15      | 2.7500%  | 0.0000% | $28500000.00       | $21996342.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $7800000.00        | $6879436.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-02-15      | 3.6300%  | 0.0000% | $450000.00         | $392900.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-11-15      | 3.0000%  | 0.0000% | $10000000.00       | $7780653.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $10300000.00       | $7393299.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-11-15      | 3.0000%  | 0.0000% | $1200000.00        | $922210.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $365600.00         | $258237.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-05-15      | 2.5000%  | 0.0000% | $15000000.00       | $10463034.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $751000.00         | $501143.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $4605000.00        | $3522869.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-02-15      | 0.8800%  | 0.0000% | $470500.00         | $458774.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $20221300.00       | $15271234.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $1276500.00        | $965106.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-02-15      | 1.0000%  | 0.0000% | $4700000.00        | $4547691.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-08-15      | 1.3800%  | 0.0000% | $30611200.00       | $15234985.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-11-15      | 1.6300%  | 0.0000% | $1920900.00        | $1013758.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $39103500.00       | $32759082.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-15      | 0.3800%  | 0.0000% | $29700000.00       | $39243681.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $29100.00          | $28839.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $13320700.00       | $17365166.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-01-15      | 0.8800%  | 0.0000% | $44400000.00       | $56718410.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-02-15      | 2.6300%  | 0.0000% | $5000000.00        | $4917438.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-01-15      | 0.3800%  | 0.0000% | $60100000.00       | $80317411.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $52000000.00       | $51839618.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-07-15      | 0.7500%  | 0.0000% | $139500000.00      | $179858032.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-12-31      | 1.7500%  | 0.0000% | $10000000.00       | $9851533.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-05-15      | 0.6300%  | 0.0000% | $83500000.00       | $73360190.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-05-31      | 0.5000%  | 0.0000% | $55300000.00       | $53188143.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-30      | 0.6300%  | 0.0000% | $300000.00         | $284998.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-01-15      | 0.1300%  | 0.0000% | $176174000.00      | $206893131.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-07-15      | 0.6300%  | 0.0000% | $364100.00         | $385272.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-10-15      | 1.6300%  | 0.0000% | $2227600.00        | $2487423.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-05-15      | 3.3800%  | 0.0000% | $32776900.00       | $31603475.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-07-15      | 1.3800%  | 0.0000% | $53700000.00       | $56431684.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $110085100.00      | $116520955.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $8700000.00        | $8778151.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-09-15      | 3.3800%  | 0.0000% | $8000000.00        | $8081294.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-10-31      | 4.1300%  | 0.0000% | $40000000.00       | $41000539.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-15      | 4.1300%  | 0.0000% | $5000000.00        | $5093001.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-11-30      | 4.1300%  | 0.0000% | $26000000.00       | $26463184.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-11-30      | 4.1300%  | 0.0000% | $20000000.00       | $20430115.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-01-31      | 4.3800%  | 0.0000% | $6351800.00        | $6638839.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $38750000.00       | $39651658.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-05-31      | 3.8800%  | 0.0000% | $15000000.00       | $15162192.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $39681200.00       | $39923721.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-15      | 0.0000%  | 0.0000% | $16999827.00       | $15943594.00       | U.S. Treasuries (including strips) |

### Security 250: CITIBANK, NATIONAL ASSOCIATION

- **C.1 - Title:** CITIBANK, NATIONAL ASSOCIATION 3.660001%
- **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: TPR055D1A, C.3 - LEI: E57ODZWZ7FF32TWEFA76, C.5 - Other ID: TPR055D1A779156CIT
- **C.18 - Value (incl. sponsor support):** $988000000.00
- **C.18.a - Value (excl. sponsor support):** $988000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 CORPORATION   | 2026-07-01      | 4.5000%  | 0.0000% | $272750.00         | $18.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-12-01      | 3.5000%  | 0.0000% | $1317.00           | $169.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-01-01      | 3.0000%  | 0.0000% | $36000.00          | $6650.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2026-02-01      | 3.5000%  | 0.0000% | $4500000.00        | $487.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-10-01      | 4.5000%  | 0.0000% | $2694.00           | $149.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-09-01      | 3.5000%  | 0.0000% | $1570000.00        | $122915.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-09-01      | 4.0000%  | 0.0000% | $3900000.00        | $277989.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2026-02-01      | 3.5000%  | 0.0000% | $275000.00         | $54.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2026-02-01      | 6.0000%  | 0.0000% | $15365000.00       | $241.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-10-01      | 3.5000%  | 0.0000% | $4000.00           | $718.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-12-01      | 4.0000%  | 0.0000% | $1000.00           | $66.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-08-01      | 1.5000%  | 0.0000% | $1453680.00        | $768839.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-10-01      | 2.5000%  | 0.0000% | $1000.00           | $367.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $686.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 4.0000%  | 0.0000% | $3800000.00        | $3209816.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 5.0000%  | 0.0000% | $11294000.00       | $9807296.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 3.5000%  | 0.0000% | $2150000.00        | $1789462.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $823.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 4.5000%  | 0.0000% | $2000.00           | $1810.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-08-01      | 3.5000%  | 0.0000% | $2389000.00        | $230111.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-09-01      | 3.5000%  | 0.0000% | $2353990.00        | $275627.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-11-01      | 2.5000%  | 0.0000% | $1003.00           | $630.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 2.5000%  | 0.0000% | $3000.00           | $1978.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 2.5000%  | 0.0000% | $3000.00           | $2018.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 3.0000%  | 0.0000% | $2000.00           | $1385.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 3.0000%  | 0.0000% | $1820000.00        | $1290447.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 3.5000%  | 0.0000% | $3900000.00        | $2794663.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 4.0000%  | 0.0000% | $2000.00           | $1560.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $775.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 5.0000%  | 0.0000% | $17699.00          | $14137.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 5.5000%  | 0.0000% | $32575.00          | $24343.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.0000%  | 0.0000% | $3292771.00        | $2745221.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $870.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $3389.00           | $2851.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-04-01      | 3.0000%  | 0.0000% | $13000.00          | $4262.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.5000%  | 0.0000% | $8525000.00        | $5928299.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-02-01      | 4.5000%  | 0.0000% | $3469308.00        | $108196.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-02-01      | 4.0000%  | 0.0000% | $525000.00         | $76.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-12-01      | 4.0000%  | 0.0000% | $2006900.00        | $76265.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-01-01      | 4.5000%  | 0.0000% | $127410.00         | $5194.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-09-01      | 4.5000%  | 0.0000% | $1000.00           | $121.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-01-01      | 4.5000%  | 0.0000% | $1363000.00        | $91578.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-07-01      | 4.0000%  | 0.0000% | $1000.00           | $63.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-11-01      | 3.5000%  | 0.0000% | $11050.00          | $2012.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-07-01      | 4.0000%  | 0.0000% | $63000.00          | $15360.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-05-01      | 5.5000%  | 0.0000% | $8300.00           | $19.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.0000%  | 0.0000% | $415637.00         | $367773.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $1001.00           | $1040.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-05-01      | 4.5000%  | 0.0000% | $210690.00         | $46049.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-12-01      | 4.5000%  | 0.0000% | $15000000.00       | $2196855.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-08-01      | 3.5000%  | 0.0000% | $307655.00         | $66185.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-09-01      | 3.5000%  | 0.0000% | $88581.00          | $85169.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.5000%  | 0.0000% | $29970.00          | $22057.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 4.5000%  | 0.0000% | $10528.00          | $10422.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.0000%  | 0.0000% | $203623.00         | $138938.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 5.0000%  | 0.0000% | $190000.00         | $140113.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.0000%  | 0.0000% | $126681.00         | $97601.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-04-01      | 4.5000%  | 0.0000% | $8000000.00        | $948709.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-08-01      | 3.0000%  | 0.0000% | $28000.00          | $6497.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 3.0000%  | 0.0000% | $2000.00           | $806.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 3.5000%  | 0.0000% | $266019.00         | $121310.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 2.5000%  | 0.0000% | $125000.00         | $72640.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 3.5000%  | 0.0000% | $126765.00         | $73920.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.5000%  | 0.0000% | $25000.00          | $20134.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.0000%  | 0.0000% | $65803.00          | $44286.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.5000%  | 0.0000% | $60020.00          | $43533.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.5000%  | 0.0000% | $5038.00           | $3954.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 5.0000%  | 0.0000% | $331698.00         | $285338.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 5.5000%  | 0.0000% | $404296.00         | $365052.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 4.5000%  | 0.0000% | $169667.00         | $167281.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 4.5000%  | 0.0000% | $1491760.00        | $1471301.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.0000%  | 0.0000% | $7690290.00        | $7740621.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 6.0000%  | 0.0000% | $96471.00          | $100886.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.0000%  | 0.0000% | $1272714.00        | $1281044.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 4.5000%  | 0.0000% | $870000.00         | $805293.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.0000%  | 0.0000% | $41792.00          | $39516.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 4.0000%  | 0.0000% | $720000.00         | $665051.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 5.0000%  | 0.0000% | $182135.00         | $171499.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.0000%  | 0.0000% | $11485136.00       | $11560304.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-03-01      | 4.0000%  | 0.0000% | $1430000.00        | $164008.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.0000%  | 0.0000% | $22000.00          | $3104.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-04-01      | 4.5000%  | 0.0000% | $106000.00         | $23712.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-11-01      | 4.0000%  | 0.0000% | $1000.00           | $407.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 4.5000%  | 0.0000% | $3000.00           | $870.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 4.0000%  | 0.0000% | $9000.00           | $2646.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-03-01      | 4.5000%  | 0.0000% | $115000.00         | $39051.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 2.5000%  | 0.0000% | $109999.00         | $76964.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-05-01      | 1.5000%  | 0.0000% | $849442.00         | $513179.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $2000.00           | $1349.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 3.0000%  | 0.0000% | $1598100.00        | $1037108.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.0000%  | 0.0000% | $800000.00         | $616024.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 4.0000%  | 0.0000% | $360000.00         | $278371.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 2.5000%  | 0.0000% | $182137.00         | $130886.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 2.5000%  | 0.0000% | $276339.00         | $206783.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $775.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 4.0000%  | 0.0000% | $5000000.00        | $4268665.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 3.5000%  | 0.0000% | $36060.00          | $30178.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 3.5000%  | 0.0000% | $550000.00         | $461920.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 4.5000%  | 0.0000% | $474000.00         | $427057.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.5000%  | 0.0000% | $292000.00         | $210754.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $498413.00         | $500439.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.0000%  | 0.0000% | $10909.00          | $10514.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.5000%  | 0.0000% | $79360.00          | $81339.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-12-01      | 2.5000%  | 0.0000% | $210338.00         | $39477.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.0000%  | 0.0000% | $1405000.00        | $108788.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-12-01      | 4.5000%  | 0.0000% | $385976.00         | $27996.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-01-01      | 4.0000%  | 0.0000% | $3148000.00        | $207332.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-10-01      | 3.0000%  | 0.0000% | $691000.00         | $111971.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-09-01      | 4.0000%  | 0.0000% | $35000.00          | $3953.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-11-01      | 4.0000%  | 0.0000% | $8000.00           | $930.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-07-01      | 2.5000%  | 0.0000% | $5000000.00        | $2504514.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 2.0000%  | 0.0000% | $311000.00         | $189477.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.5000%  | 0.0000% | $1007.00           | $615.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-06-01      | 3.0000%  | 0.0000% | $23000.00          | $6034.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 3.0000%  | 0.0000% | $3000.00           | $1123.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-04-01      | 6.0000%  | 0.0000% | $3000.00           | $1699.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-05-01      | 5.5000%  | 0.0000% | $200000.00         | $113881.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-06-01      | 5.5000%  | 0.0000% | $250000.00         | $145014.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.0000%  | 0.0000% | $585217.00         | $384479.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.0000%  | 0.0000% | $265144.00         | $176899.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.0000%  | 0.0000% | $5000.00           | $3769.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 3.5000%  | 0.0000% | $25000001.00       | $19242135.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 3.0000%  | 0.0000% | $22811.00          | $17951.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 6.0000%  | 0.0000% | $75246.00          | $45719.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.0000%  | 0.0000% | $2000.00           | $1599.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 4.5000%  | 0.0000% | $5000.00           | $4170.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 4.0000%  | 0.0000% | $1000.00           | $822.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 4.0000%  | 0.0000% | $1000.00           | $836.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 6.0000%  | 0.0000% | $3160600.00        | $2060511.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-09-01      | 5.5000%  | 0.0000% | $4361.00           | $2662.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-10-01      | 5.0000%  | 0.0000% | $1000.00           | $725.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-12-01      | 5.5000%  | 0.0000% | $1000.00           | $747.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.5000%  | 0.0000% | $76000.00          | $65904.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 5.5000%  | 0.0000% | $1120.00           | $984.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-04-01      | 5.5000%  | 0.0000% | $1000.00           | $758.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.0000%  | 0.0000% | $2000.00           | $1915.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.0000%  | 0.0000% | $327863.00         | $267970.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-05-01      | 3.5000%  | 0.0000% | $1125636.00        | $956963.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-06-01      | 5.5000%  | 0.0000% | $1000.00           | $867.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.0000%  | 0.0000% | $280935.00         | $257154.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-07-01      | 3.5000%  | 0.0000% | $95983.00          | $88856.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1884.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-10-01      | 4.5000%  | 0.0000% | $252512.00         | $241507.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-11-01      | 3.5000%  | 0.0000% | $479233.00         | $457882.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 4.5000%  | 0.0000% | $3000.00           | $2952.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-01-01      | 5.0000%  | 0.0000% | $3000.00           | $3033.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-01-01      | 5.5000%  | 0.0000% | $3000.00           | $3041.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-02-01      | 4.5000%  | 0.0000% | $7000.00           | $7037.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-01-01      | 5.5000%  | 0.0000% | $62596.00          | $64539.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-02-01      | 4.5000%  | 0.0000% | $12000.00          | $432.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-08-01      | 4.5000%  | 0.0000% | $10385000.00       | $251919.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-02-01      | 4.5000%  | 0.0000% | $191383.00         | $8131.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $745.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.5000%  | 0.0000% | $1427.00           | $1253.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 3.5000%  | 0.0000% | $89745.00          | $76216.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 6.0000%  | 0.0000% | $2527.00           | $2421.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 3.5000%  | 0.0000% | $900000.00         | $815992.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.0000%  | 0.0000% | $1622.00           | $1622.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 3.5000%  | 0.0000% | $1863.00           | $1725.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 5.5000%  | 0.0000% | $1036.00           | $901.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 4.5000%  | 0.0000% | $1869.00           | $1779.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $963.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.5000%  | 0.0000% | $1879429.00        | $1916038.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $997.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1002.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $4000.00           | $4051.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1813.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-07-01      | 6.0000%  | 0.0000% | $1000.00           | $799.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-12-01      | 6.0000%  | 0.0000% | $3000.00           | $2973.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.5000%  | 0.0000% | $1821102.00        | $1875133.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.5000%  | 0.0000% | $4004502.00        | $4123922.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.5000%  | 0.0000% | $7833244.00        | $8049697.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.5000%  | 0.0000% | $8586656.00        | $8808351.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 6.0000%  | 0.0000% | $2621433.00        | $2738570.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 6.0000%  | 0.0000% | $3669370.00        | $3835953.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 6.5000%  | 0.0000% | $1235511.00        | $1299346.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-09-20      | 3.5000%  | 0.0000% | $13647373.00       | $1158012.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-02-20      | 4.5000%  | 0.0000% | $49998833.00       | $3098468.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-03-20      | 4.0000%  | 0.0000% | $32365041.00       | $3129297.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-01-20      | 3.0000%  | 0.0000% | $35985000.00       | $3139568.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-01-20      | 4.0000%  | 0.0000% | $32042691.00       | $2435290.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-03-20      | 3.5000%  | 0.0000% | $48652996.00       | $4695486.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-04-20      | 3.0000%  | 0.0000% | $17118238.00       | $1723470.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-04-20      | 3.0000%  | 0.0000% | $24970036.00       | $2200070.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-04-20      | 3.5000%  | 0.0000% | $17814211.00       | $1288516.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-05-20      | 3.5000%  | 0.0000% | $24842500.00       | $1929708.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-06-20      | 3.0000%  | 0.0000% | $29590484.00       | $2857664.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-07-20      | 4.0000%  | 0.0000% | $23893334.00       | $1910930.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-08-20      | 3.5000%  | 0.0000% | $19436705.00       | $1774818.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-09-20      | 3.5000%  | 0.0000% | $17047000.00       | $1547830.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-11-20      | 3.0000%  | 0.0000% | $18326782.00       | $2111740.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-11-20      | 4.0000%  | 0.0000% | $22491451.00       | $1754197.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-05-20      | 3.0000%  | 0.0000% | $20663391.00       | $2276423.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-08-20      | 3.0000%  | 0.0000% | $29458971.00       | $3551538.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-08-20      | 4.0000%  | 0.0000% | $21443603.00       | $2085372.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-12-20      | 3.5000%  | 0.0000% | $13923158.00       | $1911419.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-01-20      | 3.0000%  | 0.0000% | $24841000.00       | $3432361.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-02-20      | 3.0000%  | 0.0000% | $11778385.00       | $1780253.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-10-20      | 5.0000%  | 0.0000% | $1112168.00        | $135318.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-02-20      | 2.0000%  | 0.0000% | $4500000.00        | $2233773.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-06-20      | 3.0000%  | 0.0000% | $24111150.00       | $5989129.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-11-20      | 3.0000%  | 0.0000% | $2000.00           | $655.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 3.5000%  | 0.0000% | $15251520.00       | $10482789.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 4.0000%  | 0.0000% | $8519000.00        | $5934694.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 3.5000%  | 0.0000% | $1701837.00        | $1172595.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 4.5000%  | 0.0000% | $3012118.00        | $2178485.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 3.0000%  | 0.0000% | $11000.00          | $7354.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-05-20      | 2.5000%  | 0.0000% | $212000.00         | $110018.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-06-20      | 2.5000%  | 0.0000% | $24511659.00       | $13286181.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-06-20      | 3.0000%  | 0.0000% | $22927063.00       | $11367510.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-07-20      | 3.0000%  | 0.0000% | $3311200.00        | $1747977.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-07-20      | 4.0000%  | 0.0000% | $6640000.00        | $3016394.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-08-20      | 2.0000%  | 0.0000% | $2300000.00        | $1284862.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 2.0000%  | 0.0000% | $929185.00         | $582489.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.0000%  | 0.0000% | $4000.00           | $2569.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 4.0000%  | 0.0000% | $3047166.00        | $2007683.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 2.0000%  | 0.0000% | $5070976.00        | $3057313.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 3.0000%  | 0.0000% | $7215290.00        | $4941066.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 5.5000%  | 0.0000% | $115113524.00      | $85207962.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-07-20      | 3.0000%  | 0.0000% | $6742774.00        | $4435437.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 3.0000%  | 0.0000% | $2000.00           | $1280.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 4.5000%  | 0.0000% | $15617717.00       | $11636412.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-10-20      | 2.5000%  | 0.0000% | $1000.00           | $627.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-10-20      | 4.0000%  | 0.0000% | $277289.00         | $206657.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-12-20      | 5.5000%  | 0.0000% | $6054656.00        | $3996552.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 5.5000%  | 0.0000% | $52552319.00       | $34177275.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 6.5000%  | 0.0000% | $29708249.00       | $11132852.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 2.0000%  | 0.0000% | $14047128.00       | $8970103.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 5.5000%  | 0.0000% | $33217479.00       | $23149614.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 2.5000%  | 0.0000% | $2500000.00        | $1644665.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 2.5000%  | 0.0000% | $2541938.00        | $1813693.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.0000%  | 0.0000% | $2623520.00        | $1702590.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.0000%  | 0.0000% | $18716007.00       | $7781215.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 5.5000%  | 0.0000% | $220846584.00      | $160375298.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.5000%  | 0.0000% | $12340726.00       | $5398282.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 2.0000%  | 0.0000% | $1806386.00        | $1158943.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 5.5000%  | 0.0000% | $3417088.00        | $2570630.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 5.5000%  | 0.0000% | $6757465.00        | $5223590.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 3.5000%  | 0.0000% | $17749919.00       | $13993308.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 4.5000%  | 0.0000% | $1303987.00        | $1205869.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-07-15      | 2.5000%  | 0.0000% | $1163.00           | $409.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-08-15      | 2.5000%  | 0.0000% | $1288.00           | $331.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-10-20      | 2.5000%  | 0.0000% | $22591138.00       | $9352494.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-01-20      | 2.0000%  | 0.0000% | $2672.00           | $1478.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-09-20      | 4.0000%  | 0.0000% | $7338340.00        | $2823501.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-08-20      | 4.0000%  | 0.0000% | $2612568.00        | $2024656.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-09-20      | 2.5000%  | 0.0000% | $2416549.00        | $1483725.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 3.5000%  | 0.0000% | $4533907.00        | $3569766.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-11-20      | 2.5000%  | 0.0000% | $1632734.00        | $1167748.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-02-20      | 3.0000%  | 0.0000% | $5000000.00        | $3870422.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 4.0000%  | 0.0000% | $5500761.00        | $4175295.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.0000%  | 0.0000% | $3840720.00        | $1755238.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.0000%  | 0.0000% | $7818724.00        | $4289549.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.3800%  | 0.0000% | $2010666.00        | $1485115.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.6300%  | 0.0000% | $2711967.00        | $2209332.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 4.0000%  | 0.0000% | $10068400.00       | $5396331.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 4.0000%  | 0.0000% | $7096680.00        | $4425015.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 4.0000%  | 0.0000% | $4373467.00        | $3088585.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 5.5000%  | 0.0000% | $2000.00           | $1615.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 6.5000%  | 0.0000% | $2355128.00        | $1207847.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 6.5000%  | 0.0000% | $5858.00           | $1043.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 5.0000%  | 0.0000% | $1371808.00        | $1219818.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.5000%  | 0.0000% | $1026.00           | $802.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.5000%  | 0.0000% | $5831367.00        | $4604097.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.5000%  | 0.0000% | $1174602.00        | $881434.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 7.0000%  | 0.0000% | $2304968.00        | $2303420.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 6.5000%  | 0.0000% | $5132765.00        | $5114228.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 8.0000%  | 0.0000% | $2752.00           | $615.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 8.0000%  | 0.0000% | $1682610.00        | $1246023.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 8.0000%  | 0.0000% | $1448283.00        | $1196359.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 8.0000%  | 0.0000% | $2257744.00        | $1651186.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 6.5000%  | 0.0000% | $489288.00         | $514016.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 7.5000%  | 0.0000% | $2296339.00        | $2256734.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 7.5000%  | 0.0000% | $2637262.00        | $2584273.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 7.5000%  | 0.0000% | $3595630.00        | $3583343.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.5000%  | 0.0000% | $10904960.00       | $9836429.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 6.5000%  | 0.0000% | $2021.00           | $1033.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-09-20      | 4.5000%  | 0.0000% | $1373555.00        | $1324259.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 8.0000%  | 0.0000% | $1549.00           | $1341.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 6.5000%  | 0.0000% | $16529631.00       | $16948134.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 5.0000%  | 0.0000% | $1210188.00        | $1199458.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.0000%  | 0.0000% | $1144194.00        | $1188070.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 6.5000%  | 0.0000% | $14288.00          | $13368.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.0000%  | 0.0000% | $1320284.00        | $1421492.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 7.0000%  | 0.0000% | $1132399.00        | $1174947.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 7.5000%  | 0.0000% | $4082675.00        | $4385861.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 5.5000%  | 0.0000% | $2400224.00        | $2441131.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $1130468.00        | $1170015.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 7.5000%  | 0.0000% | $1505991.00        | $1630499.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.0000%  | 0.0000% | $1955042.00        | $1970294.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 7.0000%  | 0.0000% | $1572.00           | $1640.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $1183976.00        | $1264023.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $1332419.00        | $1422413.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.0000%  | 0.0000% | $821710.00         | $852084.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.0000%  | 0.0000% | $24865411.00       | $25931626.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 7.0000%  | 0.0000% | $1618.00           | $1691.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 5.0000%  | 0.0000% | $8767656.00        | $8226955.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 6.5000%  | 0.0000% | $2578.00           | $1409.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 7.0000%  | 0.0000% | $12867584.00       | $6660756.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 5.5000%  | 0.0000% | $2126020.00        | $1779028.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 7.0000%  | 0.0000% | $2791.00           | $1420.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 3.5000%  | 0.0000% | $1000.00           | $912.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 4.0000%  | 0.0000% | $790614.00         | $747750.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 7.0000%  | 0.0000% | $2799306.00        | $2881388.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.5000%  | 0.0000% | $2181.00           | $2207.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.0000%  | 0.0000% | $1070.00           | $1096.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.5000%  | 0.0000% | $1139433.00        | $1186277.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.0000%  | 0.0000% | $1153424.00        | $725327.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.0000%  | 0.0000% | $1117299.00        | $1168386.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 7.0000%  | 0.0000% | $1141014.00        | $774470.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.0000%  | 0.0000% | $1103598.00        | $1114264.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.0000%  | 0.0000% | $1278379.00        | $1290573.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.5000%  | 0.0000% | $2580746.00        | $2659394.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $3392417.00        | $3518914.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 7.5000%  | 0.0000% | $1000.00           | $1083.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.5000%  | 0.0000% | $696687.00         | $718644.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-12-20      | 5.0000%  | 0.0000% | $99964.00          | $619.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-01-20      | 4.5000%  | 0.0000% | $1461984.00        | $71044.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-03-20      | 3.5000%  | 0.0000% | $99725.00          | $8005.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-03-20      | 4.5000%  | 0.0000% | $1026.00           | $40.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-05-20      | 4.0000%  | 0.0000% | $1109.00           | $46.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-05-20      | 5.0000%  | 0.0000% | $56000.00          | $1900.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-05-20      | 6.0000%  | 0.0000% | $852760.00         | $23185.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-06-20      | 4.5000%  | 0.0000% | $3066280.00        | $121778.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-07-20      | 4.0000%  | 0.0000% | $3841.00           | $162.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-10-20      | 4.0000%  | 0.0000% | $7133707.00        | $339607.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-09-20      | 4.5000%  | 0.0000% | $1100.00           | $52.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-12-20      | 3.5000%  | 0.0000% | $1088986.00        | $76245.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-07-20      | 3.5000%  | 0.0000% | $1770.00           | $457.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-05-15      | 4.0000%  | 0.0000% | $2830.00           | $253.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-09-20      | 2.5000%  | 0.0000% | $1429.00           | $605.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-03-15      | 5.0000%  | 0.0000% | $1122.00           | $555.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-02-20      | 3.5000%  | 0.0000% | $1530.00           | $652.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-08-20      | 2.0000%  | 0.0000% | $1025.00           | $628.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-12-20      | 4.5000%  | 0.0000% | $1000.00           | $738.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 5.5000%  | 0.0000% | $59524170.00       | $60869050.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 5.5000%  | 0.0000% | $51093205.00       | $51977430.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 5.5000%  | 0.0000% | $68991876.00       | $70520183.00       | Agency Mortgage-Backed Securities |

### Security 251: SOCIETE GENERALE

- **C.1 - Title:** SOCIETE GENERALE 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR056ABB, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: TPR056ABB7791561SO
- **C.18 - Value (incl. sponsor support):** $425000000.00
- **C.18.a - Value (excl. sponsor support):** $425000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 DEPARTMENT OF THE TREASURY | 2030-11-30      | 3.5000%  | 0.0000% | $436601900.00      | $433500011.00      | U.S. Treasuries (including strips) |

### Security 252: BANK OF AMERICA, NATIONAL ASSOCIATION

- **C.1 - Title:** BANK OF AMERICA, NATIONAL ASSOCIATION 3.900000%
- **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: TPR058B46, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: TPR058B467791562BA
- **C.18 - Value (incl. sponsor support):** $944628804.00
- **C.18.a - Value (excl. sponsor support):** $944628804.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **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, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-02-01      | 3.5000%  | 0.0000% | $969168325.00      | $61429027.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-04-01      | 3.5000%  | 0.0000% | $1005842781.00     | $77623838.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-06-01      | 3.0000%  | 0.0000% | $300000000.00      | $42450453.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-07-01      | 3.5000%  | 0.0000% | $1501000000.00     | $151285143.00      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-09-01      | 3.0000%  | 0.0000% | $1180000000.00     | $180707678.00      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-06-01      | 3.5000%  | 0.0000% | $268152931.00      | $35169589.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-08-01      | 3.5000%  | 0.0000% | $266128723.00      | $53136691.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-12-01      | 3.5000%  | 0.0000% | $249602710.00      | $42865112.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-12-01      | 3.0000%  | 0.0000% | $27891551.00       | $5660663.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-05-01      | 3.5000%  | 0.0000% | $275200729.00      | $41776643.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-03-01      | 3.5000%  | 0.0000% | $175000000.00      | $37083675.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-08-01      | 3.5000%  | 0.0000% | $250000000.00      | $29036029.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-12-01      | 3.5000%  | 0.0000% | $60726117.00       | $3551500.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-01-01      | 3.5000%  | 0.0000% | $34251914.00       | $3481685.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-12-01      | 3.5000%  | 0.0000% | $42600000.00       | $2585609.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-01-01      | 3.5000%  | 0.0000% | $1542797.00        | $23817.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-12-01      | 3.5000%  | 0.0000% | $2765.00           | $179.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-01-01      | 3.5000%  | 0.0000% | $49108724.00       | $3145556.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-02-01      | 3.5000%  | 0.0000% | $100000.00         | $7674.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-02-01      | 3.5000%  | 0.0000% | $23790866.00       | $2912165.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-02-01      | 3.5000%  | 0.0000% | $57598871.00       | $3631691.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-02-01      | 3.5000%  | 0.0000% | $1359.00           | $83.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-03-01      | 3.5000%  | 0.0000% | $29391.00          | $2169.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-03-01      | 3.5000%  | 0.0000% | $3412.00           | $261.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-03-01      | 3.5000%  | 0.0000% | $2471.00           | $180.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-03-01      | 3.5000%  | 0.0000% | $1269.00           | $105.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-04-01      | 3.5000%  | 0.0000% | $23721233.00       | $2632523.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-07-01      | 3.5000%  | 0.0000% | $19278947.00       | $3153488.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-06-01      | 3.5000%  | 0.0000% | $17273961.00       | $3161588.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-08-01      | 3.0000%  | 0.0000% | $12622204.00       | $3579134.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-07-01      | 3.5000%  | 0.0000% | $64765770.00       | $3551182.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-07-01      | 3.5000%  | 0.0000% | $31640536.00       | $2982349.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-07-01      | 3.5000%  | 0.0000% | $1451.00           | $106.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-07-01      | 3.5000%  | 0.0000% | $23791768.00       | $3378416.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-08-01      | 3.0000%  | 0.0000% | $1280.00           | $146.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-12-01      | 3.5000%  | 0.0000% | $28774460.00       | $3357778.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-11-01      | 3.5000%  | 0.0000% | $29971686.00       | $3313296.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-11-01      | 3.0000%  | 0.0000% | $3257.00           | $225.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-12-01      | 3.5000%  | 0.0000% | $25183398.00       | $3212538.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-01-01      | 3.0000%  | 0.0000% | $1889863.00        | $228873.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-02-01      | 3.5000%  | 0.0000% | $22912946.00       | $2943966.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-03-01      | 3.5000%  | 0.0000% | $22021224.00       | $3483865.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-04-01      | 3.5000%  | 0.0000% | $21501738.00       | $3681767.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-04-01      | 3.5000%  | 0.0000% | $8251.00           | $492.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-10-01      | 4.5000%  | 0.0000% | $20190935.00       | $2597808.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-10-01      | 4.5000%  | 0.0000% | $26856742.00       | $3181502.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-02-01      | 3.5000%  | 0.0000% | $23000000.00       | $2800650.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-07-01      | 3.5000%  | 0.0000% | $16492004.00       | $2749356.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-07-01      | 3.5000%  | 0.0000% | $27805233.00       | $3060033.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-03-01      | 3.5000%  | 0.0000% | $6000.00           | $521.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-03-01      | 3.5000%  | 0.0000% | $29083661.00       | $3227409.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-03-01      | 3.5000%  | 0.0000% | $13448.00          | $1182.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-06-01      | 3.5000%  | 0.0000% | $15849248.00       | $2700422.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-08-01      | 3.5000%  | 0.0000% | $2000.00           | $231.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-10-01      | 3.5000%  | 0.0000% | $18784642.00       | $2717880.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-12-01      | 3.5000%  | 0.0000% | $31476877.00       | $3353128.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-02-01      | 3.0000%  | 0.0000% | $1609509.00        | $194362.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-08-01      | 3.0000%  | 0.0000% | $27446634.00       | $3484452.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-06-01      | 3.0000%  | 0.0000% | $35290932.00       | $3233353.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | 0.0000% | $1263.00           | $193.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | 0.0000% | $22323811.00       | $2896555.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-11-01      | 3.0000%  | 0.0000% | $3926.00           | $676.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-11-01      | 3.0000%  | 0.0000% | $23687478.00       | $3672178.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-12-01      | 3.5000%  | 0.0000% | $18000000.00       | $2772095.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-04-01      | 3.0000%  | 0.0000% | $15701543.00       | $3094650.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-05-01      | 3.5000%  | 0.0000% | $22412296.00       | $3212523.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-05-01      | 3.0000%  | 0.0000% | $18629279.00       | $3578268.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-06-01      | 3.5000%  | 0.0000% | $12196234.00       | $3707641.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-06-01      | 3.0000%  | 0.0000% | $16838010.00       | $2800234.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-06-01      | 3.5000%  | 0.0000% | $30402796.00       | $3508102.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-06-01      | 3.5000%  | 0.0000% | $11350249.00       | $2780611.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-07-01      | 3.0000%  | 0.0000% | $15842273.00       | $3053176.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-07-01      | 3.5000%  | 0.0000% | $15562318.00       | $2640157.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-08-01      | 3.5000%  | 0.0000% | $11852035.00       | $3134364.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-10-01      | 4.5000%  | 0.0000% | $21834799.00       | $3651466.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-08-01      | 3.5000%  | 0.0000% | $25891851.00       | $3825386.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-10-01      | 3.5000%  | 0.0000% | $2040678.00        | $500126.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-01-01      | 3.5000%  | 0.0000% | $21555659.00       | $3406705.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-11-01      | 3.5000%  | 0.0000% | $49150409.00       | $3327432.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-10-01      | 3.5000%  | 0.0000% | $3940.00           | $1252.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-05-01      | 3.0000%  | 0.0000% | $21027154.00       | $2947984.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-06-01      | 3.0000%  | 0.0000% | $13516545.00       | $3668968.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-01-01      | 3.5000%  | 0.0000% | $23720892.00       | $2974731.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-05-01      | 3.5000%  | 0.0000% | $18840400.00       | $3700204.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-04-01      | 3.0000%  | 0.0000% | $23606389.00       | $3166463.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-05-01      | 3.0000%  | 0.0000% | $20795209.00       | $3060645.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 4.0000%  | 0.0000% | $13164795.00       | $2978449.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-10-01      | 3.5000%  | 0.0000% | $1928169.00        | $514502.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-07-01      | 3.5000%  | 0.0000% | $23668005.00       | $2773571.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-11-01      | 3.5000%  | 0.0000% | $2000.00           | $314.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-03-01      | 4.0000%  | 0.0000% | $21486540.00       | $1990869.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-11-01      | 3.0000%  | 0.0000% | $2150.00           | $644.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | 0.0000% | $6887182.00        | $3363447.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | 0.0000% | $15091.00          | $8541.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | 0.0000% | $297492.00         | $184535.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | 0.0000% | $2330.00           | $1268.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $3424.00           | $1952.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $3880.00           | $2122.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.5000%  | 0.0000% | $5552.00           | $3174.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $2343.00           | $1314.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.5000%  | 0.0000% | $2336.00           | $1304.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 2.0000%  | 0.0000% | $1684.00           | $989.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-01-01      | 3.5000%  | 0.0000% | $66919433.00       | $3793235.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-12-01      | 3.5000%  | 0.0000% | $52437362.00       | $3827169.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-02-01      | 4.5000%  | 0.0000% | $18699183.00       | $3183370.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-12-01      | 3.5000%  | 0.0000% | $10530664.00       | $1065512.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-06-01      | 3.5000%  | 0.0000% | $7949449.00        | $1238648.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-11-01      | 4.5000%  | 0.0000% | $23736243.00       | $3335152.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-03-01      | 4.5000%  | 0.0000% | $22860325.00       | $3271617.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-08-01      | 4.5000%  | 0.0000% | $25021295.00       | $3557727.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-03-01      | 3.0000%  | 0.0000% | $11949263.00       | $2618197.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-08-01      | 3.0000%  | 0.0000% | $19807172.00       | $3376857.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-03-01      | 3.0000%  | 0.0000% | $27222692.00       | $2040926.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-08-01      | 3.0000%  | 0.0000% | $14790170.00       | $1600574.00        | Agency Mortgage-Backed Securities |

### Security 253: SOCIETE GENERALE

- **C.1 - Title:** SOCIETE GENERALE 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR058EAC, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: TPR058EAC7791562SO
- **C.18 - Value (incl. sponsor support):** $425000000.00
- **C.18.a - Value (excl. sponsor support):** $425000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 DEPARTMENT OF THE TREASURY | 2030-11-30      | 3.5000%  | 0.0000% | $436601900.00      | $433500011.00      | U.S. Treasuries (including strips) |

### Security 254: SOCIETE GENERALE

- **C.1 - Title:** SOCIETE GENERALE 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR0595F4, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: TPR0595F47791563SO
- **C.18 - Value (incl. sponsor support):** $425000000.00
- **C.18.a - Value (excl. sponsor support):** $425000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 DEPARTMENT OF THE TREASURY | 2030-11-30      | 3.5000%  | 0.0000% | $436601900.00      | $433500011.00      | U.S. Treasuries (including strips) |

### Security 255: WELLS FARGO BANK, NATIONAL ASSOCIATION

- **C.1 - Title:** WELLS FARGO BANK, NATIONAL ASSOCIATION 3.650000%
- **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: TPR059CC1, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: TPR059CC17791563WE
- **C.18 - Value (incl. sponsor support):** $5000000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000000.00
- **C.19 - Percentage of Net Assets:** 1.7600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 DEPARTMENT OF THE TREASURY | 2026-10-31      | 1.6300%  | 0.0000% | $7000000.00        | $6924554.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-08-15      | 0.6300%  | 0.0000% | $145966700.00      | $127350583.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-06-30      | 0.8800%  | 0.0000% | $7000.00           | $6924.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $60000000.00       | $56607830.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $150000000.00      | $141710784.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-10-31      | 1.1300%  | 0.0000% | $309059800.00      | $304172340.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-01-31      | 1.7500%  | 0.0000% | $250000000.00      | $238903111.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-28      | 1.8800%  | 0.0000% | $301000000.00      | $297978841.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-03-31      | 2.5000%  | 0.0000% | $59000000.00       | $58779524.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-04-30      | 2.8800%  | 0.0000% | $10000000.00       | $9834602.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $306999900.00      | $306108674.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-05-15      | 2.8800%  | 0.0000% | $443286200.00      | $419346933.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-05-31      | 2.7500%  | 0.0000% | $7000000.00        | $6833824.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-10-31      | 4.0000%  | 0.0000% | $23000000.00       | $23464537.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $412752000.00      | $406176143.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-05-31      | 4.6300%  | 0.0000% | $113360000.00      | $118435318.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-10-15      | 3.8800%  | 0.0000% | $751000000.00      | $763459688.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-12-31      | 4.2500%  | 0.0000% | $100000.00         | $100957.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-07-15      | 3.8800%  | 0.0000% | $997712800.00      | $1005939604.00     | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-31      | 3.8800%  | 0.0000% | $38215000.00       | $39130620.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-08-15      | 3.6300%  | 0.0000% | $24000000.00       | $24415894.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-09-30      | 3.8800%  | 0.0000% | $460000000.00      | $462846313.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-10-31      | 3.5000%  | 0.0000% | $279300000.00      | $281472491.00      | U.S. Treasuries (including strips) |

### Security 256: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.110001%
- **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: TPR05A01B, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: TPR05A01B779156ROY
- **C.18 - Value (incl. sponsor support):** $684999726.00
- **C.18.a - Value (excl. sponsor support):** $684999726.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2026-02-07
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 CORPORATION   | 2035-01-01      | 5.0000%  | 0.0000% | $22648.00          | $414.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-01-01      | 5.0000%  | 0.0000% | $4583.00           | $160.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-11-01      | 6.0000%  | 0.0000% | $10532.00          | $136.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-05-01      | 5.0000%  | 0.0000% | $3791.00           | $42.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-09-01      | 5.5000%  | 0.0000% | $62361.00          | $174.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-03-01      | 5.5000%  | 0.0000% | $22627.00          | $228.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-12-01      | 4.0000%  | 0.0000% | $9755.00           | $722.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-07-01      | 4.0000%  | 0.0000% | $176859257.00      | $36014413.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-06-01      | 4.5000%  | 0.0000% | $74844160.00       | $13157533.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-01-01      | 4.5000%  | 0.0000% | $159332221.00      | $27509135.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-08-01      | 3.5000%  | 0.0000% | $130080524.00      | $13876069.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-07-01      | 4.0000%  | 0.0000% | $1000.00           | $212.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.5000%  | 0.0000% | $47858740.00       | $38650338.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 6.5000%  | 0.0000% | $8442386.00        | $6950182.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 6.5000%  | 0.0000% | $1024.00           | $730.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.0000%  | 0.0000% | $1024.00           | $968.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-01-01      | 3.0000%  | 0.0000% | $1009.00           | $179.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-10-01      | 2.5000%  | 0.0000% | $11801000.00       | $7232620.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $742.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $773.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $796.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $706.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.0000%  | 0.0000% | $390682.00         | $334332.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 6.0000%  | 0.0000% | $1024.00           | $805.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-09-01      | 4.5000%  | 0.0000% | $1024.00           | $169.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-03-01      | 3.5000%  | 0.0000% | $42047963.00       | $11006239.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-08-01      | 2.5000%  | 0.0000% | $1000.00           | $511.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 3.0000%  | 0.0000% | $756171.00         | $424193.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 6.0000%  | 0.0000% | $150000.00         | $79834.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-03-01      | 5.0000%  | 0.0000% | $1008.00           | $923.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-03-01      | 5.5000%  | 0.0000% | $3184585.00        | $2260786.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 6.0000%  | 0.0000% | $1024.00           | $599.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 6.5000%  | 0.0000% | $5272582.00        | $4808395.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 5.5000%  | 0.0000% | $1044248.00        | $924461.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 6.5000%  | 0.0000% | $2400150.00        | $1957081.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 6.5000%  | 0.0000% | $19138.00          | $17923.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $936.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.5000%  | 0.0000% | $4356258.00        | $1671175.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $731.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 6.5000%  | 0.0000% | $1913295.00        | $1580721.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 6.5000%  | 0.0000% | $3008087.00        | $2676332.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 5.0000%  | 0.0000% | $2292729.00        | $2189467.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.5000%  | 0.0000% | $10296540.00       | $7339980.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 4.5000%  | 0.0000% | $112100.00         | $80601.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $15549908.00       | $11743504.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 4.5000%  | 0.0000% | $53404182.00       | $38494416.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $10030240.00       | $8359877.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 5.5000%  | 0.0000% | $3555039.00        | $2585272.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 6.5000%  | 0.0000% | $1095544.00        | $838479.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.5000%  | 0.0000% | $1024.00           | $924.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.5000%  | 0.0000% | $18093226.00       | $15178449.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $795.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-04-01      | 5.5000%  | 0.0000% | $1000.00           | $795.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $826.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 6.5000%  | 0.0000% | $2914475.00        | $2185140.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 6.0000%  | 0.0000% | $4710082.00        | $3588423.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $773.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 5.5000%  | 0.0000% | $3816985.00        | $3809724.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.5000%  | 0.0000% | $2669226.00        | $2682612.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 7.0000%  | 0.0000% | $2376248.00        | $1885560.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $585.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.0000%  | 0.0000% | $1099900.00        | $1011090.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-03-01      | 5.5000%  | 0.0000% | $1008.00           | $7.00              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-12-01      | 6.5000%  | 0.0000% | $2045.00           | $3.00              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-05-01      | 5.5000%  | 0.0000% | $1000.00           | $4.00              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-12-01      | 3.5000%  | 0.0000% | $1001.00           | $49.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-05-01      | 6.5000%  | 0.0000% | $1009.00           | $24.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-01-01      | 3.0000%  | 0.0000% | $1000.00           | $73.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-03-01      | 3.5000%  | 0.0000% | $1000.00           | $154.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-09-01      | 3.5000%  | 0.0000% | $1001.00           | $103.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-08-01      | 3.5000%  | 0.0000% | $821000.00         | $66418.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-08-01      | 3.0000%  | 0.0000% | $1501103.00        | $181432.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-10-01      | 2.5000%  | 0.0000% | $1617752.00        | $32334.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-11-01      | 3.5000%  | 0.0000% | $5859420.00        | $116799.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-11-01      | 3.5000%  | 0.0000% | $1000.00           | $34.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-12-01      | 3.0000%  | 0.0000% | $1008.00           | $166.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-12-01      | 3.0000%  | 0.0000% | $1000.00           | $175.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-01-01      | 2.5000%  | 0.0000% | $1001.00           | $174.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-06-01      | 3.0000%  | 0.0000% | $1000.00           | $177.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-04-01      | 3.5000%  | 0.0000% | $5250688.00        | $845707.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-08-01      | 4.0000%  | 0.0000% | $200000.00         | $28204.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-08-01      | 3.0000%  | 0.0000% | $1051981.00        | $44994.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-08-01      | 4.0000%  | 0.0000% | $1000.00           | $96.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-02-01      | 3.5000%  | 0.0000% | $1000.00           | $83.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-05-01      | 3.0000%  | 0.0000% | $1024.00           | $131.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-05-01      | 3.5000%  | 0.0000% | $1024.00           | $87.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-07-01      | 3.5000%  | 0.0000% | $1040.00           | $230.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-03-01      | 3.5000%  | 0.0000% | $540180.00         | $107990.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-10-01      | 3.0000%  | 0.0000% | $1120.00           | $291.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-11-01      | 3.0000%  | 0.0000% | $2426117.00        | $417660.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $166.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-12-01      | 3.0000%  | 0.0000% | $230531.00         | $45928.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $193.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $204.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-02-01      | 3.0000%  | 0.0000% | $1000.00           | $205.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-04-01      | 3.0000%  | 0.0000% | $1000.00           | $115.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $220.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-06-01      | 3.5000%  | 0.0000% | $1000.00           | $219.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-07-01      | 3.5000%  | 0.0000% | $1024.00           | $106.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-07-01      | 3.5000%  | 0.0000% | $1000.00           | $181.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-06-01      | 3.0300%  | 0.0000% | $95855.00          | $63116.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-09-01      | 3.5000%  | 0.0000% | $1011.00           | $161.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-12-01      | 3.5000%  | 0.0000% | $1000.00           | $213.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-04-01      | 3.0000%  | 0.0000% | $1002.00           | $53.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-06-01      | 3.5000%  | 0.0000% | $1000.00           | $196.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-05-01      | 3.0000%  | 0.0000% | $1000.00           | $104.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-11-01      | 4.5000%  | 0.0000% | $1024.00           | $29.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.0000%  | 0.0000% | $1892864.00        | $1703111.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.0000%  | 0.0000% | $130272.00         | $122834.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 4.5000%  | 0.0000% | $1233810.00        | $1035357.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $845.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 5.5000%  | 0.0000% | $53854.00          | $43720.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.0000%  | 0.0000% | $77591.00          | $71752.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $936.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.5000%  | 0.0000% | $1041323.00        | $876811.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.0000%  | 0.0000% | $10000.00          | $9846.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.0000%  | 0.0000% | $1145237.00        | $1138762.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-02-01      | 5.5000%  | 0.0000% | $873000.00         | $520440.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 5.5000%  | 0.0000% | $1002.00           | $954.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $887.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $1008.00           | $1006.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.0000%  | 0.0000% | $1020162.00        | $1059374.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1004.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $1008.00           | $1040.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $806.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.5000%  | 0.0000% | $1198492.00        | $759390.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $1027.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1025.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $1000150.00        | $1026916.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1025.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1058.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $1151560.00        | $1182572.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1027.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $1002.00           | $1031.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-11-01      | 3.5000%  | 0.0000% | $1000.00           | $110.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-02-01      | 3.0000%  | 0.0000% | $1000.00           | $219.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-12-01      | 3.5000%  | 0.0000% | $15269121.00       | $1831645.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-10-01      | 3.0000%  | 0.0000% | $16648.00          | $3798.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-09-01      | 2.5000%  | 0.0000% | $1001.00           | $42.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-12-01      | 3.0000%  | 0.0000% | $1000.00           | $228.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 4.0000%  | 0.0000% | $3230000.00        | $1011561.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-06-01      | 4.0000%  | 0.0000% | $60000.00          | $9545.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2057-09-01      | 4.5000%  | 0.0000% | $200000.00         | $57574.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 4.5000%  | 0.0000% | $1000.00           | $240.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 4.0000%  | 0.0000% | $1000.00           | $390.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 3.0000%  | 0.0000% | $21144.00          | $11706.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2062-03-01      | 4.0000%  | 0.0000% | $4597531.00        | $3440414.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2062-03-01      | 2.5000%  | 0.0000% | $1040.00           | $694.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2063-06-01      | 4.5000%  | 0.0000% | $352505.00         | $276301.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-09-01      | 4.0000%  | 0.0000% | $113814.00         | $33579.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-08-01      | 3.5000%  | 0.0000% | $1386121.00        | $282577.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-02-01      | 4.0000%  | 0.0000% | $1000.00           | $281.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-05-01      | 4.0000%  | 0.0000% | $1000.00           | $455.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-10-01      | 4.0000%  | 0.0000% | $1024.00           | $165.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-06-01      | 4.5000%  | 0.0000% | $7940609.00        | $2107266.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-07-01      | 4.0000%  | 0.0000% | $1000.00           | $88.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-05-01      | 2.5000%  | 0.0000% | $1008.00           | $397.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-05-01      | 1.6900%  | 0.0000% | $19909514.00       | $12018480.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-07-01      | 3.5000%  | 0.0000% | $1120.00           | $299.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-01-01      | 4.0000%  | 0.0000% | $23656682.00       | $2635539.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 5.5000%  | 0.0000% | $246011.00         | $23183.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-10-01      | 4.5000%  | 0.0000% | $13994000.00       | $3642049.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-03-01      | 3.5000%  | 0.0000% | $36821.00          | $10624.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.0000%  | 0.0000% | $22750000.00       | $4287503.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-10-01      | 3.0000%  | 0.0000% | $1584006.00        | $312531.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-09-01      | 3.5000%  | 0.0000% | $1000.00           | $90.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.5000%  | 0.0000% | $398000.00         | $79393.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-04-01      | 3.5000%  | 0.0000% | $1000.00           | $187.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-08-01      | 4.0000%  | 0.0000% | $1000.00           | $156.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-09-01      | 3.0000%  | 0.0000% | $1000.00           | $179.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $329.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $94379.00          | $50002.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.5000%  | 0.0000% | $1000.00           | $395.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-01-01      | 1.5000%  | 0.0000% | $89606.00          | $53519.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 3.0000%  | 0.0000% | $9945258.00        | $4416018.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 3.0000%  | 0.0000% | $11301845.00       | $5836423.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 7.0000%  | 0.0000% | $2592474.00        | $1771403.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 3.0000%  | 0.0000% | $3400000.00        | $2034078.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 4.5000%  | 0.0000% | $5977085.00        | $4711086.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $4721072.00        | $4018619.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $1397927.00        | $756329.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.0000%  | 0.0000% | $2340961.00        | $1892773.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 6.0000%  | 0.0000% | $5340476.00        | $3135923.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 5.0000%  | 0.0000% | $5737115.00        | $4740463.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 6.5000%  | 0.0000% | $4133999.00        | $3027797.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.0000%  | 0.0000% | $7289481.00        | $6255552.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 6.5000%  | 0.0000% | $3923522.00        | $3037064.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 6.5000%  | 0.0000% | $2669290.00        | $2141215.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-12-01      | 4.5000%  | 0.0000% | $15700000.00       | $3749349.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-09-01      | 3.5000%  | 0.0000% | $45821270.00       | $11670869.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-03-01      | 4.0000%  | 0.0000% | $1049.00           | $219.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-11-01      | 3.5000%  | 0.0000% | $1000.00           | $118.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-04-01      | 4.5000%  | 0.0000% | $22280295.00       | $6102088.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $335.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $516.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 2.5000%  | 0.0000% | $816438.00         | $496698.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 4.0000%  | 0.0000% | $12928121.00       | $10042553.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.5000%  | 0.0000% | $9635455.00        | $7217611.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.0000%  | 0.0000% | $32996675.00       | $24800268.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.0000%  | 0.0000% | $34807286.00       | $28592198.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 4.0000%  | 0.0000% | $17224044.00       | $14173325.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $832.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 4.5000%  | 0.0000% | $1000.00           | $901.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.0000%  | 0.0000% | $1008.00           | $880.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.5000%  | 0.0000% | $11641551.00       | $10883792.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $947.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 5.0000%  | 0.0000% | $40285836.00       | $34695092.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.0000%  | 0.0000% | $47887540.00       | $37431806.00       | Agency Mortgage-Backed Securities  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-15      | 4.3800%  | 0.0000% | $1100.00           | $1115.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-03-31      | 3.8800%  | 0.0000% | $41561300.00       | $42249041.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $53900.00          | $54526.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-09-30      | 3.5000%  | 0.0000% | $100831900.00      | $101932054.00      | U.S. Treasuries (including strips) |

### Security 257: WELLS FARGO BANK, NATIONAL ASSOCIATION

- **C.1 - Title:** WELLS FARGO BANK, NATIONAL ASSOCIATION 3.650000%
- **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: TPR05A146, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: TPR05A1467791561WE
- **C.18 - Value (incl. sponsor support):** $1965000000.00
- **C.18.a - Value (excl. sponsor support):** $1965000000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 CORPORATION   | 2055-10-01      | 6.0000%  | 0.0000% | $55407413.00       | $56213956.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-04-20      | 3.5000%  | 0.0000% | $40526000.00       | $4195649.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-06-20      | 3.5000%  | 0.0000% | $292283000.00      | $33998090.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-07-20      | 3.5000%  | 0.0000% | $60740594.00       | $7296418.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-06-20      | 3.5000%  | 0.0000% | $1000000000.00     | $100098898.00      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-06-20      | 3.0000%  | 0.0000% | $4176000.00        | $1037305.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-08-20      | 3.0000%  | 0.0000% | $20074000.00       | $5783859.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-05-20      | 2.5000%  | 0.0000% | $25000000.00       | $12973801.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-06-20      | 2.5000%  | 0.0000% | $75000000.00       | $40652638.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-07-20      | 2.5000%  | 0.0000% | $25000000.00       | $14043516.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.5000%  | 0.0000% | $50000000.00       | $34129453.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 4.5000%  | 0.0000% | $4667000.00        | $3433246.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 5.5000%  | 0.0000% | $390000000.00      | $289729003.00      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 5.0000%  | 0.0000% | $30000000.00       | $26376220.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 6.0000%  | 0.0000% | $25000000.00       | $13948568.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 5.5000%  | 0.0000% | $100108119.00      | $80857639.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 6.0000%  | 0.0000% | $20784304.00       | $13506359.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 5.5000%  | 0.0000% | $74602000.00       | $62379439.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 6.0000%  | 0.0000% | $5448306.00        | $5629545.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 6.0000%  | 0.0000% | $1711688.00        | $1752534.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 6.0000%  | 0.0000% | $1397922.00        | $950866.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.0000%  | 0.0000% | $867577.00         | $892656.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 6.0000%  | 0.0000% | $1394682.00        | $1433058.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.0000%  | 0.0000% | $1660813.00        | $1712536.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.0000%  | 0.0000% | $13760327.00       | $13997066.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.0000%  | 0.0000% | $691274.00         | $711666.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.5000%  | 0.0000% | $1338428.00        | $1105960.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $5460019.00        | $5639867.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $4944887.00        | $5097434.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.5000%  | 0.0000% | $3411060.00        | $3281760.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $1015074.00        | $926842.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 6.0000%  | 0.0000% | $2761098.00        | $2842752.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $505648.00         | $526350.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.0000%  | 0.0000% | $1779596.00        | $1820028.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.0000%  | 0.0000% | $1027754.00        | $1050296.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.0000%  | 0.0000% | $1779596.00        | $1840066.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.0000%  | 0.0000% | $119344.00         | $123147.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $1181697.00        | $1259013.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $10590514.00       | $11273790.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.0000%  | 0.0000% | $1717488.00        | $1764073.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.0000%  | 0.0000% | $9277561.00        | $9400938.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.0000%  | 0.0000% | $6683186.00        | $6878461.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.0000%  | 0.0000% | $4653784.00        | $4791850.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.0000%  | 0.0000% | $4045146.00        | $4163916.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.0000%  | 0.0000% | $6026967.00        | $6074668.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.0000%  | 0.0000% | $4634332.00        | $4704307.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $1546198.00        | $1599839.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $2060325.00        | $2152494.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $2620546.00        | $2704362.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $1180851.00        | $1220370.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $527199.00         | $548516.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $836435.00         | $870029.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.5000%  | 0.0000% | $1084937.00        | $1113777.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $1112245.00        | $1166213.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $3134187.00        | $3270060.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.0000%  | 0.0000% | $489385.00         | $505171.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $1132060.00        | $1183471.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.0000%  | 0.0000% | $2394092.00        | $2466349.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $2628878.00        | $2715915.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $445646.00         | $460087.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $1047112.00        | $1080857.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $723731.00         | $754493.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.0000%  | 0.0000% | $3095497.00        | $3208638.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.0000%  | 0.0000% | $1286994.00        | $1343899.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.0000%  | 0.0000% | $1665383.00        | $1723847.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.0000%  | 0.0000% | $1024203.00        | $1062687.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.5000%  | 0.0000% | $5614878.00        | $5757984.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $472238.00         | $484790.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.0000%  | 0.0000% | $9860597.00        | $10296095.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $1668718.00        | $1680267.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $2799301.00        | $2873716.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $2090683.00        | $2173728.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $1038996.00        | $1078047.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.0000%  | 0.0000% | $1736493.00        | $1813183.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.0000%  | 0.0000% | $1661267.00        | $1722711.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.0000%  | 0.0000% | $2599239.00        | $2695347.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $20358163.00       | $20899335.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $1661598.00        | $1711455.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $1089516.00        | $1118478.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $1902124.00        | $1952685.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $1386884.00        | $1424964.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $31632442.00       | $32473313.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $1288690.00        | $1300774.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $2141397.00        | $2156211.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.5000%  | 0.0000% | $2446014.00        | $2564112.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $1870350.00        | $1920069.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $2278125.00        | $2338686.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $2653227.00        | $2723757.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $3123119.00        | $3241508.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $10787877.00       | $11074657.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $1306598.00        | $1361692.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $1799239.00        | $1877237.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.5000%  | 0.0000% | $1640777.00        | $1682796.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $3164745.00        | $3248875.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $1864149.00        | $1922492.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $3240053.00        | $3272424.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $1246323.00        | $1257627.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $5002281.00        | $5164923.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $2050999.00        | $2105522.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $1857406.00        | $1914968.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $2090909.00        | $2153805.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $6061004.00        | $6222115.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $9003749.00        | $9243092.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $1277527.00        | $1288250.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $1051086.00        | $1094105.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $1734627.00        | $1797230.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $1166685.00        | $1208511.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $2245837.00        | $2326886.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $4043327.00        | $4150809.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 5.5000%  | 0.0000% | $100000000.00      | $87430587.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 5.5000%  | 0.0000% | $50000000.00       | $41903788.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 5.0000%  | 0.0000% | $47724000.00       | $46093274.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 6.0000%  | 0.0000% | $730124.00         | $683307.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.0000%  | 0.0000% | $228821.00         | $219090.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.0000%  | 0.0000% | $161563.00         | $149332.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $462638.00         | $479340.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.0000%  | 0.0000% | $458769.00         | $476102.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.0000%  | 0.0000% | $6286222.00        | $6468983.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.5000%  | 0.0000% | $11685404.00       | $11983428.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.0000%  | 0.0000% | $1569085.00        | $1624292.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.0000%  | 0.0000% | $8726831.00        | $9039828.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.5000%  | 0.0000% | $11860272.00       | $12160991.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $1818313.00        | $1866645.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $2551107.00        | $2647802.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $2126359.00        | $2206955.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.0000%  | 0.0000% | $1543442.00        | $1604903.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $9032267.00        | $9532816.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.0000%  | 0.0000% | $1267021.00        | $1320837.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.0000%  | 0.0000% | $1568881.00        | $1620752.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $1394025.00        | $1449395.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.0000%  | 0.0000% | $2341181.00        | $2354821.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $3396298.00        | $3536335.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $2760395.00        | $2879223.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $2490530.00        | $2556727.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $1720855.00        | $1766598.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-01-20      | 6.0000%  | 0.0000% | $1000557.00        | $1040584.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $1436059.00        | $1490488.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.0000%  | 0.0000% | $3805962.00        | $3946406.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.0000%  | 0.0000% | $3547872.00        | $3678454.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $2489371.00        | $2611716.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $1122683.00        | $1177861.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $1654369.00        | $1698341.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $20026261.00       | $20893665.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $7633809.00        | $7960126.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $7798751.00        | $8091994.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $1883637.00        | $1949230.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $27972888.00       | $28703751.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $5276981.00        | $5438528.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $2067702.00        | $2088995.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.5000%  | 0.0000% | $135524.00         | $137698.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $2457232.00        | $2512086.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $2034307.00        | $2088695.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-12-20      | 4.0000%  | 0.0000% | $59654000.00       | $2972322.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-02-20      | 4.0000%  | 0.0000% | $119967000.00      | $5914428.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-05-20      | 4.0000%  | 0.0000% | $66158000.00       | $3489686.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-10-15      | 4.0000%  | 0.0000% | $208531000.00      | $9091663.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-06-15      | 4.0000%  | 0.0000% | $73701000.00       | $3761062.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-06-15      | 4.0000%  | 0.0000% | $22773000.00       | $958251.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-12-15      | 4.0000%  | 0.0000% | $34994000.00       | $1879148.00        | Agency Mortgage-Backed Securities  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-01-15      | 0.1300%  | 0.0000% | $2771200.00        | $3348267.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $408153900.00      | $412989216.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-08-31      | 3.8800%  | 0.0000% | $119317000.00      | $120498324.00      | U.S. Treasuries (including strips) |

### Security 258: WELLS FARGO BANK, NATIONAL ASSOCIATION

- **C.1 - Title:** WELLS FARGO BANK, NATIONAL ASSOCIATION 3.650000%
- **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: TPR05A1FE, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: TPR05A1FE7791562WE
- **C.18 - Value (incl. sponsor support):** $1965000000.00
- **C.18.a - Value (excl. sponsor support):** $1965000000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 DEPARTMENT OF THE TREASURY | 2029-02-15      | 2.6300%  | 0.0000% | $4000000.00        | $3932363.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-15      | 1.6300%  | 0.0000% | $600000.00         | $598474.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-05-15      | 2.8800%  | 0.0000% | $169398900.00      | $160250667.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-31      | 2.7500%  | 0.0000% | $50000000.00       | $50104114.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $1020000000.00     | $960885235.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-08-31      | 3.1300%  | 0.0000% | $333161300.00      | $331278121.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-02-15      | 4.6300%  | 0.0000% | $469683700.00      | $495396126.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-06-30      | 3.8800%  | 0.0000% | $1840500.00        | $1854969.00        | U.S. Treasuries (including strips) |

### Security 259: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05A335, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05A3357791561CG
- **C.18 - Value (incl. sponsor support):** $690970494.30
- **C.18.a - Value (excl. sponsor support):** $690970494.30
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 DEPARTMENT OF THE TREASURY | 2028-08-15      | 5.5000%  | 0.0000% | $100.00            | $107.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-08-31      | 1.1300%  | 0.0000% | $3000.00           | $2833.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-08-31      | 4.3800%  | 0.0000% | $100.00            | $104.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-09-30      | 4.6300%  | 0.0000% | $7106900.00        | $7399529.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-10-31      | 4.8800%  | 0.0000% | $306135300.00      | $319899092.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-10-15      | 2.3800%  | 0.0000% | $341073200.00      | $377373349.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-09-15      | 3.3800%  | 0.0000% | $144000.00         | $145030.00         | U.S. Treasuries (including strips) |

### Security 260: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 3.660001%
- **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: TPR05A336, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05A3367791569CG
- **C.18 - Value (incl. sponsor support):** $983957983.20
- **C.18.a - Value (excl. sponsor support):** $983957983.20
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 | 2052-07-20      | 2.0000%  | 0.0000% | $1000.00           | $544.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-07-20      | 4.5000%  | 0.0000% | $403523831.00      | $296733814.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 2.0000%  | 0.0000% | $15249274.00       | $8614599.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 2.5000%  | 0.0000% | $278243.00         | $168914.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 3.0000%  | 0.0000% | $4093752.00        | $2619140.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 4.0000%  | 0.0000% | $37182672.00       | $27278742.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 4.5000%  | 0.0000% | $211671013.00      | $155714316.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 5.0000%  | 0.0000% | $5746000.00        | $4200011.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 5.5000%  | 0.0000% | $900000.00         | $566847.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 2.0000%  | 0.0000% | $4314393.00        | $2684435.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 2.5000%  | 0.0000% | $18171192.00       | $11229053.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 3.0000%  | 0.0000% | $1462994.00        | $935274.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 4.0000%  | 0.0000% | $94073603.00       | $69883561.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 4.5000%  | 0.0000% | $23962211.00       | $17853708.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 5.0000%  | 0.0000% | $1140000.00        | $835276.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 5.5000%  | 0.0000% | $3853000.00        | $2495904.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 6.0000%  | 0.0000% | $100000.00         | $50882.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-10-20      | 5.5000%  | 0.0000% | $120156560.00      | $80646267.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-10-20      | 2.0000%  | 0.0000% | $2568337.00        | $1499961.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-10-20      | 2.5000%  | 0.0000% | $53286508.00       | $33390877.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-10-20      | 3.0000%  | 0.0000% | $1113448.00        | $739098.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-10-20      | 3.5000%  | 0.0000% | $2650175.00        | $1928147.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-10-20      | 4.5000%  | 0.0000% | $90528280.00       | $68933390.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-10-20      | 5.0000%  | 0.0000% | $1763709.00        | $1297170.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 2.0000%  | 0.0000% | $1125335.00        | $647283.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 3.0000%  | 0.0000% | $463595.00         | $315028.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 3.5000%  | 0.0000% | $111974.00         | $83351.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 4.0000%  | 0.0000% | $143612111.00      | $108255760.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 5.0000%  | 0.0000% | $62853663.00       | $47592206.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 5.5000%  | 0.0000% | $46236241.00       | $31797218.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 6.0000%  | 0.0000% | $1754727.00        | $914907.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 6.5000%  | 0.0000% | $458911.00         | $171086.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-03-20      | 2.0000%  | 0.0000% | $20199148.00       | $13621595.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 2.0000%  | 0.0000% | $470127.00         | $377290.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-07-20      | 5.0000%  | 0.0000% | $3341.00           | $3312.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-10-20      | 5.0000%  | 0.0000% | $1950000.00        | $1459388.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-10-20      | 4.0000%  | 0.0000% | $1998120.00        | $1542523.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 4.5000%  | 0.0000% | $278337.00         | $236345.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 5.0000%  | 0.0000% | $1542473.00        | $1338094.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-10-20      | 2.0000%  | 0.0000% | $2402394.00        | $1883726.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-10-20      | 5.0000%  | 0.0000% | $1068785.00        | $755109.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-10-20      | 5.0000%  | 0.0000% | $1167322.00        | $668142.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 4.5000%  | 0.0000% | $2310000.00        | $1642814.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 5.0000%  | 0.0000% | $99367.00          | $74895.00          | Agency Mortgage-Backed Securities |

### Security 261: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 3.690000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05A33E, C.3 - LEI: N.A., C.5 - Other ID: TPR05A33E7791567BN
- **C.18 - Value (incl. sponsor support):** $3349996650.00
- **C.18.a - Value (excl. sponsor support):** $3349996650.00
- **C.19 - Percentage of Net Assets:** 1.1800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 DEPARTMENT OF THE TREASURY | 2026-04-09      | 0.0000%  | 0.0000% | $300.00            | $298.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-02-17      | 0.0000%  | 0.0000% | $2072000.00        | $2068229.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-19      | 0.0000%  | 0.0000% | $13749000.00       | $13600167.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-02-15      | 0.0000%  | 0.0000% | $8120300.00        | $5341777.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-02-15      | 0.0000%  | 0.0000% | $5357000.00        | $2811086.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-05-15      | 0.0000%  | 0.0000% | $6181000.00        | $3202759.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-02-15      | 0.0000%  | 0.0000% | $130751900.00      | $57353536.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-11-15      | 0.0000%  | 0.0000% | $4700.00           | $1975.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-05-15      | 0.0000%  | 0.0000% | $80396700.00       | $32858935.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-11-15      | 0.0000%  | 0.0000% | $200.00            | $79.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-08-15      | 0.0000%  | 0.0000% | $2600200.00        | $992587.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-02-15      | 0.0000%  | 0.0000% | $1378000.00        | $512258.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-05-15      | 0.0000%  | 0.0000% | $300.00            | $110.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-08-15      | 0.0000%  | 0.0000% | $10479400.00       | $3593103.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-02-15      | 0.0000%  | 0.0000% | $134856200.00      | $45010819.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-05-15      | 0.0000%  | 0.0000% | $1130000.00        | $372299.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-08-15      | 0.0000%  | 0.0000% | $91998400.00       | $29924320.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-05-15      | 0.0000%  | 0.0000% | $2520000.00        | $757114.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-08-15      | 0.0000%  | 0.0000% | $2963200.00        | $872179.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-11-15      | 0.0000%  | 0.0000% | $36739000.00       | $10144116.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-02-15      | 0.0000%  | 0.0000% | $6157100.00        | $1606449.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-08-15      | 0.0000%  | 0.0000% | $2200000.00        | $562496.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-11-15      | 0.0000%  | 0.0000% | $11446000.00       | $2905899.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-02-15      | 0.0000%  | 0.0000% | $292355400.00      | $73155215.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-05-15      | 0.0000%  | 0.0000% | $311532100.00      | $77397970.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-02-15      | 0.0000%  | 0.0000% | $1004400.00        | $240727.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-05-15      | 0.0000%  | 0.0000% | $49107300.00       | $11659153.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-11-15      | 3.0000%  | 0.0000% | $200.00            | $156.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-02-15      | 0.7500%  | 0.0000% | $8574400.00        | $8710222.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-02-15      | 1.0000%  | 0.0000% | $38465000.00       | $37417834.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-02-15      | 1.0000%  | 0.0000% | $93138500.00       | $87487221.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-02-15      | 0.2500%  | 0.0000% | $74590100.00       | $54684708.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-02-15      | 2.1300%  | 0.0000% | $56007600.00       | $54076231.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-02-15      | 0.0000%  | 0.0000% | $200000.00         | $150687.00         | U.S. Treasuries (including strips) |
| 2 5/8 NOTE G 26                          | 2026-01-31      | 0.0000%  | 0.0000% | $3900.00           | $3950.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-07-15      | 0.1300%  | 0.0000% | $199317800.00      | $226097165.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $304225000.00      | $266340628.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-01-15      | 0.1300%  | 0.0000% | $183742200.00      | $198696121.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-02-15      | 1.8800%  | 0.0000% | $263951700.00      | $237141277.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $324602100.00      | $305789574.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-03-15      | 4.6300%  | 0.0000% | $3034800.00        | $3090341.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-05-15      | 4.3800%  | 0.0000% | $131103400.00      | $134642547.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-10-31      | 4.1300%  | 0.0000% | $94251600.00       | $96326028.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-01-15      | 2.1300%  | 0.0000% | $115788100.00      | $122221706.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-03-31      | 4.1300%  | 0.0000% | $274393400.00      | $280965547.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-09-30      | 3.8800%  | 0.0000% | $274188400.00      | $275884978.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-02-15      | 0.0000%  | 0.0000% | $27930000.00       | $20940825.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-08-15      | 0.0000%  | 0.0000% | $7238761.00        | $5298715.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-02-15      | 0.0000%  | 0.0000% | $19820313.00       | $14127582.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-08-15      | 0.0000%  | 0.0000% | $20240012.00       | $14074884.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-02-15      | 0.0000%  | 0.0000% | $29780000.00       | $20173002.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-08-15      | 0.0000%  | 0.0000% | $22357403.00       | $13992627.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-02-15      | 0.0000%  | 0.0000% | $52.00             | $32.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-11-15      | 0.0000%  | 0.0000% | $114000.00         | $94742.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-05-15      | 0.0000%  | 0.0000% | $113000.00         | $91823.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-05-15      | 0.0000%  | 0.0000% | $3633940.00        | $2822932.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-11-15      | 0.0000%  | 0.0000% | $4348201.00        | $3139949.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-05-15      | 0.0000%  | 0.0000% | $3757211.00        | $2647218.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-11-15      | 0.0000%  | 0.0000% | $294245012.00      | $202048634.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-15      | 0.0000%  | 0.0000% | $114000.00         | $106871.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-15      | 0.0000%  | 0.0000% | $113000.00         | $102028.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-05-15      | 0.0000%  | 0.0000% | $10865203.00       | $7275112.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-11-15      | 0.0000%  | 0.0000% | $34993404.00       | $22819513.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-08-15      | 0.0000%  | 0.0000% | $7787059.00        | $6819852.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-05-15      | 0.0000%  | 0.0000% | $24857129.00       | $22000398.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-11-15      | 0.0000%  | 0.0000% | $29130000.00       | $25247699.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-05-15      | 0.0000%  | 0.0000% | $16712641.00       | $14179991.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-08-15      | 0.0000%  | 0.0000% | $12693588.00       | $10663540.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-02-15      | 0.0000%  | 0.0000% | $23.00             | $19.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-05-15      | 0.0000%  | 0.0000% | $41107000.00       | $26086790.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-11-15      | 0.0000%  | 0.0000% | $114912.00         | $70966.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-05-15      | 0.0000%  | 0.0000% | $5931000.00        | $3565516.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-08-15      | 0.0000%  | 0.0000% | $113.00            | $67.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2038-05-15      | 0.0000%  | 0.0000% | $227976.00         | $129500.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-02-15      | 0.0000%  | 0.0000% | $68170996.00       | $37045278.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-02-15      | 0.0000%  | 0.0000% | $113.00            | $30.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-11-15      | 0.0000%  | 0.0000% | $8861000.00        | $4611911.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-02-15      | 0.0000%  | 0.0000% | $20301772.00       | $10400253.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-05-15      | 0.0000%  | 0.0000% | $114000.00         | $57624.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-08-15      | 0.0000%  | 0.0000% | $879058.00         | $437157.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-11-15      | 0.0000%  | 0.0000% | $23224164.00       | $11388456.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-05-15      | 0.0000%  | 0.0000% | $26.00             | $10.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-05-15      | 0.0000%  | 0.0000% | $8769580.00        | $4180573.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-08-15      | 0.0000%  | 0.0000% | $2.00              | $1.00              | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-11-15      | 0.0000%  | 0.0000% | $609000.00         | $281413.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-02-15      | 0.0000%  | 0.0000% | $2.00              | $1.00              | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-05-15      | 0.0000%  | 0.0000% | $2690016.00        | $1205646.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-11-15      | 0.0000%  | 0.0000% | $175159479.00      | $76211364.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-05-15      | 0.0000%  | 0.0000% | $5757000.00        | $2429391.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-08-15      | 0.0000%  | 0.0000% | $33.00             | $13.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-11-15      | 0.0000%  | 0.0000% | $14688074.00       | $5691864.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-08-15      | 0.0000%  | 0.0000% | $57061088.00       | $21218051.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-02-15      | 0.0000%  | 0.0000% | $8980664.00        | $3254305.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-05-15      | 0.0000%  | 0.0000% | $6388055.00        | $2288374.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-08-15      | 0.0000%  | 0.0000% | $24.00             | $9.00              | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-11-15      | 0.0000%  | 0.0000% | $57888242.00       | $20211101.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-02-15      | 0.0000%  | 0.0000% | $69.00             | $24.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-08-15      | 0.0000%  | 0.0000% | $31.00             | $10.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-11-15      | 0.0000%  | 0.0000% | $13386000.00       | $4438798.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-08-15      | 0.0000%  | 0.0000% | $19484674.00       | $6221787.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-02-15      | 0.0000%  | 0.0000% | $25000.00          | $7381.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-02-15      | 0.0000%  | 0.0000% | $36000.00          | $10101.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-08-15      | 0.0000%  | 0.0000% | $787000.00         | $215673.00         | U.S. Treasuries (including strips) |

### Security 262: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 3.690000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05A3A1, C.3 - LEI: N.A., C.5 - Other ID: TPR05A3A17791566BN
- **C.18 - Value (incl. sponsor support):** $2524997475.00
- **C.18.a - Value (excl. sponsor support):** $2524997475.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 DEPARTMENT OF THE TREASURY | 2028-11-15      | 0.0000%  | 0.0000% | $1009300.00        | $912984.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-02-15      | 0.0000%  | 0.0000% | $5961100.00        | $3921390.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-02-15      | 0.0000%  | 0.0000% | $110000.00         | $57723.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-05-15      | 0.0000%  | 0.0000% | $10648400.00       | $5517596.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-05-15      | 0.0000%  | 0.0000% | $60113400.00       | $24568948.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-11-15      | 0.0000%  | 0.0000% | $97000.00          | $38530.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-02-15      | 0.0000%  | 0.0000% | $1800.00           | $706.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-05-15      | 0.0000%  | 0.0000% | $6024300.00        | $2333446.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-08-15      | 0.0000%  | 0.0000% | $7275400.00        | $2777275.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-11-15      | 0.0000%  | 0.0000% | $14668000.00       | $5528296.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-02-15      | 0.0000%  | 0.0000% | $1669400.00        | $620583.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-05-15      | 0.0000%  | 0.0000% | $24500.00          | $8990.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-08-15      | 0.0000%  | 0.0000% | $10351500.00       | $3549250.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-02-15      | 0.0000%  | 0.0000% | $11969300.00       | $3994981.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-05-15      | 0.0000%  | 0.0000% | $2353800.00        | $775502.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-08-15      | 0.0000%  | 0.0000% | $200.00            | $65.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-05-15      | 0.0000%  | 0.0000% | $100.00            | $30.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-11-15      | 0.0000%  | 0.0000% | $100.00            | $29.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-08-15      | 0.0000%  | 0.0000% | $8275700.00        | $2312090.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-11-15      | 0.0000%  | 0.0000% | $21379500.00       | $5903158.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-02-15      | 0.0000%  | 0.0000% | $1205000.00        | $328696.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-11-15      | 0.0000%  | 0.0000% | $8905100.00        | $2357492.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-02-15      | 0.0000%  | 0.0000% | $200.00            | $52.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-05-15      | 0.0000%  | 0.0000% | $200.00            | $52.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-11-15      | 0.0000%  | 0.0000% | $52624000.00       | $13360128.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-02-15      | 0.0000%  | 0.0000% | $17823200.00       | $4459846.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-05-15      | 0.0000%  | 0.0000% | $15422200.00       | $3831538.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-08-15      | 0.0000%  | 0.0000% | $4371100.00        | $1069407.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-02-15      | 0.0000%  | 0.0000% | $800.00            | $192.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-05-15      | 0.0000%  | 0.0000% | $710186100.00      | $168613804.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-04-15      | 3.6300%  | 0.0000% | $5543800.00        | $11854948.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-04-15      | 3.8800%  | 0.0000% | $805300.00         | $1742075.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $100.00            | $99.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-05-15      | 4.3800%  | 0.0000% | $1400.00           | $1376.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $100.00            | $88.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-02-15      | 1.3800%  | 0.0000% | $72434700.00       | $85565151.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-11-15      | 3.0000%  | 0.0000% | $100.00            | $78.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $200.00            | $144.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-02-15      | 0.7500%  | 0.0000% | $2000.00           | $2032.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-08-15      | 2.8800%  | 0.0000% | $100.00            | $76.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $2900.00           | $2198.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $100.00            | $73.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-11-15      | 2.7500%  | 0.0000% | $100.00            | $72.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $100.00            | $60.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $1100.00           | $531.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-08-15      | 1.3800%  | 0.0000% | $1100.00           | $550.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-11-15      | 1.6300%  | 0.0000% | $200.00            | $106.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-05-15      | 2.3800%  | 0.0000% | $8700.00           | $5537.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $100.00            | $74.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-11-15      | 1.8800%  | 0.0000% | $12726700.00       | $7104992.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-02-15      | 2.1300%  | 0.0000% | $100.00            | $97.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-05-15      | 4.6300%  | 0.0000% | $9541700.00        | $9284360.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-05-15      | 4.6300%  | 0.0000% | $100.00            | $99.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $5389600.00        | $4981727.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $1200.00           | $1144.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-11-15      | 4.6300%  | 0.0000% | $3500.00           | $3461.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-02-15      | 4.6300%  | 0.0000% | $300.00            | $295.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $100.00            | $99.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $445818800.00      | $550503122.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-05-15      | 2.3800%  | 0.0000% | $11547900.00       | $11432458.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-12-31      | 0.6300%  | 0.0000% | $6000.00           | $5680.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $3462000.00        | $3289782.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $400.00            | $378.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-30      | 1.5000%  | 0.0000% | $385900.00         | $365044.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-01-31      | 1.7500%  | 0.0000% | $100.00            | $96.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-02-15      | 1.8800%  | 0.0000% | $15893500.00       | $14279146.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-02-28      | 1.8800%  | 0.0000% | $135580700.00      | $129731874.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-03-31      | 2.5000%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-06-30      | 3.2500%  | 0.0000% | $13331000.00       | $13186670.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $1000.00           | $942.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-08-31      | 3.1300%  | 0.0000% | $36981100.00       | $36772066.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-11-30      | 3.8800%  | 0.0000% | $500.00            | $506.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-12-31      | 3.8800%  | 0.0000% | $10526700.00       | $10621654.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $47002100.00       | $46253275.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-05-15      | 3.3800%  | 0.0000% | $33013200.00       | $31858254.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-05-31      | 3.6300%  | 0.0000% | $45719600.00       | $46039722.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-10-31      | 4.8800%  | 0.0000% | $511400.00         | $534392.00         | U.S. Treasuries (including strips) |
| TRFR AX 01/31/26                         | 2026-01-31      | 0.0000%  | 0.0000% | $18500.00          | $18682.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-03-31      | 4.1300%  | 0.0000% | $5856300.00        | $6020309.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-05-31      | 4.6300%  | 0.0000% | $174610300.00      | $182427898.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $1459000.00        | $1491159.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-31      | 3.7500%  | 0.0000% | $320166400.00      | $325399794.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $41628800.00       | $41835519.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $68976200.00       | $70041375.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-01-31      | 3.7100%  | 0.0000% | $200.00            | $202.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-02-29      | 4.1300%  | 0.0000% | $500000000.00      | $513815221.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-30      | 3.7700%  | 0.0000% | $200.00            | $202.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-07-15      | 3.8800%  | 0.0000% | $2295500.00        | $2314428.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-07-15      | 1.8800%  | 0.0000% | $43159400.00       | $43860055.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-09-30      | 3.8800%  | 0.0000% | $5734100.00        | $5769581.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-10-15      | 1.1300%  | 0.0000% | $724800.00         | $725248.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-11-30      | 3.7500%  | 0.0000% | $371500.00         | $368203.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-11-30      | 3.5000%  | 0.0000% | $401400.00         | $398548.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-08-15      | 0.0000%  | 0.0000% | $20008000.00       | $16078729.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-02-15      | 0.0000%  | 0.0000% | $41.00             | $31.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-08-15      | 0.0000%  | 0.0000% | $23.00             | $17.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-02-15      | 0.0000%  | 0.0000% | $114.00            | $81.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-08-15      | 0.0000%  | 0.0000% | $34.00             | $23.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-02-15      | 0.0000%  | 0.0000% | $5.00              | $3.00              | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-08-15      | 0.0000%  | 0.0000% | $81.00             | $51.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-02-15      | 0.0000%  | 0.0000% | $33.00             | $20.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-11-15      | 0.0000%  | 0.0000% | $333.00            | $277.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-05-15      | 0.0000%  | 0.0000% | $4774948.00        | $3709294.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-11-15      | 0.0000%  | 0.0000% | $2.00              | $1.00              | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-05-15      | 0.0000%  | 0.0000% | $19033980.00       | $13410771.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-02-15      | 0.0000%  | 0.0000% | $25.00             | $25.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-15      | 0.0000%  | 0.0000% | $158125.00         | $156417.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-11-15      | 0.0000%  | 0.0000% | $33.00             | $32.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-15      | 0.0000%  | 0.0000% | $82.00             | $79.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-15      | 0.0000%  | 0.0000% | $162.00            | $146.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-05-15      | 0.0000%  | 0.0000% | $1286.00           | $861.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-11-15      | 0.0000%  | 0.0000% | $181.00            | $118.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-02-15      | 0.0000%  | 0.0000% | $68.00             | $61.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-08-15      | 0.0000%  | 0.0000% | $3.00              | $3.00              | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-02-15      | 0.0000%  | 0.0000% | $210.00            | $180.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-05-15      | 0.0000%  | 0.0000% | $13.00             | $8.00              | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-08-15      | 0.0000%  | 0.0000% | $70.00             | $41.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2038-05-15      | 0.0000%  | 0.0000% | $10.00             | $6.00              | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2038-08-15      | 0.0000%  | 0.0000% | $763.00            | $427.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-02-15      | 0.0000%  | 0.0000% | $629.00            | $342.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-11-15      | 0.0000%  | 0.0000% | $27662734.00       | $14397706.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-02-15      | 0.0000%  | 0.0000% | $101.00            | $52.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-08-15      | 0.0000%  | 0.0000% | $10.00             | $5.00              | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-11-15      | 0.0000%  | 0.0000% | $68949981.00       | $33811071.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-05-15      | 0.0000%  | 0.0000% | $53.00             | $20.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-05-15      | 0.0000%  | 0.0000% | $18089990.00       | $8623733.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-02-15      | 0.0000%  | 0.0000% | $12.00             | $5.00              | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-05-15      | 0.0000%  | 0.0000% | $4.00              | $2.00              | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-02-15      | 0.0000%  | 0.0000% | $1118812.00        | $479016.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-05-15      | 0.0000%  | 0.0000% | $40.00             | $16.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-08-15      | 0.0000%  | 0.0000% | $142.00            | $56.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-11-15      | 0.0000%  | 0.0000% | $114000.00         | $44177.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-11-15      | 0.0000%  | 0.0000% | $30005994.00       | $11016491.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-08-15      | 0.0000%  | 0.0000% | $13.00             | $5.00              | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-11-15      | 0.0000%  | 0.0000% | $8706314.00        | $3039722.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-02-15      | 0.0000%  | 0.0000% | $4.00              | $1.00              | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-05-15      | 0.0000%  | 0.0000% | $203.00            | $69.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-08-15      | 0.0000%  | 0.0000% | $12444947.00       | $3973883.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-02-15      | 0.0000%  | 0.0000% | $62.00             | $19.00             | U.S. Treasuries (including strips) |

### Security 263: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 3.690000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05A453, C.3 - LEI: N.A., C.5 - Other ID: TPR05A4537791564BN
- **C.18 - Value (incl. sponsor support):** $1679998320.00
- **C.18.a - Value (excl. sponsor support):** $1679998320.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 DEPARTMENT OF THE TREASURY | 2026-11-27      | 0.0000%  | 0.0000% | $1100.00           | $1069.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-15      | 0.0000%  | 0.0000% | $2236000.00        | $2022621.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-02-15      | 0.0000%  | 0.0000% | $12529000.00       | $8241952.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-02-15      | 0.0000%  | 0.0000% | $200.00            | $78.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-08-15      | 0.0000%  | 0.0000% | $33034800.00       | $11326741.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-08-15      | 0.0000%  | 0.0000% | $200.00            | $101.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-15      | 6.1300%  | 0.0000% | $234800.00         | $248204.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-02-15      | 5.2500%  | 0.0000% | $800.00            | $858.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-04-15      | 3.8800%  | 0.0000% | $1105100.00        | $2390621.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $2800.00           | $1672.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $319219300.00      | $394176336.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-11-15      | 1.7500%  | 0.0000% | $400.00            | $374.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-02-15      | 1.5000%  | 0.0000% | $15542100.00       | $14367488.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-05-31      | 0.5000%  | 0.0000% | $100.00            | $96.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-07-15      | 0.1300%  | 0.0000% | $6903500.00        | $8334052.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-11-15      | 0.8800%  | 0.0000% | $700.00            | $612.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-04-30      | 1.2500%  | 0.0000% | $4000.00           | $3813.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-02-28      | 1.8800%  | 0.0000% | $15075300.00       | $14424966.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-03-31      | 2.3800%  | 0.0000% | $1816800.00        | $1762454.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-05-31      | 2.7500%  | 0.0000% | $100877600.00      | $98482818.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-09-30      | 3.8800%  | 0.0000% | $1700000.00        | $1732304.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-10-31      | 4.0000%  | 0.0000% | $904100.00         | $922360.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-04-30      | 3.5000%  | 0.0000% | $115421900.00      | $115319445.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-09-30      | 4.6300%  | 0.0000% | $69404000.00       | $72947170.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $168050900.00      | $173185074.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $80455500.00       | $80855023.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-10-31      | 4.1300%  | 0.0000% | $50929800.00       | $52199962.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $608699600.00      | $618726889.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-08-15      | 0.0000%  | 0.0000% | $1868104.00        | $1299077.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-02-15      | 0.0000%  | 0.0000% | $24383838.00       | $16517636.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-11-15      | 0.0000%  | 0.0000% | $4.00              | $3.00              | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-08-15      | 0.0000%  | 0.0000% | $102.00            | $54.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-11-15      | 0.0000%  | 0.0000% | $31614698.00       | $15502931.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-05-15      | 0.0000%  | 0.0000% | $18050996.00       | $8605144.00        | U.S. Treasuries (including strips) |

### Security 264: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 3.690000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05A4B8, C.3 - LEI: N.A., C.5 - Other ID: TPR05A4B87791565BN
- **C.18 - Value (incl. sponsor support):** $2514787734.00
- **C.18.a - Value (excl. sponsor support):** $2514787734.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 DEPARTMENT OF THE TREASURY | 2028-11-15      | 0.0000%  | 0.0000% | $2435700.00        | $2203264.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-02-15      | 0.0000%  | 0.0000% | $22316700.00       | $14680595.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-11-15      | 0.0000%  | 0.0000% | $7948400.00        | $4231506.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-02-15      | 0.0000%  | 0.0000% | $22478700.00       | $11795698.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-11-15      | 0.0000%  | 0.0000% | $636000.00         | $267203.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-05-15      | 0.0000%  | 0.0000% | $21801400.00       | $8910450.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-11-15      | 0.0000%  | 0.0000% | $94300.00          | $37458.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-02-15      | 0.0000%  | 0.0000% | $6543800.00        | $2564993.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-11-15      | 0.0000%  | 0.0000% | $8737700.00        | $3293195.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-02-15      | 0.0000%  | 0.0000% | $14979500.00       | $5568479.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-05-15      | 0.0000%  | 0.0000% | $6280200.00        | $2304475.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-11-15      | 0.0000%  | 0.0000% | $100.00            | $36.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-05-15      | 0.0000%  | 0.0000% | $6040000.00        | $2100863.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-08-15      | 0.0000%  | 0.0000% | $66632600.00       | $22846519.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-05-15      | 0.0000%  | 0.0000% | $2300.00           | $691.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-08-15      | 0.0000%  | 0.0000% | $200.00            | $59.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-08-15      | 0.0000%  | 0.0000% | $200.00            | $101.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-11-15      | 0.0000%  | 0.0000% | $137647100.00      | $38006154.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-11-15      | 0.0000%  | 0.0000% | $7229800.00        | $1913981.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-05-15      | 0.0000%  | 0.0000% | $2699900.00        | $696580.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-11-15      | 0.0000%  | 0.0000% | $500000.00         | $126940.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-02-15      | 0.0000%  | 0.0000% | $443000.00         | $110851.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-05-15      | 0.0000%  | 0.0000% | $61745400.00       | $15340212.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-08-15      | 0.0000%  | 0.0000% | $302525000.00      | $74013951.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-05-15      | 0.0000%  | 0.0000% | $1000.00           | $237.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-02-15      | 0.7500%  | 0.0000% | $25000000.00       | $28262194.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-02-15      | 1.3800%  | 0.0000% | $111174000.00      | $131326839.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-11-15      | 3.0000%  | 0.0000% | $2500.00           | $1952.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-02-15      | 0.8800%  | 0.0000% | $15413000.00       | $15109572.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-08-15      | 1.3800%  | 0.0000% | $12926400.00       | $6460126.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-08-15      | 1.1300%  | 0.0000% | $14545300.00       | $9199275.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-02-15      | 1.1300%  | 0.0000% | $363000.00         | $320655.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-11-15      | 4.1300%  | 0.0000% | $103000.00         | $104652.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-01-15      | 1.1300%  | 0.0000% | $50000000.00       | $52803536.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-04-30      | 3.5000%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-15      | 4.3800%  | 0.0000% | $200.00            | $205.00            | U.S. Treasuries (including strips) |
| TRFR AX 01/31/26                         | 2026-01-31      | 0.0000%  | 0.0000% | $245726100.00      | $248140068.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $4444000.00        | $4709307.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-02-28      | 4.2500%  | 0.0000% | $33110000.00       | $34348423.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-03-31      | 4.1300%  | 0.0000% | $55220000.00       | $56738028.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-04-30      | 4.6300%  | 0.0000% | $822000.00         | $862060.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-05-31      | 4.6300%  | 0.0000% | $140690000.00      | $146988929.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-06-30      | 4.2500%  | 0.0000% | $68423000.00       | $69968135.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-31      | 3.7900%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-10-31      | 4.1300%  | 0.0000% | $79618400.00       | $81370759.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-11-30      | 4.1300%  | 0.0000% | $44950900.00       | $45770929.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-12-31      | 4.5000%  | 0.0000% | $13000000.00       | $13449661.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-05-31      | 4.1300%  | 0.0000% | $87665000.00       | $89089799.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $87602000.00       | $88080738.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-08-31      | 3.8800%  | 0.0000% | $33660400.00       | $33993662.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-10-31      | 3.6300%  | 0.0000% | $1600.00           | $1603.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-12-31      | 3.8800%  | 0.0000% | $720800.00         | $717370.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-01-15      | 1.8800%  | 0.0000% | $857247200.00      | $855155276.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-02-15      | 0.0000%  | 0.0000% | $5921200.00        | $4439485.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-08-15      | 0.0000%  | 0.0000% | $100.00            | $73.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-02-15      | 0.0000%  | 0.0000% | $170696076.00      | $121669261.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-08-15      | 0.0000%  | 0.0000% | $56.00             | $39.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-02-15      | 0.0000%  | 0.0000% | $11513000.00       | $7798918.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-02-15      | 0.0000%  | 0.0000% | $13894231.00       | $8930697.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-08-15      | 0.0000%  | 0.0000% | $20.00             | $13.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-05-15      | 0.0000%  | 0.0000% | $149000.00         | $121076.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-05-15      | 0.0000%  | 0.0000% | $3528991.00        | $2741405.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-05-15      | 0.0000%  | 0.0000% | $12469519.00       | $8785649.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-11-15      | 0.0000%  | 0.0000% | $1863000.00        | $1279262.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-11-15      | 0.0000%  | 0.0000% | $944.00            | $917.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-05-15      | 0.0000%  | 0.0000% | $134000.00         | $123334.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-15      | 0.0000%  | 0.0000% | $3.00              | $3.00              | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-05-15      | 0.0000%  | 0.0000% | $1684000.00        | $1127571.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-11-15      | 0.0000%  | 0.0000% | $3354679.00        | $2187616.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-11-15      | 0.0000%  | 0.0000% | $315000.00         | $273018.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-02-15      | 0.0000%  | 0.0000% | $8.00              | $7.00              | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-05-15      | 0.0000%  | 0.0000% | $55743091.00       | $35374956.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-05-15      | 0.0000%  | 0.0000% | $7163000.00        | $4306152.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-11-15      | 0.0000%  | 0.0000% | $14.00             | $8.00              | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2038-05-15      | 0.0000%  | 0.0000% | $5124242.00        | $2910779.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-02-15      | 0.0000%  | 0.0000% | $1789.00           | $972.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-08-15      | 0.0000%  | 0.0000% | $121359608.00      | $64168650.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-08-15      | 0.0000%  | 0.0000% | $54106659.00       | $26907350.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-05-15      | 0.0000%  | 0.0000% | $25951912.00       | $9795367.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-05-15      | 0.0000%  | 0.0000% | $28835180.00       | $13746105.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-11-15      | 0.0000%  | 0.0000% | $170000.00         | $78555.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-05-15      | 0.0000%  | 0.0000% | $280515.00         | $125725.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-08-15      | 0.0000%  | 0.0000% | $18100000.00       | $7980344.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-11-15      | 0.0000%  | 0.0000% | $838000.00         | $343032.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-05-15      | 0.0000%  | 0.0000% | $2122000.00        | $845755.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-08-15      | 0.0000%  | 0.0000% | $5.00              | $2.00              | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-11-15      | 0.0000%  | 0.0000% | $11585981.00       | $4253712.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-02-15      | 0.0000%  | 0.0000% | $10331097.00       | $3743659.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-05-15      | 0.0000%  | 0.0000% | $8369111.00        | $2998042.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-02-15      | 0.0000%  | 0.0000% | $86.00             | $30.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-05-15      | 0.0000%  | 0.0000% | $5830000.00        | $1984491.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-05-15      | 0.0000%  | 0.0000% | $6914354.00        | $2234443.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-08-15      | 0.0000%  | 0.0000% | $20.00             | $6.00              | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-08-15      | 0.0000%  | 0.0000% | $5.00              | $2.00              | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-02-15      | 0.0000%  | 0.0000% | $125000.00         | $35074.00          | U.S. Treasuries (including strips) |

### Security 265: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 3.660001%
- **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: TPR05A57A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05A57A779156BCG
- **C.18 - Value (incl. sponsor support):** $1964997838.50
- **C.18.a - Value (excl. sponsor support):** $1964997838.50
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 | 2054-07-20      | 5.0000%  | 0.0000% | $230792.00         | $213293.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 5.5000%  | 0.0000% | $197651570.00      | $158258692.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.0000%  | 0.0000% | $63334360.00       | $41102204.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.5000%  | 0.0000% | $737007344.00      | $366318868.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.0000%  | 0.0000% | $1000.00           | $416.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 3.5000%  | 0.0000% | $8135552.00        | $6123394.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 4.5000%  | 0.0000% | $4087764.00        | $3850252.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 5.0000%  | 0.0000% | $1017996.00        | $923509.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 5.5000%  | 0.0000% | $42115000.00       | $33723473.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 6.0000%  | 0.0000% | $73041082.00       | $47188613.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 6.5000%  | 0.0000% | $373319255.00      | $189240605.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 7.0000%  | 0.0000% | $50478617.00       | $22495489.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 2.5000%  | 0.0000% | $5093516.00        | $3967362.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 6.5000%  | 0.0000% | $169503847.00      | $83870290.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 3.5000%  | 0.0000% | $9291494.00        | $7169864.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 5.0000%  | 0.0000% | $648535.00         | $598757.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.0000%  | 0.0000% | $633579258.00      | $411780116.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.5000%  | 0.0000% | $7379520.00        | $3496617.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 5.5000%  | 0.0000% | $11425463.00       | $9228382.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 6.5000%  | 0.0000% | $4551513.00        | $2334282.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 7.0000%  | 0.0000% | $218661224.00      | $112003891.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.0000%  | 0.0000% | $1057634.00        | $1097108.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.0000%  | 0.0000% | $1087891.00        | $1121048.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 7.5000%  | 0.0000% | $1032284.00        | $1113540.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.0000%  | 0.0000% | $1110041.00        | $1141141.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 7.0000%  | 0.0000% | $1383797.00        | $1447917.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.5000%  | 0.0000% | $12168581.00       | $12224244.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 6.5000%  | 0.0000% | $9263244.00        | $1566081.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 6.5000%  | 0.0000% | $16666.00          | $4044.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.5000%  | 0.0000% | $5269177.00        | $5198194.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.5000%  | 0.0000% | $1067521.00        | $1103144.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.5000%  | 0.0000% | $1740131.00        | $1201650.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.0000%  | 0.0000% | $1108624.00        | $1142755.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.5000%  | 0.0000% | $1662753.00        | $1706008.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.5000%  | 0.0000% | $1486938.00        | $1526875.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.5000%  | 0.0000% | $7537581.00        | $7595539.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.0000%  | 0.0000% | $1099436.00        | $1130242.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.0000%  | 0.0000% | $869688.00         | $642433.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.0000%  | 0.0000% | $5507464.00        | $5303830.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.0000%  | 0.0000% | $58845.00          | $53903.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.5000%  | 0.0000% | $4316108.00        | $2369410.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.0000%  | 0.0000% | $2061323.00        | $1466211.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.5000%  | 0.0000% | $2847150.00        | $2337215.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.0000%  | 0.0000% | $1756633.00        | $1491268.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.0000%  | 0.0000% | $1423167.00        | $1445826.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 8.0000%  | 0.0000% | $1210566.00        | $259013.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.0000%  | 0.0000% | $1076645.00        | $896038.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.0000%  | 0.0000% | $2105511.00        | $1462461.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.0000%  | 0.0000% | $1189528.00        | $1213043.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.0000%  | 0.0000% | $2809265.00        | $2637567.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.0000%  | 0.0000% | $1240303.00        | $605781.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.0000%  | 0.0000% | $1191492.00        | $734214.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.0000%  | 0.0000% | $1026938.00        | $407450.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.0000%  | 0.0000% | $1081934.00        | $626630.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.0000%  | 0.0000% | $1452717.00        | $943724.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 7.0000%  | 0.0000% | $1152580.00        | $955198.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.0000%  | 0.0000% | $1033408.00        | $500950.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.0000%  | 0.0000% | $1131649.00        | $985309.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.0000%  | 0.0000% | $4277083.00        | $3524866.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.0000%  | 0.0000% | $2992939.00        | $2895018.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.0000%  | 0.0000% | $2869133.00        | $2426978.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.0000%  | 0.0000% | $9551590.00        | $9929294.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.0000%  | 0.0000% | $12797814.00       | $12566711.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.0000%  | 0.0000% | $1371736.00        | $1256126.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 6.5000%  | 0.0000% | $1210543.00        | $1267116.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.0000%  | 0.0000% | $1917180.00        | $1823716.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 7.0000%  | 0.0000% | $2489038.00        | $2102582.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.5000%  | 0.0000% | $6786115.00        | $6610494.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.0000%  | 0.0000% | $9096745.00        | $9107225.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 8.0000%  | 0.0000% | $6064825.00        | $5810299.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 8.0000%  | 0.0000% | $2658297.00        | $1966949.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.5000%  | 0.0000% | $2284908.00        | $2004901.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.5000%  | 0.0000% | $3327015.00        | $3343886.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.0000%  | 0.0000% | $14715510.00       | $13921011.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.5000%  | 0.0000% | $37698573.00       | $33031549.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.5000%  | 0.0000% | $5074573.00        | $2775471.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.0000%  | 0.0000% | $1266455.00        | $824229.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.0000%  | 0.0000% | $1008026.00        | $1031666.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.0000%  | 0.0000% | $1458998.00        | $1490698.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.0000%  | 0.0000% | $443026.00         | $428157.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.5000%  | 0.0000% | $3233025.00        | $2784398.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.0000%  | 0.0000% | $1056554.00        | $821285.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.0000%  | 0.0000% | $1134444.00        | $842249.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.0000%  | 0.0000% | $1230858.00        | $715004.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 6.5000%  | 0.0000% | $240232.00         | $161754.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 7.0000%  | 0.0000% | $1677379.00        | $1423041.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 6.5000%  | 0.0000% | $4244576.00        | $3791398.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 6.5000%  | 0.0000% | $7736500.00        | $8147944.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.0000%  | 0.0000% | $597053.00         | $445890.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.5000%  | 0.0000% | $1432467.00        | $1111046.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.0000%  | 0.0000% | $1782097.00        | $1719914.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 7.0000%  | 0.0000% | $1194519.00        | $1232441.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 6.0000%  | 0.0000% | $1517402.00        | $1328969.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.5000%  | 0.0000% | $6146803.00        | $6346235.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.0000%  | 0.0000% | $12713727.00       | $12239127.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 8.0000%  | 0.0000% | $2365041.00        | $2137442.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 8.0000%  | 0.0000% | $2151974.00        | $2138161.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.5000%  | 0.0000% | $15705726.00       | $16388117.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.5000%  | 0.0000% | $2617964.00        | $1813941.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.5000%  | 0.0000% | $2019615.00        | $2069475.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.5000%  | 0.0000% | $1840590.00        | $825419.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.5000%  | 0.0000% | $1423841.00        | $1461105.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.0000%  | 0.0000% | $1373997.00        | $1267154.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 6.5000%  | 0.0000% | $1931120.00        | $639431.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 7.0000%  | 0.0000% | $1229071.00        | $1271406.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 7.0000%  | 0.0000% | $1004171.00        | $615761.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 7.0000%  | 0.0000% | $2674157.00        | $2335038.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 7.0000%  | 0.0000% | $3703780.00        | $3320371.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.0000%  | 0.0000% | $2731865.00        | $1759660.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 6.0000%  | 0.0000% | $3419290.00        | $3460140.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.0000%  | 0.0000% | $1268180.00        | $1001112.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.0000%  | 0.0000% | $1386310.00        | $1004482.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.0000%  | 0.0000% | $1329071.00        | $1180885.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.0000%  | 0.0000% | $1107699.00        | $997374.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.0000%  | 0.0000% | $1097151.00        | $933419.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 6.5000%  | 0.0000% | $2617857.00        | $2124413.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.0000%  | 0.0000% | $1191406.00        | $1073536.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 8.0000%  | 0.0000% | $1028833.00        | $797026.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.0000%  | 0.0000% | $1200089.00        | $1112332.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.5000%  | 0.0000% | $1261748.00        | $1337233.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.5000%  | 0.0000% | $2801299.00        | $2659452.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 5.0000%  | 0.0000% | $1334036.00        | $1314600.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.0000%  | 0.0000% | $1043525.00        | $916347.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 6.5000%  | 0.0000% | $10514546.00       | $8497853.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.0000%  | 0.0000% | $6643695.00        | $5811521.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.0000%  | 0.0000% | $5777561.00        | $4408058.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.5000%  | 0.0000% | $7028102.00        | $7108913.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.5000%  | 0.0000% | $38244140.00       | $35678578.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 7.0000%  | 0.0000% | $4617672.00        | $4846546.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 6.5000%  | 0.0000% | $3281753.00        | $3391553.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 6.0000%  | 0.0000% | $1496105.00        | $1548483.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.0000%  | 0.0000% | $90371.00          | $78263.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.0000%  | 0.0000% | $3324099.00        | $3122424.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.0000%  | 0.0000% | $112893.00         | $87163.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 7.0000%  | 0.0000% | $1549834.00        | $197318.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 6.5000%  | 0.0000% | $1106268.00        | $714267.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.5000%  | 0.0000% | $1833854.00        | $2001395.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 6.5000%  | 0.0000% | $30692247.00       | $30964593.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 6.5000%  | 0.0000% | $4521745.00        | $4265838.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 6.5000%  | 0.0000% | $1754648.00        | $1814776.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 6.5000%  | 0.0000% | $2246293.00        | $1148444.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 6.5000%  | 0.0000% | $3477743.00        | $3621016.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 7.5000%  | 0.0000% | $2853925.00        | $3018667.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 8.0000%  | 0.0000% | $2450600.00        | $1584816.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 8.0000%  | 0.0000% | $1732716.00        | $1861886.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 8.0000%  | 0.0000% | $1191626.00        | $1281486.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 8.0000%  | 0.0000% | $1151101.00        | $143741.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 6.5000%  | 0.0000% | $2318372.00        | $1738783.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 6.0000%  | 0.0000% | $1048207.00        | $1041520.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 7.0000%  | 0.0000% | $1058727.00        | $438666.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 7.5000%  | 0.0000% | $1181101.00        | $1212694.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 6.0000%  | 0.0000% | $581016.00         | $374574.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 6.5000%  | 0.0000% | $1471621.00        | $1381585.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 6.0000%  | 0.0000% | $1962901.00        | $1787977.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 8.0000%  | 0.0000% | $2460839.00        | $2263837.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 8.0000%  | 0.0000% | $1499606.00        | $1298019.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 8.0000%  | 0.0000% | $1178097.00        | $1259437.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.5000%  | 0.0000% | $528744.00         | $553783.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 7.5000%  | 0.0000% | $1387520.00        | $1537146.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 6.5000%  | 0.0000% | $1953014.00        | $2052854.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 5.0000%  | 0.0000% | $1754906.00        | $1733918.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 6.0000%  | 0.0000% | $8699994.00        | $6152407.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 6.0000%  | 0.0000% | $12496018.00       | $8669320.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 7.0000%  | 0.0000% | $77529698.00       | $40132350.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 7.0000%  | 0.0000% | $200356.00         | $206231.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $10157490.00       | $10517461.00       | Agency Mortgage-Backed Securities |

### Security 266: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** MIZUHO SECURITIES USA LLC 3.669998%
- **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: TPR05A58B, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: TPR05A58B7791561MI
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 DEPARTMENT OF THE TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $1202600.00        | $1142868.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-02-15      | 1.8800%  | 0.0000% | $159022200.00      | $142821938.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-10-31      | 4.0000%  | 0.0000% | $25000000.00       | $25504531.00       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AW 26                         | 2026-01-31      | 0.0000%  | 0.0000% | $607000.00         | $619829.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-04-30      | 4.6300%  | 0.0000% | $1000.00           | $1041.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-01-31      | 4.3800%  | 0.0000% | $72379200.00       | $75650024.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-08-31      | 3.6300%  | 0.0000% | $1514300.00        | $1527434.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-12-31      | 3.3800%  | 0.0000% | $7734000.00        | $7732414.00        | U.S. Treasuries (including strips) |

### Security 267: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05A6AB, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05A6AB7791565CG
- **C.18 - Value (incl. sponsor support):** $2074997717.50
- **C.18.a - Value (excl. sponsor support):** $2074997717.50
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 DEPARTMENT OF THE TREASURY | 2028-11-15      | 5.2500%  | 0.0000% | $46634900.00       | $49153935.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-15      | 3.1300%  | 0.0000% | $19598200.00       | $19474766.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-30      | 1.5000%  | 0.0000% | $475900.00         | $450179.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-09-30      | 4.6300%  | 0.0000% | $100.00            | $104.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-10-31      | 4.8800%  | 0.0000% | $365400.00         | $381828.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-10-15      | 2.3800%  | 0.0000% | $6800.00           | $7524.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-30      | 4.3800%  | 0.0000% | $527698400.00      | $542210492.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $128317600.00      | $129173188.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $244400.00         | $247295.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-09-15      | 3.3800%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-15      | 3.5000%  | 0.0000% | $988646300.00      | $992974659.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-12-15      | 3.5000%  | 0.0000% | $347832600.00      | $348285853.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-01-15      | 3.5000%  | 0.0000% | $34205500.00       | $34140177.00       | U.S. Treasuries (including strips) |

### Security 268: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 3.660001%
- **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: TPR05A6AC, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05A6AC779156DCG
- **C.18 - Value (incl. sponsor support):** $2949996755.00
- **C.18.a - Value (excl. sponsor support):** $2949996755.00
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-01-20      | 3.0000%  | 0.0000% | $30478662.00       | $11108007.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-01-20      | 4.0000%  | 0.0000% | $629284.00         | $205648.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-01-20      | 4.5000%  | 0.0000% | $1165310.00        | $280811.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-02-20      | 1.5000%  | 0.0000% | $104569.00         | $53950.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-02-20      | 2.0000%  | 0.0000% | $5727999.00        | $2843344.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-02-20      | 2.5000%  | 0.0000% | $1306861.00        | $582702.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-02-20      | 3.0000%  | 0.0000% | $2896000.00        | $1057898.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-02-20      | 3.5000%  | 0.0000% | $18431162.00       | $6965473.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-09-20      | 2.0000%  | 0.0000% | $333384132.00      | $149627978.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-10-20      | 3.5000%  | 0.0000% | $319000.00         | $99576.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-10-20      | 4.0000%  | 0.0000% | $4618335.00        | $1379285.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-10-20      | 2.0000%  | 0.0000% | $11446889.00       | $5254549.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-10-20      | 2.5000%  | 0.0000% | $1095128.00        | $423399.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-11-20      | 3.5000%  | 0.0000% | $8052025.00        | $2498168.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-11-20      | 4.5000%  | 0.0000% | $2589660.00        | $601525.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-11-20      | 2.5000%  | 0.0000% | $4575856.00        | $1801557.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-11-20      | 3.0000%  | 0.0000% | $3327568.00        | $1090464.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-12-20      | 2.0000%  | 0.0000% | $186070596.00      | $89419360.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-12-20      | 2.5000%  | 0.0000% | $8415364.00        | $3445135.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-12-20      | 3.0000%  | 0.0000% | $367000.00         | $125106.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-12-20      | 3.5000%  | 0.0000% | $4245000.00        | $1441852.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-12-20      | 4.0000%  | 0.0000% | $271778.00         | $84423.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-12-20      | 4.5000%  | 0.0000% | $1482269.00        | $372741.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 2.0000%  | 0.0000% | $34101812.00       | $21272836.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 2.5000%  | 0.0000% | $129492924.00      | $81960167.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 3.0000%  | 0.0000% | $323027809.00      | $213440115.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 3.5000%  | 0.0000% | $83179064.00       | $57171260.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 4.0000%  | 0.0000% | $151000.00         | $105193.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 3.0000%  | 0.0000% | $458932159.00      | $307937282.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 3.5000%  | 0.0000% | $13843793.00       | $9538616.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 4.0000%  | 0.0000% | $35726533.00       | $25450518.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 4.5000%  | 0.0000% | $547879.00         | $396248.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 2.5000%  | 0.0000% | $333286918.00      | $210735803.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 3.0000%  | 0.0000% | $103309537.00      | $69063346.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 3.5000%  | 0.0000% | $41369175.00       | $28768514.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.0000%  | 0.0000% | $85411230.00       | $61023373.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-03-20      | 3.5000%  | 0.0000% | $4158118.00        | $1631707.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-03-20      | 2.0000%  | 0.0000% | $27323357.00       | $13796277.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-03-20      | 2.5000%  | 0.0000% | $83396920.00       | $39805971.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-03-20      | 3.0000%  | 0.0000% | $5407023.00        | $2113754.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-04-20      | 2.0000%  | 0.0000% | $5022056.00        | $2599476.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-04-20      | 2.5000%  | 0.0000% | $2167473.00        | $1087491.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-04-20      | 3.0000%  | 0.0000% | $47785782.00       | $21277685.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-04-20      | 3.5000%  | 0.0000% | $2198999.00        | $902463.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-04-20      | 4.5000%  | 0.0000% | $1468000.00        | $529931.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-05-20      | 2.0000%  | 0.0000% | $16664150.00       | $8825240.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-05-20      | 3.0000%  | 0.0000% | $46168946.00       | $22208399.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-05-20      | 3.5000%  | 0.0000% | $200000.00         | $92077.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-05-20      | 4.0000%  | 0.0000% | $485000.00         | $199587.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-05-20      | 4.5000%  | 0.0000% | $256470.00         | $87302.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-06-20      | 2.0000%  | 0.0000% | $9659474.00        | $5187257.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-06-20      | 2.5000%  | 0.0000% | $137925109.00      | $74760260.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-06-20      | 3.0000%  | 0.0000% | $52287349.00       | $25924688.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-06-20      | 3.5000%  | 0.0000% | $1635554.00        | $786407.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-06-20      | 4.5000%  | 0.0000% | $395000.00         | $150490.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-07-20      | 3.0000%  | 0.0000% | $59787068.00       | $31561490.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-07-20      | 3.5000%  | 0.0000% | $1730000.00        | $892541.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-08-20      | 2.5000%  | 0.0000% | $90633304.00       | $51895654.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-08-20      | 3.0000%  | 0.0000% | $1207535.00        | $675562.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-08-20      | 3.5000%  | 0.0000% | $13038000.00       | $7177636.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-09-20      | 2.0000%  | 0.0000% | $43184405.00       | $24749889.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-09-20      | 3.0000%  | 0.0000% | $22376274.00       | $12547578.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 2.0000%  | 0.0000% | $20377620.00       | $11922005.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 2.5000%  | 0.0000% | $82858310.00       | $49543290.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 3.0000%  | 0.0000% | $44481373.00       | $25781214.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 5.0000%  | 0.0000% | $220000.00         | $84695.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 5.5000%  | 0.0000% | $200000.00         | $66924.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-11-20      | 3.0000%  | 0.0000% | $19187460.00       | $11583446.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-11-20      | 3.5000%  | 0.0000% | $973682.00         | $622107.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-11-20      | 2.0000%  | 0.0000% | $24209191.00       | $14341334.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 3.5000%  | 0.0000% | $1595000.00        | $1017832.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 5.0000%  | 0.0000% | $311000.00         | $153154.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 2.0000%  | 0.0000% | $106338522.00      | $63826123.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 3.0000%  | 0.0000% | $44029085.00       | $27027297.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-01-20      | 2.0000%  | 0.0000% | $25357964.00       | $15526255.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-01-20      | 3.0000%  | 0.0000% | $10018918.00       | $6248949.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-01-20      | 3.5000%  | 0.0000% | $12451376.00       | $8090085.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-02-20      | 2.5000%  | 0.0000% | $115445306.00      | $72645176.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-02-20      | 3.0000%  | 0.0000% | $15313309.00       | $9776176.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-02-20      | 3.5000%  | 0.0000% | $8940145.00        | $5917376.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 2.0000%  | 0.0000% | $66393088.00       | $41620592.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.0000%  | 0.0000% | $294857767.00      | $189398457.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.5000%  | 0.0000% | $9199617.00        | $6279558.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 2.0000%  | 0.0000% | $3011268.00        | $1815506.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 2.5000%  | 0.0000% | $21893970.00       | $14021899.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 3.0000%  | 0.0000% | $26221976.00       | $17956939.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 2.0000%  | 0.0000% | $3697896.00        | $2243115.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.5000%  | 0.0000% | $146000.00         | $106601.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 5.5000%  | 0.0000% | $289162.00         | $173528.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-07-20      | 2.0000%  | 0.0000% | $1554265.00        | $846212.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-07-20      | 2.5000%  | 0.0000% | $8596776.00        | $5341562.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-07-20      | 3.0000%  | 0.0000% | $32190497.00       | $21175101.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-07-20      | 3.5000%  | 0.0000% | $2514670.00        | $1772095.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-07-20      | 4.0000%  | 0.0000% | $20044498.00       | $14576034.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-07-20      | 5.0000%  | 0.0000% | $1023972.00        | $733983.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-07-20      | 6.5000%  | 0.0000% | $126000.00         | $83305.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 2.0000%  | 0.0000% | $11706971.00       | $6613486.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 2.5000%  | 0.0000% | $74326083.00       | $45121320.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 2.5000%  | 0.0000% | $118503.00         | $72469.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-12-20      | 2.0000%  | 0.0000% | $4851339.00        | $2772701.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-12-20      | 2.5000%  | 0.0000% | $1941047.00        | $1265005.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 2.5000%  | 0.0000% | $7956195.00        | $5113750.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 4.5000%  | 0.0000% | $5294546.00        | $4166406.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-02-20      | 2.5000%  | 0.0000% | $7700000.00        | $4951122.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-03-20      | 2.0000%  | 0.0000% | $9880518.00        | $6213821.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 2.0000%  | 0.0000% | $2351034.00        | $1594375.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 2.5000%  | 0.0000% | $180166.00         | $116133.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 2.5000%  | 0.0000% | $357611.00         | $242661.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 2.5000%  | 0.0000% | $9452983.00        | $6203254.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 2.0000%  | 0.0000% | $3944353.00        | $2668379.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 2.0000%  | 0.0000% | $976252.00         | $487514.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 2.5000%  | 0.0000% | $1562890.00        | $1124208.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 2.0000%  | 0.0000% | $234350.00         | $161452.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 3.0000%  | 0.0000% | $2915697.00        | $2095615.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 2.5000%  | 0.0000% | $5628801.00        | $3934866.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 2.5000%  | 0.0000% | $227005.00         | $153911.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.5000%  | 0.0000% | $2733918.00        | $1584160.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-07-20      | 5.0000%  | 0.0000% | $1393422.00        | $1381168.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-15      | 5.0000%  | 0.0000% | $487125.00         | $436954.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-07-15      | 6.0000%  | 0.0000% | $150000.00         | $155100.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.5000%  | 0.0000% | $2683496.00        | $1710042.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.5000%  | 0.0000% | $1853652.00        | $866730.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-12-20      | 4.5000%  | 0.0000% | $1641374.00        | $1041196.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-12-20      | 2.5000%  | 0.0000% | $2952850.00        | $1487532.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-12-20      | 2.5000%  | 0.0000% | $98000.00          | $55532.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-12-20      | 3.0000%  | 0.0000% | $4062973.00        | $1875639.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-10-20      | 2.0000%  | 0.0000% | $1988687.00        | $1094891.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-10-20      | 2.5000%  | 0.0000% | $1311082.00        | $616573.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-10-20      | 3.0000%  | 0.0000% | $200000.00         | $83337.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-01-20      | 2.5000%  | 0.0000% | $17792538.00       | $9992137.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-09-20      | 3.0000%  | 0.0000% | $3056019.00        | $1845867.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-09-20      | 3.5000%  | 0.0000% | $1083.00           | $432.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-09-20      | 3.5000%  | 0.0000% | $1000.00           | $734.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-09-20      | 3.5000%  | 0.0000% | $35595.00          | $22043.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-01-20      | 2.0000%  | 0.0000% | $11785889.00       | $6517313.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-10-20      | 4.5000%  | 0.0000% | $1789626.00        | $621469.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-10-20      | 3.0000%  | 0.0000% | $1380375.00        | $940495.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-10-20      | 3.5000%  | 0.0000% | $119835.00         | $64518.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-10-20      | 3.5000%  | 0.0000% | $427998.00         | $278495.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-11-20      | 3.0000%  | 0.0000% | $2271276.00        | $1127149.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-01-20      | 3.0000%  | 0.0000% | $26500000.00       | $19731052.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-03-20      | 2.5000%  | 0.0000% | $500001.00         | $336033.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-11-20      | 2.0000%  | 0.0000% | $350000.00         | $179879.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-01-20      | 2.0000%  | 0.0000% | $4588035.00        | $2210633.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-11-20      | 4.5000%  | 0.0000% | $1192603.00        | $404747.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-12-20      | 3.5000%  | 0.0000% | $224749.00         | $87936.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-01-20      | 3.0000%  | 0.0000% | $1542762.00        | $855582.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-01-20      | 3.5000%  | 0.0000% | $347169.00         | $250391.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-01-20      | 3.0000%  | 0.0000% | $18448440.00       | $12360629.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-02-20      | 2.5000%  | 0.0000% | $1090923.00        | $707096.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-04-20      | 2.5000%  | 0.0000% | $6985229.00        | $4350550.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-03-20      | 3.5000%  | 0.0000% | $94992.00          | $66897.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-05-20      | 3.0000%  | 0.0000% | $4675405.00        | $3414788.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-04-20      | 3.0000%  | 0.0000% | $996451.00         | $614902.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-04-20      | 3.5000%  | 0.0000% | $474005.00         | $355016.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-04-20      | 3.5000%  | 0.0000% | $185024.00         | $118096.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-05-20      | 3.5000%  | 0.0000% | $422772.00         | $253689.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-05-20      | 3.5000%  | 0.0000% | $70855.00          | $59198.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-06-20      | 3.5000%  | 0.0000% | $439146.00         | $299025.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-06-20      | 3.5000%  | 0.0000% | $153882.00         | $106611.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-05-20      | 2.5000%  | 0.0000% | $7767740.00        | $4251603.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-05-20      | 2.5000%  | 0.0000% | $110095.00         | $56102.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-08-20      | 3.5000%  | 0.0000% | $1230345.00        | $912727.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-08-20      | 3.5000%  | 0.0000% | $1069957.00        | $742256.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-08-20      | 3.5000%  | 0.0000% | $10346418.00       | $6533362.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-08-20      | 3.5000%  | 0.0000% | $2832627.00        | $1603349.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-07-20      | 3.5000%  | 0.0000% | $31842428.00       | $10232637.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-08-20      | 3.5000%  | 0.0000% | $5280562.00        | $4265788.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-07-15      | 3.5000%  | 0.0000% | $350000.00         | $223112.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-08-15      | 3.5000%  | 0.0000% | $286021.00         | $242192.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-09-15      | 3.5000%  | 0.0000% | $338413.00         | $187555.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 3.0000%  | 0.0000% | $5347582.00        | $3379736.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-07-20      | 3.5000%  | 0.0000% | $2284499.00        | $1749103.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-09-20      | 2.5000%  | 0.0000% | $480000.00         | $256985.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 5.0000%  | 0.0000% | $1533337.00        | $1306816.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-01-20      | 3.5000%  | 0.0000% | $1182211.00        | $709912.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 3.5000%  | 0.0000% | $1871097.00        | $1616008.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-01-20      | 3.5000%  | 0.0000% | $14703068.00       | $10486254.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-01-20      | 4.0000%  | 0.0000% | $1006845.00        | $737656.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-01-20      | 4.0000%  | 0.0000% | $2069938.00        | $1562019.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-01-20      | 5.0000%  | 0.0000% | $1202545.00        | $920004.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 4.0000%  | 0.0000% | $523772.00         | $471128.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 3.5000%  | 0.0000% | $1806448.00        | $1536775.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 3.5000%  | 0.0000% | $1347247.00        | $941625.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 3.5000%  | 0.0000% | $7900015.00        | $6397388.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-11-20      | 2.0000%  | 0.0000% | $1968945.00        | $1311498.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 4.0000%  | 0.0000% | $2311251.00        | $904275.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 3.5000%  | 0.0000% | $2974017.00        | $1515757.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-01-20      | 3.5000%  | 0.0000% | $1556720.00        | $999783.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 3.5000%  | 0.0000% | $2998758.00        | $1642786.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-01-20      | 4.0000%  | 0.0000% | $6840078.00        | $4160559.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-01-20      | 4.0000%  | 0.0000% | $1759349.00        | $1245798.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 4.0000%  | 0.0000% | $2586397.00        | $1369058.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-01-20      | 4.0000%  | 0.0000% | $1047019.00        | $825841.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-15      | 3.5000%  | 0.0000% | $277226.00         | $73047.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-02-15      | 3.5000%  | 0.0000% | $259157.00         | $220383.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-15      | 4.5000%  | 0.0000% | $1470359.00        | $1189961.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 3.0000%  | 0.0000% | $300000.00         | $168316.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 3.5000%  | 0.0000% | $2363564.00        | $605725.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-15      | 5.0000%  | 0.0000% | $150000.00         | $127547.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 4.0000%  | 0.0000% | $7985760.00        | $4979386.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.5000%  | 0.0000% | $1695968.00        | $952479.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-15      | 5.0000%  | 0.0000% | $1829553.00        | $1193861.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-15      | 5.5000%  | 0.0000% | $795332.00         | $771283.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 2.5000%  | 0.0000% | $2858760.00        | $2251609.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $27363984.00       | $27891577.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 2.5000%  | 0.0000% | $874940.00         | $691437.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 4.0000%  | 0.0000% | $109497091.00      | $101731704.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 3.5000%  | 0.0000% | $5034240.00        | $4539267.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 3.5000%  | 0.0000% | $33879132.00       | $30679514.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 3.0000%  | 0.0000% | $2170056.00        | $1917477.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-04-20      | 2.5000%  | 0.0000% | $100000.00         | $54813.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-02-20      | 4.5000%  | 0.0000% | $1300000.00        | $225933.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-11-20      | 2.5000%  | 0.0000% | $52218096.00       | $28877674.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-01-20      | 2.5000%  | 0.0000% | $1233000.00        | $575008.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-02-20      | 3.5000%  | 0.0000% | $198470.00         | $84588.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-03-20      | 2.0000%  | 0.0000% | $600000.00         | $352551.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-07-20      | 2.5000%  | 0.0000% | $100000.00         | $56929.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-07-20      | 3.0000%  | 0.0000% | $742171.00         | $437472.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-06-20      | 2.5000%  | 0.0000% | $500000.00         | $295862.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-08-20      | 2.5000%  | 0.0000% | $700000.00         | $400391.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-09-20      | 2.5000%  | 0.0000% | $290000.00         | $161048.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 2.5000%  | 0.0000% | $1800000.00        | $1077979.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 2.5000%  | 0.0000% | $499000.00         | $282876.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 2.5000%  | 0.0000% | $495802.00         | $294018.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 3.5000%  | 0.0000% | $15081064.00       | $9964867.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-11-20      | 3.0000%  | 0.0000% | $688339.00         | $444890.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 2.5000%  | 0.0000% | $33337841.00       | $22931224.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-11-20      | 2.5000%  | 0.0000% | $300000.00         | $176731.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 2.5000%  | 0.0000% | $300000.00         | $180417.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 2.5000%  | 0.0000% | $2000000.00        | $1237393.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.0000%  | 0.0000% | $100000.00         | $63823.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.5000%  | 0.0000% | $100000.00         | $75101.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-11-20      | 3.0000%  | 0.0000% | $300000.00         | $183736.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 3.0000%  | 0.0000% | $469631.00         | $286934.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 3.5000%  | 0.0000% | $200000.00         | $105222.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-08-20      | 2.0000%  | 0.0000% | $497937.00         | $305063.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 2.5000%  | 0.0000% | $36860569.00       | $24069663.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-06-15      | 3.0000%  | 0.0000% | $18349009.00       | $14098186.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-09-15      | 2.5000%  | 0.0000% | $86566.00          | $70083.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.0000%  | 0.0000% | $399000.00         | $299027.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-12-20      | 4.5000%  | 0.0000% | $33218166.00       | $24513637.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-11-20      | 3.0000%  | 0.0000% | $6213145.00        | $4238367.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-03-20      | 2.0000%  | 0.0000% | $895492.00         | $593044.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.0000%  | 0.0000% | $17856661.00       | $15540499.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 2.5000%  | 0.0000% | $32417537.00       | $24489416.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 4.5000%  | 0.0000% | $610000.00         | $525392.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.0000%  | 0.0000% | $22115467.00       | $17651274.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 2.5000%  | 0.0000% | $9529857.00        | $7249400.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.0000%  | 0.0000% | $1729799.00        | $1369055.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 3.0000%  | 0.0000% | $14506812.00       | $12832728.00       | Agency Mortgage-Backed Securities |

### Security 269: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 3.660001%
- **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: TPR05A70C, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05A70C779156CCG
- **C.18 - Value (incl. sponsor support):** $1964998428.00
- **C.18.a - Value (excl. sponsor support):** $1964998428.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 | 2054-09-20      | 6.0000%  | 0.0000% | $1000.00           | $650.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 4.5000%  | 0.0000% | $31551.00          | $28951.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 5.0000%  | 0.0000% | $1581015.00        | $1450364.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 5.5000%  | 0.0000% | $1765790.00        | $1476488.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 6.0000%  | 0.0000% | $114147962.00      | $75300927.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 6.0000%  | 0.0000% | $1381738.00        | $1421992.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 6.0000%  | 0.0000% | $2798321.00        | $2895783.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 6.0000%  | 0.0000% | $5245318.00        | $5001234.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 6.0000%  | 0.0000% | $10296379.00       | $9523722.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 5.0000%  | 0.0000% | $1822406.00        | $1492068.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 6.0000%  | 0.0000% | $2225400.00        | $1861667.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 6.0000%  | 0.0000% | $1544416.00        | $1315785.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 5.0000%  | 0.0000% | $1071877.00        | $862915.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 6.0000%  | 0.0000% | $10099252.00       | $8094067.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 6.0000%  | 0.0000% | $6019737.00        | $4559711.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 6.5000%  | 0.0000% | $382506.00         | $394729.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 6.5000%  | 0.0000% | $2090798.00        | $2164152.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 6.0000%  | 0.0000% | $7565198.00        | $6483864.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 5.0000%  | 0.0000% | $1080483.00        | $1073499.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 6.5000%  | 0.0000% | $6399014.00        | $5691828.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 6.5000%  | 0.0000% | $6965181.00        | $6370656.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 6.0000%  | 0.0000% | $3945045.00        | $3487240.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 5.0000%  | 0.0000% | $2003561.00        | $1982319.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 7.0000%  | 0.0000% | $2159364.00        | $2070240.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 7.5000%  | 0.0000% | $9795122.00        | $10397854.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 5.0000%  | 0.0000% | $1396248.00        | $1378806.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 7.0000%  | 0.0000% | $1103151.00        | $1135897.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 5.0000%  | 0.0000% | $2697987.00        | $2645625.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 6.5000%  | 0.0000% | $8090498.00        | $8295336.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 6.5000%  | 0.0000% | $22763264.00       | $23194033.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 8.0000%  | 0.0000% | $2788282.00        | $3084650.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 8.0000%  | 0.0000% | $2305983.00        | $2477464.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.0000%  | 0.0000% | $48932513.00       | $50355167.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 4.5000%  | 0.0000% | $120563588.00      | $111565689.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 5.5000%  | 0.0000% | $629594.00         | $550458.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 4.5000%  | 0.0000% | $141247255.00      | $132138905.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 5.0000%  | 0.0000% | $22827998.00       | $21420196.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 5.5000%  | 0.0000% | $168855923.00      | $144456635.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 6.5000%  | 0.0000% | $11758102.00       | $6426347.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 3.0000%  | 0.0000% | $490534.00         | $396098.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 3.5000%  | 0.0000% | $98118226.00       | $88156555.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 4.0000%  | 0.0000% | $9232524.00        | $8551182.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 4.5000%  | 0.0000% | $1824936.00        | $1730665.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 5.0000%  | 0.0000% | $4160630.00        | $3897734.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 5.5000%  | 0.0000% | $116125956.00      | $97172818.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 6.0000%  | 0.0000% | $198733938.00      | $133356287.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 7.0000%  | 0.0000% | $299767061.00      | $152554374.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 3.5000%  | 0.0000% | $20633125.00       | $18533308.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 4.0000%  | 0.0000% | $167824274.00      | $155652688.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 4.5000%  | 0.0000% | $76336808.00       | $73110956.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 5.0000%  | 0.0000% | $24931301.00       | $23454411.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 5.5000%  | 0.0000% | $1614462.00        | $1353041.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 6.0000%  | 0.0000% | $23549268.00       | $16038914.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 4.5000%  | 0.0000% | $12403274.00       | $11914763.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 5.5000%  | 0.0000% | $30500000.00       | $25216738.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 7.0000%  | 0.0000% | $167887425.00      | $88415164.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 4.0000%  | 0.0000% | $36558576.00       | $34267424.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 4.5000%  | 0.0000% | $20203109.00       | $19453503.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 5.5000%  | 0.0000% | $392763.00         | $347864.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.0000%  | 0.0000% | $122093245.00      | $95482008.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 5.0000%  | 0.0000% | $453589.00         | $445220.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 5.5000%  | 0.0000% | $169311874.00      | $165370674.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 5.5000%  | 0.0000% | $124265540.00      | $124899697.00      | Agency Mortgage-Backed Securities |

### Security 270: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 3.660001%
- **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: TPR05A892, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05A8927791568CG
- **C.18 - Value (incl. sponsor support):** $489934781.00
- **C.18.a - Value (excl. sponsor support):** $489934781.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 | 2054-09-20      | 6.0000%  | 0.0000% | $64493434.00       | $41910062.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 4.5000%  | 0.0000% | $443449.00         | $406911.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 5.5000%  | 0.0000% | $107139080.00      | $89585745.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 6.0000%  | 0.0000% | $517072983.00      | $341101795.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 7.5000%  | 0.0000% | $1656981.00        | $1765523.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 6.0000%  | 0.0000% | $2000000.00        | $1631329.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 6.5000%  | 0.0000% | $8391.00           | $8820.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 5.0000%  | 0.0000% | $1000.00           | $988.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 6.0000%  | 0.0000% | $636054.00         | $449801.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 6.0000%  | 0.0000% | $33064474.00       | $22939028.00       | Agency Mortgage-Backed Securities |

### Security 271: BOFA SECURITIES, INC.

- **C.1 - Title:** BOFA SECURITIES, INC. 3.759998%
- **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: TPR05A95E, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: TPR05A95E7791567BO
- **C.18 - Value (incl. sponsor support):** $246000000.00
- **C.18.a - Value (excl. sponsor support):** $246000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 | 2045-09-20      | 3.5000%  | 0.0000% | $1853.00           | $168.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-02-20      | 3.5000%  | 0.0000% | $3520964.00        | $429803.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-09-20      | 4.0000%  | 0.0000% | $3200000.00        | $295791.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-06-20      | 2.5000%  | 0.0000% | $179645.00         | $97374.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-07-20      | 5.5000%  | 0.0000% | $4430736.00        | $2595465.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 4.5000%  | 0.0000% | $797728.00         | $748644.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $1507484.00        | $1585306.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $1166576.00        | $1220903.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $1008.00           | $1032.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 5.5000%  | 0.0000% | $6014632.00        | $6073938.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $2338788.00        | $2445731.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $1400250.00        | $1437474.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $1083657.00        | $1124736.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $4218712.00        | $4252052.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $2606316.00        | $2716494.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-11-20      | 5.5000%  | 0.0000% | $44253.00          | $36798.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 5.5000%  | 0.0000% | $147869952.00      | $126503088.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.0000%  | 0.0000% | $2625700.00        | $2650680.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-09-20      | 4.2500%  | 0.0000% | $2000.00           | $1089.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-04-15      | 4.0000%  | 0.0000% | $1003.00           | $248.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-05-15      | 6.0000%  | 0.0000% | $3552376.00        | $147186.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.0000%  | 0.0000% | $98291968.00       | $98638832.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-04-15      | 5.0000%  | 0.0000% | $6240000.00        | $184879.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-06-15      | 5.0000%  | 0.0000% | $488088.00         | $16175.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-08-15      | 6.0000%  | 0.0000% | $9622528.00        | $176115.00         | Agency Mortgage-Backed Securities |

### Security 272: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR05ABCE, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05ABCE779156NCG
- **C.18 - Value (incl. sponsor support):** $491980172.40
- **C.18.a - Value (excl. sponsor support):** $491980172.40
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 4.5000%  | 0.0000% | $87498768.00       | $85841811.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.5000%  | 0.0000% | $201788989.00      | $205220145.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 3.5000%  | 0.0000% | $86113.00          | $78900.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 4.0000%  | 0.0000% | $1636.00           | $1547.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 4.5000%  | 0.0000% | $15869713.00       | $15501579.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $1000.00           | $1019.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 3.5000%  | 0.0000% | $4381166.00        | $4023924.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 4.5000%  | 0.0000% | $97107975.00       | $95094276.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.0000%  | 0.0000% | $93832897.00       | $96076798.00       | Agency Mortgage-Backed Securities |

### Security 273: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR05AC38, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05AC38779156MCG
- **C.18 - Value (incl. sponsor support):** $419983116.00
- **C.18.a - Value (excl. sponsor support):** $419983116.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 3.5000%  | 0.0000% | $751522.00         | $691018.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 4.0000%  | 0.0000% | $80206278.00       | $76205510.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 4.5000%  | 0.0000% | $139793079.00      | $137145830.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.0000%  | 0.0000% | $89165790.00       | $89413217.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.5000%  | 0.0000% | $1016186.00        | $1058240.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 7.0000%  | 0.0000% | $116542234.00      | $121834287.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 4.5000%  | 0.0000% | $1000.00           | $977.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 4.5000%  | 0.0000% | $2054264.00        | $2011665.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.0000%  | 0.0000% | $38341.00          | $39258.00          | Agency Mortgage-Backed Securities |

### Security 274: RBC DOMINION SECURITIES INC.

- **C.1 - Title:** RBC DOMINION SECURITIES INC. 3.890002%
- **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: TPR05B4C1, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: TPR05B4C1779156RBC
- **C.18 - Value (incl. sponsor support):** $834841266.50
- **C.18.a - Value (excl. sponsor support):** $834841266.50
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-02-07
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 CORPORATION   | 2046-12-01      | 3.0000%  | 0.0000% | $1558.00           | $343.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-01-01      | 3.0000%  | 0.0000% | $86046.00          | $15306.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 6.5000%  | 0.0000% | $1215.00           | $943.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-03-01      | 3.5000%  | 0.0000% | $9117.00           | $1932.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-05-01      | 2.5000%  | 0.0000% | $5951.00           | $2063.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-05-01      | 2.0000%  | 0.0000% | $1589832.00        | $876650.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-11-01      | 3.0000%  | 0.0000% | $2053.00           | $353.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 3.0000%  | 0.0000% | $3413.00           | $585.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 2.5000%  | 0.0000% | $64646908.00       | $30313256.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.5000%  | 0.0000% | $86299119.00       | $44889871.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-10-01      | 3.0000%  | 0.0000% | $76816029.00       | $19265195.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 2.5000%  | 0.0000% | $1032.00           | $493.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 2.0000%  | 0.0000% | $27329000.00       | $17452790.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 6.5000%  | 0.0000% | $17031704.00       | $11563641.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $848.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-12-01      | 3.0000%  | 0.0000% | $7999.00           | $1481.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 1.5000%  | 0.0000% | $7662.00           | $4333.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.5000%  | 0.0000% | $3120.00           | $2949.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $836.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-04-20      | 3.5000%  | 0.0000% | $3888.00           | $281.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-12-20      | 4.0000%  | 0.0000% | $50000000.00       | $4320196.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-02-20      | 3.0000%  | 0.0000% | $19676738.00       | $2974055.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-06-20      | 3.5000%  | 0.0000% | $2293.00           | $267.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-06-20      | 4.0000%  | 0.0000% | $36021781.00       | $3457865.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-07-20      | 3.5000%  | 0.0000% | $6738942.00        | $809510.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-08-20      | 4.0000%  | 0.0000% | $2024.00           | $217.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-10-20      | 4.5000%  | 0.0000% | $5149.00           | $391.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-04-20      | 3.5000%  | 0.0000% | $1731274.00        | $157733.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-06-20      | 3.5000%  | 0.0000% | $43036.00          | $4308.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-07-20      | 3.5000%  | 0.0000% | $11000.00          | $1167.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-08-20      | 3.0000%  | 0.0000% | $1002.00           | $289.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-09-20      | 3.5000%  | 0.0000% | $9005.00           | $2566.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 4.0000%  | 0.0000% | $85242510.00       | $60724225.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.0000%  | 0.0000% | $129540033.00      | $92551878.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-03-20      | 2.0000%  | 0.0000% | $104545412.00      | $52787710.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-07-20      | 3.0000%  | 0.0000% | $14452.00          | $7629.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-08-20      | 3.0000%  | 0.0000% | $5343.00           | $2989.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 3.0000%  | 0.0000% | $6114.00           | $3544.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-01-20      | 3.0000%  | 0.0000% | $44626450.00       | $27834185.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 4.0000%  | 0.0000% | $2840.00           | $1871.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.5000%  | 0.0000% | $5983.00           | $4368.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 4.5000%  | 0.0000% | $2319000.00        | $1705956.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 4.5000%  | 0.0000% | $262041583.00      | $195241329.00      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 5.0000%  | 0.0000% | $1156.00           | $847.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-10-20      | 5.5000%  | 0.0000% | $213399.00         | $143228.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 4.0000%  | 0.0000% | $133584.00         | $102088.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 5.0000%  | 0.0000% | $1024.00           | $761.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 6.0000%  | 0.0000% | $14206632.00       | $7377607.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-02-20      | 5.0000%  | 0.0000% | $46892405.00       | $35342696.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 5.5000%  | 0.0000% | $1006788.00        | $701641.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.0000%  | 0.0000% | $7456685.00        | $3100131.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 4.5000%  | 0.0000% | $100000000.00      | $94189690.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 6.0000%  | 0.0000% | $30766000.00       | $19876552.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 4.5000%  | 0.0000% | $41843985.00       | $35264400.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.5000%  | 0.0000% | $4016.00           | $1757.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 5.0000%  | 0.0000% | $4084.00           | $3627.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 5.0000%  | 0.0000% | $3101.00           | $2636.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 5.5000%  | 0.0000% | $1000.00           | $745.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.0000%  | 0.0000% | $1000.00           | $569.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 4.0000%  | 0.0000% | $4080.00           | $3599.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.5000%  | 0.0000% | $1000.00           | $474.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-09-20      | 3.5000%  | 0.0000% | $5110.00           | $3797.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.5000%  | 0.0000% | $1000.00           | $913.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 6.5000%  | 0.0000% | $4000.00           | $3968.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 6.0000%  | 0.0000% | $8007.00           | $5662.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 5.5000%  | 0.0000% | $2043000.00        | $1747791.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 5.5000%  | 0.0000% | $12547741.00       | $10499800.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 5.5000%  | 0.0000% | $36269856.00       | $36322426.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.5000%  | 0.0000% | $14198992.00       | $14350350.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-06-15      | 4.0000%  | 0.0000% | $1392.00           | $58.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-06-15      | 4.0000%  | 0.0000% | $5933.00           | $250.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-05-20      | 4.0000%  | 0.0000% | $9787.00           | $545.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-01-15      | 4.0000%  | 0.0000% | $17841000.00       | $886092.00         | Agency Mortgage-Backed Securities  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-02-19      | 0.0000%  | 0.0000% | $1900.00           | $1897.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-03-26      | 0.0000%  | 0.0000% | $700.00            | $696.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-02      | 0.0000%  | 0.0000% | $200.00            | $199.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-23      | 0.0000%  | 0.0000% | $900.00            | $893.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-30      | 0.0000%  | 0.0000% | $1000.00           | $991.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-02-17      | 0.0000%  | 0.0000% | $850400.00         | $849113.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-05-15      | 0.0000%  | 0.0000% | $100.00            | $43.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-08-15      | 0.0000%  | 0.0000% | $2400.00           | $865.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-08-15      | 0.0000%  | 0.0000% | $2800.00           | $955.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-11-15      | 0.0000%  | 0.0000% | $400.00            | $135.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-08-15      | 0.0000%  | 0.0000% | $200.00            | $65.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2038-05-15      | 4.5000%  | 0.0000% | $1700.00           | $1737.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-08-15      | 2.7500%  | 0.0000% | $200.00            | $157.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-08-15      | 3.0000%  | 0.0000% | $181800.00         | $136780.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-11-15      | 1.6300%  | 0.0000% | $100.00            | $53.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $100.00            | $68.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-05-15      | 2.8800%  | 0.0000% | $200.00            | $141.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $970000.00         | $812621.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $88000.00          | $64074.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $114200.00         | $99770.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-02-15      | 3.6300%  | 0.0000% | $1100.00           | $906.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-05-15      | 3.8800%  | 0.0000% | $300.00            | $271.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-05-15      | 4.6300%  | 0.0000% | $100.00            | $97.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $400.00            | $380.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-30      | 2.3800%  | 0.0000% | $10800.00          | $10830.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $7200.00           | $7178.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-10-31      | 1.6300%  | 0.0000% | $1000.00           | $989.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-10-31      | 1.3800%  | 0.0000% | $100.00            | $95.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-05-15      | 2.8800%  | 0.0000% | $626000.00         | $591962.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-09-30      | 4.6300%  | 0.0000% | $1100.00           | $1146.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-04-15      | 2.1300%  | 0.0000% | $84700.00          | $92064.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-01-31      | 4.3800%  | 0.0000% | $5523900.00        | $5773526.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $200.00            | $202.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $7788400.00        | $7825939.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-07-31      | 4.0000%  | 0.0000% | $800.00            | $817.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-31      | 3.6300%  | 0.0000% | $8359600.00        | $8497542.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-12-31      | 3.8800%  | 0.0000% | $100.00            | $99.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-08-15      | 0.0000%  | 0.0000% | $2128.00           | $1477.00           | U.S. Treasuries (including strips) |

### Security 275: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05B51E, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: TPR05B51E7791563CR
- **C.18 - Value (incl. sponsor support):** $623999376.00
- **C.18.a - Value (excl. sponsor support):** $623999376.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 DEPARTMENT OF THE TREASURY | 2042-02-15      | 3.1300%  | 0.0000% | $36300.00          | $30284.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-05-31      | 0.5000%  | 0.0000% | $47434100.00       | $45622635.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-30      | 0.6300%  | 0.0000% | $8527700.00        | $8101267.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-03-31      | 0.7500%  | 0.0000% | $93798600.00       | $93599910.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-30      | 0.7500%  | 0.0000% | $94087200.00       | $93599956.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $67947700.00       | $66800796.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-06-30      | 3.2500%  | 0.0000% | $94600600.00       | $93599950.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-11-15      | 4.6300%  | 0.0000% | $92015400.00       | $93599164.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $100.00            | $102.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $93031400.00       | $93599983.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $46940300.00       | $47925961.00       | U.S. Treasuries (including strips) |

### Security 276: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 3.920000%
- **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: TPR05B686, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05B686779156LCG
- **C.18 - Value (incl. sponsor support):** $417904696.00
- **C.18.a - Value (excl. sponsor support):** $417904696.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **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, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.5000%  | 0.0000% | $2816375.00        | $2912195.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.0000%  | 0.0000% | $6911687.00        | $7035640.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.0000%  | 0.0000% | $25962415.00       | $26208221.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.5000%  | 0.0000% | $1304254.00        | $1346640.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 6.5000%  | 0.0000% | $1633686.00        | $1713315.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.5000%  | 0.0000% | $1121300.00        | $1147955.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 6.5000%  | 0.0000% | $11200263.00       | $11716104.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 6.5000%  | 0.0000% | $1040085.00        | $1096367.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 6.5000%  | 0.0000% | $5632956.00        | $5858016.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.0000%  | 0.0000% | $31642.00          | $31912.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 6.0000%  | 0.0000% | $1095253.00        | $1145372.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.0000%  | 0.0000% | $1524978.00        | $1627529.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 4.5000%  | 0.0000% | $42251183.00       | $41727184.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.0000%  | 0.0000% | $78287055.00       | $83003954.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 4.5000%  | 0.0000% | $1305721.00        | $1292801.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 4.5000%  | 0.0000% | $1680000.00        | $1664939.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $1826907.00        | $1842181.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $2862077.00        | $2899816.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $6266587.00        | $6446059.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.0000%  | 0.0000% | $1053038.00        | $1102175.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $11109277.00       | $11250896.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 4.5000%  | 0.0000% | $1212608.00        | $1195427.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $1323913.00        | $1364516.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $1883857.00        | $1942781.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $3365126.00        | $3408024.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 4.5000%  | 0.0000% | $1352068.00        | $1339134.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $1384893.00        | $1393957.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $2457867.00        | $2530238.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $1717138.00        | $1740534.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $655327.00         | $664256.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $1355976.00        | $1395476.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.0000%  | 0.0000% | $11660256.00       | $12050027.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.0000%  | 0.0000% | $10774165.00       | $11132700.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.0000%  | 0.0000% | $6392634.00        | $6633242.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.0000%  | 0.0000% | $3687810.00        | $3816626.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.0000%  | 0.0000% | $4079814.00        | $4219259.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.0000%  | 0.0000% | $12955519.00       | $13395402.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.0000%  | 0.0000% | $9846228.00        | $10176100.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.5000%  | 0.0000% | $1030719.00        | $1076033.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $1054449.00        | $1089056.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $1807950.00        | $1856064.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.0000%  | 0.0000% | $1170722.00        | $1220950.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.0000%  | 0.0000% | $1849712.00        | $1928013.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $4698635.00        | $4758297.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $3453519.00        | $3506937.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $13237497.00       | $13338390.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $5689529.00        | $5842495.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $6233541.00        | $6351529.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $3253062.00        | $3307898.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 4.5000%  | 0.0000% | $2982128.00        | $2957253.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 4.5000%  | 0.0000% | $1189414.00        | $1179192.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 4.5000%  | 0.0000% | $1130018.00        | $1118422.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $1178013.00        | $1197762.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 4.5000%  | 0.0000% | $1439022.00        | $1424344.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $1254365.00        | $1290291.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.0000%  | 0.0000% | $1353548.00        | $1410193.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $2705572.00        | $2731190.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $2562075.00        | $2583967.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $1175380.00        | $1203611.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $2305119.00        | $2353311.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.0000%  | 0.0000% | $1702377.00        | $1797171.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $1317735.00        | $1355092.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $3275177.00        | $3379270.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $3321085.00        | $3418886.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $1687908.00        | $1703890.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 4.5000%  | 0.0000% | $1080545.00        | $1071538.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $7037511.00        | $7095048.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.0000%  | 0.0000% | $5089135.00        | $5268859.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $2082086.00        | $2108530.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $2001823.00        | $2038034.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.0000%  | 0.0000% | $1694677.00        | $1763346.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.5000%  | 0.0000% | $5688624.00        | $5965223.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $11010737.00       | $11307857.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $1899779.00        | $1965577.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.0000%  | 0.0000% | $2065722.00        | $2164539.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $6256392.00        | $6297332.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 4.5000%  | 0.0000% | $8448100.00        | $8328399.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 4.5000%  | 0.0000% | $2185099.00        | $2154138.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.0000%  | 0.0000% | $1859291.00        | $1984078.00        | Agency Mortgage-Backed Securities |

### Security 277: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 3.849998%
- **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: TPR05B687, C.3 - LEI: N.A., C.5 - Other ID: TPR05B6877791568BN
- **C.18 - Value (incl. sponsor support):** $1674998157.50
- **C.18.a - Value (excl. sponsor support):** $1674998157.50
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-07
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 CORPORATION   | 2031-06-01      | 8.0000%  | 0.0000% | $538755.00         | $276.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-07-01      | 6.0000%  | 0.0000% | $2385000.00        | $80514.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-01-01      | 7.0000%  | 0.0000% | $1015.00           | $35.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2026-09-01      | 4.5000%  | 0.0000% | $14626.00          | $1.00              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-01-01      | 5.0000%  | 0.0000% | $3000.00           | $256.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-12-01      | 3.0000%  | 0.0000% | $256930.00         | $45328.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-06-01      | 3.0000%  | 0.0000% | $2288.00           | $177.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2028-10-01      | 3.5000%  | 0.0000% | $4020.00           | $263.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-05-01      | 3.5000%  | 0.0000% | $500000.00         | $61678.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-10-01      | 5.5000%  | 0.0000% | $1907810.00        | $10847.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-09-01      | 5.0000%  | 0.0000% | $1014338.00        | $15958.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-01-01      | 6.5000%  | 0.0000% | $1426.00           | $70.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-07-01      | 5.0000%  | 0.0000% | $8357.00           | $35.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-06-01      | 5.0000%  | 0.0000% | $2000.00           | $21.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-06-01      | 6.0000%  | 0.0000% | $48497.00          | $110.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-12-01      | 5.0000%  | 0.0000% | $49689.00          | $520.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-01-01      | 5.0000%  | 0.0000% | $1038.00           | $10.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-02-01      | 7.0000%  | 0.0000% | $1000.00           | $8.00              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-06-01      | 5.0000%  | 0.0000% | $4065.00           | $65.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-01-01      | 6.5000%  | 0.0000% | $1334723.00        | $23691.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-08-01      | 6.5000%  | 0.0000% | $2280251.00        | $24642.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-12-01      | 6.5000%  | 0.0000% | $2671.00           | $20.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-12-01      | 6.5000%  | 0.0000% | $5728.00           | $34.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-09-01      | 6.5000%  | 0.0000% | $1874.00           | $35.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-03-01      | 6.0000%  | 0.0000% | $1006.00           | $15.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-04-01      | 5.5000%  | 0.0000% | $5696155.00        | $28027.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-06-01      | 5.5000%  | 0.0000% | $1345.00           | $5.00              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-08-01      | 7.0000%  | 0.0000% | $2098.00           | $23.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-05-01      | 4.5000%  | 0.0000% | $1000.00           | $33.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-09-01      | 5.5000%  | 0.0000% | $1107.00           | $3.00              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-08-01      | 5.0000%  | 0.0000% | $9226738.00        | $469435.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-06-01      | 4.5000%  | 0.0000% | $1060.00           | $81.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-07-01      | 4.5000%  | 0.0000% | $2350604.00        | $233768.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-11-01      | 4.0000%  | 0.0000% | $3006.00           | $215.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-12-01      | 4.0000%  | 0.0000% | $1000.00           | $94.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-09-01      | 6.5000%  | 0.0000% | $23770.00          | $2.00              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-07-01      | 7.0000%  | 0.0000% | $1239805.00        | $4678.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-02-01      | 7.5000%  | 0.0000% | $2912.00           | $3.00              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-03-01      | 7.0000%  | 0.0000% | $2873699.00        | $6566.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-04-01      | 7.0000%  | 0.0000% | $1003.00           | $4.00              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-01-01      | 6.0000%  | 0.0000% | $1000.00           | $11.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2027-10-01      | 2.5000%  | 0.0000% | $2001.00           | $44.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2028-03-01      | 2.5000%  | 0.0000% | $4800000.00        | $59889.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2028-03-01      | 2.5000%  | 0.0000% | $3003.00           | $84.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-07-01      | 3.0000%  | 0.0000% | $660000.00         | $66251.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2028-11-01      | 2.5000%  | 0.0000% | $2000.00           | $98.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-12-01      | 2.5000%  | 0.0000% | $2964914.00        | $465898.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-02-01      | 4.0000%  | 0.0000% | $1000.00           | $66.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-06-01      | 4.5000%  | 0.0000% | $1400000.00        | $54692.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-07-01      | 4.5000%  | 0.0000% | $2472.00           | $87.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-01-01      | 3.5000%  | 0.0000% | $2000.00           | $334.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-09-01      | 4.5000%  | 0.0000% | $1000.00           | $48.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-10-01      | 4.0000%  | 0.0000% | $2000.00           | $156.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-12-01      | 3.5000%  | 0.0000% | $1526082.00        | $203349.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-10-01      | 3.0000%  | 0.0000% | $1000.00           | $301.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-02-01      | 3.0000%  | 0.0000% | $653000.00         | $115903.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-02-01      | 3.0000%  | 0.0000% | $54178.00          | $14570.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-06-01      | 4.0000%  | 0.0000% | $3000.00           | $490.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-06-01      | 4.0000%  | 0.0000% | $1000.00           | $166.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-03-01      | 3.0000%  | 0.0000% | $350906.00         | $60575.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-09-01      | 4.5000%  | 0.0000% | $1726.00           | $22.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-04-01      | 4.5000%  | 0.0000% | $2000.00           | $313.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-04-01      | 4.5000%  | 0.0000% | $300000.00         | $41740.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-11-01      | 5.0000%  | 0.0000% | $2998.00           | $598.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-08-01      | 3.5000%  | 0.0000% | $3001.00           | $440.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-09-01      | 3.5000%  | 0.0000% | $1000.00           | $151.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-10-01      | 4.5000%  | 0.0000% | $1376418.00        | $111910.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-11-01      | 4.5000%  | 0.0000% | $100000.00         | $19702.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-09-01      | 3.5000%  | 0.0000% | $1000.00           | $208.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-07-01      | 4.5000%  | 0.0000% | $13187.00          | $728.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-08-01      | 3.0000%  | 0.0000% | $148152.00         | $32273.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-12-01      | 3.0000%  | 0.0000% | $75000.00          | $14707.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-01-01      | 3.0000%  | 0.0000% | $2000.00           | $558.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-01-01      | 3.0000%  | 0.0000% | $71007.00          | $22683.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-01-01      | 3.0000%  | 0.0000% | $1071.00           | $146.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-01-01      | 3.5000%  | 0.0000% | $4795.00           | $1563.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-11-01      | 4.5000%  | 0.0000% | $2007.00           | $304.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-10-01      | 4.0000%  | 0.0000% | $6010.00           | $986.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-12-01      | 4.5000%  | 0.0000% | $6254.00           | $431.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-12-01      | 5.0000%  | 0.0000% | $1082.00           | $111.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-02-01      | 4.0000%  | 0.0000% | $1000.00           | $123.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-02-01      | 4.5000%  | 0.0000% | $3002.00           | $276.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-02-01      | 4.5000%  | 0.0000% | $3000.00           | $600.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-10-01      | 3.0000%  | 0.0000% | $4000.00           | $577.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2027-03-01      | 2.5000%  | 0.0000% | $1000.00           | $9.00              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-10-01      | 3.0000%  | 0.0000% | $504104.00         | $44164.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-11-01      | 3.0000%  | 0.0000% | $3529.00           | $323.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-10-01      | 3.5000%  | 0.0000% | $1000.00           | $120.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-06-01      | 3.5000%  | 0.0000% | $160000.00         | $22838.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-06-01      | 4.0000%  | 0.0000% | $783000.00         | $146673.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-01-01      | 3.5000%  | 0.0000% | $1000.00           | $160.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2027-08-01      | 3.5000%  | 0.0000% | $1155353.00        | $8947.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-04-01      | 3.0000%  | 0.0000% | $2056.00           | $422.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-04-01      | 3.0000%  | 0.0000% | $4311.00           | $784.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-10-01      | 4.5000%  | 0.0000% | $2358.00           | $113.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-02-01      | 4.5000%  | 0.0000% | $1703.00           | $365.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-05-01      | 5.0000%  | 0.0000% | $3001.00           | $570.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-12-01      | 4.0000%  | 0.0000% | $1024.00           | $107.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-12-01      | 6.5000%  | 0.0000% | $1002.00           | $4.00              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-07-01      | 5.0000%  | 0.0000% | $4097.00           | $36.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2027-05-01      | 7.5000%  | 0.0000% | $1592.00           | $0.00              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2028-01-01      | 6.5000%  | 0.0000% | $8667.00           | $1.00              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-04-01      | 7.0000%  | 0.0000% | $4825.00           | $4.00              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-12-01      | 6.5000%  | 0.0000% | $2204.00           | $13.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-03-01      | 5.5000%  | 0.0000% | $8580.00           | $80.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-02-01      | 7.0000%  | 0.0000% | $865000.00         | $7946.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-04-01      | 6.5000%  | 0.0000% | $1000.00           | $7.00              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-01-01      | 5.5000%  | 0.0000% | $5750314.00        | $38762.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-06-01      | 6.0000%  | 0.0000% | $5001.00           | $96.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-06-01      | 4.0000%  | 0.0000% | $345896.00         | $37172.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-05-01      | 7.0000%  | 0.0000% | $315000.00         | $6201.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-10-01      | 4.5000%  | 0.0000% | $331500.00         | $6990.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-11-01      | 5.0000%  | 0.0000% | $5700000.00        | $263520.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-03-01      | 7.0000%  | 0.0000% | $999696.00         | $38559.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-11-01      | 5.0000%  | 0.0000% | $3000.00           | $196.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-08-01      | 3.0000%  | 0.0000% | $1000.00           | $164.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-09-01      | 6.5000%  | 0.0000% | $1000.00           | $56.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-12-01      | 5.0000%  | 0.0000% | $1005.00           | $72.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-06-01      | 5.0000%  | 0.0000% | $511999.00         | $41259.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-03-01      | 3.5000%  | 0.0000% | $1000.00           | $125.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-07-01      | 6.5000%  | 0.0000% | $1935310.00        | $9470.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-05-01      | 5.5000%  | 0.0000% | $7012.00           | $60.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-03-01      | 3.0000%  | 0.0000% | $1001.00           | $116.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-05-01      | 3.0000%  | 0.0000% | $2000.00           | $269.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-02-01      | 4.5000%  | 0.0000% | $1176000.00        | $120225.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-03-01      | 3.0000%  | 0.0000% | $72514.00          | $9402.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-11-01      | 2.5000%  | 0.0000% | $2205919.00        | $548554.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-06-01      | 3.0000%  | 0.0000% | $225000.00         | $32562.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-09-01      | 3.0000%  | 0.0000% | $1000.00           | $153.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-09-01      | 3.5000%  | 0.0000% | $235000.00         | $28131.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-10-01      | 3.0000%  | 0.0000% | $1467002.00        | $228012.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-06-01      | 4.0000%  | 0.0000% | $2003.00           | $202.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-04-01      | 3.0000%  | 0.0000% | $65000.00          | $13173.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-07-01      | 3.0000%  | 0.0000% | $12874984.00       | $1847271.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $120.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-09-01      | 3.5000%  | 0.0000% | $1000.00           | $119.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-03-01      | 3.0000%  | 0.0000% | $500000.00         | $56601.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-09-01      | 3.5000%  | 0.0000% | $315000.00         | $50990.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-08-01      | 3.5000%  | 0.0000% | $478031.00         | $72261.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-03-01      | 3.5000%  | 0.0000% | $54000.00          | $10194.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-10-01      | 4.5000%  | 0.0000% | $1000.00           | $122.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-10-01      | 4.0000%  | 0.0000% | $2114.00           | $242.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-03-01      | 3.5000%  | 0.0000% | $2000.00           | $348.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-07-01      | 4.5000%  | 0.0000% | $1000.00           | $191.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-08-01      | 3.0000%  | 0.0000% | $304000.00         | $87484.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-03-01      | 3.5000%  | 0.0000% | $1000.00           | $261.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-01-01      | 4.0000%  | 0.0000% | $868350.00         | $170277.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $71.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-11-01      | 3.5000%  | 0.0000% | $1026000.00        | $273553.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-03-01      | 3.5000%  | 0.0000% | $2001.00           | $583.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-03-01      | 4.0000%  | 0.0000% | $1019.00           | $249.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-12-01      | 4.5000%  | 0.0000% | $43000.00          | $2988.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-12-01      | 5.0000%  | 0.0000% | $1239.00           | $95.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-07-01      | 3.0000%  | 0.0000% | $45617.00          | $10388.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-05-01      | 3.0000%  | 0.0000% | $375070.00         | $33725.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-10-01      | 2.5000%  | 0.0000% | $40000.00          | $11964.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-02-01      | 3.0000%  | 0.0000% | $229000.00         | $35443.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-01-01      | 3.5000%  | 0.0000% | $13000.00          | $8122.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-12-01      | 2.0000%  | 0.0000% | $710000.00         | $431098.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 2.0000%  | 0.0000% | $8443632.00        | $5283788.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-10-01      | 5.0000%  | 0.0000% | $1000.00           | $107.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-12-01      | 3.5000%  | 0.0000% | $363000.00         | $102704.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-03-01      | 5.0000%  | 0.0000% | $15670976.00       | $2208032.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-09-01      | 4.0000%  | 0.0000% | $862489.00         | $368390.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-04-01      | 2.0000%  | 0.0000% | $114000.00         | $54006.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-09-01      | 2.0000%  | 0.0000% | $815978.00         | $502608.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-07-01      | 2.0000%  | 0.0000% | $756628.00         | $428741.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $736.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 4.5000%  | 0.0000% | $999000.00         | $804073.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 4.0000%  | 0.0000% | $99000.00          | $68854.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 4.0000%  | 0.0000% | $265000.00         | $182202.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-05-01      | 2.0000%  | 0.0000% | $2000.00           | $1310.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 5.0000%  | 0.0000% | $47533760.00       | $36104143.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 4.5000%  | 0.0000% | $1198000.00        | $922656.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $1926889.00        | $1482542.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-03-01      | 6.0000%  | 0.0000% | $1001.00           | $735.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 5.0000%  | 0.0000% | $239000.00         | $196525.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.0000%  | 0.0000% | $8869473.00        | $6227421.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.5000%  | 0.0000% | $891090.00         | $643262.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-06-01      | 2.5000%  | 0.0000% | $94593.00          | $65439.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.5000%  | 0.0000% | $1051.00           | $851.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-11-01      | 3.5000%  | 0.0000% | $31000.00          | $21034.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 4.0000%  | 0.0000% | $6242866.00        | $4968357.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-07-01      | 2.5000%  | 0.0000% | $18274.00          | $12067.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 4.5000%  | 0.0000% | $22601.00          | $17646.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 5.5000%  | 0.0000% | $30863264.00       | $24259185.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-08-01      | 2.0000%  | 0.0000% | $2324000.00        | $1523252.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 3.5000%  | 0.0000% | $225099.00         | $171766.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $687.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-08-01      | 4.5000%  | 0.0000% | $10911.00          | $7874.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 5.0000%  | 0.0000% | $1145044.00        | $901047.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 5.0000%  | 0.0000% | $1732566.00        | $1416142.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $805.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-09-01      | 2.5000%  | 0.0000% | $102000.00         | $69259.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 5.0000%  | 0.0000% | $24393.00          | $19926.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 3.5000%  | 0.0000% | $86000.00          | $64379.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 5.5000%  | 0.0000% | $294000.00         | $239643.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 4.0000%  | 0.0000% | $1951010.00        | $1531191.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 4.0000%  | 0.0000% | $1899000.00        | $1598414.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-12-01      | 3.5000%  | 0.0000% | $128991.00         | $110002.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 6.0000%  | 0.0000% | $2732536.00        | $2198568.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 4.5000%  | 0.0000% | $1301.00           | $1102.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 5.0000%  | 0.0000% | $5020966.00        | $4360023.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.5000%  | 0.0000% | $8000.00           | $6748.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-08-01      | 5.0000%  | 0.0000% | $16524860.00       | $12995184.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 6.0000%  | 0.0000% | $28087.00          | $26296.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 4.5000%  | 0.0000% | $30885415.00       | $27442069.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 2.0000%  | 0.0000% | $203000.00         | $148338.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 6.5000%  | 0.0000% | $794992.00         | $556876.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-07-01      | 5.0000%  | 0.0000% | $6635996.00        | $5322973.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 3.5000%  | 0.0000% | $1000.00           | $825.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-04-01      | 3.0000%  | 0.0000% | $4983757.00        | $4040585.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 4.5000%  | 0.0000% | $1007.00           | $846.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 4.0000%  | 0.0000% | $3008.00           | $2592.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 6.0000%  | 0.0000% | $1011.00           | $907.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 4.5000%  | 0.0000% | $17487.00          | $15828.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-07-01      | 3.5000%  | 0.0000% | $126771.00         | $11299.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-08-01      | 4.0000%  | 0.0000% | $1000.00           | $100.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-04-01      | 3.0000%  | 0.0000% | $2686000.00        | $525199.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-05-01      | 4.5000%  | 0.0000% | $1000.00           | $222.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $269.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-07-01      | 2.0000%  | 0.0000% | $737411.00         | $305534.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $980.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $359.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $614.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-07-01      | 2.5000%  | 0.0000% | $1000.00           | $462.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-04-01      | 2.0000%  | 0.0000% | $1859000.00        | $1019796.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 2.5000%  | 0.0000% | $474558.00         | $303585.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 6.5000%  | 0.0000% | $13004.00          | $9714.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-02-01      | 2.5000%  | 0.0000% | $33032.00          | $15496.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-11-01      | 2.5000%  | 0.0000% | $176301.00         | $75678.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-03-01      | 2.0000%  | 0.0000% | $1008.00           | $565.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-03-01      | 2.5000%  | 0.0000% | $1001.00           | $488.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $574.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-05-01      | 2.5000%  | 0.0000% | $55000.00          | $29888.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-05-01      | 3.0000%  | 0.0000% | $13000.00          | $5853.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 2.5000%  | 0.0000% | $3156220.00        | $2018584.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $624.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-10-01      | 2.5000%  | 0.0000% | $879613.00         | $539099.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-11-01      | 1.5000%  | 0.0000% | $10000.00          | $6111.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-11-01      | 2.0000%  | 0.0000% | $2000.00           | $1260.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-12-01      | 2.0000%  | 0.0000% | $267000.00         | $169828.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 2.0000%  | 0.0000% | $1007.00           | $644.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 4.0000%  | 0.0000% | $353742.00         | $264306.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 2.0000%  | 0.0000% | $2105941.00        | $1393213.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 2.5000%  | 0.0000% | $545567.00         | $367022.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 2.5000%  | 0.0000% | $360999.00         | $249786.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 2.0000%  | 0.0000% | $50000.00          | $33926.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 2.0000%  | 0.0000% | $448689.00         | $304443.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 4.5000%  | 0.0000% | $883000.00         | $684441.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 4.5000%  | 0.0000% | $130001.00         | $89546.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 3.0000%  | 0.0000% | $1000.00           | $724.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 4.5000%  | 0.0000% | $116675.00         | $88894.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 3.0000%  | 0.0000% | $1024.00           | $745.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 6.0000%  | 0.0000% | $232316.00         | $151530.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 3.5000%  | 0.0000% | $245303.00         | $186845.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 2.5000%  | 0.0000% | $126688.00         | $92712.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 3.5000%  | 0.0000% | $220994.00         | $174462.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 4.0000%  | 0.0000% | $259370.00         | $207752.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 5.0000%  | 0.0000% | $3534166.00        | $2807327.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 5.5000%  | 0.0000% | $5390750.00        | $4110932.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 3.0000%  | 0.0000% | $58000.00          | $45282.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 4.5000%  | 0.0000% | $7765928.00        | $6378806.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 3.0000%  | 0.0000% | $578966.00         | $442079.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-03-01      | 5.0000%  | 0.0000% | $182106.00         | $148908.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 5.5000%  | 0.0000% | $50000.00          | $38001.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.5000%  | 0.0000% | $1009.00           | $796.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 6.0000%  | 0.0000% | $25656.00          | $17850.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $840.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 6.0000%  | 0.0000% | $2249464.00        | $1587712.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $813.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.0000%  | 0.0000% | $18275008.00       | $12599512.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.5000%  | 0.0000% | $2492803.00        | $2012348.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 5.0000%  | 0.0000% | $10000.00          | $8850.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 6.0000%  | 0.0000% | $1027570.00        | $704140.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $709.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 4.5000%  | 0.0000% | $25903.00          | $23675.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.0000%  | 0.0000% | $575000.00         | $525246.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 7.0000%  | 0.0000% | $22396.00          | $14854.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $2531000.00        | $2128955.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-12-01      | 6.5000%  | 0.0000% | $22000.00          | $15282.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-04-01      | 3.0000%  | 0.0000% | $7011.00           | $5214.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $737.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $826.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $723.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 5.5000%  | 0.0000% | $15667.00          | $13191.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 4.5000%  | 0.0000% | $33000.00          | $27126.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-07-01      | 3.0000%  | 0.0000% | $149677.00         | $27987.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-01-01      | 3.0000%  | 0.0000% | $1038.00           | $303.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-02-01      | 3.0000%  | 0.0000% | $3649000.00        | $1332093.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-03-01      | 3.0000%  | 0.0000% | $115998.00         | $48181.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-08-01      | 2.0000%  | 0.0000% | $199073.00         | $94600.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $520.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-09-01      | 2.0000%  | 0.0000% | $56100.00          | $25842.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-09-01      | 5.0000%  | 0.0000% | $1000.00           | $551.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $530.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-01-01      | 2.0000%  | 0.0000% | $1000.00           | $549.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $563.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-05-01      | 3.0000%  | 0.0000% | $299000.00         | $170750.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-06-01      | 2.5000%  | 0.0000% | $999000.00         | $503943.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $540.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $531.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $612.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $641.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $778.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 2.0000%  | 0.0000% | $8957960.00        | $6365249.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 2.5000%  | 0.0000% | $47000.00          | $31492.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.5000%  | 0.0000% | $155083.00         | $125401.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.0000%  | 0.0000% | $8110100.00        | $6510953.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.0000%  | 0.0000% | $17999.00          | $14025.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 5.0000%  | 0.0000% | $356692.00         | $228423.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.0000%  | 0.0000% | $8000.00           | $5177.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $752.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $723126.00         | $483107.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $595.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 5.0000%  | 0.0000% | $4453440.00        | $3630228.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 4.5000%  | 0.0000% | $9000.00           | $8253.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 5.5000%  | 0.0000% | $1098902.00        | $793874.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 4.0000%  | 0.0000% | $1000.00           | $916.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 6.0000%  | 0.0000% | $10136.00          | $8194.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 5.5000%  | 0.0000% | $4693872.00        | $3629163.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 5.0000%  | 0.0000% | $100000.00         | $74131.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 5.5000%  | 0.0000% | $3443000.00        | $2714510.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 3.0000%  | 0.0000% | $263816.00         | $221467.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 5.5000%  | 0.0000% | $2943762.00        | $2568577.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-03-01      | 5.5000%  | 0.0000% | $7000.00           | $6001.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 5.0000%  | 0.0000% | $100000.00         | $85752.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 4.5000%  | 0.0000% | $1000.00           | $856.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $765.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 3.0000%  | 0.0000% | $25000.00          | $18435.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.5000%  | 0.0000% | $655961.00         | $530489.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $978.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 3.0000%  | 0.0000% | $1000.00           | $778.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.5000%  | 0.0000% | $100000.00         | $76823.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.5000%  | 0.0000% | $1022.00           | $818.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $823.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 5.5000%  | 0.0000% | $1004.00           | $927.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $885.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 7.5000%  | 0.0000% | $2000.00           | $1755.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.0000%  | 0.0000% | $1242796.00        | $1058542.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 6.5000%  | 0.0000% | $1070738.00        | $795485.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 5.5000%  | 0.0000% | $2333000.00        | $1876607.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 5.0000%  | 0.0000% | $1999.00           | $1879.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 5.5000%  | 0.0000% | $1193706.00        | $1199259.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 5.5000%  | 0.0000% | $11000.00          | $11146.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 6.0000%  | 0.0000% | $3016400.00        | $2469643.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1020.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 6.5000%  | 0.0000% | $1372538.00        | $804790.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1022.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-09-01      | 3.0000%  | 0.0000% | $100000.00         | $33939.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-05-01      | 3.0000%  | 0.0000% | $657645.00         | $270681.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-11-01      | 5.0000%  | 0.0000% | $1171.00           | $270.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $460.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-09-01      | 2.0000%  | 0.0000% | $425000.00         | $218852.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $530.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-09-01      | 2.0000%  | 0.0000% | $1822000.00        | $906203.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-07-01      | 2.5000%  | 0.0000% | $230000.00         | $78845.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $455.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-07-01      | 3.0000%  | 0.0000% | $12302679.00       | $3927702.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-08-01      | 2.0000%  | 0.0000% | $1500000.00        | $760591.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-10-01      | 2.0000%  | 0.0000% | $2353000.00        | $1148336.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-02-01      | 2.0000%  | 0.0000% | $185478.00         | $101176.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-05-01      | 2.0000%  | 0.0000% | $682075.00         | $400099.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-11-01      | 2.0000%  | 0.0000% | $660008.00         | $384492.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-07-01      | 2.5000%  | 0.0000% | $125903.00         | $75471.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-09-01      | 2.5000%  | 0.0000% | $499000.00         | $307034.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-09-01      | 2.0000%  | 0.0000% | $1576946.00        | $964174.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 4.0000%  | 0.0000% | $83685.00          | $58581.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $614.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-12-01      | 2.5000%  | 0.0000% | $7332.00           | $4467.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 2.5000%  | 0.0000% | $37098.00          | $22083.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 3.0000%  | 0.0000% | $108508.00         | $72325.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $627.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $778.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $696.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 5.0000%  | 0.0000% | $4605008.00        | $3526490.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 4.0000%  | 0.0000% | $1476683.00        | $1138069.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 4.0000%  | 0.0000% | $8000.00           | $5628.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 5.0000%  | 0.0000% | $2024.00           | $1462.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.5000%  | 0.0000% | $1042996.00        | $826149.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 5.0000%  | 0.0000% | $262082.00         | $183995.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $818.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 3.0000%  | 0.0000% | $1000.00           | $750.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 5.5000%  | 0.0000% | $1006.00           | $707.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.0000%  | 0.0000% | $15052208.00       | $12157377.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.5000%  | 0.0000% | $3295540.00        | $2523966.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 5.0000%  | 0.0000% | $162999.00         | $133664.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 6.0000%  | 0.0000% | $115000.00         | $77452.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.5000%  | 0.0000% | $22641097.00       | $18521042.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-09-01      | 2.0000%  | 0.0000% | $1598000.00        | $709566.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-05-01      | 2.5000%  | 0.0000% | $1000.00           | $679.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-09-01      | 3.5000%  | 0.0000% | $6369110.00        | $4286427.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-11-01      | 2.0000%  | 0.0000% | $51930859.00       | $28484632.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-05-01      | 1.5000%  | 0.0000% | $1480000.00        | $529917.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 4.0000%  | 0.0000% | $793993.00         | $668375.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1820.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 5.0000%  | 0.0000% | $124372.00         | $122740.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 5.0000%  | 0.0000% | $988932.00         | $492678.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 5.0000%  | 0.0000% | $1000.00           | $984.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 5.5000%  | 0.0000% | $7001.00           | $5810.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.0000%  | 0.0000% | $869441.00         | $859657.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $849.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 5.5000%  | 0.0000% | $3755419.00        | $3249793.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 6.5000%  | 0.0000% | $420071.00         | $263187.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 6.0000%  | 0.0000% | $1963264.00        | $1807737.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 6.5000%  | 0.0000% | $1082522.00        | $927131.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 5.0000%  | 0.0000% | $17659.00          | $17433.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-05-01      | 6.5000%  | 0.0000% | $129515.00         | $1.00              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-05-01      | 6.0000%  | 0.0000% | $1610.00           | $14.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-10-01      | 6.5000%  | 0.0000% | $5175000.00        | $17417.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-10-01      | 6.0000%  | 0.0000% | $4523.00           | $15.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-10-01      | 7.0000%  | 0.0000% | $9592.00           | $47.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-06-01      | 5.0000%  | 0.0000% | $3688.00           | $61.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-10-01      | 8.0000%  | 0.0000% | $266397.00         | $109.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-03-01      | 6.5000%  | 0.0000% | $4998000.00        | $8191.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-12-01      | 4.5000%  | 0.0000% | $1001.00           | $96.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-04-01      | 5.0000%  | 0.0000% | $7317592.00        | $113223.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-02-01      | 4.5000%  | 0.0000% | $2520.00           | $147.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-04-01      | 5.5000%  | 0.0000% | $13799648.00       | $1084647.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-05-01      | 4.5000%  | 0.0000% | $96081041.00       | $3287544.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-05-01      | 5.0000%  | 0.0000% | $1443000.00        | $299578.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-06-01      | 4.5000%  | 0.0000% | $1010.00           | $110.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-06-01      | 5.5000%  | 0.0000% | $1025.00           | $44.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-08-01      | 5.0000%  | 0.0000% | $2000.00           | $56.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-08-01      | 4.5000%  | 0.0000% | $78684.00          | $6361.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-08-01      | 4.5000%  | 0.0000% | $156558.00         | $12463.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-08-01      | 4.5000%  | 0.0000% | $3050.00           | $168.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-09-01      | 4.5000%  | 0.0000% | $1000.00           | $111.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-11-01      | 4.0000%  | 0.0000% | $1243988.00        | $126587.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-11-01      | 4.5000%  | 0.0000% | $5011.00           | $572.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-01-01      | 4.5000%  | 0.0000% | $2000.00           | $55.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-07-01      | 5.0000%  | 0.0000% | $1001.00           | $62.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-12-01      | 3.0000%  | 0.0000% | $8899.00           | $34.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-11-01      | 4.5000%  | 0.0000% | $2000.00           | $68.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-11-01      | 4.5000%  | 0.0000% | $2000.00           | $114.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-11-01      | 3.5000%  | 0.0000% | $204476706.00      | $22751332.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-05-01      | 4.0000%  | 0.0000% | $1600160.00        | $201142.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-07-01      | 4.5000%  | 0.0000% | $1000.00           | $76.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-10-01      | 4.5000%  | 0.0000% | $158504.00         | $12393.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-03-01      | 4.0000%  | 0.0000% | $1002.00           | $101.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-06-01      | 3.5000%  | 0.0000% | $1000.00           | $175.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-07-01      | 4.0000%  | 0.0000% | $304583.00         | $46995.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-12-01      | 4.5000%  | 0.0000% | $418585.00         | $36057.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-09-01      | 4.5000%  | 0.0000% | $1000.00           | $121.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-08-01      | 3.5000%  | 0.0000% | $38002.00          | $6393.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-02-01      | 5.0000%  | 0.0000% | $86000.00          | $11716.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-01-01      | 3.5000%  | 0.0000% | $1000.00           | $297.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-03-01      | 4.0000%  | 0.0000% | $2007.00           | $43.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-12-01      | 3.0000%  | 0.0000% | $2002.00           | $532.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-01-01      | 3.0000%  | 0.0000% | $572000.00         | $149917.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-05-01      | 5.5000%  | 0.0000% | $4002.00           | $680.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-05-01      | 4.5000%  | 0.0000% | $3005.00           | $296.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-11-01      | 5.0000%  | 0.0000% | $7000000.00        | $891336.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-03-01      | 3.5000%  | 0.0000% | $1001.00           | $231.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-10-01      | 4.5000%  | 0.0000% | $2000.00           | $363.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-06-01      | 3.0000%  | 0.0000% | $1155.00           | $22.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-11-01      | 3.5000%  | 0.0000% | $1401873.00        | $209496.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-02-01      | 2.5000%  | 0.0000% | $10215.00          | $1970.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-10-01      | 4.5000%  | 0.0000% | $3000.00           | $354.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-03-01      | 3.0000%  | 0.0000% | $1928571.00        | $51006.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-03-01      | 2.5000%  | 0.0000% | $104760.00         | $27231.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-03-01      | 3.0000%  | 0.0000% | $240000.00         | $40803.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-03-01      | 3.0000%  | 0.0000% | $1002.00           | $172.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-09-01      | 4.5000%  | 0.0000% | $34028.00          | $1536.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-11-01      | 3.5000%  | 0.0000% | $271000.00         | $8750.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-11-01      | 4.0000%  | 0.0000% | $11579468.00       | $2643510.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-04-01      | 4.5000%  | 0.0000% | $1900344.00        | $261728.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-07-01      | 4.0000%  | 0.0000% | $90000.00          | $10563.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-09-01      | 3.0000%  | 0.0000% | $1000.00           | $59.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-02-01      | 3.5000%  | 0.0000% | $1328.00           | $204.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-12-01      | 4.0000%  | 0.0000% | $8291000.00        | $1100936.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-12-01      | 4.5000%  | 0.0000% | $481298.00         | $70128.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-01-01      | 4.5000%  | 0.0000% | $4000.00           | $619.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-01-01      | 4.0000%  | 0.0000% | $1500000.00        | $207095.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-07-01      | 4.0000%  | 0.0000% | $1000.00           | $129.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-05-01      | 2.5000%  | 0.0000% | $2000.00           | $336.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-02-01      | 3.5000%  | 0.0000% | $4000.00           | $757.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-04-01      | 4.5000%  | 0.0000% | $1077.00           | $104.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-06-01      | 3.0000%  | 0.0000% | $10750.00          | $3100.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-09-01      | 3.0000%  | 0.0000% | $3697980.00        | $1110395.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-11-01      | 3.0000%  | 0.0000% | $1001.00           | $122.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-12-01      | 3.0000%  | 0.0000% | $513000.00         | $147834.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-12-01      | 3.0000%  | 0.0000% | $1444125.00        | $443671.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-12-01      | 3.0000%  | 0.0000% | $190294.00         | $54258.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-01-01      | 3.0000%  | 0.0000% | $2000.00           | $557.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-01-01      | 4.5000%  | 0.0000% | $549638.00         | $72157.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-04-01      | 4.0000%  | 0.0000% | $299000.00         | $46436.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-04-01      | 3.5000%  | 0.0000% | $432182.00         | $59343.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-06-01      | 3.0000%  | 0.0000% | $2000.00           | $411.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-06-01      | 3.0000%  | 0.0000% | $602925.00         | $98568.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-06-01      | 4.0000%  | 0.0000% | $169000.00         | $25473.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-06-01      | 4.0000%  | 0.0000% | $1000.00           | $219.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-02-01      | 4.5000%  | 0.0000% | $2000.00           | $272.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-02-01      | 4.5000%  | 0.0000% | $2196906.00        | $493951.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-06-01      | 4.5000%  | 0.0000% | $495968.00         | $7741.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-04-01      | 3.0000%  | 0.0000% | $2000.00           | $84.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-04-01      | 3.0000%  | 0.0000% | $1000.00           | $71.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-09-01      | 5.0000%  | 0.0000% | $180308.00         | $14807.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-10-01      | 4.5000%  | 0.0000% | $1950.00           | $132.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-09-01      | 4.0000%  | 0.0000% | $9000.00           | $2040.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-07-01      | 3.0000%  | 0.0000% | $122407.00         | $10264.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-05-01      | 3.0000%  | 0.0000% | $1000.00           | $213.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-04-01      | 3.5000%  | 0.0000% | $8437931.00        | $1502811.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-11-01      | 5.5000%  | 0.0000% | $5145.00           | $13.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-04-01      | 5.5000%  | 0.0000% | $2672.00           | $16.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-03-01      | 6.0000%  | 0.0000% | $2283.00           | $11.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-08-01      | 5.5000%  | 0.0000% | $1072.00           | $16.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-08-01      | 4.5000%  | 0.0000% | $60543.00          | $348.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-02-01      | 5.5000%  | 0.0000% | $3790892.00        | $30970.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-12-01      | 6.5000%  | 0.0000% | $2127097.00        | $16901.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-03-01      | 6.5000%  | 0.0000% | $7938328.00        | $85165.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-05-01      | 5.5000%  | 0.0000% | $17711372.00       | $161591.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-06-01      | 6.5000%  | 0.0000% | $78475.00          | $248.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-02-01      | 6.0000%  | 0.0000% | $2082.00           | $21.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-10-01      | 4.5000%  | 0.0000% | $7784.00           | $52.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-11-01      | 4.5000%  | 0.0000% | $66590.00          | $393.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-10-01      | 5.5000%  | 0.0000% | $632364.00         | $6719.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-04-01      | 5.5000%  | 0.0000% | $2384.00           | $16.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-05-01      | 6.5000%  | 0.0000% | $1000000.00        | $16138.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-12-01      | 5.5000%  | 0.0000% | $100004918.00      | $799873.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 6.0000%  | 0.0000% | $5029024.00        | $3602082.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $999.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 5.5000%  | 0.0000% | $237458.00         | $198596.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 5.5000%  | 0.0000% | $37138880.00       | $36284292.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 6.5000%  | 0.0000% | $3000.00           | $2605.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $887.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 6.5000%  | 0.0000% | $3003.00           | $3095.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 6.0000%  | 0.0000% | $2000.00           | $1169.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $820.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $3000.00           | $2949.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 6.5000%  | 0.0000% | $1000.00           | $825.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 5.5000%  | 0.0000% | $917404.00         | $606631.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 5.0000%  | 0.0000% | $1446500.00        | $1434688.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.5000%  | 0.0000% | $4000.00           | $3449.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.5000%  | 0.0000% | $3000.00           | $1561.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.5000%  | 0.0000% | $424740.00         | $188266.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.5000%  | 0.0000% | $1890212.00        | $970427.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.5000%  | 0.0000% | $1010.00           | $1043.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 7.0000%  | 0.0000% | $1001.00           | $685.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.0000%  | 0.0000% | $4001.00           | $4091.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1049.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.5000%  | 0.0000% | $144089.00         | $145956.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.5000%  | 0.0000% | $700790.00         | $636250.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 6.5000%  | 0.0000% | $886035.00         | $445107.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 6.5000%  | 0.0000% | $4000.00           | $3247.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1889.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $813.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.0000%  | 0.0000% | $4000.00           | $2054.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 6.0000%  | 0.0000% | $1003.00           | $750.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.5000%  | 0.0000% | $125981.00         | $113542.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 6.5000%  | 0.0000% | $5743.00           | $3554.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 4.5000%  | 0.0000% | $1132816.00        | $1090554.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1035.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 4.5000%  | 0.0000% | $1043494.00        | $1017008.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 6.0000%  | 0.0000% | $1116232.00        | $765220.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.0000%  | 0.0000% | $100150.00         | $99261.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 4.5000%  | 0.0000% | $1298922.00        | $1259846.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.5000%  | 0.0000% | $1001.00           | $486.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.0000%  | 0.0000% | $2158872.00        | $2196226.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.5000%  | 0.0000% | $661794.00         | $547090.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $529.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.5000%  | 0.0000% | $12831290.00       | $11731967.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.0000%  | 0.0000% | $2000.00           | $2040.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $896.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.5000%  | 0.0000% | $6954504.00        | $6608622.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.5000%  | 0.0000% | $2800955.00        | $2874089.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $938.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.0000%  | 0.0000% | $6494880.00        | $5689646.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 4.5000%  | 0.0000% | $1567450.00        | $1522976.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.5000%  | 0.0000% | $3000.00           | $3142.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 6.5000%  | 0.0000% | $2046096.00        | $1336802.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.0000%  | 0.0000% | $2000.00           | $1498.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.5000%  | 0.0000% | $456147.00         | $457297.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 5.5000%  | 0.0000% | $1505.00           | $1522.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1039.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.0000%  | 0.0000% | $158124.00         | $126324.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.0000%  | 0.0000% | $5408375.00        | $4163050.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.5000%  | 0.0000% | $6552.00           | $5793.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.5000%  | 0.0000% | $1002.00           | $1045.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.0000%  | 0.0000% | $9318897.00        | $8894456.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $847.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.5000%  | 0.0000% | $3000.00           | $3051.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.0000%  | 0.0000% | $1403082.00        | $1363330.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.5000%  | 0.0000% | $6449146.00        | $6250300.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.0000%  | 0.0000% | $2001.00           | $2066.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1023.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.0000%  | 0.0000% | $1006.00           | $940.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $992.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $779.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 4.5000%  | 0.0000% | $2000.00           | $1967.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.0000%  | 0.0000% | $15766.00          | $16324.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.5000%  | 0.0000% | $26985.00          | $27721.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $825.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.0000%  | 0.0000% | $715080.00         | $736520.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.0000%  | 0.0000% | $2000.00           | $2038.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 5.5000%  | 0.0000% | $1948.00           | $1953.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.5000%  | 0.0000% | $779341.00         | $818259.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 7.5000%  | 0.0000% | $1696974.00        | $1840188.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 7.5000%  | 0.0000% | $1604674.00        | $1731571.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $936.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.0000%  | 0.0000% | $1006600.00        | $1041225.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.5000%  | 0.0000% | $1353664.00        | $1418293.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.0000%  | 0.0000% | $1525101.00        | $1525815.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 5.5000%  | 0.0000% | $8592.00           | $8459.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $499534.00         | $514950.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $15111461.00       | $14893502.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1042.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $2000.00           | $2061.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.5000%  | 0.0000% | $4924727.00        | $5133153.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.0000%  | 0.0000% | $14106258.00       | $14198566.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.5000%  | 0.0000% | $4224328.00        | $4196663.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1014.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1052.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $984.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.5000%  | 0.0000% | $10981360.00       | $11413364.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1053.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.5000%  | 0.0000% | $1137964.00        | $1196373.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $461168.00         | $469406.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $3687960.00        | $3573522.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.5000%  | 0.0000% | $1101758.00        | $1120656.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $2019650.00        | $2067955.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.0000%  | 0.0000% | $9320450.00        | $8448064.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1036.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $2000.00           | $2052.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.0000%  | 0.0000% | $2033090.00        | $2109825.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $9061.00           | $9393.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1029.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 6.5000%  | 0.0000% | $255754.00         | $268202.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 6.5000%  | 0.0000% | $574074.00         | $591512.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $3618796.00        | $3721339.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1038.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.0000%  | 0.0000% | $1032.00           | $1053.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $913.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 4.5000%  | 0.0000% | $51713.00          | $50924.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.0000%  | 0.0000% | $8842759.00        | $8868170.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.5000%  | 0.0000% | $3000.00           | $3103.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.5000%  | 0.0000% | $1013.00           | $1037.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-11-01      | 3.5000%  | 0.0000% | $2650000.00        | $416215.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-11-01      | 3.0000%  | 0.0000% | $5545000.00        | $777570.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-08-01      | 3.0000%  | 0.0000% | $14251.00          | $808.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-11-01      | 4.0000%  | 0.0000% | $1000.00           | $52.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-07-01      | 2.5000%  | 0.0000% | $229000.00         | $38203.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-08-01      | 3.0000%  | 0.0000% | $2000.00           | $374.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-09-01      | 3.0000%  | 0.0000% | $1422546.00        | $314166.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-09-01      | 3.0000%  | 0.0000% | $3000.00           | $525.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-10-01      | 3.0000%  | 0.0000% | $1003.00           | $283.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-11-01      | 3.0000%  | 0.0000% | $1106000.00        | $215184.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-12-01      | 3.0000%  | 0.0000% | $3001.00           | $752.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-10-01      | 3.0000%  | 0.0000% | $1175520.00        | $337341.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-09-01      | 3.0000%  | 0.0000% | $6252.00           | $1434.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-01-01      | 4.5000%  | 0.0000% | $1769815.00        | $189935.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $294.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-08-01      | 4.0000%  | 0.0000% | $1013.00           | $296.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-06-01      | 4.0000%  | 0.0000% | $241854.00         | $61872.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-02-01      | 4.0000%  | 0.0000% | $1000.00           | $281.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-10-01      | 3.0000%  | 0.0000% | $29000.00          | $5011.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-12-01      | 4.5000%  | 0.0000% | $1018.00           | $180.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-11-01      | 3.0000%  | 0.0000% | $533000.00         | $96424.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-07-01      | 4.5000%  | 0.0000% | $20559.00          | $1832.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 5.0000%  | 0.0000% | $1001.00           | $121.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 4.5000%  | 0.0000% | $504000.00         | $24502.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 5.0000%  | 0.0000% | $3000.00           | $214.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-12-01      | 4.5000%  | 0.0000% | $3897990.00        | $679629.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-07-01      | 4.5000%  | 0.0000% | $162000.00         | $30595.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-06-01      | 3.0000%  | 0.0000% | $958000.00         | $152537.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-09-01      | 4.0000%  | 0.0000% | $3849000.00        | $905437.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-08-01      | 3.0000%  | 0.0000% | $134999.00         | $35414.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-05-01      | 4.5000%  | 0.0000% | $1000.00           | $119.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-03-01      | 4.5000%  | 0.0000% | $1000.00           | $189.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-07-01      | 4.5000%  | 0.0000% | $553500.00         | $125729.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-01-01      | 3.0000%  | 0.0000% | $2886000.00        | $162531.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-09-01      | 4.0000%  | 0.0000% | $97995.00          | $28117.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-01-01      | 4.5000%  | 0.0000% | $446000.00         | $105088.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-01-01      | 3.0000%  | 0.0000% | $123000.00         | $20245.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-03-01      | 3.5000%  | 0.0000% | $1000.00           | $223.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-04-01      | 4.5000%  | 0.0000% | $436000.00         | $132449.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-06-01      | 6.5000%  | 0.0000% | $1000.00           | $219.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-05-01      | 5.5000%  | 0.0000% | $1001.00           | $257.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-06-01      | 3.0000%  | 0.0000% | $2422000.00        | $826118.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $204.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-09-01      | 4.5000%  | 0.0000% | $1562442.00        | $232045.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-02-01      | 5.5000%  | 0.0000% | $400000.00         | $31782.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-03-01      | 3.5000%  | 0.0000% | $5492992.00        | $1486802.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-10-01      | 4.0000%  | 0.0000% | $786000.00         | $207906.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 5.0000%  | 0.0000% | $3125000.00        | $639100.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-02-01      | 4.0000%  | 0.0000% | $1000.00           | $147.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-05-01      | 4.5000%  | 0.0000% | $1000.00           | $189.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-05-01      | 4.0000%  | 0.0000% | $14996000.00       | $2572201.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-05-01      | 5.0000%  | 0.0000% | $537812.00         | $75025.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-09-01      | 5.0000%  | 0.0000% | $2008988.00        | $75689.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-12-01      | 4.5000%  | 0.0000% | $1000.00           | $186.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-02-01      | 4.0000%  | 0.0000% | $5890880.00        | $508951.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-02-01      | 5.5000%  | 0.0000% | $1896.00           | $463.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-06-01      | 4.5000%  | 0.0000% | $1000.00           | $289.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $294.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $209.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-12-01      | 2.5000%  | 0.0000% | $1000.00           | $272.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-10-01      | 3.0000%  | 0.0000% | $1000.00           | $128.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-03-01      | 3.0000%  | 0.0000% | $327000.00         | $71356.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 2.5000%  | 0.0000% | $3030000.00        | $1444718.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $581.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $100000.00         | $52842.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $533000.00         | $301419.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $514.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 2.0000%  | 0.0000% | $82300.00          | $36420.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-03-01      | 2.0000%  | 0.0000% | $3397000.00        | $1880458.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 2.5000%  | 0.0000% | $100000.00         | $49706.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.5000%  | 0.0000% | $3583532.00        | $2093659.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.0000%  | 0.0000% | $48000.00          | $27600.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.0000%  | 0.0000% | $14936150.00       | $9172383.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $658.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $743.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.5000%  | 0.0000% | $23000.00          | $15306.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 5.0000%  | 0.0000% | $1005.00           | $832.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 2.5000%  | 0.0000% | $1437220.00        | $861012.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 6.0000%  | 0.0000% | $1697736.00        | $1722111.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 4.5000%  | 0.0000% | $2004.00           | $1557.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 6.5000%  | 0.0000% | $2603236.00        | $1808090.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $665.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.0000%  | 0.0000% | $86165.00          | $85510.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.0000%  | 0.0000% | $6001.00           | $3649.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $746.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.5000%  | 0.0000% | $201208.00         | $145583.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.5000%  | 0.0000% | $1333519.00        | $1213093.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.0000%  | 0.0000% | $1785646.00        | $1347957.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $753.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.5000%  | 0.0000% | $23000.00          | $14795.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.0000%  | 0.0000% | $230000.00         | $165023.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-04-01      | 3.0000%  | 0.0000% | $1000.00           | $607.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $664.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $720.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.5000%  | 0.0000% | $2097.00           | $1476.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.0000%  | 0.0000% | $1454.00           | $916.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.5000%  | 0.0000% | $3000.00           | $1980.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.5000%  | 0.0000% | $203958.00         | $143305.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $590.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 2.5000%  | 0.0000% | $38717.00          | $31032.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $817.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 4.0000%  | 0.0000% | $23000.00          | $16597.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $959.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 7.0000%  | 0.0000% | $1632171.00        | $1478144.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $994.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 4.5000%  | 0.0000% | $1001.00           | $790.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.0000%  | 0.0000% | $1004.00           | $824.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.0000%  | 0.0000% | $4000.00           | $2828.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.5000%  | 0.0000% | $466947.00         | $345832.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.5000%  | 0.0000% | $100000.00         | $73237.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $979.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.5000%  | 0.0000% | $1198066.00        | $1206616.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 7.0000%  | 0.0000% | $1000.00           | $1008.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.5000%  | 0.0000% | $1838028.00        | $1821929.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $841.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 5.0000%  | 0.0000% | $2003.00           | $1947.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-05-01      | 4.5000%  | 0.0000% | $1000.00           | $203.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-05-01      | 4.5000%  | 0.0000% | $1060.00           | $79.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-04-01      | 4.5000%  | 0.0000% | $1000.00           | $75.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $177.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 4.5000%  | 0.0000% | $220550.00         | $35902.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $104.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-10-01      | 4.0000%  | 0.0000% | $1000.00           | $226.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-12-01      | 5.0000%  | 0.0000% | $1000.00           | $216.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-10-01      | 4.5000%  | 0.0000% | $1001.00           | $146.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-07-01      | 6.0000%  | 0.0000% | $1000.00           | $129.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-09-01      | 3.0000%  | 0.0000% | $3620956.00        | $974511.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-12-01      | 4.0000%  | 0.0000% | $197000.00         | $55717.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-01-01      | 3.0000%  | 0.0000% | $2000.00           | $428.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-02-01      | 4.5000%  | 0.0000% | $2000.00           | $441.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-04-01      | 3.5000%  | 0.0000% | $605998.00         | $195818.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-06-01      | 3.0000%  | 0.0000% | $1000.00           | $463.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-06-01      | 3.5000%  | 0.0000% | $704000.00         | $199145.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 4.5000%  | 0.0000% | $1000.00           | $227.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.5000%  | 0.0000% | $285171.00         | $155904.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 3.0000%  | 0.0000% | $703207.00         | $292746.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $541.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $530.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.0000%  | 0.0000% | $2375000.00        | $1165236.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $497.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $512.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.5000%  | 0.0000% | $2000.00           | $801.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-10-01      | 2.0000%  | 0.0000% | $1000.00           | $521.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 2.5000%  | 0.0000% | $2000.00           | $1094.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 3.0000%  | 0.0000% | $1009.00           | $535.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 3.0000%  | 0.0000% | $1000.00           | $530.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 2.0000%  | 0.0000% | $606002.00         | $334605.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $560.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 2.5000%  | 0.0000% | $930000.00         | $483689.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.5000%  | 0.0000% | $374000.00         | $289465.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $620.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 3.0000%  | 0.0000% | $6563.00           | $4038.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-09-01      | 1.5000%  | 0.0000% | $8776704.00        | $5123193.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $604.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 1.5000%  | 0.0000% | $482766.00         | $287713.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.0000%  | 0.0000% | $1020.00           | $604.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.0000%  | 0.0000% | $41386600.00       | $24968906.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 2.5000%  | 0.0000% | $12670873.00       | $7506478.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 2.5000%  | 0.0000% | $9000.00           | $5460.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 2.5000%  | 0.0000% | $12980049.00       | $7795429.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.5000%  | 0.0000% | $2147636.00        | $1357287.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 3.0000%  | 0.0000% | $78748.00          | $48811.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-11-01      | 2.0000%  | 0.0000% | $2000.00           | $1109.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.5000%  | 0.0000% | $1304000.00        | $831465.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $695.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $607.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.0000%  | 0.0000% | $2374620.00        | $1601471.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.0000%  | 0.0000% | $2000.00           | $1272.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.5000%  | 0.0000% | $4103.00           | $2881.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-02-01      | 2.5000%  | 0.0000% | $1000.00           | $573.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.0000%  | 0.0000% | $1010.00           | $668.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.5000%  | 0.0000% | $180585.00         | $119088.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.5000%  | 0.0000% | $69000.00          | $45275.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $673.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $656.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 4.0000%  | 0.0000% | $159000.00         | $122452.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 5.0000%  | 0.0000% | $100000.00         | $66616.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 3.0000%  | 0.0000% | $1534478.00        | $1088625.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 5.0000%  | 0.0000% | $6144.00           | $4321.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 3.0000%  | 0.0000% | $47918.00          | $36262.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $749.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 3.5000%  | 0.0000% | $174000.00         | $125098.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $4031000.00        | $3339413.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 4.5000%  | 0.0000% | $4000.00           | $3065.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.5000%  | 0.0000% | $4000.00           | $3177.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.5000%  | 0.0000% | $2016.00           | $1528.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 4.5000%  | 0.0000% | $300000.00         | $241172.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 6.5000%  | 0.0000% | $2687.00           | $1979.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 4.5000%  | 0.0000% | $1000.00           | $718.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.0000%  | 0.0000% | $2000.00           | $1672.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1720.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 6.5000%  | 0.0000% | $1030.00           | $625.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $859.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.5000%  | 0.0000% | $20974464.00       | $17229051.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.5000%  | 0.0000% | $3751600.00        | $2959418.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.5000%  | 0.0000% | $47245.00          | $36970.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $834.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.0000%  | 0.0000% | $213824.00         | $180445.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 6.0000%  | 0.0000% | $1000.00           | $912.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 6.0000%  | 0.0000% | $17174.00          | $10712.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 4.5000%  | 0.0000% | $3915412.00        | $3494048.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 6.5000%  | 0.0000% | $1405957.00        | $1064965.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1680.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 6.0000%  | 0.0000% | $243000.00         | $150277.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 6.0000%  | 0.0000% | $170845.00         | $149093.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 5.0000%  | 0.0000% | $1055000.00        | $923814.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.0000%  | 0.0000% | $3485.00           | $3268.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.0000%  | 0.0000% | $50000000.00       | $46054347.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 6.5000%  | 0.0000% | $16703429.00       | $16495617.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $926.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $971.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 4.5000%  | 0.0000% | $2000.00           | $1860.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $869.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 6.0000%  | 0.0000% | $19734326.00       | $20467369.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.5000%  | 0.0000% | $6426133.00        | $6614172.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 6.0000%  | 0.0000% | $3430064.00        | $3555918.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 6.0000%  | 0.0000% | $1116.00           | $1168.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 6.0000%  | 0.0000% | $1143120.00        | $1201960.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 6.0000%  | 0.0000% | $1024.00           | $905.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.0000%  | 0.0000% | $3004.00           | $2912.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.5000%  | 0.0000% | $101841.00         | $96971.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 3.5000%  | 0.0000% | $1000.00           | $870.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.0000%  | 0.0000% | $7916832.00        | $7415097.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.0000%  | 0.0000% | $1213360.00        | $1063541.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 3.5000%  | 0.0000% | $1319460.00        | $1115106.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $4001.00           | $3283.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 5.5000%  | 0.0000% | $5608128.00        | $4873983.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.5000%  | 0.0000% | $9791410.00        | $8191923.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $835.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $31467552.00       | $31687665.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $851.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 6.0000%  | 0.0000% | $1008.00           | $1044.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $32149433.00       | $32621675.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 2.5000%  | 0.0000% | $667746.00         | $558178.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $978.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.0000%  | 0.0000% | $3855746.00        | $3850720.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $964.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.5000%  | 0.0000% | $3060835.00        | $3052967.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.0000%  | 0.0000% | $22819656.00       | $22646771.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.5000%  | 0.0000% | $5545790.00        | $5096607.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 6.0000%  | 0.0000% | $664320.00         | $641407.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.5000%  | 0.0000% | $3003.00           | $2599.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.5000%  | 0.0000% | $2200410.00        | $1906361.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.0000%  | 0.0000% | $1058.00           | $1053.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.5000%  | 0.0000% | $1881998.00        | $1958798.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 6.0000%  | 0.0000% | $1591714.00        | $1638014.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-03-01      | 3.0000%  | 0.0000% | $2017.00           | $635.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-09-01      | 5.0000%  | 0.0000% | $575223.00         | $105930.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-05-01      | 3.5000%  | 0.0000% | $1004.00           | $236.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-01-01      | 3.0000%  | 0.0000% | $1392990.00        | $294101.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-07-01      | 4.5000%  | 0.0000% | $1000.00           | $155.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-08-01      | 5.0000%  | 0.0000% | $3000.00           | $293.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-08-01      | 3.5000%  | 0.0000% | $34000.00          | $3072.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-09-01      | 3.5000%  | 0.0000% | $8000.00           | $1170.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-09-01      | 2.5000%  | 0.0000% | $13000.00          | $987.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-06-01      | 3.5000%  | 0.0000% | $58623.00          | $17493.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-08-01      | 3.5000%  | 0.0000% | $5000.00           | $657.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-02-01      | 4.0000%  | 0.0000% | $26000.00          | $2201.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-09-01      | 3.5000%  | 0.0000% | $5000.00           | $1034.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-09-01      | 3.5000%  | 0.0000% | $1000.00           | $197.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $162.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-03-01      | 3.0000%  | 0.0000% | $5001.00           | $1489.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-11-01      | 3.0000%  | 0.0000% | $18973.00          | $4012.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-09-01      | 5.0000%  | 0.0000% | $1021.00           | $268.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-07-01      | 4.5000%  | 0.0000% | $1003.00           | $184.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-02-01      | 3.0000%  | 0.0000% | $114522.00         | $33633.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-09-01      | 4.5000%  | 0.0000% | $943524.00         | $236794.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-04-01      | 3.0000%  | 0.0000% | $3300.00           | $1307.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-08-01      | 4.0000%  | 0.0000% | $9007.00           | $2790.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-12-01      | 4.0000%  | 0.0000% | $4033.00           | $1299.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-08-01      | 7.0000%  | 0.0000% | $5000.00           | $1224.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-02-01      | 4.0000%  | 0.0000% | $2000.00           | $614.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.0000%  | 0.0000% | $8000.00           | $1129.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-08-01      | 3.5000%  | 0.0000% | $119000.00         | $236.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-12-01      | 5.0000%  | 0.0000% | $4004.00           | $617.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-05-01      | 3.5000%  | 0.0000% | $1000.00           | $241.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-05-01      | 3.5000%  | 0.0000% | $1001.00           | $111.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-02-01      | 3.5000%  | 0.0000% | $5000.00           | $1175.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-03-01      | 3.5000%  | 0.0000% | $1000.00           | $162.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-05-01      | 3.5000%  | 0.0000% | $3376047.00        | $1276236.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $2000.00           | $1065.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-01-01      | 4.5000%  | 0.0000% | $13012.00          | $1674.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-06-01      | 3.0000%  | 0.0000% | $6000.00           | $2458.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-03-01      | 3.0000%  | 0.0000% | $1002.00           | $389.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-03-01      | 4.0000%  | 0.0000% | $4000.00           | $1205.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-02-01      | 4.5000%  | 0.0000% | $1000.00           | $180.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 3.0000%  | 0.0000% | $9003.00           | $3199.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-05-01      | 3.5000%  | 0.0000% | $21000.00          | $4470.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-04-01      | 4.0000%  | 0.0000% | $56013.00          | $1092.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.0000%  | 0.0000% | $2000.00           | $1135.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-04-01      | 3.5000%  | 0.0000% | $11000.00          | $4216.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $540.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-06-01      | 5.0000%  | 0.0000% | $1000.00           | $229.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-04-01      | 4.5000%  | 0.0000% | $1200000.00        | $291677.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-09-01      | 5.0000%  | 0.0000% | $2000.00           | $599.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.0000%  | 0.0000% | $5000.00           | $2727.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 3.5000%  | 0.0000% | $13000.00          | $3000.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-03-01      | 3.5000%  | 0.0000% | $9000.00           | $2517.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.0000%  | 0.0000% | $1001.00           | $527.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-03-01      | 2.0000%  | 0.0000% | $992744.00         | $499738.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-09-01      | 4.0000%  | 0.0000% | $12000.00          | $2749.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-06-01      | 5.0000%  | 0.0000% | $11034.00          | $2544.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 4.0000%  | 0.0000% | $21000.00          | $6386.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 2.0000%  | 0.0000% | $849000.00         | $476733.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 2.5000%  | 0.0000% | $1008.00           | $478.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-01-01      | 3.5000%  | 0.0000% | $3999.00           | $1727.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 4.0000%  | 0.0000% | $3000.00           | $718.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 2.0000%  | 0.0000% | $8065.00           | $4516.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-02-01      | 2.5000%  | 0.0000% | $1000000.00        | $468741.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-07-01      | 5.0000%  | 0.0000% | $4000.00           | $1484.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 2.0000%  | 0.0000% | $1515.00           | $882.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-05-01      | 5.5000%  | 0.0000% | $9000.00           | $3701.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 2.5000%  | 0.0000% | $800000.00         | $427986.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-03-01      | 3.0000%  | 0.0000% | $1000.00           | $341.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $567.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 2.0000%  | 0.0000% | $1071.00           | $572.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 2.0000%  | 0.0000% | $6000.00           | $2727.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-06-01      | 6.5000%  | 0.0000% | $1000.00           | $385.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-03-01      | 2.0000%  | 0.0000% | $580000.00         | $279353.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $542.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $554.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-03-01      | 2.0000%  | 0.0000% | $4000.00           | $1701.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-09-01      | 3.0000%  | 0.0000% | $3000.00           | $1234.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-03-01      | 2.5000%  | 0.0000% | $1000.00           | $529.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 2.0000%  | 0.0000% | $4000.00           | $2379.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.5000%  | 0.0000% | $9313712.00        | $5293922.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-07-01      | 4.0000%  | 0.0000% | $7000.00           | $2074.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 3.0000%  | 0.0000% | $1000.00           | $455.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $630.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-03-01      | 4.0000%  | 0.0000% | $1000.00           | $326.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-06-01      | 3.0000%  | 0.0000% | $19312.00          | $12056.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 3.0000%  | 0.0000% | $4002.00           | $1865.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-06-01      | 3.0000%  | 0.0000% | $2000.00           | $958.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 5.0000%  | 0.0000% | $3000.00           | $947.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-03-01      | 3.5000%  | 0.0000% | $4000.00           | $1334.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 3.5000%  | 0.0000% | $693530.00         | $230096.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-06-01      | 3.0000%  | 0.0000% | $2001.00           | $1167.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-11-01      | 4.5000%  | 0.0000% | $2001.00           | $852.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-06-01      | 4.5000%  | 0.0000% | $5000.00           | $2332.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.0000%  | 0.0000% | $3003844.00        | $1643648.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 3.5000%  | 0.0000% | $1000.00           | $433.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-09-01      | 2.0000%  | 0.0000% | $35000.00          | $17598.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-07-01      | 2.5000%  | 0.0000% | $1000.00           | $500.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-08-01      | 3.0000%  | 0.0000% | $2000.00           | $836.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-04-01      | 3.0000%  | 0.0000% | $1000.00           | $488.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-05-01      | 5.5000%  | 0.0000% | $4000.00           | $1763.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 2.5000%  | 0.0000% | $3000.00           | $1939.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-03-01      | 4.5000%  | 0.0000% | $1000.00           | $462.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 2.0000%  | 0.0000% | $1328352.00        | $805896.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $517.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.0000%  | 0.0000% | $1348.00           | $833.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 2.0000%  | 0.0000% | $4000.00           | $2721.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-06-01      | 3.5000%  | 0.0000% | $1001.00           | $535.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 4.0000%  | 0.0000% | $10000.00          | $4413.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.0000%  | 0.0000% | $3000.00           | $1897.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 3.0000%  | 0.0000% | $4000.00           | $2535.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 3.0000%  | 0.0000% | $6999.00           | $4292.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-06-01      | 3.0000%  | 0.0000% | $1000.00           | $474.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $645.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 3.0000%  | 0.0000% | $96176076.00       | $61957009.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-07-01      | 5.0000%  | 0.0000% | $3000.00           | $1611.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-06-01      | 3.0000%  | 0.0000% | $3160.00           | $1392.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.5000%  | 0.0000% | $421000.00         | $270552.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $654.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-03-01      | 3.0000%  | 0.0000% | $124610.00         | $69543.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 4.0000%  | 0.0000% | $104000.00         | $74375.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-03-01      | 2.5000%  | 0.0000% | $1000.00           | $639.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $635.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 3.0000%  | 0.0000% | $1000.00           | $593.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 3.5000%  | 0.0000% | $1000.00           | $635.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $116000.00         | $80496.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-02-01      | 2.5000%  | 0.0000% | $1001.00           | $588.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $702.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $698.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.5000%  | 0.0000% | $9000.00           | $6199.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $679.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 2.0000%  | 0.0000% | $260000.00         | $164380.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 2.5000%  | 0.0000% | $50000.00          | $33358.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $707.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.0000%  | 0.0000% | $123934.00         | $86758.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $751.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 2.5000%  | 0.0000% | $2000.00           | $1351.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.5000%  | 0.0000% | $949987.00         | $653404.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.5000%  | 0.0000% | $2000594.00        | $1365041.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $725.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 4.0000%  | 0.0000% | $2000.00           | $1402.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-08-01      | 4.0000%  | 0.0000% | $47997.00          | $30583.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-02-01      | 3.0000%  | 0.0000% | $7000.00           | $4566.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $761.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.0000%  | 0.0000% | $6665224.00        | $4389575.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.0000%  | 0.0000% | $130000.00         | $94662.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.0000%  | 0.0000% | $1049886.00        | $777448.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 5.0000%  | 0.0000% | $2000.00           | $1431.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.0000%  | 0.0000% | $1001.00           | $650.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 2.5000%  | 0.0000% | $1000.00           | $693.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 4.5000%  | 0.0000% | $30000.00          | $21655.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $12122000.00       | $9719277.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.0000%  | 0.0000% | $1802025.00        | $1133585.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.0000%  | 0.0000% | $2214.00           | $1686.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.5000%  | 0.0000% | $581860.00         | $417496.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1551.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-03-01      | 4.5000%  | 0.0000% | $48012.00          | $34540.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 2.5000%  | 0.0000% | $3016.00           | $2064.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $751.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 3.0000%  | 0.0000% | $2000.00           | $1388.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 2.0000%  | 0.0000% | $2001.00           | $1340.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 3.0000%  | 0.0000% | $2000.00           | $1457.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $811.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 5.5000%  | 0.0000% | $3000.00           | $2235.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $746.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 4.5000%  | 0.0000% | $1000.00           | $796.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 4.5000%  | 0.0000% | $2000.00           | $1591.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.0000%  | 0.0000% | $3000.00           | $2444.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.5000%  | 0.0000% | $5000.00           | $3336.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-12-01      | 5.0000%  | 0.0000% | $1000.00           | $664.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $16043920.00       | $13039600.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.5000%  | 0.0000% | $3886286.00        | $2485233.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 4.0000%  | 0.0000% | $4000.00           | $2956.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 6.5000%  | 0.0000% | $42510.00          | $23243.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 2.5000%  | 0.0000% | $24000.00          | $17437.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $1396980.00        | $1070039.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.0000%  | 0.0000% | $1918215.00        | $1506551.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-02-01      | 3.0000%  | 0.0000% | $3000.00           | $2184.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.0000%  | 0.0000% | $2000.00           | $1396.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $722.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 4.0000%  | 0.0000% | $790193.00         | $631139.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $727.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 2.5000%  | 0.0000% | $1124628.00        | $837599.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1300.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.5000%  | 0.0000% | $500000.00         | $419433.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 2.5000%  | 0.0000% | $1000.00           | $714.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-02-01      | 3.0000%  | 0.0000% | $258000.00         | $200551.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 3.0000%  | 0.0000% | $5000.00           | $3710.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 5.0000%  | 0.0000% | $1345732.00        | $1135240.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 3.5000%  | 0.0000% | $92541.00          | $74594.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-04-01      | 3.5000%  | 0.0000% | $2001.00           | $1506.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $2012.00           | $1667.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.0000%  | 0.0000% | $1000000.00        | $753303.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $736.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 6.0000%  | 0.0000% | $97999.00          | $81678.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.5000%  | 0.0000% | $2048.00           | $1558.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 2.5000%  | 0.0000% | $2000.00           | $1535.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 5.5000%  | 0.0000% | $74000.00          | $62922.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.0000%  | 0.0000% | $34448.00          | $29775.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.0000%  | 0.0000% | $2008.00           | $1379.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.0000%  | 0.0000% | $2042.00           | $1499.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $832.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.0000%  | 0.0000% | $4058.00           | $3276.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.5000%  | 0.0000% | $2000.00           | $1509.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.0000%  | 0.0000% | $574000.00         | $501252.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.5000%  | 0.0000% | $1010.00           | $890.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.5000%  | 0.0000% | $155000.00         | $119434.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1760.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $870.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.0000%  | 0.0000% | $1024.00           | $949.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 4.5000%  | 0.0000% | $294703.00         | $289916.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1054.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 6.0000%  | 0.0000% | $5532918.00        | $5727057.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 6.5000%  | 0.0000% | $1061.00           | $1102.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-01-01      | 5.5000%  | 0.0000% | $4317.00           | $22.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-04-01      | 5.5000%  | 0.0000% | $1526252.00        | $27028.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-08-01      | 6.5000%  | 0.0000% | $1051.00           | $16.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-10-01      | 6.5000%  | 0.0000% | $4471052.00        | $29553.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-01-01      | 6.0000%  | 0.0000% | $42116223.00       | $635253.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-10-01      | 6.5000%  | 0.0000% | $2014.00           | $14.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-10-01      | 6.5000%  | 0.0000% | $1301153.00        | $16735.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-09-01      | 6.0000%  | 0.0000% | $5525055.00        | $50695.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-10-01      | 6.0000%  | 0.0000% | $2315.00           | $3.00              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-07-01      | 4.5000%  | 0.0000% | $3000.00           | $217.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-07-01      | 4.5000%  | 0.0000% | $353000.00         | $11308.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-04-01      | 4.5000%  | 0.0000% | $1000.00           | $34.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-09-01      | 6.5000%  | 0.0000% | $11996.00          | $45.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-08-01      | 6.0000%  | 0.0000% | $2020.00           | $4.00              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-10-01      | 6.0000%  | 0.0000% | $1001.00           | $4.00              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-11-01      | 6.0000%  | 0.0000% | $54515.00          | $160.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-02-01      | 6.0000%  | 0.0000% | $1000.00           | $18.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-08-01      | 5.5000%  | 0.0000% | $1040.00           | $17.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-09-01      | 5.5000%  | 0.0000% | $3975991.00        | $58349.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-07-01      | 5.0000%  | 0.0000% | $3039.00           | $40.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-03-01      | 5.0000%  | 0.0000% | $1000.00           | $76.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-07-01      | 4.5000%  | 0.0000% | $3071.00           | $54.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-06-01      | 4.5000%  | 0.0000% | $15968000.00       | $810921.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-07-01      | 4.5000%  | 0.0000% | $4000.00           | $239.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-11-01      | 4.0000%  | 0.0000% | $4023.00           | $381.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-12-01      | 5.0000%  | 0.0000% | $4131864.00        | $100791.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-10-01      | 4.0000%  | 0.0000% | $4082.00           | $168.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-10-01      | 3.0000%  | 0.0000% | $22497.00          | $3214.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-01-01      | 4.5000%  | 0.0000% | $590000.00         | $48975.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-11-01      | 4.0000%  | 0.0000% | $2000.00           | $89.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-06-01      | 3.0000%  | 0.0000% | $1000.00           | $103.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-04-01      | 4.5000%  | 0.0000% | $1000.00           | $115.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-07-01      | 4.0000%  | 0.0000% | $1008.00           | $95.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-11-01      | 4.5000%  | 0.0000% | $1006.00           | $121.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $75.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-09-01      | 5.0000%  | 0.0000% | $2000.00           | $174.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-10-01      | 4.5000%  | 0.0000% | $2000.00           | $162.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.0000%  | 0.0000% | $44000.00          | $3407.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 5.0000%  | 0.0000% | $26000.00          | $2130.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-10-01      | 3.0000%  | 0.0000% | $3000.00           | $486.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-10-01      | 2.5000%  | 0.0000% | $2000.00           | $385.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-04-01      | 3.0000%  | 0.0000% | $1000.00           | $226.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-06-01      | 4.0000%  | 0.0000% | $3315998.00        | $341382.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-07-01      | 3.5000%  | 0.0000% | $750000.00         | $79394.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-08-01      | 4.5000%  | 0.0000% | $2968961.00        | $348598.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-10-01      | 3.0000%  | 0.0000% | $356000.00         | $46094.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-01-01      | 3.0000%  | 0.0000% | $2000.00           | $315.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-06-01      | 5.0000%  | 0.0000% | $3008.00           | $208.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-08-01      | 3.5000%  | 0.0000% | $71000.00          | $4955.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 1.5000%  | 0.0000% | $1023.00           | $625.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.5000%  | 0.0000% | $3226.00           | $1868.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $600.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $634.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-02-01      | 5.0000%  | 0.0000% | $842519.00         | $52706.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-05-01      | 4.5000%  | 0.0000% | $27589.00          | $3105.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-06-01      | 3.0000%  | 0.0000% | $45601.00          | $4426.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-10-01      | 3.5000%  | 0.0000% | $276000.00         | $32949.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-12-01      | 3.5000%  | 0.0000% | $7002.00           | $943.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-01-01      | 3.0000%  | 0.0000% | $35693696.00       | $6206290.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-02-01      | 3.5000%  | 0.0000% | $2021.00           | $277.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-05-01      | 3.5000%  | 0.0000% | $2000.00           | $416.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-06-01      | 3.0000%  | 0.0000% | $1000.00           | $262.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-09-01      | 3.0000%  | 0.0000% | $1029.00           | $268.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 1.5000%  | 0.0000% | $732076.00         | $398517.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 2.5000%  | 0.0000% | $3326960.00        | $1824851.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 2.0000%  | 0.0000% | $1022.00           | $602.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-06-01      | 2.5000%  | 0.0000% | $5454506.00        | $3146416.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 6.0000%  | 0.0000% | $1134328.00        | $741621.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 6.0000%  | 0.0000% | $1024.00           | $706.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 5.0000%  | 0.0000% | $2000.00           | $1751.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-04-01      | 5.5000%  | 0.0000% | $7550000.00        | $5436078.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.0000%  | 0.0000% | $1492000.00        | $1058982.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-12-01      | 2.0000%  | 0.0000% | $4500000.00        | $2793733.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.5000%  | 0.0000% | $1679.00           | $1082.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $653.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $676.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 2.0000%  | 0.0000% | $1129810.00        | $773603.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $732.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-05-01      | 2.5000%  | 0.0000% | $4000.00           | $2692.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 3.0000%  | 0.0000% | $543824.00         | $398298.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 3.5000%  | 0.0000% | $467000.00         | $348182.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-06-01      | 2.5000%  | 0.0000% | $1000.00           | $673.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $765.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.0000%  | 0.0000% | $73190.00          | $56114.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1431.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $2154000.00        | $1540789.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $5027.00           | $3670.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-09-01      | 4.5000%  | 0.0000% | $6717.00           | $4125.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 6.0000%  | 0.0000% | $3048.00           | $2130.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 4.0000%  | 0.0000% | $1000.00           | $780.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 5.5000%  | 0.0000% | $1118000.00        | $808618.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 3.5000%  | 0.0000% | $60000.00          | $47184.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.0000%  | 0.0000% | $488479.00         | $384521.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 6.5000%  | 0.0000% | $1759.00           | $858.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-02-01      | 4.5000%  | 0.0000% | $126332.00         | $62263.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.5000%  | 0.0000% | $5000.00           | $3724.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 3.5000%  | 0.0000% | $78045.00          | $60569.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $4000.00           | $3280.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $754.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 3.5000%  | 0.0000% | $2000.00           | $1664.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.0000%  | 0.0000% | $27870122.00       | $22732034.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.0000%  | 0.0000% | $28000.00          | $23205.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 4.0000%  | 0.0000% | $27000.00          | $22276.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 4.5000%  | 0.0000% | $4000.00           | $3387.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.5000%  | 0.0000% | $3000.00           | $2335.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 4.0000%  | 0.0000% | $42000.00          | $35102.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 5.5000%  | 0.0000% | $1006.00           | $780.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $677.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-07-01      | 3.5000%  | 0.0000% | $24000.00          | $17264.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 5.0000%  | 0.0000% | $218928.00         | $192470.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 5.5000%  | 0.0000% | $2269276.00        | $1844810.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.5000%  | 0.0000% | $2003.00           | $1072.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 5.0000%  | 0.0000% | $660850.00         | $612371.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.5000%  | 0.0000% | $2000.00           | $1262.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 5.0000%  | 0.0000% | $3058.00           | $2816.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $667.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.0000%  | 0.0000% | $1742547.00        | $1610542.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-12-01      | 4.5000%  | 0.0000% | $19895.00          | $16424.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 4.5000%  | 0.0000% | $22000.00          | $20211.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 4.0000%  | 0.0000% | $116000.00         | $106103.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 3.5000%  | 0.0000% | $12000.00          | $10730.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 4.0000%  | 0.0000% | $455000.00         | $416145.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 5.0000%  | 0.0000% | $33000.00          | $30847.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.0000%  | 0.0000% | $4000.00           | $3190.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.5000%  | 0.0000% | $3000.00           | $2683.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.0000%  | 0.0000% | $7500000.00        | $7170366.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $934.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.5000%  | 0.0000% | $267202.00         | $247116.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $975.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.5000%  | 0.0000% | $5083.00           | $4840.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 4.0000%  | 0.0000% | $38513.00          | $36593.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $987.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 4.5000%  | 0.0000% | $1231488.00        | $1214039.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.0000%  | 0.0000% | $44030207.00       | $44259859.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.0000%  | 0.0000% | $45265792.00       | $45364872.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1011.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-03-01      | 5.0000%  | 0.0000% | $1002.00           | $27.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-06-01      | 5.0000%  | 0.0000% | $1333.00           | $56.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-08-01      | 4.5000%  | 0.0000% | $1000.00           | $24.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-08-01      | 6.5000%  | 0.0000% | $1000.00           | $32.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-08-01      | 4.5000%  | 0.0000% | $1000.00           | $36.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-09-01      | 4.5000%  | 0.0000% | $2005.00           | $79.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-10-01      | 4.5000%  | 0.0000% | $12329586.00       | $557923.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-10-01      | 4.5000%  | 0.0000% | $4819810.00        | $184936.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-12-01      | 4.5000%  | 0.0000% | $1008.00           | $84.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 6.5000%  | 0.0000% | $1240598.00        | $742263.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.0000%  | 0.0000% | $2502109.00        | $1921313.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.5000%  | 0.0000% | $101000.00         | $97103.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 4.5000%  | 0.0000% | $1212548.00        | $1183760.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.5000%  | 0.0000% | $29758.00          | $25344.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.5000%  | 0.0000% | $1002.00           | $978.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $997.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 5.5000%  | 0.0000% | $2000.00           | $2018.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.0000%  | 0.0000% | $4947376.00        | $4369470.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.0000%  | 0.0000% | $2000.00           | $2039.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.0000%  | 0.0000% | $1158240.00        | $1181824.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1058.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.0000%  | 0.0000% | $2000.00           | $1624.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $513.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $965.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.0000%  | 0.0000% | $3509250.00        | $3210456.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $920.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.5000%  | 0.0000% | $2669568.00        | $2506418.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $961.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $943.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.0000%  | 0.0000% | $635166.00         | $633577.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.5000%  | 0.0000% | $2000.00           | $1248.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $930.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $863.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $995.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.5000%  | 0.0000% | $1002500.00        | $657782.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1020.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.5000%  | 0.0000% | $1214948.00        | $1257600.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.5000%  | 0.0000% | $1145188.00        | $1193092.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.5000%  | 0.0000% | $317330.00         | $321153.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $1093556.00        | $1103832.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.5000%  | 0.0000% | $908159.00         | $951186.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.0000%  | 0.0000% | $3092880.00        | $2867183.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 4.5000%  | 0.0000% | $4439.00           | $4337.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $912.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.5000%  | 0.0000% | $220496.00         | $218458.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.5000%  | 0.0000% | $276922.00         | $270807.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.0000%  | 0.0000% | $389468.00         | $299359.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.5000%  | 0.0000% | $2497418.00        | $2355362.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1002.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $1092528.00        | $1119827.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $2026.00           | $1870.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $1008.00           | $967.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $1470546.00        | $1509018.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 5.0000%  | 0.0000% | $680898.00         | $682845.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $6302688.00        | $5931603.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1024.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $1023.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $1008.00           | $870.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 5.5000%  | 0.0000% | $1008.00           | $1029.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $27727.00          | $26475.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1051.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $1008.00           | $1036.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.5000%  | 0.0000% | $1422504.00        | $1497997.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 5.5000%  | 0.0000% | $2806592.00        | $2864215.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 5.5000%  | 0.0000% | $4144872.00        | $4265927.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $235586.00         | $226822.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.0000%  | 0.0000% | $3302452.00        | $3335595.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 4.0000%  | 0.0000% | $1000.00           | $957.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.0000%  | 0.0000% | $1122421.00        | $1134357.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.0000%  | 0.0000% | $1049420.00        | $1061710.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.0000%  | 0.0000% | $4331100.00        | $4347893.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.5000%  | 0.0000% | $1887763.00        | $1980438.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.0000%  | 0.0000% | $2451976.00        | $2469149.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.0000%  | 0.0000% | $510820.00         | $525785.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.0000%  | 0.0000% | $24150.00          | $25014.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.0000%  | 0.0000% | $1001.00           | $1009.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 4.0000%  | 0.0000% | $520668.00         | $498308.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $998.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.0000%  | 0.0000% | $6399328.00        | $6366147.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.0000%  | 0.0000% | $3492270.00        | $3532489.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.0000%  | 0.0000% | $299917.00         | $311472.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $6949231.00        | $7160853.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.0000%  | 0.0000% | $4799000.00        | $4430067.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 4.5000%  | 0.0000% | $6000.00           | $5661.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 3.0000%  | 0.0000% | $39158.00          | $33343.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $22085.00          | $20974.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $129000.00         | $109684.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 5.0000%  | 0.0000% | $5088.00           | $4910.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $950.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.5000%  | 0.0000% | $95174153.00       | $92701086.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.0000%  | 0.0000% | $1024.00           | $951.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.5000%  | 0.0000% | $12390410.00       | $12432203.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.0000%  | 0.0000% | $54167746.00       | $55427979.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.5000%  | 0.0000% | $1640.00           | $1665.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.5000%  | 0.0000% | $1992644.00        | $2005915.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-11-01      | 2.0000%  | 0.0000% | $10286544.00       | $8260567.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1027.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-06-01      | 3.0000%  | 0.0000% | $21597348.00       | $19612847.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 6.5000%  | 0.0000% | $133758.00         | $79113.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 6.5000%  | 0.0000% | $2000.00           | $1342.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 6.5000%  | 0.0000% | $379630.00         | $322768.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 4.5000%  | 0.0000% | $3000.00           | $2754.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 4.5000%  | 0.0000% | $14901644.00       | $13556061.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%  | 0.0000% | $44554.00          | $36520.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.0000%  | 0.0000% | $2000.00           | $1929.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 6.0000%  | 0.0000% | $596652.00         | $621929.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 4.5000%  | 0.0000% | $342515.00         | $337197.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 6.5000%  | 0.0000% | $2002.00           | $2131.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1057.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.0000%  | 0.0000% | $20483772.00       | $20590611.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-02-01      | 5.5000%  | 0.0000% | $5626084.00        | $5778717.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 4.5000%  | 0.0000% | $2654424.00        | $2613738.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 6.0000%  | 0.0000% | $2048955.00        | $2124958.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $6228964.00        | $6350295.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $2000.00           | $2039.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 6.0000%  | 0.0000% | $1818708.00        | $1900838.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 4.5000%  | 0.0000% | $1608.00           | $1585.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 7.0000%  | 0.0000% | $212179.00         | $226509.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $3611933.00        | $3698686.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 6.0000%  | 0.0000% | $714958.00         | $736879.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $1617683.00        | $1649193.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $1010.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $813839.00         | $831695.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-03-20      | 4.5000%  | 0.0000% | $1003.00           | $73.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-03-20      | 4.5000%  | 0.0000% | $1003.00           | $81.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-06-15      | 4.7500%  | 0.0000% | $2072.00           | $67.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-10-20      | 5.5000%  | 0.0000% | $1000.00           | $83.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-03-20      | 3.5000%  | 0.0000% | $1006.00           | $90.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-02-20      | 6.0000%  | 0.0000% | $2023.00           | $99.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-03-20      | 6.0000%  | 0.0000% | $1086.00           | $42.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-05-20      | 6.0000%  | 0.0000% | $126000.00         | $4050.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-06-20      | 4.0000%  | 0.0000% | $2010.00           | $112.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-08-20      | 3.0000%  | 0.0000% | $1000.00           | $97.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-03-20      | 6.0000%  | 0.0000% | $72000.00          | $4990.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-04-20      | 6.0000%  | 0.0000% | $50000.00          | $2382.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-05-20      | 6.0000%  | 0.0000% | $25000.00          | $1065.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-04-20      | 6.5000%  | 0.0000% | $1077.00           | $61.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-10-20      | 4.0000%  | 0.0000% | $1001.00           | $54.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-10-20      | 5.5000%  | 0.0000% | $57000.00          | $3069.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-04-20      | 6.5000%  | 0.0000% | $39494.00          | $2128.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-11-20      | 3.0000%  | 0.0000% | $1000.00           | $136.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-01-20      | 4.0000%  | 0.0000% | $2000.00           | $119.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-03-20      | 4.0000%  | 0.0000% | $1000.00           | $97.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-03-20      | 4.5000%  | 0.0000% | $2001.00           | $128.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-04-20      | 4.0000%  | 0.0000% | $1000.00           | $59.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-04-20      | 4.5000%  | 0.0000% | $1000.00           | $71.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-05-20      | 5.5000%  | 0.0000% | $8400.00           | $480.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-05-20      | 4.0000%  | 0.0000% | $2001.00           | $113.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-06-20      | 4.5000%  | 0.0000% | $2002.00           | $131.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-07-20      | 6.0000%  | 0.0000% | $1000.00           | $51.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-08-20      | 6.0000%  | 0.0000% | $1260000.00        | $79016.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-09-20      | 5.5000%  | 0.0000% | $50690.00          | $2883.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-09-20      | 6.0000%  | 0.0000% | $28000.00          | $2371.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-10-20      | 4.5000%  | 0.0000% | $12192.00          | $783.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-10-20      | 4.0000%  | 0.0000% | $2003.00           | $128.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-11-20      | 4.0000%  | 0.0000% | $3002.00           | $193.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-11-20      | 6.0000%  | 0.0000% | $3660.00           | $305.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-01-20      | 3.5000%  | 0.0000% | $3000.00           | $205.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-03-20      | 3.0000%  | 0.0000% | $1001.00           | $104.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-05-20      | 6.0000%  | 0.0000% | $1000.00           | $114.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-04-20      | 3.0000%  | 0.0000% | $2657880.00        | $267596.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-04-20      | 4.5000%  | 0.0000% | $2000.00           | $130.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-08-20      | 6.0000%  | 0.0000% | $1008.00           | $89.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-06-20      | 3.0000%  | 0.0000% | $1000.00           | $97.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-07-20      | 3.0000%  | 0.0000% | $1006.00           | $108.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-09-20      | 6.0000%  | 0.0000% | $42000.00          | $2948.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-08-20      | 4.0000%  | 0.0000% | $1000.00           | $69.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-07-20      | 6.0000%  | 0.0000% | $25000.00          | $2037.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-10-20      | 6.5000%  | 0.0000% | $1000.00           | $94.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-09-20      | 5.5000%  | 0.0000% | $2002.00           | $188.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-09-20      | 4.5000%  | 0.0000% | $1003.00           | $72.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-10-20      | 5.0000%  | 0.0000% | $2004.00           | $156.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-09-20      | 6.0000%  | 0.0000% | $20000.00          | $1776.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-11-20      | 3.0000%  | 0.0000% | $2000.00           | $230.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-11-20      | 4.5000%  | 0.0000% | $1001.00           | $76.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-11-20      | 5.0000%  | 0.0000% | $1000.00           | $64.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-11-20      | 5.5000%  | 0.0000% | $14000.00          | $1228.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-01-20      | 6.5000%  | 0.0000% | $31000.00          | $2851.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-01-20      | 5.5000%  | 0.0000% | $5000.00           | $387.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-02-20      | 2.5000%  | 0.0000% | $4698.00           | $419.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-02-20      | 5.5000%  | 0.0000% | $1000.00           | $84.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-04-20      | 4.0000%  | 0.0000% | $9329.00           | $822.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-06-20      | 3.0000%  | 0.0000% | $2000.00           | $227.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-07-20      | 5.0000%  | 0.0000% | $1000.00           | $100.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-08-20      | 3.0000%  | 0.0000% | $852759.00         | $102808.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-08-20      | 5.0000%  | 0.0000% | $1000.00           | $86.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-08-20      | 6.0000%  | 0.0000% | $3000.00           | $286.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-07-20      | 6.5000%  | 0.0000% | $25000.00          | $2784.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-10-20      | 6.0000%  | 0.0000% | $23000.00          | $2958.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-09-20      | 6.5000%  | 0.0000% | $13001.00          | $2029.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-10-20      | 6.5000%  | 0.0000% | $2006.00           | $334.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-11-20      | 3.0000%  | 0.0000% | $7939.00           | $1045.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-01-20      | 3.0000%  | 0.0000% | $1000.00           | $93.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-01-20      | 2.5000%  | 0.0000% | $1020.00           | $163.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-01-20      | 5.5000%  | 0.0000% | $37000.00          | $4043.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-02-20      | 4.5000%  | 0.0000% | $1078.00           | $102.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-01-20      | 6.0000%  | 0.0000% | $3002.00           | $470.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-04-20      | 3.0000%  | 0.0000% | $2099.00           | $188.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-07-20      | 4.0000%  | 0.0000% | $1000.00           | $89.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-07-20      | 6.0000%  | 0.0000% | $1000.00           | $129.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-06-20      | 4.0000%  | 0.0000% | $2011.00           | $193.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-06-20      | 5.0000%  | 0.0000% | $52681.00          | $4563.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-07-20      | 6.0000%  | 0.0000% | $1000.00           | $141.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-07-20      | 3.5000%  | 0.0000% | $1000.00           | $120.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-02-20      | 6.5000%  | 0.0000% | $1000.00           | $116.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-09-20      | 6.0000%  | 0.0000% | $1000.00           | $116.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-10-20      | 6.5000%  | 0.0000% | $2000.00           | $339.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-10-20      | 6.0000%  | 0.0000% | $1000.00           | $119.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-10-20      | 4.0000%  | 0.0000% | $43000.00          | $4606.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-01-20      | 6.5000%  | 0.0000% | $11161.00          | $1765.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-12-20      | 6.5000%  | 0.0000% | $1006.00           | $127.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-04-20      | 3.0000%  | 0.0000% | $1000.00           | $153.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-10-20      | 5.0000%  | 0.0000% | $1000.00           | $122.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-12-20      | 6.5000%  | 0.0000% | $1000.00           | $168.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-09-20      | 4.5000%  | 0.0000% | $1000.00           | $76.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-10-20      | 6.0000%  | 0.0000% | $1000.00           | $117.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-11-20      | 5.5000%  | 0.0000% | $1000.00           | $88.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-12-20      | 5.0000%  | 0.0000% | $1104.00           | $66.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-01-20      | 5.5000%  | 0.0000% | $1000.00           | $75.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-01-20      | 6.5000%  | 0.0000% | $405000.00         | $65390.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-01-20      | 5.0000%  | 0.0000% | $2206.00           | $128.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-02-20      | 4.5000%  | 0.0000% | $1000.00           | $72.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-02-20      | 6.0000%  | 0.0000% | $1000.00           | $77.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-03-20      | 5.5000%  | 0.0000% | $1010.00           | $80.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-03-20      | 6.0000%  | 0.0000% | $2001.00           | $212.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-03-20      | 6.5000%  | 0.0000% | $1000.00           | $117.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-04-20      | 4.5000%  | 0.0000% | $2000.00           | $168.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-04-20      | 6.0000%  | 0.0000% | $25332.00          | $3160.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-05-20      | 5.5000%  | 0.0000% | $1003.00           | $86.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-06-20      | 5.0000%  | 0.0000% | $4001.00           | $313.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-07-20      | 5.5000%  | 0.0000% | $1000.00           | $90.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-08-20      | 3.5000%  | 0.0000% | $1000.00           | $118.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-12-20      | 3.0000%  | 0.0000% | $334566.00         | $56774.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-01-20      | 3.0000%  | 0.0000% | $13567.00          | $2386.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-01-20      | 5.5000%  | 0.0000% | $332997.00         | $35759.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-03-20      | 3.0000%  | 0.0000% | $15582569.00       | $2441776.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-08-20      | 3.0000%  | 0.0000% | $24585299.00       | $7083685.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 3.5000%  | 0.0000% | $1024.00           | $704.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 2.0000%  | 0.0000% | $27000.00          | $17353.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-09-20      | 2.0000%  | 0.0000% | $25835.00          | $14807.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-11-20      | 5.0000%  | 0.0000% | $1000.00           | $448.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 3.0000%  | 0.0000% | $79000.00          | $48494.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.0000%  | 0.0000% | $10000.00          | $6423.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 4.5000%  | 0.0000% | $60157216.00       | $49900184.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 5.5000%  | 0.0000% | $95848.00          | $70947.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 5.5000%  | 0.0000% | $359538.00         | $266133.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 4.0000%  | 0.0000% | $19994912.00       | $14669092.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 5.5000%  | 0.0000% | $11324.00          | $7335.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-10-20      | 4.0000%  | 0.0000% | $1000.00           | $745.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-12-20      | 5.5000%  | 0.0000% | $2000.00           | $1320.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 6.0000%  | 0.0000% | $6000.00           | $3116.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-02-20      | 5.0000%  | 0.0000% | $1252.00           | $944.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-02-20      | 5.5000%  | 0.0000% | $21213080.00       | $14211660.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-03-20      | 5.0000%  | 0.0000% | $3000.00           | $2300.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 5.5000%  | 0.0000% | $20895872.00       | $14562555.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 5.5000%  | 0.0000% | $1000.00           | $745.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.0000%  | 0.0000% | $17567900.00       | $10236389.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 5.0000%  | 0.0000% | $16664400.00       | $14651463.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 5.5000%  | 0.0000% | $17706257.00       | $14100370.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 6.0000%  | 0.0000% | $2000.00           | $1116.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 5.0000%  | 0.0000% | $2242838.00        | $1991639.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 4.0000%  | 0.0000% | $5344.00           | $4775.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 6.0000%  | 0.0000% | $5000.00           | $3485.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.5000%  | 0.0000% | $17633160.00       | $8355071.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-07-20      | 2.5000%  | 0.0000% | $521800.00         | $117059.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 4.5000%  | 0.0000% | $925000.00         | $858006.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 6.0000%  | 0.0000% | $30000.00          | $19495.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 4.0000%  | 0.0000% | $2000.00           | $1821.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 4.5000%  | 0.0000% | $2000.00           | $1835.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 5.5000%  | 0.0000% | $3339.00           | $2792.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-06-15      | 2.5000%  | 0.0000% | $44753.00          | $7663.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-08-15      | 3.5000%  | 0.0000% | $10953.00          | $665.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-08-20      | 4.0000%  | 0.0000% | $25000.00          | $2868.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-10-20      | 4.5000%  | 0.0000% | $45000.00          | $3694.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 5.0000%  | 0.0000% | $5884.00           | $5776.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 5.5000%  | 0.0000% | $3151180.00        | $3213138.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 5.5000%  | 0.0000% | $1001.00           | $1019.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 5.5000%  | 0.0000% | $3000.00           | $3054.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 5.5000%  | 0.0000% | $1000.00           | $1018.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $883232.00         | $902999.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $10291792.00       | $10784805.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $3847168.00        | $4021109.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 7.0000%  | 0.0000% | $421398.00         | $448431.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $2082072.00        | $2181146.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 5.0000%  | 0.0000% | $1032.00           | $968.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 5.5000%  | 0.0000% | $9170321.00        | $7673615.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 5.5000%  | 0.0000% | $16736512.00       | $14026465.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 4.5000%  | 0.0000% | $3828656.00        | $3749262.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $26673.00          | $28181.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.5000%  | 0.0000% | $22730.00          | $23439.00          | Agency Mortgage-Backed Securities  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-11-15      | 3.3800%  | 0.0000% | $300.00            | $240.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $100.00            | $75.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $300.00            | $222.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $3200.00           | $2806.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-15      | 3.6300%  | 0.0000% | $26300.00          | $26493.00          | U.S. Treasuries (including strips) |

### Security 278: RBC DOMINION SECURITIES INC.

- **C.1 - Title:** RBC DOMINION SECURITIES INC. 3.845002%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05B6E3, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: TPR05B6E37791564RB
- **C.18 - Value (incl. sponsor support):** $174960187.50
- **C.18.a - Value (excl. sponsor support):** $174960187.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-07
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 DEPARTMENT OF THE TREASURY | 2026-02-12      | 0.0000%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-03-26      | 0.0000%  | 0.0000% | $100.00            | $99.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-23      | 0.0000%  | 0.0000% | $7208300.00        | $7151095.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-30      | 0.0000%  | 0.0000% | $200.00            | $198.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-02-10      | 0.0000%  | 0.0000% | $600.00            | $600.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-28      | 0.0000%  | 0.0000% | $100.00            | $99.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-06-04      | 0.0000%  | 0.0000% | $100.00            | $99.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-11-15      | 0.0000%  | 0.0000% | $2500.00           | $841.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-02-15      | 1.3800%  | 0.0000% | $443100.00         | $521094.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $100.00            | $67.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $2666200.00        | $2013528.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-05-15      | 1.1300%  | 0.0000% | $100.00            | $63.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $100.00            | $62.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-02-15      | 0.1300%  | 0.0000% | $300.00            | $185.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-02-15      | 3.6300%  | 0.0000% | $11699000.00       | $9636220.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $541800.00         | $533662.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-08-15      | 4.1300%  | 0.0000% | $100.00            | $93.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $100.00            | $99.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-15      | 3.1300%  | 0.0000% | $100.00            | $99.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-30      | 2.3800%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-15      | 1.6300%  | 0.0000% | $2000.00           | $1995.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-01-15      | 0.1300%  | 0.0000% | $52000.00          | $62826.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-05-15      | 0.6300%  | 0.0000% | $372900.00         | $327617.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-02-29      | 1.1300%  | 0.0000% | $100.00            | $96.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-11-15      | 1.3800%  | 0.0000% | $605800.00         | $528289.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-02-15      | 1.8800%  | 0.0000% | $2554800.00        | $2294532.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-04-30      | 2.8800%  | 0.0000% | $200.00            | $197.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-07-15      | 0.6300%  | 0.0000% | $8800.00           | $9312.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $1100.00           | $1036.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-31      | 3.1300%  | 0.0000% | $400.00            | $403.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-07-15      | 1.3800%  | 0.0000% | $44100.00          | $46343.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $80500.00          | $85206.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-03-31      | 4.1300%  | 0.0000% | $23493500.00       | $24134016.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-08-15      | 3.8800%  | 0.0000% | $9421300.00        | $9396204.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $40839200.00       | $41206053.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-09-15      | 3.3800%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $69307500.00       | $69641556.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-07-31      | 4.0000%  | 0.0000% | $10682000.00       | $10904798.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-31      | 3.6300%  | 0.0000% | $1000.00           | $1017.00           | U.S. Treasuries (including strips) |

### Security 279: RBC DOMINION SECURITIES INC.

- **C.1 - Title:** RBC DOMINION SECURITIES INC. 3.845002%
- **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: TPR05B6E4, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: TPR05B6E47791566RB
- **C.18 - Value (incl. sponsor support):** $1472664892.50
- **C.18.a - Value (excl. sponsor support):** $1472664892.50
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-07
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 CORPORATION   | 2046-12-01      | 3.0000%  | 0.0000% | $3523.00           | $775.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-05-01      | 2.0000%  | 0.0000% | $5053284.00        | $2786435.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-11-01      | 3.0000%  | 0.0000% | $1015.00           | $175.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.5000%  | 0.0000% | $11894056.00       | $6654563.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 2.5000%  | 0.0000% | $4448.00           | $2086.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 3.0000%  | 0.0000% | $58127002.00       | $10789573.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 6.5000%  | 0.0000% | $76481919.00       | $51927243.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 1.5000%  | 0.0000% | $3482880.00        | $1969741.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 7.0000%  | 0.0000% | $13051873.00       | $12544153.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 7.0000%  | 0.0000% | $7089950.00        | $6504810.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.5000%  | 0.0000% | $69033673.00       | $57704667.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1025.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-03-20      | 4.0000%  | 0.0000% | $1584005.00        | $133395.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-04-20      | 3.5000%  | 0.0000% | $1899.00           | $137.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-02-20      | 3.0000%  | 0.0000% | $2081.00           | $315.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-06-20      | 3.5000%  | 0.0000% | $81494634.00       | $9479381.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-06-20      | 4.0000%  | 0.0000% | $692502.00         | $66476.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-07-20      | 3.5000%  | 0.0000% | $2983.00           | $358.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-08-20      | 4.0000%  | 0.0000% | $2024.00           | $217.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-08-20      | 3.5000%  | 0.0000% | $1000.00           | $124.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-10-20      | 4.5000%  | 0.0000% | $60498300.00       | $4597079.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-04-20      | 3.5000%  | 0.0000% | $1024.00           | $93.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-07-20      | 3.5000%  | 0.0000% | $2000.00           | $212.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-06-20      | 3.0000%  | 0.0000% | $1024.00           | $254.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-08-20      | 2.0000%  | 0.0000% | $88172502.00       | $37798007.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-08-20      | 3.0000%  | 0.0000% | $1272.00           | $366.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-09-20      | 3.5000%  | 0.0000% | $1000.00           | $285.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 3.5000%  | 0.0000% | $300617632.00      | $206622773.00      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 4.0000%  | 0.0000% | $39300838.00       | $27378619.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 4.0000%  | 0.0000% | $7225002.00        | $5146876.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.0000%  | 0.0000% | $297657601.00      | $212666071.00      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-03-20      | 2.0000%  | 0.0000% | $23322062.00       | $11775918.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-07-20      | 3.0000%  | 0.0000% | $2137.00           | $1128.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-08-20      | 3.0000%  | 0.0000% | $1025.00           | $573.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 3.0000%  | 0.0000% | $3007.00           | $1743.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-01-20      | 3.0000%  | 0.0000% | $1024.00           | $639.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.5000%  | 0.0000% | $6113227.00        | $4172822.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 4.0000%  | 0.0000% | $2009.00           | $1324.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.5000%  | 0.0000% | $1024.00           | $748.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 5.0000%  | 0.0000% | $17960272.00       | $13127974.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 4.5000%  | 0.0000% | $106579348.00      | $79409891.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-10-20      | 5.5000%  | 0.0000% | $101489.00         | $68117.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 4.5000%  | 0.0000% | $3543094.00        | $2700729.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 5.0000%  | 0.0000% | $1024.00           | $761.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 6.0000%  | 0.0000% | $3088.00           | $1604.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-02-20      | 5.0000%  | 0.0000% | $2040.00           | $1538.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 5.5000%  | 0.0000% | $1000.00           | $697.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.0000%  | 0.0000% | $3776.00           | $1570.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 5.5000%  | 0.0000% | $1000.00           | $743.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.0000%  | 0.0000% | $1024.00           | $595.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.5000%  | 0.0000% | $736241.00         | $322059.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 6.0000%  | 0.0000% | $11770750.00       | $7067474.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 5.0000%  | 0.0000% | $2465.00           | $2189.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 5.5000%  | 0.0000% | $3040.00           | $2265.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.0000%  | 0.0000% | $24129088.00       | $13720452.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 4.0000%  | 0.0000% | $69324.00          | $61152.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-07-20      | 3.5000%  | 0.0000% | $1000.00           | $799.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.5000%  | 0.0000% | $1160.00           | $1059.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 6.5000%  | 0.0000% | $1170.00           | $1161.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 5.5000%  | 0.0000% | $1812733.00        | $1584883.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 5.5000%  | 0.0000% | $12810724.00       | $10719861.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.5000%  | 0.0000% | $1008.00           | $1019.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-02-20      | 4.0000%  | 0.0000% | $27190099.00       | $1340484.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-06-15      | 4.0000%  | 0.0000% | $16400893.00       | $677767.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-05-20      | 4.0000%  | 0.0000% | $86058.00          | $4790.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-10-15      | 4.0000%  | 0.0000% | $2001.00           | $75.00             | Agency Mortgage-Backed Securities  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-02-19      | 0.0000%  | 0.0000% | $52578900.00       | $52489200.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-16      | 0.0000%  | 0.0000% | $100.00            | $99.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-03-26      | 0.0000%  | 0.0000% | $100.00            | $99.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-23      | 0.0000%  | 0.0000% | $100.00            | $99.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-30      | 0.0000%  | 0.0000% | $600.00            | $595.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-02-17      | 0.0000%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-02      | 0.0000%  | 0.0000% | $100.00            | $99.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-08-15      | 0.0000%  | 0.0000% | $440100.00         | $158703.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-11-15      | 0.0000%  | 0.0000% | $635400.00         | $213822.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-08-15      | 0.0000%  | 0.0000% | $278400.00         | $90037.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-02-15      | 4.5000%  | 0.0000% | $800000.00         | $835440.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-11-15      | 3.1300%  | 0.0000% | $2078000.00        | $1726283.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-02-15      | 0.6300%  | 0.0000% | $11645700.00       | $12324098.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-08-15      | 3.1300%  | 0.0000% | $11939900.00       | $9603516.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-02-15      | 0.7500%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-05-15      | 3.0000%  | 0.0000% | $100.00            | $77.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $317000.00         | $223909.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $130864800.00      | $87326178.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $3000.00           | $2266.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $8900.00           | $6729.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-05-15      | 3.1300%  | 0.0000% | $1000.00           | $764.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $200.00            | $150.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-02-15      | 0.2500%  | 0.0000% | $100.00            | $73.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $100.00            | $48.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-02-15      | 1.8800%  | 0.0000% | $100.00            | $57.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-02-15      | 1.8800%  | 0.0000% | $200.00            | $141.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $12300600.00       | $9078172.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $200.00            | $116.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $100.00            | $70.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $100.00            | $62.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-02-15      | 0.1300%  | 0.0000% | $200.00            | $123.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-05-15      | 2.8800%  | 0.0000% | $22365000.00       | $15725657.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $23245000.00       | $19473573.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $22546000.00       | $16415960.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-02-15      | 3.6300%  | 0.0000% | $700.00            | $577.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $400.00            | $343.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-02-15      | 3.8800%  | 0.0000% | $100.00            | $91.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-05-15      | 3.8800%  | 0.0000% | $7973200.00        | $7198136.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-05-15      | 4.6300%  | 0.0000% | $100.00            | $97.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-05-15      | 4.6300%  | 0.0000% | $2391600.00        | $2363597.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $1200.00           | $1105.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $100.00            | $95.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-11-15      | 4.6300%  | 0.0000% | $1404800.00        | $1385379.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-02-15      | 2.3800%  | 0.0000% | $700.00            | $691.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $100.00            | $103.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $17117900.00       | $17063642.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-05-15      | 2.8800%  | 0.0000% | $1637700.00        | $1622818.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-08-15      | 2.8800%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-30      | 2.3800%  | 0.0000% | $700.00            | $702.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-15      | 1.6300%  | 0.0000% | $26800.00          | $26736.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $103400.00         | $103081.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-03-31      | 0.6300%  | 0.0000% | $81000.00          | $78504.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-05-15      | 0.6300%  | 0.0000% | $248800.00         | $218587.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-03-31      | 0.7500%  | 0.0000% | $104200.00         | $103979.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-31      | 0.6300%  | 0.0000% | $563100.00         | $556580.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-11-15      | 1.3800%  | 0.0000% | $16063400.00       | $14008116.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-02-15      | 1.8800%  | 0.0000% | $100.00            | $90.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-15      | 0.1300%  | 0.0000% | $844500.00         | $960141.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-04-30      | 2.8800%  | 0.0000% | $34170200.00       | $33616547.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-07-15      | 1.3800%  | 0.0000% | $1075900.00        | $1130630.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-08-15      | 3.8800%  | 0.0000% | $706000.00         | $709324.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-08-31      | 4.1300%  | 0.0000% | $300.00            | $309.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $52396600.00       | $53864402.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $100.00            | $106.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-15      | 4.1300%  | 0.0000% | $12000.00          | $12292.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-03-31      | 4.1300%  | 0.0000% | $88023600.00       | $90423436.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-04-15      | 2.1300%  | 0.0000% | $800.00            | $870.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $100.00            | $102.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-05-31      | 4.6300%  | 0.0000% | $200.00            | $209.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-15      | 4.3800%  | 0.0000% | $102200.00         | $103584.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-07-31      | 4.1300%  | 0.0000% | $897800.00         | $927540.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $18365700.00       | $18530676.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-09-15      | 3.3800%  | 0.0000% | $24282600.00       | $24529355.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-12-31      | 4.5000%  | 0.0000% | $100.00            | $103.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $100.00            | $104.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-01-31      | 4.3800%  | 0.0000% | $25330000.00       | $26474666.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-02-15      | 4.2500%  | 0.0000% | $100.00            | $103.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-02-29      | 4.1300%  | 0.0000% | $900.00            | $925.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $50973400.00       | $51602322.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $54000.00          | $54887.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-31      | 3.7700%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-07-31      | 4.0000%  | 0.0000% | $8174000.00        | $8344488.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-31      | 3.6300%  | 0.0000% | $200.00            | $203.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-08-31      | 3.8800%  | 0.0000% | $108131000.00      | $109158214.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-11-15      | 4.0000%  | 0.0000% | $100.00            | $99.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-12-31      | 3.6300%  | 0.0000% | $2397000.00        | $2385066.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-12-31      | 3.3800%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-01-15      | 3.5000%  | 0.0000% | $7657700.00        | $7645519.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-02-15      | 0.0000%  | 0.0000% | $3.00              | $2.00              | U.S. Treasuries (including strips) |

### Security 280: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05B6EB, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: TPR05B6EB7791566CR
- **C.18 - Value (incl. sponsor support):** $1443998411.60
- **C.18.a - Value (excl. sponsor support):** $1443998411.60
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 DEPARTMENT OF THE TREASURY | 2026-02-15      | 0.0000%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-02-15      | 3.1300%  | 0.0000% | $154654600.00      | $129022039.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $68549800.00       | $49726392.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $362788000.00      | $215733856.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $350218600.00      | $215673278.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-02-15      | 2.3800%  | 0.0000% | $282006600.00      | $209963612.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $260466000.00      | $189647809.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $219281000.00      | $215987504.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-05-15      | 4.6300%  | 0.0000% | $222603600.00      | $215748287.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-05-31      | 3.6300%  | 0.0000% | $25968700.00       | $26157307.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $5115100.00        | $5218812.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-15      | 3.5000%  | 0.0000% | $1000.00           | $1005.00           | U.S. Treasuries (including strips) |

### Security 281: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05B748, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05B7487791562CG
- **C.18 - Value (incl. sponsor support):** $827999172.00
- **C.18.a - Value (excl. sponsor support):** $827999172.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 DEPARTMENT OF THE TREASURY | 2028-11-15      | 3.1300%  | 0.0000% | $91077300.00       | $90503675.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-08-31      | 1.1300%  | 0.0000% | $100.00            | $94.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-08-31      | 4.3800%  | 0.0000% | $100.00            | $104.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-09-30      | 4.6300%  | 0.0000% | $213700.00         | $222499.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-10-31      | 4.8800%  | 0.0000% | $553960100.00      | $578866054.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-10-15      | 2.3800%  | 0.0000% | $10258500.00       | $11350304.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $38400.00          | $38855.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-09-15      | 3.3800%  | 0.0000% | $4400.00           | $4431.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-15      | 3.5000%  | 0.0000% | $162861000.00      | $163574016.00      | U.S. Treasuries (including strips) |

### Security 282: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 3.660001%
- **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: TPR05B749, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05B749779156ACG
- **C.18 - Value (incl. sponsor support):** $983999016.00
- **C.18.a - Value (excl. sponsor support):** $983999016.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 | 2053-05-20      | 4.0000%  | 0.0000% | $1500000.00        | $1183605.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 4.5000%  | 0.0000% | $39193552.00       | $32331730.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 5.0000%  | 0.0000% | $7719650.00        | $6218730.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 5.5000%  | 0.0000% | $39646206.00       | $29049591.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 6.0000%  | 0.0000% | $45416311.00       | $25590131.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 2.5000%  | 0.0000% | $420549.00         | $267819.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 3.0000%  | 0.0000% | $11130983.00       | $7426629.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 3.0000%  | 0.0000% | $1553523.00        | $1055668.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 4.0000%  | 0.0000% | $71422924.00       | $53839073.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 4.5000%  | 0.0000% | $10846789.00       | $8267983.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 5.0000%  | 0.0000% | $27337.00          | $20699.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 6.0000%  | 0.0000% | $1000.00           | $521.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 6.5000%  | 0.0000% | $1089.00           | $406.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 7.0000%  | 0.0000% | $201004.00         | $67657.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-12-20      | 3.0000%  | 0.0000% | $1404986.00        | $910384.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-12-20      | 3.5000%  | 0.0000% | $398000.00         | $294755.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-12-20      | 4.0000%  | 0.0000% | $14322843.00       | $11172661.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-12-20      | 4.5000%  | 0.0000% | $4732999.00        | $3677592.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-12-20      | 5.5000%  | 0.0000% | $65742208.00       | $43395059.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-12-20      | 6.0000%  | 0.0000% | $102228601.00      | $52178154.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-12-20      | 6.5000%  | 0.0000% | $50049999.00       | $17802072.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 3.5000%  | 0.0000% | $110000.00         | $78891.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 4.0000%  | 0.0000% | $3474525.00        | $2655323.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 5.0000%  | 0.0000% | $80800000.00       | $60044227.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 5.5000%  | 0.0000% | $377348353.00      | $245407600.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 6.0000%  | 0.0000% | $81534384.00       | $42341394.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 6.5000%  | 0.0000% | $189701463.00      | $71088618.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-02-20      | 3.0000%  | 0.0000% | $41513097.00       | $28147221.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-02-20      | 3.5000%  | 0.0000% | $6838415.00        | $4905829.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-02-20      | 4.0000%  | 0.0000% | $1200000.00        | $926143.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-02-20      | 4.5000%  | 0.0000% | $2570000.00        | $1999247.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-02-20      | 5.0000%  | 0.0000% | $50105000.00       | $37764022.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-02-20      | 5.5000%  | 0.0000% | $250000.00         | $167487.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-03-20      | 2.5000%  | 0.0000% | $318506.00         | $205340.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-03-20      | 3.0000%  | 0.0000% | $13787150.00       | $9214719.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-03-20      | 4.0000%  | 0.0000% | $78287863.00       | $59483186.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-03-20      | 4.5000%  | 0.0000% | $1925221.00        | $1509109.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-03-20      | 5.0000%  | 0.0000% | $774657.00         | $593912.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-03-20      | 5.5000%  | 0.0000% | $5268032.00        | $3589928.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-03-20      | 6.5000%  | 0.0000% | $50000000.00       | $20398675.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 3.5000%  | 0.0000% | $331000.00         | $237183.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 4.0000%  | 0.0000% | $347000.00         | $270257.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 4.5000%  | 0.0000% | $365000.00         | $294989.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 5.0000%  | 0.0000% | $2689000.00        | $2096885.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 3.0000%  | 0.0000% | $1200000.00        | $795444.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 3.0000%  | 0.0000% | $22844002.00       | $15589204.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 3.5000%  | 0.0000% | $28441602.00       | $19780710.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 4.5000%  | 0.0000% | $6749461.00        | $6260621.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 5.0000%  | 0.0000% | $1754860.00        | $1503907.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 4.5000%  | 0.0000% | $1981604.00        | $1477272.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-03-20      | 5.5000%  | 0.0000% | $3900039.00        | $3020988.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-12-20      | 5.5000%  | 0.0000% | $114000.00         | $60878.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-12-20      | 7.5000%  | 0.0000% | $1366764.00        | $1413729.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 5.5000%  | 0.0000% | $85000.00          | $67953.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-02-20      | 7.2500%  | 0.0000% | $1462062.00        | $1175447.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-02-20      | 4.5000%  | 0.0000% | $8023220.00        | $6661154.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 4.5000%  | 0.0000% | $3583098.00        | $2659669.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 4.5000%  | 0.0000% | $5072380.00        | $3977665.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-03-20      | 5.5000%  | 0.0000% | $2020788.00        | $1686432.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 6.5000%  | 0.0000% | $4009410.00        | $714141.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-02-20      | 7.5000%  | 0.0000% | $957581.00         | $226551.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-03-20      | 7.5000%  | 0.0000% | $801613.00         | $849894.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-03-20      | 7.5000%  | 0.0000% | $597240.00         | $619740.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 5.0000%  | 0.0000% | $14439927.00       | $12717440.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 6.0000%  | 0.0000% | $4590716.00        | $3693464.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 6.5000%  | 0.0000% | $5381521.00        | $4402070.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 6.5000%  | 0.0000% | $2747912.00        | $863719.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 6.5000%  | 0.0000% | $3293039.00        | $467523.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 5.5000%  | 0.0000% | $2611346.00        | $2325102.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 5.0000%  | 0.0000% | $1160318.00        | $890171.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 7.5000%  | 0.0000% | $1002561.00        | $1066623.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 6.0000%  | 0.0000% | $500000.00         | $503063.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 7.5000%  | 0.0000% | $1900654.00        | $1357299.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $13102326.00       | $13267792.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 4.5000%  | 0.0000% | $5207640.00        | $4168227.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-02-20      | 5.5000%  | 0.0000% | $400000.00         | $287005.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-03-20      | 5.5000%  | 0.0000% | $100000.00         | $72034.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-03-20      | 5.5000%  | 0.0000% | $610399.00         | $490936.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 5.0000%  | 0.0000% | $199000.00         | $154706.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 6.0000%  | 0.0000% | $331294.00         | $240321.00         | Agency Mortgage-Backed Securities |

### Security 283: RBC DOMINION SECURITIES INC.

- **C.1 - Title:** RBC DOMINION SECURITIES INC. 3.845002%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05B83E, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: TPR05B83E7791565RB
- **C.18 - Value (incl. sponsor support):** $1246998753.00
- **C.18.a - Value (excl. sponsor support):** $1246998753.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-07
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 DEPARTMENT OF THE TREASURY | 2026-03-05      | 0.0000%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-03-12      | 0.0000%  | 0.0000% | $52962000.00       | $52758679.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-02      | 0.0000%  | 0.0000% | $500.00            | $497.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-10-29      | 0.0000%  | 0.0000% | $429200.00         | $418196.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-23      | 0.0000%  | 0.0000% | $2962800.00        | $2939287.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-30      | 0.0000%  | 0.0000% | $200.00            | $198.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-02-10      | 0.0000%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-02-24      | 0.0000%  | 0.0000% | $1846700.00        | $1842613.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-28      | 0.0000%  | 0.0000% | $200.00            | $198.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-05-15      | 0.0000%  | 0.0000% | $16528200.00       | $7118679.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-02-15      | 0.0000%  | 0.0000% | $1200.00           | $444.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-08-15      | 0.0000%  | 0.0000% | $122840400.00      | $44296985.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-02-15      | 0.0000%  | 0.0000% | $47229200.00       | $16561675.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-08-15      | 0.0000%  | 0.0000% | $49150700.00       | $16759357.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-11-15      | 0.0000%  | 0.0000% | $244169900.00      | $82167078.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-08-15      | 0.0000%  | 0.0000% | $109227200.00      | $35325060.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-02-15      | 0.0000%  | 0.0000% | $362520100.00      | $114195282.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-02-15      | 4.6300%  | 0.0000% | $251900.00         | $258795.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-02-15      | 4.7500%  | 0.0000% | $800.00            | $828.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-11-15      | 3.1300%  | 0.0000% | $12500.00          | $10384.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-02-15      | 0.7500%  | 0.0000% | $1500.00           | $1689.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-08-15      | 2.7500%  | 0.0000% | $200.00            | $157.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-02-15      | 0.6300%  | 0.0000% | $13083800.00       | $13845972.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-05-15      | 2.8800%  | 0.0000% | $100.00            | $78.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $300.00            | $265.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-02-15      | 1.3800%  | 0.0000% | $6750900.00        | $7939188.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $200.00            | $144.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-02-15      | 0.7500%  | 0.0000% | $1896500.00        | $1917082.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-05-15      | 3.0000%  | 0.0000% | $100.00            | $77.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-11-15      | 3.0000%  | 0.0000% | $1181400.00        | $907916.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $1200.00           | $848.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $154400.00         | $103031.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $100.00            | $76.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $300.00            | $227.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-05-15      | 3.1300%  | 0.0000% | $7800.00           | $5961.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-08-15      | 3.0000%  | 0.0000% | $18168200.00       | $13669111.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $1400.00           | $1048.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-02-15      | 1.0000%  | 0.0000% | $1100.00           | $1027.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-11-15      | 2.3800%  | 0.0000% | $17600.00          | $11368.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $200.00            | $96.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-11-15      | 1.6300%  | 0.0000% | $300.00            | $158.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-02-15      | 0.1300%  | 0.0000% | $43488200.00       | $29307861.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-02-15      | 1.8800%  | 0.0000% | $153800.00         | $108358.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $26470100.00       | $15387372.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $26708300.00       | $18691187.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $2400.00           | $1478.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-02-15      | 0.1300%  | 0.0000% | $100.00            | $62.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-05-15      | 2.8800%  | 0.0000% | $5162300.00        | $3629804.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $1012000.00        | $847806.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $100.00            | $73.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-08-15      | 3.3800%  | 0.0000% | $800.00            | $686.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-02-15      | 3.6300%  | 0.0000% | $100.00            | $82.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $137446100.00      | $117956888.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-02-15      | 3.8800%  | 0.0000% | $757600.00         | $692866.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-05-15      | 3.8800%  | 0.0000% | $61900.00          | $55883.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-02-15      | 2.1300%  | 0.0000% | $200.00            | $192.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $8790200.00        | $8658175.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-05-15      | 4.6300%  | 0.0000% | $78005500.00       | $77092129.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $200.00            | $184.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-08-15      | 4.1300%  | 0.0000% | $100.00            | $93.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-11-15      | 4.6300%  | 0.0000% | $120200.00         | $118538.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-02-15      | 4.6300%  | 0.0000% | $64800.00          | $63546.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $3374400.00        | $3337792.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $1000.00           | $1001.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-08-15      | 4.8800%  | 0.0000% | $12408600.00       | $12766321.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-15      | 0.3800%  | 0.0000% | $200.00            | $264.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $1700.00           | $1685.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $200.00            | $261.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-05-15      | 2.8800%  | 0.0000% | $5943100.00        | $5889095.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-01-15      | 0.8800%  | 0.0000% | $1496900.00        | $1912202.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-30      | 2.3800%  | 0.0000% | $10300.00          | $10329.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $100.00            | $124.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $1548300.00        | $1543525.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-10-31      | 1.6300%  | 0.0000% | $21300.00          | $21075.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $105800.00         | $104454.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-28      | 1.1300%  | 0.0000% | $870500.00         | $852436.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-05-31      | 0.5000%  | 0.0000% | $6400.00           | $6156.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-31      | 0.3800%  | 0.0000% | $170900.00         | $163406.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-08-15      | 0.6300%  | 0.0000% | $893900.00         | $780003.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-11-15      | 0.8800%  | 0.0000% | $100.00            | $87.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-01-15      | 0.1300%  | 0.0000% | $1657000.00        | $1945928.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-02-29      | 1.1300%  | 0.0000% | $1000.00           | $957.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-02-28      | 0.5000%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $39025200.00       | $37331645.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-04-30      | 1.2500%  | 0.0000% | $402400.00         | $383765.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $5041200.00        | $4792663.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $200.00            | $190.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-07-15      | 0.1300%  | 0.0000% | $200.00            | $227.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $200.00            | $175.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $1491300.00        | $1409490.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-10-31      | 1.3800%  | 0.0000% | $206595000.00      | $195379679.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-11-15      | 1.3800%  | 0.0000% | $1200.00           | $1046.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-01-15      | 0.1300%  | 0.0000% | $36300.00          | $39229.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-02-15      | 1.8800%  | 0.0000% | $7032300.00        | $6315890.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-04-30      | 2.8800%  | 0.0000% | $1365900.00        | $1343769.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $5727400.00        | $5711953.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-05-15      | 2.8800%  | 0.0000% | $15871000.00       | $15008045.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-07-15      | 0.6300%  | 0.0000% | $300.00            | $317.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-31      | 3.1300%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-10-15      | 1.6300%  | 0.0000% | $100.00            | $112.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-10-31      | 4.1300%  | 0.0000% | $165800.00         | $169115.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $928300.00         | $1011906.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-05-31      | 3.7500%  | 0.0000% | $1263600.00        | $1271334.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-07-15      | 1.3800%  | 0.0000% | $12506600.00       | $13142803.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-08-15      | 3.8800%  | 0.0000% | $82361600.00       | $82749376.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-08-31      | 4.1300%  | 0.0000% | $158100.00         | $163051.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-09-30      | 4.6300%  | 0.0000% | $100.00            | $104.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-10-31      | 4.8800%  | 0.0000% | $100.00            | $105.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $900.00            | $953.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-30      | 4.8800%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-04-15      | 2.1300%  | 0.0000% | $27788700.00       | $30204715.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-05-15      | 4.3800%  | 0.0000% | $300.00            | $308.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $1400.00           | $1447.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-05-31      | 4.6300%  | 0.0000% | $25714000.00       | $26861145.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-06-15      | 4.6300%  | 0.0000% | $500.00            | $510.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-07-31      | 4.1300%  | 0.0000% | $5743300.00        | $5933552.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-09-15      | 3.3800%  | 0.0000% | $20644900.00       | $20854689.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-10-31      | 4.1300%  | 0.0000% | $100.00            | $103.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-10-31      | 3.8200%  | 0.0000% | $800.00            | $809.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-10-31      | 4.1300%  | 0.0000% | $100.00            | $102.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-11-30      | 4.1300%  | 0.0000% | $200.00            | $204.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-12-31      | 4.5000%  | 0.0000% | $2651900.00        | $2742476.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-01-31      | 4.3800%  | 0.0000% | $14690100.00       | $15353947.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-02-29      | 4.1300%  | 0.0000% | $14610100.00       | $15007881.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $710000.00         | $718528.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-04-15      | 1.6300%  | 0.0000% | $800.00            | $831.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $600.00            | $607.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-05-31      | 3.8800%  | 0.0000% | $1000.00           | $1011.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-05-31      | 4.1300%  | 0.0000% | $27975200.00       | $28414236.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $4244100.00        | $4264556.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $8000.00           | $8049.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-31      | 3.7700%  | 0.0000% | $2387700.00        | $2413596.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-08-31      | 3.8800%  | 0.0000% | $2200.00           | $2221.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-11-30      | 3.7500%  | 0.0000% | $200.00            | $198.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-12-31      | 3.3800%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-01-15      | 3.5000%  | 0.0000% | $200.00            | $200.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-02-15      | 0.0000%  | 0.0000% | $1108.00           | $788.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-08-15      | 0.0000%  | 0.0000% | $49407406.00       | $34288690.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-02-15      | 0.0000%  | 0.0000% | $5349226.00        | $3618195.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-08-15      | 0.0000%  | 0.0000% | $16412.00          | $8647.00           | U.S. Treasuries (including strips) |

### Security 284: WELLS FARGO SECURITIES, LLC

- **C.1 - Title:** WELLS FARGO SECURITIES, LLC 3.650000%
- **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: TPR05BC41, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: TPR05BC417791564WE
- **C.18 - Value (incl. sponsor support):** $2955000000.00
- **C.18.a - Value (excl. sponsor support):** $2955000000.00
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 | 2036-01-01      | 5.5000%  | 0.0000% | $500000.00         | $3558.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2027-08-01      | 5.5000%  | 0.0000% | $4400000.00        | $6834.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-02-01      | 7.0000%  | 0.0000% | $528404.00         | $6827.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2030-12-01      | 7.5000%  | 0.0000% | $20000000.00       | $23132.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-04-01      | 6.0000%  | 0.0000% | $1500000.00        | $85725.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-07-01      | 4.0000%  | 0.0000% | $36000.00          | $4729.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-03-01      | 3.0000%  | 0.0000% | $50000000.00       | $10576349.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-05-01      | 3.5000%  | 0.0000% | $95914890.00       | $19810348.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-04-01      | 3.5000%  | 0.0000% | $1241000.00        | $114752.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-05-01      | 3.5000%  | 0.0000% | $152963.00         | $12814.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-09-01      | 4.0000%  | 0.0000% | $123862.00         | $18906.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-11-01      | 3.5000%  | 0.0000% | $1637151.00        | $282069.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-03-01      | 5.5000%  | 0.0000% | $20491940.00       | $18387622.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2028-11-01      | 3.5000%  | 0.0000% | $141000.00         | $4552.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-09-01      | 4.0000%  | 0.0000% | $16760000.00       | $1966641.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-03-01      | 4.5000%  | 0.0000% | $196000.00         | $31438.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-12-01      | 3.0000%  | 0.0000% | $24000.00          | $4633.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-04-01      | 4.0000%  | 0.0000% | $42653.00          | $16731.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-05-01      | 3.5000%  | 0.0000% | $1389202.00        | $173244.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-07-01      | 3.0000%  | 0.0000% | $183821.00         | $16700.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-09-01      | 4.0000%  | 0.0000% | $13000.00          | $742.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-12-01      | 4.0000%  | 0.0000% | $129000.00         | $13359.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-01-01      | 4.5000%  | 0.0000% | $30000.00          | $1966.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2044-12-01      | 4.0000%  | 0.0000% | $200000.00         | $30760.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2032-09-01      | 7.5000%  | 0.0000% | $917964.00         | $1563.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2030-10-01      | 7.5000%  | 0.0000% | $101250.00         | $2267.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2035-02-01      | 5.0000%  | 0.0000% | $110000.00         | $1052.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2032-12-01      | 6.5000%  | 0.0000% | $2123264.00        | $16870.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-10-01      | 6.0000%  | 0.0000% | $1077276.00        | $744305.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-12-01      | 7.5000%  | 0.0000% | $1000157.00        | $278311.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-02-01      | 5.5000%  | 0.0000% | $1949380.00        | $1744449.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-01-01      | 7.5000%  | 0.0000% | $502865.00         | $194732.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-10-01      | 5.0000%  | 0.0000% | $18407836.00       | $17521290.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-11-01      | 5.5000%  | 0.0000% | $26468000.00       | $23760040.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-11-01      | 5.0000%  | 0.0000% | $3800576.00        | $3791485.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-01-01      | 5.5000%  | 0.0000% | $1010933.00        | $837743.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-12-01      | 6.0000%  | 0.0000% | $200000.00         | $203147.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-02-01      | 5.5000%  | 0.0000% | $1050808.00        | $856313.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-01-01      | 6.0000%  | 0.0000% | $4957828.00        | $3944783.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-02-01      | 6.0000%  | 0.0000% | $4805914.00        | $4402383.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-02-01      | 6.0000%  | 0.0000% | $4227370.00        | $3879886.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-04-01      | 5.5000%  | 0.0000% | $53810.00          | $54396.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-10-01      | 6.0000%  | 0.0000% | $1326522.00        | $1378374.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-09-01      | 5.5000%  | 0.0000% | $2763431.00        | $2797354.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-10-01      | 5.0000%  | 0.0000% | $1531994.00        | $1550097.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-10-01      | 5.0000%  | 0.0000% | $3592423.00        | $3481071.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-06-01      | 5.0000%  | 0.0000% | $2546223.00        | $2459998.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-07-01      | 6.5000%  | 0.0000% | $2862040.00        | $2973441.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-08-01      | 4.5000%  | 0.0000% | $1248490.00        | $1223972.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-07-01      | 4.0000%  | 0.0000% | $456597.00         | $434888.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-11-01      | 5.5000%  | 0.0000% | $66130902.00       | $63659748.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-01-01      | 4.5000%  | 0.0000% | $15354878.00       | $15137315.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-09-01      | 6.0000%  | 0.0000% | $5839546.00        | $5937868.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-10-01      | 5.0000%  | 0.0000% | $1595975.00        | $1596489.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-09-01      | 7.0000%  | 0.0000% | $1174534.00        | $1243561.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-09-01      | 6.0000%  | 0.0000% | $4350025.00        | $4527205.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-10-01      | 6.0000%  | 0.0000% | $4319190.00        | $4464896.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-10-01      | 5.0000%  | 0.0000% | $1086270.00        | $1089289.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-11-01      | 6.0000%  | 0.0000% | $2027293.00        | $2140455.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-11-01      | 4.5000%  | 0.0000% | $6601607.00        | $6493206.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-11-01      | 5.0000%  | 0.0000% | $1307021.00        | $1282454.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-11-01      | 5.5000%  | 0.0000% | $4832322.00        | $4929840.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-11-01      | 5.5000%  | 0.0000% | $1945385.00        | $1996442.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-12-01      | 4.5000%  | 0.0000% | $2224963.00        | $2156394.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-12-01      | 5.5000%  | 0.0000% | $1656576.00        | $1718835.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-01-01      | 4.5000%  | 0.0000% | $1362500.00        | $1343993.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-12-01      | 5.5000%  | 0.0000% | $1122668.00        | $1151370.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-02-01      | 4.0000%  | 0.0000% | $704000.00         | $76570.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-06-01      | 3.5000%  | 0.0000% | $320000.00         | $47874.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-09-01      | 3.0000%  | 0.0000% | $28000.00          | $4902.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-12-01      | 3.5000%  | 0.0000% | $100000.00         | $24201.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2031-11-01      | 2.0000%  | 0.0000% | $657811.00         | $128599.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-11-01      | 3.0000%  | 0.0000% | $115000.00         | $30635.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-01-01      | 3.5000%  | 0.0000% | $697954.00         | $116458.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2061-01-01      | 3.0000%  | 0.0000% | $66560270.00       | $34779904.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-11-01      | 4.0000%  | 0.0000% | $30007.00          | $3690.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-03-01      | 3.5000%  | 0.0000% | $8000.00           | $1127.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-03-01      | 4.0000%  | 0.0000% | $3724587.00        | $1249797.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-06-01      | 5.0000%  | 0.0000% | $1978238.00        | $294857.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-06-01      | 4.0000%  | 0.0000% | $296703.00         | $35126.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-07-01      | 4.0000%  | 0.0000% | $715977.00         | $58735.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-07-01      | 4.5000%  | 0.0000% | $103000.00         | $35787.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-12-01      | 3.5000%  | 0.0000% | $42740000.00       | $11346169.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-12-01      | 4.0000%  | 0.0000% | $343000.00         | $23920.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-01-01      | 4.0000%  | 0.0000% | $316853.00         | $23673.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-01-01      | 4.5000%  | 0.0000% | $61000.00          | $12862.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2035-07-01      | 2.0000%  | 0.0000% | $2609700.00        | $1376061.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-10-01      | 3.5000%  | 0.0000% | $14265406.00       | $5893977.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-01-01      | 4.0000%  | 0.0000% | $5000.00           | $946.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-09-01      | 2.0000%  | 0.0000% | $3000.00           | $1628.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2036-06-01      | 1.5000%  | 0.0000% | $467705.00         | $232162.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-02-01      | 2.0000%  | 0.0000% | $375000.00         | $212191.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-06-01      | 2.5000%  | 0.0000% | $15000.00          | $8484.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-08-01      | 5.5000%  | 0.0000% | $154678.00         | $156422.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-10-01      | 6.0000%  | 0.0000% | $2765275.00        | $2440188.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-09-01      | 5.0000%  | 0.0000% | $150000.00         | $142200.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-07-01      | 4.5000%  | 0.0000% | $745000.00         | $536141.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-08-01      | 4.5000%  | 0.0000% | $12300000.00       | $9026341.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-07-01      | 5.0000%  | 0.0000% | $9786230.00        | $7602042.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-06-01      | 5.5000%  | 0.0000% | $26849818.00       | $20465707.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-05-01      | 6.0000%  | 0.0000% | $3000000.00        | $1919598.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-08-01      | 6.0000%  | 0.0000% | $9033713.00        | $4615201.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-02-01      | 4.0000%  | 0.0000% | $746668.00         | $165646.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-05-01      | 4.0000%  | 0.0000% | $799188.00         | $242500.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-06-01      | 4.0000%  | 0.0000% | $75017920.00       | $20154547.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-08-01      | 4.5000%  | 0.0000% | $283000.00         | $46068.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-02-01      | 4.0000%  | 0.0000% | $45178912.00       | $2818501.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-12-01      | 4.0000%  | 0.0000% | $100000.00         | $28282.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-04-01      | 3.5000%  | 0.0000% | $415006.00         | $117607.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-07-01      | 3.0000%  | 0.0000% | $200000.00         | $66918.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-09-01      | 2.5000%  | 0.0000% | $239833.00         | $151193.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2035-11-01      | 3.0000%  | 0.0000% | $8871195.00        | $3107209.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-08-01      | 2.5000%  | 0.0000% | $575000.00         | $359731.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-12-01      | 2.5000%  | 0.0000% | $450050.00         | $289888.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-03-01      | 2.5000%  | 0.0000% | $10000.00          | $6420.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-07-01      | 4.0000%  | 0.0000% | $33979194.00       | $24290290.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-07-01      | 5.0000%  | 0.0000% | $125108738.00      | $90968427.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-08-01      | 5.0000%  | 0.0000% | $6620000.00        | $4689502.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-11-01      | 5.5000%  | 0.0000% | $300000.00         | $237929.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-04-01      | 5.5000%  | 0.0000% | $10775452.00       | $8822887.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-06-01      | 6.0000%  | 0.0000% | $3048000.00        | $2434687.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-06-01      | 5.5000%  | 0.0000% | $41050000.00       | $33223300.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-07-01      | 6.0000%  | 0.0000% | $200000.00         | $151543.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-08-01      | 5.5000%  | 0.0000% | $5000.00           | $4157.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-08-01      | 5.5000%  | 0.0000% | $42805640.00       | $32274729.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-11-01      | 5.0000%  | 0.0000% | $15000.00          | $12941.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-11-01      | 6.5000%  | 0.0000% | $64338495.00       | $46583911.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-11-01      | 6.5000%  | 0.0000% | $1651065.00        | $1041016.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-01-01      | 7.5000%  | 0.0000% | $65980000.00       | $31681734.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-02-01      | 4.5000%  | 0.0000% | $9930000.00        | $8495144.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-03-01      | 6.0000%  | 0.0000% | $3635558.00        | $3069941.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-03-01      | 6.5000%  | 0.0000% | $44100000.00       | $36783043.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-03-01      | 6.5000%  | 0.0000% | $50540000.00       | $36116182.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-03-01      | 6.5000%  | 0.0000% | $2448000.00        | $1569662.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-04-01      | 5.0000%  | 0.0000% | $163849.00         | $135781.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-04-01      | 6.0000%  | 0.0000% | $3590787.00        | $3050046.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-05-01      | 6.0000%  | 0.0000% | $566975.00         | $447715.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-05-01      | 5.0000%  | 0.0000% | $57266249.00       | $51749077.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-05-01      | 5.0000%  | 0.0000% | $14409922.00       | $11143767.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-05-01      | 5.5000%  | 0.0000% | $38727730.00       | $33208384.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-06-01      | 6.0000%  | 0.0000% | $1399530.00        | $1221906.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-01-01      | 6.5000%  | 0.0000% | $450125.00         | $409694.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-09-01      | 6.0000%  | 0.0000% | $15423142.00       | $14039372.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-10-01      | 5.5000%  | 0.0000% | $2380000.00        | $2243544.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-10-01      | 6.5000%  | 0.0000% | $38780000.00       | $33798536.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-10-01      | 5.0000%  | 0.0000% | $51718603.00       | $47564246.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-11-01      | 5.5000%  | 0.0000% | $101577646.00      | $98156965.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2039-11-01      | 5.5000%  | 0.0000% | $2828596.00        | $2495271.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-12-01      | 4.5000%  | 0.0000% | $35000.00          | $33341.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2039-12-01      | 5.0000%  | 0.0000% | $4935231.00        | $4593669.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-12-01      | 5.5000%  | 0.0000% | $1066025.00        | $1092027.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-01-01      | 6.5000%  | 0.0000% | $1671043.00        | $1756801.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-01-01      | 5.5000%  | 0.0000% | $1485178.00        | $1524650.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-01-01      | 5.0000%  | 0.0000% | $11728887.00       | $11789834.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-01-01      | 5.5000%  | 0.0000% | $5284070.00        | $5432751.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-01-01      | 5.5000%  | 0.0000% | $1519802.00        | $1561899.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-01-01      | 5.5000%  | 0.0000% | $1120835.00        | $1163655.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-01-01      | 6.0000%  | 0.0000% | $115000.00         | $107000.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-01-01      | 5.5000%  | 0.0000% | $4000.00           | $3806.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-02-01      | 6.0000%  | 0.0000% | $24827785.00       | $22729764.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-07-01      | 3.0000%  | 0.0000% | $119256000.00      | $100372132.00      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-10-01      | 3.5000%  | 0.0000% | $2628563.00        | $2299298.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-04-01      | 5.0000%  | 0.0000% | $2384308.00        | $2365621.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-03-01      | 3.0000%  | 0.0000% | $4025568.00        | $3303453.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-01-01      | 2.0000%  | 0.0000% | $999900.00         | $775148.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-04-01      | 4.5000%  | 0.0000% | $8500000.00        | $7852589.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-09-01      | 6.0000%  | 0.0000% | $17661715.00       | $15249550.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-04-01      | 3.0000%  | 0.0000% | $14216143.00       | $12640864.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-07-01      | 5.5000%  | 0.0000% | $8171000.00        | $7816629.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-08-01      | 5.5000%  | 0.0000% | $9811584.00        | $9101530.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-02-01      | 4.0000%  | 0.0000% | $2475000.00        | $2287201.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-06-01      | 6.5000%  | 0.0000% | $6224423.00        | $6034033.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-07-01      | 5.0000%  | 0.0000% | $55525420.00       | $47871622.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-07-01      | 6.0000%  | 0.0000% | $262780631.00      | $242163388.00      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-08-01      | 6.5000%  | 0.0000% | $6439311.00        | $6287905.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-04-01      | 4.0000%  | 0.0000% | $936651.00         | $902822.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-08-01      | 4.0000%  | 0.0000% | $34926019.00       | $33278268.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-02-01      | 6.0000%  | 0.0000% | $38000000.00       | $35112628.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-10-01      | 5.5000%  | 0.0000% | $214701935.00      | $210319292.00      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-11-01      | 3.5000%  | 0.0000% | $17221064.00       | $16134993.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-02-01      | 3.5000%  | 0.0000% | $19792144.00       | $18480873.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-08-01      | 3.5000%  | 0.0000% | $24792741.00       | $23185868.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-03-01      | 4.0000%  | 0.0000% | $31780599.00       | $30539891.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-03-01      | 3.0000%  | 0.0000% | $51504280.00       | $46113139.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-02-01      | 6.0000%  | 0.0000% | $42811544.00       | $43255876.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-11-01      | 6.0000%  | 0.0000% | $59166367.00       | $60065847.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-10-01      | 7.0000%  | 0.0000% | $122218727.00      | $127040580.00      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-11-01      | 6.5000%  | 0.0000% | $31368083.00       | $33215155.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-04-01      | 6.5000%  | 0.0000% | $23070410.00       | $23311418.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-12-01      | 5.0000%  | 0.0000% | $40498556.00       | $41122917.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-12-01      | 5.0000%  | 0.0000% | $21300960.00       | $21225876.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-07-01      | 6.5000%  | 0.0000% | $7160936.00        | $7587120.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2037-10-01      | 3.5000%  | 0.0000% | $75000.00          | $20230.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2027-03-01      | 5.0000%  | 0.0000% | $7040558.00        | $1363.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-02-01      | 4.0000%  | 0.0000% | $337841.00         | $28602.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-06-01      | 3.5000%  | 0.0000% | $19000.00          | $3107.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2044-07-01      | 4.0000%  | 0.0000% | $43000.00          | $13323.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-02-01      | 3.5000%  | 0.0000% | $3493126.00        | $1245022.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-04-01      | 3.0000%  | 0.0000% | $210000.00         | $53142.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-10-01      | 2.0000%  | 0.0000% | $545000.00         | $254227.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-11-01      | 2.0000%  | 0.0000% | $65000000.00       | $30336531.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-01-01      | 2.5000%  | 0.0000% | $100000.00         | $54917.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-01-01      | 2.0000%  | 0.0000% | $1448000.00        | $783693.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-04-01      | 2.0000%  | 0.0000% | $2070000.00        | $1244408.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-03-01      | 2.5000%  | 0.0000% | $5000.00           | $2915.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2030-12-01      | 2.0000%  | 0.0000% | $1000000.00        | $298533.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-04-01      | 2.0000%  | 0.0000% | $47948.00          | $30489.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-05-01      | 2.5000%  | 0.0000% | $2722000.00        | $1519670.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-01-01      | 4.0000%  | 0.0000% | $66404255.00       | $19521823.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-01-01      | 4.0000%  | 0.0000% | $417379.00         | $169386.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-02-01      | 3.5000%  | 0.0000% | $30966000.00       | $13399094.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-12-01      | 4.0000%  | 0.0000% | $58897.00          | $24962.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-09-01      | 3.0000%  | 0.0000% | $240000.00         | $136276.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-10-01      | 2.5000%  | 0.0000% | $145000.00         | $88400.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-12-01      | 3.0000%  | 0.0000% | $100000.00         | $60713.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-01-01      | 3.0000%  | 0.0000% | $72686266.00       | $45182383.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-09-01      | 5.0000%  | 0.0000% | $34225.00          | $21610.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-03-01      | 3.0000%  | 0.0000% | $3852000.00        | $2401414.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-03-01      | 3.0000%  | 0.0000% | $30000.00          | $20538.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2037-03-01      | 2.0000%  | 0.0000% | $1289000.00        | $702099.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-04-01      | 2.5000%  | 0.0000% | $2000000.00        | $1316334.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-05-01      | 3.0000%  | 0.0000% | $600000.00         | $416672.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-06-01      | 3.0000%  | 0.0000% | $509000.00         | $363851.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-08-01      | 4.5000%  | 0.0000% | $200000.00         | $142010.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2038-08-01      | 3.0000%  | 0.0000% | $7000.00           | $4025.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-07-01      | 4.0000%  | 0.0000% | $925000.00         | $648016.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-07-01      | 3.5000%  | 0.0000% | $379000.00         | $270917.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-11-01      | 4.5000%  | 0.0000% | $100000.00         | $80200.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-04-01      | 3.0000%  | 0.0000% | $800000.00         | $534092.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-12-01      | 5.5000%  | 0.0000% | $990000.00         | $710344.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-01-01      | 6.0000%  | 0.0000% | $200000.00         | $137421.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-12-01      | 5.5000%  | 0.0000% | $33200508.00       | $23798352.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-11-01      | 5.0000%  | 0.0000% | $10000.00          | $7580.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-11-01      | 5.0000%  | 0.0000% | $665000.00         | $527478.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-01-01      | 5.0000%  | 0.0000% | $169930450.00      | $141508030.00      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-10-01      | 4.0000%  | 0.0000% | $13260235.00       | $10257718.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-07-01      | 6.0000%  | 0.0000% | $250000.00         | $183280.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-10-01      | 4.0000%  | 0.0000% | $1640000.00        | $1309021.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-01-01      | 4.5000%  | 0.0000% | $27928471.00       | $21790573.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-06-01      | 6.5000%  | 0.0000% | $3773518.00        | $3013444.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-07-01      | 5.0000%  | 0.0000% | $40359.00          | $36600.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-04-01      | 6.0000%  | 0.0000% | $3299768.00        | $2948731.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-12-01      | 6.0000%  | 0.0000% | $11210753.00       | $11734919.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-10-01      | 4.5000%  | 0.0000% | $17853961.00       | $17185982.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-10-01      | 6.0000%  | 0.0000% | $4975064.00        | $5136869.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2036-06-01      | 5.0000%  | 0.0000% | $58260.00          | $2424.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2036-05-01      | 5.5000%  | 0.0000% | $3905614.00        | $37186.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2037-03-01      | 5.5000%  | 0.0000% | $315000.00         | $2002.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2035-12-01      | 5.5000%  | 0.0000% | $17200000.00       | $211492.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2038-12-01      | 6.0000%  | 0.0000% | $1800000.00        | $22249.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2038-06-01      | 5.5000%  | 0.0000% | $4925000.00        | $28869.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2038-06-01      | 6.0000%  | 0.0000% | $2250000.00        | $110169.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2039-04-01      | 6.5000%  | 0.0000% | $6000.00           | $793.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2030-09-01      | 3.0000%  | 0.0000% | $900000.00         | $72742.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2037-12-01      | 3.5000%  | 0.0000% | $400000.00         | $107571.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2037-05-01      | 6.0000%  | 0.0000% | $500000.00         | $2854.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2039-09-01      | 5.0000%  | 0.0000% | $750000.00         | $24481.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2038-06-01      | 6.0000%  | 0.0000% | $233226.00         | $5423.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2037-09-01      | 6.0000%  | 0.0000% | $267737.00         | $1833.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2038-10-01      | 6.5000%  | 0.0000% | $575486.00         | $8001.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-10-01      | 3.5000%  | 0.0000% | $22000000.00       | $3680297.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2029-09-01      | 5.0000%  | 0.0000% | $1000000.00        | $14209.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2030-07-01      | 4.0000%  | 0.0000% | $6315000.00        | $86511.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-08-01      | 4.5000%  | 0.0000% | $1595288.00        | $80172.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2032-11-01      | 2.5000%  | 0.0000% | $2400000.00        | $228355.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-03-01      | 3.5000%  | 0.0000% | $154850.00         | $29713.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-02-01      | 4.0000%  | 0.0000% | $1310000.00        | $138705.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2033-10-01      | 3.5000%  | 0.0000% | $9000.00           | $623.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-12-01      | 4.5000%  | 0.0000% | $127000.00         | $9212.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2039-01-01      | 4.0000%  | 0.0000% | $5075960.00        | $506110.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-12-01      | 3.0000%  | 0.0000% | $3620000.00        | $605768.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2035-01-01      | 3.0000%  | 0.0000% | $1117000.00        | $166272.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-02-01      | 4.5000%  | 0.0000% | $7000.00           | $910.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-04-01      | 3.0000%  | 0.0000% | $4000.00           | $767.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2035-08-01      | 2.5000%  | 0.0000% | $97000.00          | $30634.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2030-11-01      | 2.0000%  | 0.0000% | $1500000.00        | $394663.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2031-02-01      | 1.5000%  | 0.0000% | $980000.00         | $314624.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-09-01      | 4.0000%  | 0.0000% | $10770500.00       | $8257630.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-12-01      | 5.0000%  | 0.0000% | $10000.00          | $7817.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-06-01      | 6.0000%  | 0.0000% | $7843000.00        | $5166586.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-04-01      | 3.5000%  | 0.0000% | $106500.00         | $83925.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-07-01      | 5.5000%  | 0.0000% | $108231445.00      | $84423711.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-10-01      | 5.5000%  | 0.0000% | $73000.00          | $56815.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-07-01      | 5.0000%  | 0.0000% | $10004000.00       | $9233028.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-08-01      | 4.5000%  | 0.0000% | $594752.00         | $546383.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2039-10-01      | 4.5000%  | 0.0000% | $38000.00          | $29006.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-01-01      | 4.0000%  | 0.0000% | $1108724.00        | $1011890.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-07-01      | 4.0000%  | 0.0000% | $240650574.00      | $225221111.00      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-12-01      | 4.0000%  | 0.0000% | $7673589.00        | $7492030.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-01-01      | 6.0000%  | 0.0000% | $796605.00         | $816117.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2037-03-01      | 6.0000%  | 0.0000% | $155000.00         | $2248.00           | Agency Mortgage-Backed Securities |

### Security 285: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 3.650000%
- **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: TPR05BCA4, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05BCA47791564CG
- **C.18 - Value (incl. sponsor support):** $1969387527.00
- **C.18.a - Value (excl. sponsor support):** $1969387527.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 5.5000%  | 0.0000% | $56319.00          | $49881.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 4.0000%  | 0.0000% | $179166643.00      | $168323341.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 4.5000%  | 0.0000% | $436192.00         | $421502.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 5.0000%  | 0.0000% | $2591761.00        | $2543943.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 5.5000%  | 0.0000% | $154410508.00      | $150816178.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 6.0000%  | 0.0000% | $199905420.00      | $187086964.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 6.5000%  | 0.0000% | $230167.00         | $207842.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 3.5000%  | 0.0000% | $19498309.00       | $17720258.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 4.0000%  | 0.0000% | $17639695.00       | $16594108.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 4.5000%  | 0.0000% | $3440180.00        | $3333876.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 5.5000%  | 0.0000% | $951348.00         | $947363.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 6.0000%  | 0.0000% | $174263446.00      | $173685992.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 3.5000%  | 0.0000% | $863324.00         | $785286.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 4.0000%  | 0.0000% | $963035.00         | $905793.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 4.5000%  | 0.0000% | $237862.00         | $230748.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 5.0000%  | 0.0000% | $380096.00         | $376857.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 5.5000%  | 0.0000% | $4307733.00        | $4313977.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.0000%  | 0.0000% | $121672998.00      | $122593984.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 7.0000%  | 0.0000% | $208422272.00      | $207287034.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 3.5000%  | 0.0000% | $17617673.00       | $16062190.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 4.0000%  | 0.0000% | $97458301.00       | $91768572.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 4.5000%  | 0.0000% | $2806395.00        | $2733078.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 5.0000%  | 0.0000% | $408770.00         | $406508.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 5.5000%  | 0.0000% | $78856152.00       | $79132639.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 7.0000%  | 0.0000% | $188122062.00      | $191394070.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 5.5000%  | 0.0000% | $1000.00           | $1005.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.0000%  | 0.0000% | $192767914.00      | $195689148.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $352650369.00      | $361680999.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 6.5000%  | 0.0000% | $12150879.00       | $12306866.00       | Agency Mortgage-Backed Securities |

### Security 286: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05BD6D, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: TPR05BD6D7791562CR
- **C.18 - Value (incl. sponsor support):** $412868376.90
- **C.18.a - Value (excl. sponsor support):** $412868376.90
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 DEPARTMENT OF THE TREASURY | 2026-04-30      | 0.0000%  | 0.0000% | $100.00            | $99.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-02-15      | 4.7500%  | 0.0000% | $26405100.00       | $27341313.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-05-15      | 2.8800%  | 0.0000% | $200.00            | $156.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-08-15      | 3.0000%  | 0.0000% | $335800.00         | $252644.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $100.00            | $59.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-08-15      | 1.3800%  | 0.0000% | $101341000.00      | $50436724.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-02-15      | 0.1300%  | 0.0000% | $77600.00          | $47773.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-02-15      | 3.6300%  | 0.0000% | $725900.00         | $597909.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $100.00            | $103.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-05-15      | 2.3800%  | 0.0000% | $64151800.00       | $61949994.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-04-30      | 1.2500%  | 0.0000% | $51991600.00       | $49583935.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $24438000.00       | $24025506.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-10-31      | 4.8800%  | 0.0000% | $24600.00          | $25711.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $1486000.00        | $1531630.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-09-30      | 3.6300%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-11-30      | 4.1300%  | 0.0000% | $60840100.00       | $61923953.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-02-15      | 4.6300%  | 0.0000% | $6208100.00        | $6538384.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $61214700.00       | $61949937.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-07-31      | 3.8800%  | 0.0000% | $60510500.00       | $61949966.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-09-30      | 3.5000%  | 0.0000% | $12959700.00       | $13104003.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-10-31      | 3.5000%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |

### Security 287: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 3.650000%
- **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: TPR05BD6E, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05BD6E7791567CG
- **C.18 - Value (incl. sponsor support):** $2955997044.00
- **C.18.a - Value (excl. sponsor support):** $2955997044.00
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 CORPORATION   | 2037-12-01      | 5.0000%  | 0.0000% | $4000000.00        | $12505.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2026-11-01      | 7.0000%  | 0.0000% | $131432.00         | $3.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2028-02-01      | 6.5000%  | 0.0000% | $22047.00          | $4.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-12-01      | 6.5000%  | 0.0000% | $1364246.00        | $9318.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-02-01      | 7.0000%  | 0.0000% | $97063.00          | $16.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-04-01      | 7.0000%  | 0.0000% | $75000.00          | $25.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-11-01      | 6.5000%  | 0.0000% | $2251859.00        | $5029.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-11-01      | 6.5000%  | 0.0000% | $1369621.00        | $4957.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-05-01      | 6.0000%  | 0.0000% | $4400000.00        | $12837.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-03-01      | 5.6000%  | 0.0000% | $608923.00         | $21725.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-10-01      | 5.6000%  | 0.0000% | $2476126.00        | $8436.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2027-10-01      | 2.5000%  | 0.0000% | $752901.00         | $21398.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-04-01      | 7.0000%  | 0.0000% | $1902365.00        | $5395.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-09-01      | 5.5000%  | 0.0000% | $1125000.00        | $7678.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-12-01      | 5.5000%  | 0.0000% | $346259.00         | $5386.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2027-03-01      | 5.0000%  | 0.0000% | $51359.00          | $38.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-08-01      | 5.0000%  | 0.0000% | $687093.00         | $2713.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-12-01      | 6.0000%  | 0.0000% | $184808.00         | $2814.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2027-02-01      | 6.5000%  | 0.0000% | $1597842.00        | $6163.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-07-01      | 5.0000%  | 0.0000% | $210502.00         | $5783.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-07-01      | 7.0000%  | 0.0000% | $297657.00         | $7949.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-08-01      | 7.0000%  | 0.0000% | $225588.00         | $7455.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-10-01      | 6.0000%  | 0.0000% | $1896758.00        | $11920.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-05-01      | 5.5000%  | 0.0000% | $874000.00         | $8081.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-06-01      | 5.5000%  | 0.0000% | $1110000.00        | $8404.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-07-01      | 5.0000%  | 0.0000% | $112156.00         | $974.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-12-01      | 6.0000%  | 0.0000% | $745000.00         | $10448.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-06-01      | 5.5000%  | 0.0000% | $570000.00         | $6200.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-10-01      | 5.5000%  | 0.0000% | $1379000.00        | $6419.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-11-01      | 5.5000%  | 0.0000% | $1079000.00        | $9584.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-12-01      | 5.5000%  | 0.0000% | $1277000.00        | $8434.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-12-01      | 5.5000%  | 0.0000% | $2250000.00        | $9037.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-12-01      | 5.5000%  | 0.0000% | $1153500.00        | $4177.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-02-01      | 5.5000%  | 0.0000% | $243000.00         | $994.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-07-01      | 5.5000%  | 0.0000% | $110000.00         | $1416.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-11-01      | 5.5000%  | 0.0000% | $4000.00           | $22.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-11-01      | 6.0000%  | 0.0000% | $628750.00         | $3338.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-11-01      | 6.5000%  | 0.0000% | $170000.00         | $827.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-12-01      | 6.0000%  | 0.0000% | $911045.00         | $4561.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-01-01      | 6.0000%  | 0.0000% | $200473.00         | $1220.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-01-01      | 6.0000%  | 0.0000% | $259844.00         | $1824.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-01-01      | 6.5000%  | 0.0000% | $4675030.00        | $14016.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-02-01      | 6.0000%  | 0.0000% | $6000.00           | $58.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-01-01      | 6.0000%  | 0.0000% | $2129600.00        | $7983.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-01-01      | 6.0000%  | 0.0000% | $33538.00          | $201.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-01-01      | 6.0000%  | 0.0000% | $1448359.00        | $13257.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-02-01      | 6.5000%  | 0.0000% | $935000.00         | $3844.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-03-01      | 6.0000%  | 0.0000% | $31000.00          | $265.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-02-01      | 6.0000%  | 0.0000% | $1998056.00        | $11300.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-05-01      | 5.5000%  | 0.0000% | $438000.00         | $4115.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-04-01      | 5.5000%  | 0.0000% | $60000.00          | $948.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-08-01      | 5.5000%  | 0.0000% | $207000.00         | $1565.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-10-01      | 7.5000%  | 0.0000% | $100000.00         | $2.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-01-01      | 5.5000%  | 0.0000% | $45000.00          | $412.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-10-01      | 6.0000%  | 0.0000% | $93000.00          | $1726.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-11-01      | 6.0000%  | 0.0000% | $510842.00         | $3091.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-11-01      | 6.0000%  | 0.0000% | $1030929.00        | $4130.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-12-01      | 5.5000%  | 0.0000% | $1202568.00        | $6388.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-01-01      | 5.5000%  | 0.0000% | $223000.00         | $1715.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-01-01      | 5.0000%  | 0.0000% | $2185000.00        | $17875.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-12-01      | 5.5000%  | 0.0000% | $8000.00           | $53.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-02-01      | 5.0000%  | 0.0000% | $419613.00         | $3684.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-11-01      | 4.0000%  | 0.0000% | $430000.00         | $22813.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-10-01      | 4.5000%  | 0.0000% | $67000.00          | $1414.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-04-01      | 6.0000%  | 0.0000% | $618637.00         | $5037.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-08-01      | 5.0000%  | 0.0000% | $43000.00          | $1005.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-07-01      | 5.5000%  | 0.0000% | $519682.00         | $8471.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-02-01      | 6.5000%  | 0.0000% | $63000.00          | $1717.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-10-01      | 4.0000%  | 0.0000% | $570000.00         | $23036.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-08-01      | 4.5000%  | 0.0000% | $50000.00          | $1571.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-09-01      | 4.5000%  | 0.0000% | $700000.00         | $19599.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-09-01      | 5.0000%  | 0.0000% | $350000.00         | $10729.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-12-01      | 5.5000%  | 0.0000% | $800000.00         | $12236.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-05-01      | 5.5000%  | 0.0000% | $247118.00         | $3656.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-08-01      | 5.5000%  | 0.0000% | $1425000.00        | $23961.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-12-01      | 4.0000%  | 0.0000% | $98000.00          | $5262.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-02-01      | 4.0000%  | 0.0000% | $195000.00         | $12993.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-06-01      | 5.0000%  | 0.0000% | $200000.00         | $11163.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-11-01      | 6.0000%  | 0.0000% | $7107.00           | $114.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-09-01      | 6.5000%  | 0.0000% | $800000.00         | $23197.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-09-01      | 6.5000%  | 0.0000% | $26172.00          | $410.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-06-01      | 5.5000%  | 0.0000% | $67000.00          | $5080.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-02-01      | 3.0000%  | 0.0000% | $60902.00          | $10815.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-08-01      | 5.5000%  | 0.0000% | $151000.00         | $6666.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-03-01      | 7.0000%  | 0.0000% | $300000.00         | $11584.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-09-01      | 6.5000%  | 0.0000% | $200000.00         | $11248.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-05-01      | 6.0000%  | 0.0000% | $171330.00         | $9592.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-04-01      | 6.0000%  | 0.0000% | $100000.00         | $10607.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-10-01      | 5.0000%  | 0.0000% | $102519.00         | $10484.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-06-01      | 5.0000%  | 0.0000% | $33000.00          | $2662.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-02-01      | 4.0000%  | 0.0000% | $108000.00         | $18395.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-03-01      | 3.5000%  | 0.0000% | $134000.00         | $16806.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-11-01      | 5.0000%  | 0.0000% | $50000.00          | $4575.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2026-07-01      | 4.5000%  | 0.0000% | $180000.00         | $72.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2026-09-01      | 4.0000%  | 0.0000% | $550000.00         | $387.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2026-09-01      | 4.0000%  | 0.0000% | $493000.00         | $538.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2026-02-01      | 4.5000%  | 0.0000% | $300000.00         | $53.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2026-07-01      | 4.0000%  | 0.0000% | $330000.00         | $123.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2026-06-01      | 5.0000%  | 0.0000% | $1703567.00        | $4.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2026-11-01      | 4.0000%  | 0.0000% | $19000.00          | $19.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2026-07-01      | 4.5000%  | 0.0000% | $119000.00         | $0.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2027-07-01      | 4.0000%  | 0.0000% | $117000.00         | $801.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2026-07-01      | 4.5000%  | 0.0000% | $1250.00           | $0.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2026-09-01      | 4.5000%  | 0.0000% | $14000.00          | $16.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2027-05-01      | 4.0000%  | 0.0000% | $1022079.00        | $677.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2027-09-01      | 4.0000%  | 0.0000% | $170000.00         | $362.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2026-12-01      | 4.0000%  | 0.0000% | $80381.00          | $41.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2027-02-01      | 4.0000%  | 0.0000% | $110000.00         | $2.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2026-12-01      | 4.0000%  | 0.0000% | $146000.00         | $0.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2026-06-01      | 4.5000%  | 0.0000% | $352139.00         | $10.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2028-02-01      | 3.5000%  | 0.0000% | $401984.00         | $4718.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2028-07-01      | 3.0000%  | 0.0000% | $35000.00          | $1086.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2026-11-01      | 4.0000%  | 0.0000% | $873800.00         | $381.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2028-06-01      | 2.5000%  | 0.0000% | $40000.00          | $1535.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2027-05-01      | 4.0000%  | 0.0000% | $250000.00         | $153.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2026-09-01      | 4.5000%  | 0.0000% | $435000.00         | $25.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2026-09-01      | 4.5000%  | 0.0000% | $96000.00          | $62.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2028-11-01      | 4.0000%  | 0.0000% | $24000.00          | $140.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-01-01      | 3.5000%  | 0.0000% | $12000.00          | $415.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2028-12-01      | 3.5000%  | 0.0000% | $50000.00          | $2038.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-01-01      | 3.5000%  | 0.0000% | $44000.00          | $1829.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2027-05-01      | 4.0000%  | 0.0000% | $14000.00          | $20.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-01-01      | 4.0000%  | 0.0000% | $34000.00          | $41.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-08-01      | 3.0000%  | 0.0000% | $19000.00          | $1902.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-07-01      | 3.5000%  | 0.0000% | $10000.00          | $571.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-12-01      | 3.5000%  | 0.0000% | $64000.00          | $2959.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2027-05-01      | 4.0000%  | 0.0000% | $107000.00         | $60.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-04-01      | 3.5000%  | 0.0000% | $152000.00         | $8814.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-08-01      | 4.0000%  | 0.0000% | $3000.00           | $206.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-01-01      | 2.5000%  | 0.0000% | $169885.00         | $7419.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-01-01      | 3.5000%  | 0.0000% | $69262.00          | $451.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2028-08-01      | 3.5000%  | 0.0000% | $4000.00           | $17.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-12-01      | 3.5000%  | 0.0000% | $8000.00           | $51.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-05-01      | 3.0000%  | 0.0000% | $48000.00          | $5277.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-06-01      | 3.0000%  | 0.0000% | $17000.00          | $1973.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-08-01      | 3.5000%  | 0.0000% | $17000.00          | $1961.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-07-01      | 3.5000%  | 0.0000% | $42000.00          | $6736.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-01-01      | 4.0000%  | 0.0000% | $200000.00         | $2557.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2028-10-01      | 4.5000%  | 0.0000% | $200000.00         | $364.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-09-01      | 3.5000%  | 0.0000% | $9000.00           | $1028.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2026-09-01      | 4.5000%  | 0.0000% | $24000.00          | $0.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-02-01      | 3.5000%  | 0.0000% | $39000.00          | $4701.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-09-01      | 3.5000%  | 0.0000% | $6000.00           | $366.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-05-01      | 3.0000%  | 0.0000% | $45000.00          | $6349.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-08-01      | 3.5000%  | 0.0000% | $28000.00          | $2779.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-11-01      | 2.5000%  | 0.0000% | $10000.00          | $877.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-09-01      | 4.0000%  | 0.0000% | $85000.00          | $10393.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-03-01      | 4.0000%  | 0.0000% | $21000.00          | $4673.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-07-01      | 4.5000%  | 0.0000% | $6000.00           | $687.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-08-01      | 4.0000%  | 0.0000% | $27000.00          | $2988.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-09-01      | 4.5000%  | 0.0000% | $108000.00         | $12335.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-10-01      | 3.5000%  | 0.0000% | $43000.00          | $5250.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $120.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-12-01      | 3.0000%  | 0.0000% | $79000.00          | $11591.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-12-01      | 3.5000%  | 0.0000% | $80858.00          | $10356.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-02-01      | 3.0000%  | 0.0000% | $2000.00           | $275.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-02-01      | 4.0000%  | 0.0000% | $2696.00           | $333.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-04-01      | 3.0000%  | 0.0000% | $24000.00          | $3624.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-06-01      | 4.0000%  | 0.0000% | $5000.00           | $400.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-07-01      | 3.5000%  | 0.0000% | $100000.00         | $7158.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-08-01      | 4.0000%  | 0.0000% | $62000.00          | $4512.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-09-01      | 4.5000%  | 0.0000% | $154000.00         | $12689.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-09-01      | 5.0000%  | 0.0000% | $75000.00          | $7276.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-10-01      | 4.5000%  | 0.0000% | $7000.00           | $633.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-11-01      | 4.0000%  | 0.0000% | $112000.00         | $7934.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-12-01      | 3.5000%  | 0.0000% | $18642.00          | $1637.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-12-01      | 4.0000%  | 0.0000% | $37000.00          | $2427.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-12-01      | 4.5000%  | 0.0000% | $55000.00          | $3826.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-01-01      | 4.0000%  | 0.0000% | $137000.00         | $8783.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-01-01      | 4.5000%  | 0.0000% | $215000.00         | $12766.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-01-01      | 5.0000%  | 0.0000% | $155599.00         | $13302.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-04-01      | 4.0000%  | 0.0000% | $64000.00          | $4667.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-05-01      | 3.5000%  | 0.0000% | $65000.00          | $5034.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-05-01      | 3.0000%  | 0.0000% | $92000.00          | $8282.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-06-01      | 3.0000%  | 0.0000% | $14000.00          | $1434.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-02-01      | 5.5000%  | 0.0000% | $5000.00           | $50.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-04-01      | 6.0000%  | 0.0000% | $5000.00           | $67.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-09-01      | 5.0000%  | 0.0000% | $31000.00          | $210.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-09-01      | 6.0000%  | 0.0000% | $65000.00          | $941.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-03-01      | 5.5000%  | 0.0000% | $250000.00         | $1872.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-08-01      | 6.5000%  | 0.0000% | $144628.00         | $1136.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-03-01      | 6.0000%  | 0.0000% | $6000.00           | $49.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-06-01      | 6.0000%  | 0.0000% | $1735.00           | $10.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-05-01      | 6.0000%  | 0.0000% | $522502.00         | $5845.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-06-01      | 5.5000%  | 0.0000% | $823761.00         | $7984.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-06-01      | 6.0000%  | 0.0000% | $192605.00         | $1550.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-06-01      | 4.5000%  | 0.0000% | $2000.00           | $42.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-02-01      | 5.0000%  | 0.0000% | $14000.00          | $155.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-10-01      | 4.5000%  | 0.0000% | $220000.00         | $5213.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-05-01      | 4.5000%  | 0.0000% | $27000.00          | $695.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-03-01      | 4.0000%  | 0.0000% | $28160.00          | $2347.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-03-01      | 3.0000%  | 0.0000% | $210000.00         | $17190.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-08-01      | 3.0000%  | 0.0000% | $83952.00          | $13573.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-08-01      | 4.0000%  | 0.0000% | $52000.00          | $3402.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-10-01      | 4.0000%  | 0.0000% | $410000.00         | $23840.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-08-01      | 4.5000%  | 0.0000% | $52000.00          | $3012.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-09-01      | 4.0000%  | 0.0000% | $6000.00           | $390.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-03-01      | 4.0000%  | 0.0000% | $36411.00          | $2409.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-05-01      | 4.0000%  | 0.0000% | $5000.00           | $290.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-10-01      | 4.0000%  | 0.0000% | $5000.00           | $357.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-11-01      | 3.5000%  | 0.0000% | $1000.00           | $74.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-12-01      | 3.0000%  | 0.0000% | $45000.00          | $5117.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-12-01      | 3.5000%  | 0.0000% | $11000.00          | $895.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-01-01      | 3.5000%  | 0.0000% | $272000.00         | $22980.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-01-01      | 4.0000%  | 0.0000% | $201000.00         | $15301.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-02-01      | 4.0000%  | 0.0000% | $19058.00          | $1605.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-03-01      | 3.0000%  | 0.0000% | $64532.00          | $7473.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-09-01      | 3.5000%  | 0.0000% | $32000.00          | $2919.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-09-01      | 4.0000%  | 0.0000% | $29000.00          | $2351.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-07-01      | 3.5000%  | 0.0000% | $20000.00          | $2016.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-08-01      | 3.5000%  | 0.0000% | $142000.00         | $13694.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-08-01      | 4.0000%  | 0.0000% | $346000.00         | $29774.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-03-01      | 3.0000%  | 0.0000% | $69742.00          | $9053.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-03-01      | 4.0000%  | 0.0000% | $12000.00          | $1261.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-03-01      | 4.5000%  | 0.0000% | $29000.00          | $2565.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-04-01      | 4.0000%  | 0.0000% | $17367.00          | $1822.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-10-01      | 4.5000%  | 0.0000% | $88000.00          | $12058.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-11-01      | 3.5000%  | 0.0000% | $3004.00           | $309.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-11-01      | 4.0000%  | 0.0000% | $248000.00         | $23748.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-12-01      | 4.0000%  | 0.0000% | $44000.00          | $4407.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-01-01      | 3.5000%  | 0.0000% | $4000.00           | $410.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-02-01      | 3.0000%  | 0.0000% | $25000.00          | $3490.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-02-01      | 4.0000%  | 0.0000% | $21329.00          | $2024.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-10-01      | 4.0000%  | 0.0000% | $185000.00         | $23872.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-09-01      | 4.5000%  | 0.0000% | $82809.00          | $8705.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-11-01      | 3.0000%  | 0.0000% | $5000.00           | $815.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-11-01      | 4.0000%  | 0.0000% | $44797.00          | $5951.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-04-01      | 4.5000%  | 0.0000% | $16602.00          | $1294.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-05-01      | 3.0000%  | 0.0000% | $20888.00          | $2980.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-05-01      | 3.5000%  | 0.0000% | $97066.00          | $10009.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-05-01      | 4.5000%  | 0.0000% | $24000.00          | $2622.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-06-01      | 4.5000%  | 0.0000% | $43000.00          | $3195.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-09-01      | 3.0000%  | 0.0000% | $94435.00          | $14462.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-09-01      | 4.0000%  | 0.0000% | $80000.00          | $11455.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-05-01      | 3.5000%  | 0.0000% | $22000.00          | $2275.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-12-01      | 3.0000%  | 0.0000% | $35000.00          | $6175.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-12-01      | 4.5000%  | 0.0000% | $9981.00           | $966.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-02-01      | 3.5000%  | 0.0000% | $12000.00          | $1626.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-04-01      | 4.0000%  | 0.0000% | $40129.00          | $4188.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2027-05-01      | 3.0000%  | 0.0000% | $140000.00         | $1484.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2028-08-01      | 3.5000%  | 0.0000% | $70328.00          | $2136.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-04-01      | 3.5000%  | 0.0000% | $43000.00          | $1627.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2028-11-01      | 3.0000%  | 0.0000% | $29000.00          | $1010.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-01-01      | 3.5000%  | 0.0000% | $110000.00         | $4884.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-05-01      | 3.5000%  | 0.0000% | $114783.00         | $9844.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-06-01      | 3.0000%  | 0.0000% | $125618.00         | $9743.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-01-01      | 3.0000%  | 0.0000% | $62000.00          | $5167.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-03-01      | 3.0000%  | 0.0000% | $209000.00         | $18912.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-03-01      | 2.5000%  | 0.0000% | $118000.00         | $18539.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-12-01      | 2.5000%  | 0.0000% | $53000.00          | $7330.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-04-01      | 3.5000%  | 0.0000% | $151167.00         | $14216.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-01-01      | 3.0000%  | 0.0000% | $68000.00          | $7875.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-02-01      | 3.5000%  | 0.0000% | $95000.00          | $12261.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-03-01      | 3.0000%  | 0.0000% | $80000.00          | $9065.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-07-01      | 3.0000%  | 0.0000% | $86000.00          | $7470.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-04-01      | 3.5000%  | 0.0000% | $113000.00         | $8877.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-04-01      | 4.0000%  | 0.0000% | $103000.00         | $12867.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-10-01      | 3.5000%  | 0.0000% | $127768.00         | $9523.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-11-01      | 3.5000%  | 0.0000% | $114000.00         | $9694.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-06-01      | 3.0000%  | 0.0000% | $51000.00          | $5788.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2026-05-01      | 5.0000%  | 0.0000% | $4704037.00        | $702.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2026-05-01      | 6.5000%  | 0.0000% | $2027159.00        | $751.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2026-06-01      | 5.0000%  | 0.0000% | $1316472.00        | $771.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2027-02-01      | 5.0000%  | 0.0000% | $6655283.00        | $4598.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2027-12-01      | 6.0000%  | 0.0000% | $590000.00         | $597.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2028-04-01      | 5.0000%  | 0.0000% | $5678267.00        | $11858.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2028-05-01      | 5.0000%  | 0.0000% | $4477715.00        | $8744.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2028-08-01      | 6.0000%  | 0.0000% | $1000000.00        | $2970.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-03-01      | 4.5000%  | 0.0000% | $556000.00         | $1757.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-04-01      | 4.5000%  | 0.0000% | $428000.00         | $1801.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-12-01      | 4.5000%  | 0.0000% | $338481.00         | $4189.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-07-01      | 5.5000%  | 0.0000% | $119000.00         | $2179.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-07-01      | 4.5000%  | 0.0000% | $1114360.00        | $16376.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-03-01      | 4.5000%  | 0.0000% | $125748.00         | $1383.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-03-01      | 5.0000%  | 0.0000% | $483675.00         | $6667.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-04-01      | 5.0000%  | 0.0000% | $470169.00         | $6886.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-06-01      | 5.0000%  | 0.0000% | $1101546.00        | $17962.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-10-01      | 4.0000%  | 0.0000% | $103000.00         | $2176.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-10-01      | 4.5000%  | 0.0000% | $470000.00         | $10087.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-06-01      | 5.0000%  | 0.0000% | $75000.00          | $2178.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-03-01      | 4.5000%  | 0.0000% | $473000.00         | $13503.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-05-01      | 4.5000%  | 0.0000% | $87000.00          | $2570.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-01-01      | 4.0000%  | 0.0000% | $62000.00          | $2420.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-03-01      | 3.0000%  | 0.0000% | $76000.00          | $5380.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-04-01      | 3.5000%  | 0.0000% | $18000.00          | $2385.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-03-01      | 4.0000%  | 0.0000% | $26000.00          | $4101.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-05-01      | 3.0000%  | 0.0000% | $4000.00           | $532.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-11-01      | 3.0000%  | 0.0000% | $33000.00          | $5753.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-06-01      | 4.0000%  | 0.0000% | $24815.00          | $4653.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-02-01      | 3.0000%  | 0.0000% | $63000.00          | $9107.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-05-01      | 3.5000%  | 0.0000% | $40000.00          | $4612.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-07-01      | 4.0000%  | 0.0000% | $10000.00          | $1310.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-09-01      | 4.0000%  | 0.0000% | $61000.00          | $5769.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-10-01      | 4.5000%  | 0.0000% | $165000.00         | $21921.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2026-02-01      | 4.0000%  | 0.0000% | $498000.00         | $94.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2026-02-01      | 4.0000%  | 0.0000% | $425000.00         | $56.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2026-03-01      | 4.0000%  | 0.0000% | $21000.00          | $7.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2026-06-01      | 4.0000%  | 0.0000% | $23000.00          | $51.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2026-06-01      | 4.0000%  | 0.0000% | $47000.00          | $50.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2026-09-01      | 3.5000%  | 0.0000% | $246000.00         | $372.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2026-11-01      | 3.0000%  | 0.0000% | $35000.00          | $172.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2026-12-01      | 3.0000%  | 0.0000% | $262000.00         | $1756.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2026-12-01      | 4.0000%  | 0.0000% | $111000.00         | $523.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2026-12-01      | 3.0000%  | 0.0000% | $12439.00          | $73.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2027-01-01      | 3.0000%  | 0.0000% | $153000.00         | $923.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2027-01-01      | 3.5000%  | 0.0000% | $26000.00          | $116.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2027-02-01      | 3.5000%  | 0.0000% | $121000.00         | $375.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2027-05-01      | 3.0000%  | 0.0000% | $182000.00         | $1919.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-09-01      | 6.5000%  | 0.0000% | $181770.00         | $475.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-10-01      | 6.5000%  | 0.0000% | $1361568.00        | $2968.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-05-01      | 5.5000%  | 0.0000% | $306000.00         | $2722.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-12-01      | 6.0000%  | 0.0000% | $40515.00          | $63.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-08-01      | 5.5000%  | 0.0000% | $523750.00         | $2668.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-10-01      | 6.5000%  | 0.0000% | $87040.00          | $928.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-11-01      | 5.5000%  | 0.0000% | $2022537.00        | $7972.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-04-01      | 5.5000%  | 0.0000% | $108000.00         | $133.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-04-01      | 6.5000%  | 0.0000% | $275000.00         | $374.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-06-01      | 6.5000%  | 0.0000% | $9015499.00        | $4758.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-07-01      | 6.5000%  | 0.0000% | $11127825.00       | $4809.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-07-01      | 7.0000%  | 0.0000% | $5332888.00        | $2816.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-08-01      | 7.0000%  | 0.0000% | $40000.00          | $16.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-07-01      | 7.5000%  | 0.0000% | $50000.00          | $33.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-09-01      | 7.5000%  | 0.0000% | $44000.00          | $26.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-12-01      | 7.0000%  | 0.0000% | $5000.00           | $2.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-12-01      | 7.5000%  | 0.0000% | $2000.00           | $1.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2026-02-01      | 7.0000%  | 0.0000% | $21000.00          | $0.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2026-03-01      | 7.5000%  | 0.0000% | $44000.00          | $0.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2027-04-01      | 7.0000%  | 0.0000% | $81000.00          | $5.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2027-06-01      | 7.5000%  | 0.0000% | $50000.00          | $4.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2027-10-01      | 7.5000%  | 0.0000% | $69000.00          | $16.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2027-10-01      | 7.0000%  | 0.0000% | $18000.00          | $3.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2027-12-01      | 7.5000%  | 0.0000% | $15000.00          | $2.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2028-02-01      | 6.0000%  | 0.0000% | $108900.00         | $13.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2028-04-01      | 6.0000%  | 0.0000% | $69000.00          | $22.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2028-01-01      | 6.5000%  | 0.0000% | $7227008.00        | $1347.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2028-02-01      | 7.0000%  | 0.0000% | $21000.00          | $4.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2027-12-01      | 6.0000%  | 0.0000% | $85000.00          | $17.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2028-01-01      | 6.0000%  | 0.0000% | $35000.00          | $14.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2028-10-01      | 7.0000%  | 0.0000% | $22000.00          | $9.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2028-09-01      | 6.5000%  | 0.0000% | $1618281.00        | $568.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2028-12-01      | 7.0000%  | 0.0000% | $6000.00           | $1.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-03-01      | 6.5000%  | 0.0000% | $4750000.00        | $2606.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-02-01      | 6.5000%  | 0.0000% | $10454488.00       | $6709.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-05-01      | 6.5000%  | 0.0000% | $1599371.00        | $1080.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-01-01      | 5.5000%  | 0.0000% | $82000.00          | $712.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-03-01      | 5.5000%  | 0.0000% | $108000.00         | $1076.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-03-01      | 7.0000%  | 0.0000% | $345471.00         | $419.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-12-01      | 8.0000%  | 0.0000% | $4826400.00        | $1941.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-01-01      | 7.5000%  | 0.0000% | $50000.00          | $22.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-04-01      | 8.0000%  | 0.0000% | $7601596.00        | $1429.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-07-01      | 8.0000%  | 0.0000% | $4800000.00        | $876.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-07-01      | 8.5000%  | 0.0000% | $101750.00         | $45.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-06-01      | 7.5000%  | 0.0000% | $1066737.00        | $107.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-06-01      | 8.5000%  | 0.0000% | $60000.00          | $13.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-08-01      | 8.0000%  | 0.0000% | $1247757.00        | $282.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-11-01      | 7.5000%  | 0.0000% | $116473.00         | $30.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-11-01      | 7.0000%  | 0.0000% | $6000.00           | $4.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-01-01      | 6.0000%  | 0.0000% | $25000.00          | $23.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-06-01      | 7.0000%  | 0.0000% | $32000.00          | $17.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-04-01      | 6.0000%  | 0.0000% | $56000.00          | $55.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-07-01      | 7.5000%  | 0.0000% | $40000.00          | $47.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-08-01      | 6.5000%  | 0.0000% | $5000.00           | $3.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-08-01      | 7.0000%  | 0.0000% | $30000.00          | $29.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-09-01      | 6.0000%  | 0.0000% | $250505.00         | $385.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-09-01      | 7.0000%  | 0.0000% | $45000.00          | $34.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-10-01      | 6.5000%  | 0.0000% | $196835.00         | $156.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-11-01      | 6.0000%  | 0.0000% | $53000.00          | $46.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-12-01      | 6.5000%  | 0.0000% | $800000.00         | $796.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-05-01      | 7.0000%  | 0.0000% | $160000.00         | $403.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-09-01      | 6.0000%  | 0.0000% | $13000.00          | $27.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-10-01      | 5.5000%  | 0.0000% | $83000.00          | $223.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-04-01      | 6.0000%  | 0.0000% | $1245316.00        | $6331.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-06-01      | 5.5000%  | 0.0000% | $333000.00         | $2301.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-07-01      | 5.5000%  | 0.0000% | $144000.00         | $1000.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-05-01      | 6.5000%  | 0.0000% | $150000.00         | $1811.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-06-01      | 6.0000%  | 0.0000% | $595329.00         | $6999.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-06-01      | 7.0000%  | 0.0000% | $98997.00          | $14620.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-09-01      | 4.5000%  | 0.0000% | $198000.00         | $5580.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-08-01      | 5.0000%  | 0.0000% | $332000.00         | $6924.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-07-01      | 6.0000%  | 0.0000% | $1509.00           | $79.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-11-01      | 4.0000%  | 0.0000% | $39918.00          | $3606.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-05-01      | 3.5000%  | 0.0000% | $75000.00          | $8216.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-02-01      | 4.0000%  | 0.0000% | $110000.00         | $4821.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2028-07-01      | 7.0000%  | 0.0000% | $5000.00           | $5.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2028-08-01      | 6.0000%  | 0.0000% | $4954105.00        | $9028.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-02-01      | 4.5000%  | 0.0000% | $2241109.00        | $22451.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-02-01      | 5.5000%  | 0.0000% | $100000.00         | $3363.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-04-01      | 5.0000%  | 0.0000% | $179000.00         | $1496.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-05-01      | 4.0000%  | 0.0000% | $402005.00         | $3677.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-07-01      | 4.5000%  | 0.0000% | $255000.00         | $14240.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-09-01      | 5.5000%  | 0.0000% | $65000.00          | $1758.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-09-01      | 4.5000%  | 0.0000% | $110129.00         | $3251.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-10-01      | 4.5000%  | 0.0000% | $232000.00         | $5184.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-12-01      | 4.5000%  | 0.0000% | $315107.00         | $18449.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-03-01      | 4.5000%  | 0.0000% | $210000.00         | $4423.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2028-11-01      | 5.5000%  | 0.0000% | $15000.00          | $39.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2028-11-01      | 7.0000%  | 0.0000% | $15000.00          | $80.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-04-01      | 7.0000%  | 0.0000% | $5000.00           | $8.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-04-01      | 6.5000%  | 0.0000% | $33849.00          | $25.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-07-01      | 6.5000%  | 0.0000% | $500000.00         | $362.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-07-01      | 6.0000%  | 0.0000% | $9000.00           | $12.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-07-01      | 7.0000%  | 0.0000% | $625000.00         | $479.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-09-01      | 8.5000%  | 0.0000% | $100000.00         | $75.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-10-01      | 7.5000%  | 0.0000% | $25000.00          | $30.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-10-01      | 7.5000%  | 0.0000% | $6000.00           | $2.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-11-01      | 7.0000%  | 0.0000% | $40000.00          | $8.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-11-01      | 7.5000%  | 0.0000% | $300238.00         | $686.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-04-01      | 4.5000%  | 0.0000% | $365000.00         | $8409.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-06-01      | 4.5000%  | 0.0000% | $552265.00         | $11783.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-08-01      | 4.0000%  | 0.0000% | $742308.00         | $21518.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-09-01      | 4.5000%  | 0.0000% | $198000.00         | $4030.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-07-01      | 4.5000%  | 0.0000% | $445946.00         | $11734.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-08-01      | 5.0000%  | 0.0000% | $40000.00          | $587.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-08-01      | 5.0000%  | 0.0000% | $25000.00          | $463.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-08-01      | 5.0000%  | 0.0000% | $275000.00         | $8058.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-11-01      | 4.0000%  | 0.0000% | $205000.00         | $11419.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-11-01      | 4.0000%  | 0.0000% | $134404.00         | $10890.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-11-01      | 4.0000%  | 0.0000% | $385310.00         | $15559.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-11-01      | 4.5000%  | 0.0000% | $99000.00          | $6060.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-11-01      | 4.0000%  | 0.0000% | $300387.00         | $21287.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-11-01      | 4.0000%  | 0.0000% | $141435.00         | $10561.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-12-01      | 4.0000%  | 0.0000% | $40000.00          | $2510.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-12-01      | 4.5000%  | 0.0000% | $2000.00           | $160.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-10-01      | 4.0000%  | 0.0000% | $144615.00         | $15313.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-01-01      | 4.0000%  | 0.0000% | $40000.00          | $2117.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-01-01      | 4.5000%  | 0.0000% | $39000.00          | $2277.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-02-01      | 4.0000%  | 0.0000% | $375000.00         | $17211.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-02-01      | 4.5000%  | 0.0000% | $9000.00           | $144.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-02-01      | 4.0000%  | 0.0000% | $219000.00         | $9295.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-02-01      | 4.5000%  | 0.0000% | $96000.00          | $2705.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-03-01      | 4.5000%  | 0.0000% | $900000.00         | $21789.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-03-01      | 4.5000%  | 0.0000% | $35000.00          | $1182.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-12-01      | 7.0000%  | 0.0000% | $10000.00          | $4.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-02-01      | 8.5000%  | 0.0000% | $206604.00         | $50.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-01-01      | 7.5000%  | 0.0000% | $88895.00          | $63.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-02-01      | 7.0000%  | 0.0000% | $92495.00          | $129.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-02-01      | 7.0000%  | 0.0000% | $192107.00         | $106.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-04-01      | 7.0000%  | 0.0000% | $15000.00          | $2.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-06-01      | 6.5000%  | 0.0000% | $4922602.00        | $4412.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2026-05-01      | 3.5000%  | 0.0000% | $176000.00         | $142.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2026-04-01      | 4.0000%  | 0.0000% | $672000.00         | $323.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2026-10-01      | 3.0000%  | 0.0000% | $17981.00          | $61.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2027-02-01      | 3.0000%  | 0.0000% | $52000.00          | $423.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2027-09-01      | 2.5000%  | 0.0000% | $13000.00          | $250.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-07-01      | 5.5000%  | 0.0000% | $1014000.00        | $5374.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-08-01      | 6.0000%  | 0.0000% | $35000.00          | $165.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-09-01      | 5.5000%  | 0.0000% | $26000.00          | $370.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-09-01      | 6.5000%  | 0.0000% | $354743.00         | $1784.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-09-01      | 7.5000%  | 0.0000% | $38800.00          | $930.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-10-01      | 6.5000%  | 0.0000% | $13800.00          | $322.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-10-01      | 5.0000%  | 0.0000% | $260332.00         | $1886.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-11-01      | 6.5000%  | 0.0000% | $486271.00         | $672.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-12-01      | 5.5000%  | 0.0000% | $33000.00          | $715.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-12-01      | 5.0000%  | 0.0000% | $705070.00         | $11046.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-01-01      | 7.0000%  | 0.0000% | $103811.00         | $1434.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-05-01      | 5.5000%  | 0.0000% | $101000.00         | $1281.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-07-01      | 5.5000%  | 0.0000% | $81000.00          | $763.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-07-01      | 7.0000%  | 0.0000% | $188009.00         | $7313.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-05-01      | 6.0000%  | 0.0000% | $31900.00          | $728.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-09-01      | 5.5000%  | 0.0000% | $26000.00          | $896.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-08-01      | 5.0000%  | 0.0000% | $5000.00           | $402.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-08-01      | 7.0000%  | 0.0000% | $110348.00         | $3123.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-11-01      | 6.0000%  | 0.0000% | $95700.00          | $916.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-12-01      | 7.0000%  | 0.0000% | $77661.00          | $2295.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-03-01      | 5.0000%  | 0.0000% | $400000.00         | $9891.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-12-01      | 7.0000%  | 0.0000% | $103811.00         | $5418.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-02-01      | 7.0000%  | 0.0000% | $143397.00         | $3405.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-07-01      | 5.0000%  | 0.0000% | $108520.00         | $4250.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-10-01      | 5.0000%  | 0.0000% | $21000.00          | $283.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-06-01      | 4.5000%  | 0.0000% | $29000.00          | $7574.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-07-01      | 4.5000%  | 0.0000% | $27000.00          | $8563.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-07-01      | 7.5000%  | 0.0000% | $320201.00         | $282.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-04-01      | 8.5000%  | 0.0000% | $286960.00         | $3569.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-11-01      | 6.5000%  | 0.0000% | $2141567.00        | $773.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-10-01      | 7.5000%  | 0.0000% | $25000.00          | $24.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-09-01      | 6.5000%  | 0.0000% | $322099.00         | $421.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-02-01      | 7.5000%  | 0.0000% | $173937.00         | $2343.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-04-01      | 7.5000%  | 0.0000% | $289737.00         | $1520.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-05-01      | 7.5000%  | 0.0000% | $627237.00         | $6428.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-05-01      | 6.5000%  | 0.0000% | $8836830.00        | $11730.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-11-01      | 8.0000%  | 0.0000% | $710400.00         | $3530.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-06-01      | 6.5000%  | 0.0000% | $100590.00         | $905.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-07-01      | 6.5000%  | 0.0000% | $30000.00          | $2.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-07-01      | 7.0000%  | 0.0000% | $5000.00           | $12.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-07-01      | 6.5000%  | 0.0000% | $75000.00          | $64.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2027-01-01      | 7.0000%  | 0.0000% | $882539.00         | $86.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-10-01      | 6.5000%  | 0.0000% | $25000.00          | $25.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-11-01      | 6.5000%  | 0.0000% | $619753.00         | $939.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2027-09-01      | 2.5000%  | 0.0000% | $1266590.00        | $20965.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2028-05-01      | 2.5000%  | 0.0000% | $33000.00          | $1096.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2028-11-01      | 3.0000%  | 0.0000% | $25100.00          | $807.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-08-01      | 3.5000%  | 0.0000% | $364706.00         | $16225.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-05-01      | 3.0000%  | 0.0000% | $16000.00          | $1339.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-05-01      | 2.5000%  | 0.0000% | $113141.00         | $10033.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2027-03-01      | 3.5000%  | 0.0000% | $7000.00           | $83.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-07-01      | 3.0000%  | 0.0000% | $166834.00         | $14964.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-07-01      | 2.5000%  | 0.0000% | $103871.00         | $7719.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-07-01      | 3.5000%  | 0.0000% | $10000.00          | $643.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-07-01      | 2.5000%  | 0.0000% | $175000.00         | $16233.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-08-01      | 3.0000%  | 0.0000% | $182611.00         | $16536.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-07-01      | 2.5000%  | 0.0000% | $59304.00          | $4870.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-12-01      | 3.0000%  | 0.0000% | $53000.00          | $7946.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-11-01      | 3.5000%  | 0.0000% | $57000.00          | $13047.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-03-01      | 3.5000%  | 0.0000% | $92000.00          | $8160.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-04-01      | 3.5000%  | 0.0000% | $101000.00         | $12482.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-01-01      | 5.5000%  | 0.0000% | $2186496.00        | $23433.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-07-01      | 7.0000%  | 0.0000% | $2209503.00        | $6535.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-08-01      | 5.5000%  | 0.0000% | $999900.00         | $5563.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-08-01      | 6.0000%  | 0.0000% | $2046201.00        | $15177.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-06-01      | 5.5000%  | 0.0000% | $1575000.00        | $8084.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-06-01      | 5.5000%  | 0.0000% | $798370.00         | $6795.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-01-01      | 7.0000%  | 0.0000% | $779473.00         | $11030.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-09-01      | 4.5000%  | 0.0000% | $303000.00         | $16462.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-10-01      | 4.5000%  | 0.0000% | $500000.00         | $16786.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-04-01      | 4.5000%  | 0.0000% | $125243.00         | $6140.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-10-01      | 7.0000%  | 0.0000% | $1350000.00        | $12302.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-12-01      | 7.5000%  | 0.0000% | $2000000.00        | $4289.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-01-01      | 7.0000%  | 0.0000% | $1611657.00        | $7691.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2026-12-01      | 3.0000%  | 0.0000% | $7630.00           | $30.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2026-12-01      | 3.0000%  | 0.0000% | $6760.00           | $47.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2027-05-01      | 4.0000%  | 0.0000% | $388355.00         | $10865.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-12-01      | 2.5000%  | 0.0000% | $136501.00         | $18165.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-04-01      | 6.5000%  | 0.0000% | $3350000.00        | $16867.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-05-01      | 5.5000%  | 0.0000% | $4450000.00        | $18232.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-07-01      | 6.5000%  | 0.0000% | $1200000.00        | $6942.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-08-01      | 3.5000%  | 0.0000% | $117724.00         | $17363.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2027-06-01      | 7.5000%  | 0.0000% | $1012277.00        | $9652.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-01-01      | 4.5000%  | 0.0000% | $1150000.00        | $5131.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-11-01      | 6.5000%  | 0.0000% | $350000.00         | $14686.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-08-01      | 4.5000%  | 0.0000% | $261035.00         | $15786.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-08-01      | 5.0000%  | 0.0000% | $582000.00         | $17978.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-10-01      | 2.5000%  | 0.0000% | $29775.00          | $7150.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-06-01      | 3.5000%  | 0.0000% | $100000.00         | $17181.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-10-01      | 3.5000%  | 0.0000% | $122155.00         | $24618.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-11-01      | 3.5000%  | 0.0000% | $100000.00         | $18197.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-01-01      | 5.4600%  | 0.0000% | $25000.00          | $15845.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-11-01      | 4.0000%  | 0.0000% | $200000.00         | $6951.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2027-09-01      | 3.0000%  | 0.0000% | $371000.00         | $6355.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-10-01      | 3.5000%  | 0.0000% | $150000.00         | $8644.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-02-01      | 3.5000%  | 0.0000% | $1000.00           | $79.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-01-01      | 7.0000%  | 0.0000% | $5796017.00        | $6945.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-05-01      | 7.0000%  | 0.0000% | $3540122.00        | $8905.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-06-01      | 7.0000%  | 0.0000% | $5651178.00        | $14345.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-07-01      | 7.5000%  | 0.0000% | $3376344.00        | $14994.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-10-01      | 5.5000%  | 0.0000% | $3335703.00        | $19594.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-05-01      | 4.5000%  | 0.0000% | $583000.00         | $17201.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-08-01      | 3.5000%  | 0.0000% | $62000.00          | $4931.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-01-01      | 3.5000%  | 0.0000% | $39000.00          | $5051.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-03-01      | 3.5000%  | 0.0000% | $32332.00          | $4954.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-02-01      | 3.0000%  | 0.0000% | $97000.00          | $14006.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2028-12-01      | 3.0000%  | 0.0000% | $600000.00         | $24279.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-11-01      | 4.0000%  | 0.0000% | $76000.00          | $8673.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-12-01      | 4.5000%  | 0.0000% | $220451.00         | $13072.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-03-01      | 5.5000%  | 0.0000% | $2428639.00        | $13353.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-01-01      | 5.5000%  | 0.0000% | $2542000.00        | $18857.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-04-01      | 7.0000%  | 0.0000% | $18771968.00       | $13952.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-05-01      | 7.0000%  | 0.0000% | $6200000.00        | $23693.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-05-01      | 7.5000%  | 0.0000% | $4135535.00        | $11039.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-09-01      | 5.5000%  | 0.0000% | $1090910.00        | $5243.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-01-01      | 6.5000%  | 0.0000% | $174271.00         | $5119.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-05-01      | 4.5000%  | 0.0000% | $426901.00         | $11586.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-04-01      | 9.0000%  | 0.0000% | $1954571.00        | $18137.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-02-01      | 5.5000%  | 0.0000% | $2070110.00        | $21996.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-02-01      | 5.5000%  | 0.0000% | $616036.00         | $7320.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-08-01      | 5.5000%  | 0.0000% | $2517190.00        | $24884.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-09-01      | 6.0000%  | 0.0000% | $449811.00         | $10245.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-07-01      | 7.0000%  | 0.0000% | $1000000.00        | $6815.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-01-01      | 5.5000%  | 0.0000% | $1800382.00        | $23937.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-12-01      | 5.5000%  | 0.0000% | $600000.00         | $9167.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-06-01      | 5.5000%  | 0.0000% | $132189.00         | $9983.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-07-01      | 4.5000%  | 0.0000% | $166941.00         | $6485.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-07-01      | 7.0000%  | 0.0000% | $513555.00         | $5871.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-09-01      | 6.5000%  | 0.0000% | $1187000.00        | $8826.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-09-01      | 3.5000%  | 0.0000% | $24000.00          | $2873.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-09-01      | 4.0000%  | 0.0000% | $100000.00         | $11198.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-12-01      | 3.0000%  | 0.0000% | $143865.00         | $21082.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-06-01      | 3.5000%  | 0.0000% | $113000.00         | $9836.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2027-03-01      | 3.0000%  | 0.0000% | $1000000.00        | $6351.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2027-04-01      | 3.0000%  | 0.0000% | $1300000.00        | $13962.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-03-01      | 3.0000%  | 0.0000% | $5319.00           | $846.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-07-01      | 3.5000%  | 0.0000% | $50000.00          | $1494.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-08-01      | 4.0000%  | 0.0000% | $30000.00          | $2061.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-02-01      | 3.0000%  | 0.0000% | $75000.00          | $10982.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2026-06-01      | 5.0000%  | 0.0000% | $4855170.00        | $601.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2026-02-01      | 5.0000%  | 0.0000% | $1391491.00        | $4.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2027-02-01      | 3.5000%  | 0.0000% | $150000.00         | $1346.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-01-01      | 3.5000%  | 0.0000% | $135000.00         | $5988.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-02-01      | 3.5000%  | 0.0000% | $136000.00         | $5341.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-04-01      | 2.5000%  | 0.0000% | $18000.00          | $1663.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-11-01      | 3.0000%  | 0.0000% | $147000.00         | $11922.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-02-01      | 3.0000%  | 0.0000% | $3000.00           | $264.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-02-01      | 2.5000%  | 0.0000% | $20000.00          | $3098.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-06-01      | 3.0000%  | 0.0000% | $18000.00          | $1618.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-04-01      | 3.5000%  | 0.0000% | $53000.00          | $4979.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-08-01      | 3.5000%  | 0.0000% | $34000.00          | $4409.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-01-01      | 3.5000%  | 0.0000% | $14000.00          | $1780.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-03-01      | 3.5000%  | 0.0000% | $19000.00          | $1793.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2026-08-01      | 5.0000%  | 0.0000% | $11111746.00       | $1933.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2027-09-01      | 6.0000%  | 0.0000% | $9585278.00        | $21459.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-05-01      | 3.5000%  | 0.0000% | $39000.00          | $3782.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-11-01      | 5.0000%  | 0.0000% | $800000.00         | $12011.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-09-01      | 5.0000%  | 0.0000% | $868425.00         | $2962.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-04-01      | 3.5000%  | 0.0000% | $50000.00          | $8793.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2028-12-01      | 6.0000%  | 0.0000% | $192500.00         | $3151.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-09-01      | 3.5000%  | 0.0000% | $240715.00         | $17679.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-06-01      | 4.5000%  | 0.0000% | $96094.00          | $11582.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-06-01      | 5.5000%  | 0.0000% | $92000.00          | $23529.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-06-01      | 6.0000%  | 0.0000% | $300000.00         | $891.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-08-01      | 5.0000%  | 0.0000% | $1000000.00        | $10989.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-02-01      | 3.5000%  | 0.0000% | $100000.00         | $6394.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-03-01      | 3.5000%  | 0.0000% | $38695.00          | $2794.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-03-01      | 4.0000%  | 0.0000% | $30000.00          | $1987.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-02-01      | 4.0000%  | 0.0000% | $12000.00          | $872.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-03-01      | 3.5000%  | 0.0000% | $241000.00         | $19426.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-07-01      | 3.5000%  | 0.0000% | $56180.00          | $2698.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-12-01      | 3.5000%  | 0.0000% | $130000.00         | $9354.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-12-01      | 4.0000%  | 0.0000% | $14000.00          | $1488.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-01-01      | 5.0000%  | 0.0000% | $200000.00         | $17078.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-01-01      | 4.5000%  | 0.0000% | $79000.00          | $8747.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-11-01      | 4.5000%  | 0.0000% | $15000.00          | $1907.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-04-01      | 4.0000%  | 0.0000% | $17000.00          | $1238.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-04-01      | 3.0000%  | 0.0000% | $104860.00         | $8735.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-05-01      | 4.5000%  | 0.0000% | $49000.00          | $4571.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-05-01      | 4.0000%  | 0.0000% | $25000.00          | $2059.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-02-01      | 3.5000%  | 0.0000% | $14000.00          | $2229.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-06-01      | 4.0000%  | 0.0000% | $25000.00          | $2396.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-06-01      | 2.5000%  | 0.0000% | $22000.00          | $14675.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-06-01      | 3.5000%  | 0.0000% | $4000.00           | $2310.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-05-01      | 3.0000%  | 0.0000% | $40000.00          | $23372.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-10-01      | 2.5000%  | 0.0000% | $11000.00          | $3290.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-02-01      | 3.0000%  | 0.0000% | $8000.00           | $1193.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-04-01      | 3.0000%  | 0.0000% | $31000.00          | $5525.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-04-01      | 3.5000%  | 0.0000% | $22000.00          | $4479.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-04-01      | 3.5000%  | 0.0000% | $6000.00           | $1738.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-07-01      | 3.0000%  | 0.0000% | $10000.00          | $2731.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-01-01      | 3.0000%  | 0.0000% | $18000.00          | $6543.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-03-01      | 2.5000%  | 0.0000% | $17000.00          | $10204.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-04-01      | 2.5000%  | 0.0000% | $11000.00          | $6711.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-09-01      | 4.5000%  | 0.0000% | $1280.00           | $671.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1328.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-05-01      | 6.0000%  | 0.0000% | $5000.00           | $3317.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-07-01      | 6.0000%  | 0.0000% | $9000.00           | $5072.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-01-01      | 5.5000%  | 0.0000% | $10000.00          | $7678.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-09-01      | 3.0000%  | 0.0000% | $5000.00           | $609.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-01-01      | 3.5000%  | 0.0000% | $10000.00          | $1714.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-05-01      | 2.0000%  | 0.0000% | $31121.00          | $15443.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-06-01      | 1.5000%  | 0.0000% | $20000.00          | $10475.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-07-01      | 3.5000%  | 0.0000% | $43000.00          | $24802.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-04-01      | 2.5000%  | 0.0000% | $60000.00          | $34731.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-11-01      | 4.5000%  | 0.0000% | $12000.00          | $6762.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-12-01      | 3.5000%  | 0.0000% | $7000.00           | $4181.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-08-01      | 3.5000%  | 0.0000% | $2000.00           | $1182.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-08-01      | 4.0000%  | 0.0000% | $37000.00          | $20988.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-09-01      | 2.5000%  | 0.0000% | $9002.00           | $5830.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-01-01      | 3.5000%  | 0.0000% | $38000.00          | $23742.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-10-01      | 4.0000%  | 0.0000% | $27657.00          | $19269.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-10-01      | 5.0000%  | 0.0000% | $23000.00          | $13470.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-05-01      | 5.5000%  | 0.0000% | $9000.00           | $4776.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-07-01      | 5.0000%  | 0.0000% | $3000.00           | $1771.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-10-01      | 5.5000%  | 0.0000% | $43000.00          | $24507.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-11-01      | 5.5000%  | 0.0000% | $38000.00          | $19875.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-12-01      | 5.5000%  | 0.0000% | $8000.00           | $4048.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-02-01      | 5.0000%  | 0.0000% | $27000.00          | $16021.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-02-01      | 6.0000%  | 0.0000% | $33000.00          | $15800.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-04-01      | 5.0000%  | 0.0000% | $2000.00           | $1227.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-04-01      | 5.5000%  | 0.0000% | $20000.00          | $11916.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-06-01      | 5.5000%  | 0.0000% | $8000.00           | $4834.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-07-01      | 5.5000%  | 0.0000% | $25000.00          | $14804.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-01-01      | 5.5000%  | 0.0000% | $1000.00           | $733.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-09-01      | 5.0000%  | 0.0000% | $1000.00           | $681.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-09-01      | 5.5000%  | 0.0000% | $16000.00          | $9515.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1431.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-12-01      | 4.0000%  | 0.0000% | $18823.00          | $15758.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-01-01      | 6.0000%  | 0.0000% | $11000.00          | $6646.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-02-01      | 6.0000%  | 0.0000% | $7000.00           | $4803.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-03-01      | 6.0000%  | 0.0000% | $2000.00           | $1370.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-04-01      | 4.5000%  | 0.0000% | $8000.00           | $6828.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-04-01      | 6.0000%  | 0.0000% | $3000.00           | $2254.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-09-01      | 3.0000%  | 0.0000% | $26000.00          | $19101.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 2.5000%  | 0.0000% | $25000.00          | $17037.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 3.5000%  | 0.0000% | $3000.00           | $1885.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-07-01      | 2.0000%  | 0.0000% | $37342.00          | $21160.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 5.5000%  | 0.0000% | $3004.00           | $2189.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 3.5000%  | 0.0000% | $29000.00          | $18739.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 3.5000%  | 0.0000% | $9000.00           | $6391.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 3.5000%  | 0.0000% | $2000.00           | $1350.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.5000%  | 0.0000% | $10985.00          | $8507.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 3.5000%  | 0.0000% | $35000.00          | $24005.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 3.5000%  | 0.0000% | $14000.00          | $10668.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.0000%  | 0.0000% | $8000.00           | $6019.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 4.0000%  | 0.0000% | $15000.00          | $11276.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 5.5000%  | 0.0000% | $3000.00           | $2383.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 3.5000%  | 0.0000% | $15000.00          | $11466.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 2.5000%  | 0.0000% | $67030.00          | $49086.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $773.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 5.5000%  | 0.0000% | $9000.00           | $6995.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $749.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 2.5000%  | 0.0000% | $37000.00          | $28638.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 3.5000%  | 0.0000% | $10000.00          | $8062.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 4.0000%  | 0.0000% | $2000.00           | $1648.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-12-01      | 3.5000%  | 0.0000% | $1000.00           | $853.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 3.5000%  | 0.0000% | $8100.00           | $6343.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 6.5000%  | 0.0000% | $20000.00          | $13692.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 4.0000%  | 0.0000% | $3000.00           | $2630.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 5.5000%  | 0.0000% | $9000.00           | $8201.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 3.5000%  | 0.0000% | $6000.00           | $5166.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 6.0000%  | 0.0000% | $20000.00          | $16188.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-07-01      | 4.5000%  | 0.0000% | $29000.00          | $3064.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-07-01      | 4.0000%  | 0.0000% | $18000.00          | $1826.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-08-01      | 3.5000%  | 0.0000% | $205000.00         | $19746.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-09-01      | 3.0000%  | 0.0000% | $5000.00           | $662.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-10-01      | 3.0000%  | 0.0000% | $175218.00         | $25828.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-10-01      | 4.5000%  | 0.0000% | $43000.00          | $5593.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-11-01      | 3.0000%  | 0.0000% | $25000.00          | $3971.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-12-01      | 3.0000%  | 0.0000% | $5000.00           | $861.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-12-01      | 4.0000%  | 0.0000% | $12000.00          | $1732.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-12-01      | 5.0000%  | 0.0000% | $25836.00          | $2952.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-02-01      | 3.0000%  | 0.0000% | $33000.00          | $5987.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-05-01      | 3.0000%  | 0.0000% | $145000.00         | $35648.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-05-01      | 4.5000%  | 0.0000% | $17000.00          | $3776.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-06-01      | 3.0000%  | 0.0000% | $24000.00          | $5912.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-08-01      | 4.0000%  | 0.0000% | $49000.00          | $9992.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 4.5000%  | 0.0000% | $31000.00          | $29063.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-04-01      | 3.5000%  | 0.0000% | $123000.00         | $32248.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-07-01      | 3.5000%  | 0.0000% | $52000.00          | $10173.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 4.5000%  | 0.0000% | $12000.00          | $9131.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-03-01      | 2.5000%  | 0.0000% | $23000.00          | $11204.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-04-01      | 3.5000%  | 0.0000% | $94000.00          | $38189.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-05-01      | 3.0000%  | 0.0000% | $51000.00          | $22960.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 3.0000%  | 0.0000% | $73000.00          | $47204.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 3.5000%  | 0.0000% | $2000.00           | $1217.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-09-01      | 2.5000%  | 0.0000% | $25000.00          | $15131.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-11-01      | 2.5000%  | 0.0000% | $8875.00           | $5574.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-11-01      | 3.0000%  | 0.0000% | $47000.00          | $27225.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-12-01      | 3.0000%  | 0.0000% | $39000.00          | $23500.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-10-01      | 4.0000%  | 0.0000% | $56462.00          | $28141.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 2.0000%  | 0.0000% | $16000.00          | $10228.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $763.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 2.0000%  | 0.0000% | $10208.00          | $6650.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 3.0000%  | 0.0000% | $8965.00           | $6357.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 3.5000%  | 0.0000% | $3000.00           | $2150.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 5.0000%  | 0.0000% | $56000.00          | $39920.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 2.5000%  | 0.0000% | $25000.00          | $17765.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 3.5000%  | 0.0000% | $51000.00          | $39151.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 3.0000%  | 0.0000% | $4000.00           | $2925.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 6.0000%  | 0.0000% | $20000.00          | $13449.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 3.0000%  | 0.0000% | $2000.00           | $1561.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-03-01      | 3.5000%  | 0.0000% | $8000.00           | $6464.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 3.5000%  | 0.0000% | $1000.00           | $767.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 3.5000%  | 0.0000% | $35000.00          | $27348.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 4.0000%  | 0.0000% | $7000.00           | $5582.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 4.5000%  | 0.0000% | $5000.00           | $4260.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 5.5000%  | 0.0000% | $41483868.00       | $33321952.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 4.0000%  | 0.0000% | $43000.00          | $36263.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 4.0000%  | 0.0000% | $13000.00          | $11234.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 5.5000%  | 0.0000% | $31000.00          | $25211.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 5.0000%  | 0.0000% | $25000.00          | $22730.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 4.0000%  | 0.0000% | $3000.00           | $2730.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 4.5000%  | 0.0000% | $9000.00           | $8414.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.5000%  | 0.0000% | $52000.00          | $45472.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 7.5000%  | 0.0000% | $60728.00          | $39753.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 4.5000%  | 0.0000% | $2000.00           | $1876.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.0000%  | 0.0000% | $50000.00          | $41986.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 3.0000%  | 0.0000% | $6000.00           | $4742.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.0000%  | 0.0000% | $43000.00          | $34527.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 6.0000%  | 0.0000% | $20000.00          | $12637.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-10-01      | 6.5000%  | 0.0000% | $195000.00         | $3459.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-08-01      | 6.0000%  | 0.0000% | $4000.00           | $30.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2027-09-01      | 3.0000%  | 0.0000% | $431000.00         | $7390.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2027-06-01      | 3.0000%  | 0.0000% | $500000.00         | $7536.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2028-09-01      | 3.0000%  | 0.0000% | $616392.00         | $24623.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2028-07-01      | 3.0000%  | 0.0000% | $260000.00         | $8164.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-05-01      | 5.0000%  | 0.0000% | $62000.00          | $3120.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-05-01      | 4.5000%  | 0.0000% | $3103.00           | $75.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-04-01      | 4.0000%  | 0.0000% | $23286.00          | $1442.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-04-01      | 4.5000%  | 0.0000% | $850000.00         | $32409.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-05-01      | 4.5000%  | 0.0000% | $55003.00          | $1624.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-08-01      | 4.5000%  | 0.0000% | $8000.00           | $217.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-07-01      | 4.5000%  | 0.0000% | $1000.00           | $45.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-10-01      | 4.0000%  | 0.0000% | $119295.00         | $14410.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-09-01      | 4.5000%  | 0.0000% | $355000.00         | $9513.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-09-01      | 4.5000%  | 0.0000% | $90000.00          | $1894.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-09-01      | 4.5000%  | 0.0000% | $779000.00         | $42007.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-11-01      | 4.0000%  | 0.0000% | $25000.00          | $1018.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-10-01      | 4.0000%  | 0.0000% | $393523.00         | $26059.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-11-01      | 4.0000%  | 0.0000% | $140000.00         | $12191.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-01-01      | 4.0000%  | 0.0000% | $270000.00         | $36004.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-04-01      | 3.5000%  | 0.0000% | $40000.00          | $4612.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-04-01      | 3.5000%  | 0.0000% | $82964.00          | $9710.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-05-01      | 3.5000%  | 0.0000% | $51000.00          | $6597.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-05-01      | 3.5000%  | 0.0000% | $17000.00          | $2449.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-05-01      | 3.0000%  | 0.0000% | $54516.00          | $4649.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-06-01      | 3.5000%  | 0.0000% | $11000.00          | $922.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-08-01      | 3.0000%  | 0.0000% | $54610.00          | $6473.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-01-01      | 3.5000%  | 0.0000% | $200000.00         | $23504.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-01-01      | 4.0000%  | 0.0000% | $395000.00         | $39651.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-01-01      | 3.5000%  | 0.0000% | $100000.00         | $19452.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-02-01      | 3.5000%  | 0.0000% | $100000.00         | $18350.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-10-01      | 3.5000%  | 0.0000% | $100000.00         | $17231.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-12-01      | 3.5000%  | 0.0000% | $100000.00         | $8227.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-12-01      | 3.5000%  | 0.0000% | $200000.00         | $11202.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-06-01      | 3.5000%  | 0.0000% | $130000.00         | $15818.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-01-01      | 3.5000%  | 0.0000% | $100000.00         | $5218.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-02-01      | 3.5000%  | 0.0000% | $200000.00         | $35399.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-03-01      | 3.5000%  | 0.0000% | $200000.00         | $28696.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-03-01      | 4.5000%  | 0.0000% | $100000.00         | $14530.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-02-01      | 3.5000%  | 0.0000% | $100000.00         | $18426.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-09-01      | 3.0000%  | 0.0000% | $255000.00         | $40595.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-10-01      | 3.0000%  | 0.0000% | $27569.00          | $5062.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-10-01      | 3.5000%  | 0.0000% | $160000.00         | $16734.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-08-01      | 3.5000%  | 0.0000% | $200262.00         | $23789.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-11-01      | 3.0000%  | 0.0000% | $175000.00         | $29098.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-01-01      | 3.0000%  | 0.0000% | $350000.00         | $42462.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-01-01      | 3.0000%  | 0.0000% | $58692.00          | $9035.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-11-01      | 5.0000%  | 0.0000% | $445567.00         | $22809.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-05-01      | 3.5000%  | 0.0000% | $28000.00          | $2718.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-07-01      | 5.0000%  | 0.0000% | $1060562.00        | $15070.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-12-01      | 4.0000%  | 0.0000% | $12000.00          | $1397.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-11-01      | 4.0000%  | 0.0000% | $2145.00           | $346.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-10-01      | 4.5000%  | 0.0000% | $57000.00          | $5699.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-02-01      | 2.5000%  | 0.0000% | $100000.00         | $19855.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-07-01      | 4.0000%  | 0.0000% | $8000.00           | $1295.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-11-01      | 4.0000%  | 0.0000% | $49000.00          | $9308.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-09-01      | 5.0000%  | 0.0000% | $210172.00         | $133.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-03-01      | 3.0000%  | 0.0000% | $338393.00         | $39989.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-04-01      | 3.5000%  | 0.0000% | $225000.00         | $24615.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-05-01      | 4.0000%  | 0.0000% | $200000.00         | $30037.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-06-01      | 4.0000%  | 0.0000% | $100000.00         | $16357.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-06-01      | 4.0000%  | 0.0000% | $200000.00         | $20014.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-06-01      | 4.0000%  | 0.0000% | $100000.00         | $16667.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-06-01      | 4.0000%  | 0.0000% | $100000.00         | $13349.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-06-01      | 4.0000%  | 0.0000% | $100000.00         | $13783.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-07-01      | 3.5000%  | 0.0000% | $17000.00          | $4161.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-07-01      | 3.5000%  | 0.0000% | $30000.00          | $3318.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-08-01      | 3.0000%  | 0.0000% | $25321.00          | $3963.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-09-01      | 4.0000%  | 0.0000% | $181857.00         | $34042.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-10-01      | 3.5000%  | 0.0000% | $48146.00          | $12570.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-10-01      | 4.0000%  | 0.0000% | $300000.00         | $12338.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-03-01      | 2.5000%  | 0.0000% | $172189.00         | $14543.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-05-01      | 2.5000%  | 0.0000% | $254545.00         | $23395.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-09-01      | 2.5000%  | 0.0000% | $202543.00         | $20998.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-07-01      | 2.5000%  | 0.0000% | $81150.00          | $6669.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-12-01      | 5.5000%  | 0.0000% | $7000.00           | $777.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-08-01      | 3.5000%  | 0.0000% | $102867.00         | $20390.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-10-01      | 4.5000%  | 0.0000% | $18000.00          | $2801.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-02-01      | 4.0000%  | 0.0000% | $184693.00         | $13046.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-06-01      | 4.0000%  | 0.0000% | $35019.00          | $5697.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-10-01      | 4.5000%  | 0.0000% | $1253281.00        | $21801.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-05-01      | 4.0000%  | 0.0000% | $122000.00         | $13402.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-12-01      | 4.5000%  | 0.0000% | $92728.00          | $8023.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-01-01      | 4.0000%  | 0.0000% | $80000.00          | $12155.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-12-01      | 3.5000%  | 0.0000% | $300000.00         | $30927.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-04-01      | 4.5000%  | 0.0000% | $20000.00          | $2132.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-08-01      | 4.0000%  | 0.0000% | $140000.00         | $25928.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-12-01      | 3.5000%  | 0.0000% | $102588.00         | $39635.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-12-01      | 4.5000%  | 0.0000% | $313104.00         | $27984.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-01-01      | 3.5000%  | 0.0000% | $106688.00         | $20001.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-02-01      | 4.0000%  | 0.0000% | $178000.00         | $18371.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-03-01      | 4.5000%  | 0.0000% | $147000.00         | $9831.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-04-01      | 4.5000%  | 0.0000% | $300000.00         | $46949.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-04-01      | 4.5000%  | 0.0000% | $100000.00         | $14203.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-05-01      | 3.5000%  | 0.0000% | $57524.00          | $5908.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-07-01      | 3.5000%  | 0.0000% | $42532.00          | $8917.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-09-01      | 3.5000%  | 0.0000% | $130000.00         | $19704.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-06-01      | 3.5000%  | 0.0000% | $175000.00         | $35231.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-02-01      | 4.0000%  | 0.0000% | $42000.00          | $3715.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-03-01      | 4.0000%  | 0.0000% | $1190082.00        | $37245.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-03-01      | 4.0000%  | 0.0000% | $45000.00          | $3485.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-03-01      | 3.0000%  | 0.0000% | $57000.00          | $9573.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-03-01      | 3.0000%  | 0.0000% | $57000.00          | $9210.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-04-01      | 3.0000%  | 0.0000% | $70000.00          | $12940.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-07-01      | 4.0000%  | 0.0000% | $170057.00         | $14148.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-09-01      | 3.5000%  | 0.0000% | $85000.00          | $17693.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-03-01      | 3.5000%  | 0.0000% | $370000.00         | $36204.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-01-01      | 3.0000%  | 0.0000% | $60000.00          | $5976.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-04-01      | 3.5000%  | 0.0000% | $10000.00          | $1034.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-04-01      | 3.5000%  | 0.0000% | $195949.00         | $30703.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-05-01      | 3.5000%  | 0.0000% | $200000.00         | $23448.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-06-01      | 3.5000%  | 0.0000% | $100000.00         | $16123.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-07-01      | 4.5000%  | 0.0000% | $6783.00           | $960.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-07-01      | 3.0000%  | 0.0000% | $59261.00          | $10879.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-10-01      | 4.0000%  | 0.0000% | $59449.00          | $13631.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-12-01      | 4.5000%  | 0.0000% | $6000.00           | $3106.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-12-01      | 3.0000%  | 0.0000% | $112919.00         | $31784.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-12-01      | 3.0000%  | 0.0000% | $130791.00         | $33462.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-12-01      | 3.0000%  | 0.0000% | $196220.00         | $46679.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-12-01      | 4.0000%  | 0.0000% | $55000.00          | $9533.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-01-01      | 3.0000%  | 0.0000% | $100000.00         | $28877.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-01-01      | 3.0000%  | 0.0000% | $100000.00         | $31982.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-03-01      | 4.0000%  | 0.0000% | $545000.00         | $35176.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-04-01      | 4.0000%  | 0.0000% | $235000.00         | $25640.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-05-01      | 4.0000%  | 0.0000% | $75000.00          | $9131.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-07-01      | 3.5000%  | 0.0000% | $1000.00           | $116.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-08-01      | 3.0000%  | 0.0000% | $103044.00         | $17113.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-12-01      | 3.5000%  | 0.0000% | $190000.00         | $45784.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-03-01      | 4.0000%  | 0.0000% | $150000.00         | $34892.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-11-01      | 4.0000%  | 0.0000% | $186000.00         | $40002.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-01-01      | 4.0000%  | 0.0000% | $225000.00         | $39643.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-04-01      | 4.5000%  | 0.0000% | $300000.00         | $48072.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-08-01      | 3.5000%  | 0.0000% | $206326.00         | $26604.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-10-01      | 3.5000%  | 0.0000% | $125419.00         | $18661.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-10-01      | 4.0000%  | 0.0000% | $70000.00          | $8383.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-11-01      | 3.5000%  | 0.0000% | $115000.00         | $21029.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-11-01      | 4.0000%  | 0.0000% | $90000.00          | $12876.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-02-01      | 4.0000%  | 0.0000% | $78449.00          | $13774.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-02-01      | 3.5000%  | 0.0000% | $98000.00          | $20766.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-01-01      | 3.5000%  | 0.0000% | $161000.00         | $48203.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-04-01      | 4.0000%  | 0.0000% | $51763.00          | $8623.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-07-01      | 4.5000%  | 0.0000% | $173000.00         | $14025.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-07-01      | 4.0000%  | 0.0000% | $3000.00           | $261.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-10-01      | 4.0000%  | 0.0000% | $16000.00          | $1119.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-10-01      | 4.5000%  | 0.0000% | $85000.00          | $8543.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-06-01      | 5.0000%  | 0.0000% | $125000.00         | $6842.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-07-01      | 3.5000%  | 0.0000% | $120074.00         | $36098.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-07-01      | 3.0000%  | 0.0000% | $8000.00           | $1105.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-09-01      | 3.5000%  | 0.0000% | $25000.00          | $7291.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-01-01      | 4.0000%  | 0.0000% | $60000.00          | $11958.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-12-01      | 4.5000%  | 0.0000% | $10000.00          | $1456.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-03-01      | 4.0000%  | 0.0000% | $275000.00         | $50015.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-04-01      | 3.5000%  | 0.0000% | $1000.00           | $190.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-04-01      | 3.0000%  | 0.0000% | $125000.00         | $27120.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-10-01      | 4.0000%  | 0.0000% | $225000.00         | $24112.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-02-01      | 4.0000%  | 0.0000% | $9000.00           | $1373.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-12-01      | 4.5000%  | 0.0000% | $73000.00          | $5637.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-10-01      | 3.5000%  | 0.0000% | $125000.00         | $22472.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-07-01      | 4.5000%  | 0.0000% | $1000.00           | $140.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-09-01      | 3.5000%  | 0.0000% | $230000.00         | $37275.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-01-01      | 4.0000%  | 0.0000% | $20008.00          | $3252.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-02-01      | 3.5000%  | 0.0000% | $49000.00          | $6120.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-08-01      | 4.5000%  | 0.0000% | $8000.00           | $1946.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-07-01      | 4.0000%  | 0.0000% | $167000.00         | $20020.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-09-01      | 3.0000%  | 0.0000% | $24573.00          | $4069.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-12-01      | 3.0000%  | 0.0000% | $19000.00          | $4388.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-01-01      | 3.5000%  | 0.0000% | $145000.00         | $34911.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-05-01      | 5.0000%  | 0.0000% | $29000.00          | $5785.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-04-01      | 4.5000%  | 0.0000% | $19000.00          | $4787.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-04-01      | 4.5000%  | 0.0000% | $200000.00         | $26539.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-11-01      | 4.0000%  | 0.0000% | $100000.00         | $9970.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-03-01      | 3.5000%  | 0.0000% | $33000.00          | $10257.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-02-01      | 5.0000%  | 0.0000% | $207000.00         | $34080.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-08-01      | 3.0000%  | 0.0000% | $105000.00         | $30594.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-09-01      | 4.5000%  | 0.0000% | $17000.00          | $3958.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-09-01      | 5.5000%  | 0.0000% | $59000.00          | $14468.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-12-01      | 5.0000%  | 0.0000% | $210000.00         | $25981.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-11-01      | 5.0000%  | 0.0000% | $270000.00         | $34336.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2026-07-01      | 8.0000%  | 0.0000% | $201488.00         | $5.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2026-04-01      | 7.0000%  | 0.0000% | $10000.00          | $0.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2026-06-01      | 7.5000%  | 0.0000% | $59000.00          | $2.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2026-09-01      | 8.0000%  | 0.0000% | $1685000.00        | $95.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2026-12-01      | 8.0000%  | 0.0000% | $1609483.00        | $305.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2027-10-20      | 8.5000%  | 0.0000% | $21656.00          | $5.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-11-17      | 8.0000%  | 0.0000% | $2786340.00        | $7127.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2027-10-20      | 6.2000%  | 0.0000% | $4963426.00        | $5249.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-01-17      | 7.0000%  | 0.0000% | $1117292.00        | $12707.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-02-25      | 7.0000%  | 0.0000% | $202033.00         | $19340.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-01-01      | 6.0000%  | 0.0000% | $164301.00         | $7430.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-02-01      | 5.4400%  | 0.0000% | $275000.00         | $32751.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-02-01      | 5.6300%  | 0.0000% | $443760.00         | $24912.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-01-01      | 5.4600%  | 0.0000% | $50000.00          | $31727.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-02-01      | 5.4900%  | 0.0000% | $603122.00         | $31146.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-03-01      | 5.6300%  | 0.0000% | $1046809.00        | $13443.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-03-01      | 5.7500%  | 0.0000% | $589281.00         | $39081.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-11-01      | 5.6000%  | 0.0000% | $435345.00         | $26372.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-09-01      | 5.0000%  | 0.0000% | $380000.00         | $38215.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-09-01      | 5.0000%  | 0.0000% | $82169.00          | $9361.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-10-01      | 4.0000%  | 0.0000% | $65000.00          | $9598.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-10-01      | 3.0000%  | 0.0000% | $10000.00          | $1669.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-01-01      | 3.0000%  | 0.0000% | $91000.00          | $21058.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-02-01      | 3.0000%  | 0.0000% | $38500.00          | $20447.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-02-01      | 4.5000%  | 0.0000% | $26000.00          | $5034.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-04-01      | 3.0000%  | 0.0000% | $9506.00           | $4585.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-05-01      | 3.0000%  | 0.0000% | $100000.00         | $43199.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-06-01      | 2.5000%  | 0.0000% | $17000.00          | $7031.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-07-01      | 3.0000%  | 0.0000% | $49592.00          | $22800.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-09-01      | 2.0000%  | 0.0000% | $47000.00          | $24128.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-01-01      | 2.5000%  | 0.0000% | $15000.00          | $6910.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-12-01      | 1.5000%  | 0.0000% | $46228.00          | $25561.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-05-01      | 2.5000%  | 0.0000% | $26818.00          | $15412.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-05-01      | 5.0000%  | 0.0000% | $389092.00         | $40582.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-08-01      | 2.5000%  | 0.0000% | $4000.00           | $2553.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-08-01      | 3.5000%  | 0.0000% | $69000.00          | $29327.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-10-01      | 3.0000%  | 0.0000% | $28000.00          | $16691.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-12-01      | 2.5000%  | 0.0000% | $125182.00         | $85547.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 3.0000%  | 0.0000% | $25223.00          | $16101.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 2.0000%  | 0.0000% | $2000.00           | $1287.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 3.5000%  | 0.0000% | $1332.00           | $1035.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.0000%  | 0.0000% | $15000.00          | $11688.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.0000%  | 0.0000% | $25165.00          | $22579.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 5.5000%  | 0.0000% | $38890.00          | $36748.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 4.0000%  | 0.0000% | $15334.00          | $11153.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 4.0000%  | 0.0000% | $66951.00          | $48773.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.0000%  | 0.0000% | $61469.00          | $48336.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 3.5000%  | 0.0000% | $44000.00          | $32986.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 2.5000%  | 0.0000% | $68460.00          | $35067.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 3.0000%  | 0.0000% | $5000.00           | $3687.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 6.0000%  | 0.0000% | $42000.00          | $35003.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-12-01      | 6.5000%  | 0.0000% | $99509.00          | $44196.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 5.5000%  | 0.0000% | $28708.00          | $23820.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 5.5000%  | 0.0000% | $35736.00          | $35461.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 5.5000%  | 0.0000% | $25045.00          | $25143.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 6.0000%  | 0.0000% | $3000.00           | $2502.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 5.5000%  | 0.0000% | $27000.00          | $23289.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 5.5000%  | 0.0000% | $29566.00          | $29615.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-04-01      | 3.0000%  | 0.0000% | $7000.00           | $1258.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-01-01      | 2.0000%  | 0.0000% | $34817.00          | $22655.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-11-01      | 3.5000%  | 0.0000% | $1062276.00        | $181800.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-02-01      | 3.5000%  | 0.0000% | $185000.00         | $43652.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-07-01      | 4.5000%  | 0.0000% | $80000.00          | $13934.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-12-01      | 3.0000%  | 0.0000% | $94000.00          | $16810.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-04-01      | 3.0000%  | 0.0000% | $21000.00          | $6885.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-07-01      | 3.0000%  | 0.0000% | $82101.00          | $37347.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-07-01      | 3.0000%  | 0.0000% | $2000.00           | $859.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-01-01      | 2.5000%  | 0.0000% | $38697.00          | $19200.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-10-01      | 2.0000%  | 0.0000% | $52990.00          | $25012.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-09-01      | 3.0000%  | 0.0000% | $9000.00           | $4177.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-12-01      | 2.5000%  | 0.0000% | $20000.00          | $10803.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-02-01      | 1.5000%  | 0.0000% | $30471.00          | $16596.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-03-01      | 3.0000%  | 0.0000% | $77200.00          | $34456.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-06-01      | 2.0000%  | 0.0000% | $18305.00          | $11560.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-09-01      | 2.5000%  | 0.0000% | $25000.00          | $15416.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 4.0000%  | 0.0000% | $75000.00          | $45808.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 3.5000%  | 0.0000% | $30000.00          | $19949.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 3.0000%  | 0.0000% | $4429.00           | $3146.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $698.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $650.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 2.0000%  | 0.0000% | $50442.00          | $33534.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 4.0000%  | 0.0000% | $95000.00          | $49513.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $633.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 3.0000%  | 0.0000% | $34749.00          | $21789.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 2.5000%  | 0.0000% | $37000.00          | $23308.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 3.5000%  | 0.0000% | $61000.00          | $41396.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $754.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.5000%  | 0.0000% | $14000.00          | $11089.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 4.0000%  | 0.0000% | $34000.00          | $26967.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 6.0000%  | 0.0000% | $60124.00          | $44340.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 5.5000%  | 0.0000% | $55000.00          | $45067.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 6.0000%  | 0.0000% | $5000000.00        | $4393363.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 6.0000%  | 0.0000% | $6000.00           | $5066.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 6.0000%  | 0.0000% | $29797.00          | $24078.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-04-01      | 5.0000%  | 0.0000% | $7160.00           | $5684.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-09-01      | 2.0000%  | 0.0000% | $100000.00         | $44403.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-11-01      | 2.5000%  | 0.0000% | $50000.00          | $20686.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-04-01      | 2.5000%  | 0.0000% | $72000.00          | $48322.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-05-01      | 5.5000%  | 0.0000% | $27000.00          | $16589.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-02-01      | 2.5000%  | 0.0000% | $40971.00          | $20130.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-06-01      | 2.0000%  | 0.0000% | $8000.00           | $3888.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-11-01      | 2.0000%  | 0.0000% | $50000.00          | $28409.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-04-01      | 3.0000%  | 0.0000% | $3526.00           | $576.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-06-01      | 1.5000%  | 0.0000% | $60000.00          | $22348.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-05-01      | 2.0000%  | 0.0000% | $45000.00          | $25847.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-09-01      | 2.0000%  | 0.0000% | $45000.00          | $22817.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-04-01      | 2.0000%  | 0.0000% | $300000.00         | $169846.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2028-09-01      | 2.5000%  | 0.0000% | $200000.00         | $19992.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 6.5000%  | 0.0000% | $55000.00          | $33554.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-09-01      | 4.0000%  | 0.0000% | $47454.00          | $30609.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-10-01      | 4.5000%  | 0.0000% | $33000.00          | $22512.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-11-01      | 5.0000%  | 0.0000% | $25255.00          | $16925.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-03-01      | 4.0000%  | 0.0000% | $55807.00          | $45693.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-09-01      | 4.0000%  | 0.0000% | $25000.00          | $18105.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-09-01      | 5.0000%  | 0.0000% | $44950.00          | $42512.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-12-01      | 3.0000%  | 0.0000% | $67000.00          | $13064.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-11-01      | 2.5000%  | 0.0000% | $15000.00          | $5013.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-06-01      | 7.5000%  | 0.0000% | $727696.00         | $9.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-06-01      | 7.0000%  | 0.0000% | $10000.00          | $0.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-08-01      | 7.5000%  | 0.0000% | $3143400.00        | $77.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-12-01      | 7.5000%  | 0.0000% | $1732598.00        | $142.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-11-01      | 9.0000%  | 0.0000% | $745840.00         | $15.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-02-01      | 7.0000%  | 0.0000% | $530000.00         | $56.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-06-01      | 7.0000%  | 0.0000% | $49000.00          | $9.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-09-01      | 6.5000%  | 0.0000% | $300000.00         | $664.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-09-01      | 7.0000%  | 0.0000% | $11251000.00       | $7629.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-03-01      | 6.5000%  | 0.0000% | $6000.00           | $1.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-10-01      | 7.5000%  | 0.0000% | $3000000.00        | $1697.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-10-01      | 6.0000%  | 0.0000% | $84000.00          | $88.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-12-01      | 7.0000%  | 0.0000% | $3750000.00        | $3325.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-01-01      | 6.5000%  | 0.0000% | $270000.00         | $428.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-02-01      | 7.0000%  | 0.0000% | $8890294.00        | $10064.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-09-01      | 7.0000%  | 0.0000% | $1000000.00        | $246.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-03-01      | 6.5000%  | 0.0000% | $341419.00         | $621.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-03-01      | 7.0000%  | 0.0000% | $12000000.00       | $7792.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-05-01      | 6.5000%  | 0.0000% | $1200000.00        | $732.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-06-01      | 7.0000%  | 0.0000% | $5000.00           | $6.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-05-01      | 6.5000%  | 0.0000% | $255260.00         | $612.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-07-01      | 7.0000%  | 0.0000% | $155737.00         | $200.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-07-01      | 7.5000%  | 0.0000% | $4000400.00        | $6223.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-08-01      | 7.0000%  | 0.0000% | $1459816.00        | $879.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-09-01      | 7.0000%  | 0.0000% | $9000.00           | $4.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-09-01      | 7.5000%  | 0.0000% | $532181.00         | $221.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-07-01      | 7.0000%  | 0.0000% | $5000.00           | $3.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-10-01      | 7.0000%  | 0.0000% | $2230000.00        | $676.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-10-01      | 7.5000%  | 0.0000% | $150000.00         | $101.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-05-01      | 7.5000%  | 0.0000% | $200000.00         | $18.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-05-01      | 8.5000%  | 0.0000% | $394158.00         | $116.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-07-01      | 7.5000%  | 0.0000% | $250000.00         | $355.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-04-01      | 7.0000%  | 0.0000% | $12000.00          | $2.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-04-01      | 7.5000%  | 0.0000% | $88000.00          | $56.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-05-01      | 8.0000%  | 0.0000% | $50000.00          | $24.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-05-01      | 8.5000%  | 0.0000% | $6307107.00        | $5258.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-07-01      | 7.5000%  | 0.0000% | $150215.00         | $72.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-07-01      | 8.5000%  | 0.0000% | $1653912.00        | $1383.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-08-01      | 8.5000%  | 0.0000% | $45643411.00       | $6760.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-09-01      | 8.5000%  | 0.0000% | $790739.00         | $173.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-10-01      | 8.5000%  | 0.0000% | $4042756.00        | $789.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-11-01      | 8.5000%  | 0.0000% | $702839.00         | $557.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-10-01      | 8.0000%  | 0.0000% | $275000.00         | $1981.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-11-01      | 7.5000%  | 0.0000% | $150000.00         | $9.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-01-01      | 8.5000%  | 0.0000% | $2121024.00        | $2963.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-02-01      | 7.0000%  | 0.0000% | $3301991.00        | $2860.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-06-01      | 5.0000%  | 0.0000% | $11000.00          | $67.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-07-01      | 5.0000%  | 0.0000% | $3100000.00        | $17883.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-08-01      | 8.5000%  | 0.0000% | $198161.00         | $386.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-09-01      | 7.0000%  | 0.0000% | $2286920.00        | $1850.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-10-01      | 7.5000%  | 0.0000% | $195912.00         | $112.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-12-01      | 8.0000%  | 0.0000% | $2000000.00        | $502.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-10-01      | 8.0000%  | 0.0000% | $365400.00         | $219.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-05-01      | 7.0000%  | 0.0000% | $6000.00           | $12.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-07-01      | 7.0000%  | 0.0000% | $10397903.00       | $23061.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-05-01      | 7.0000%  | 0.0000% | $1550000.00        | $613.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-11-01      | 7.0000%  | 0.0000% | $500000.00         | $378.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-12-01      | 5.5000%  | 0.0000% | $1000000.00        | $2871.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-12-01      | 7.0000%  | 0.0000% | $357918.00         | $2170.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-05-01      | 5.5000%  | 0.0000% | $2536000.00        | $24077.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-12-01      | 5.5000%  | 0.0000% | $350000.00         | $3279.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-12-01      | 6.0000%  | 0.0000% | $1900000.00        | $1361.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-12-01      | 6.0000%  | 0.0000% | $650000.00         | $1923.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-12-01      | 6.5000%  | 0.0000% | $61378.00          | $167.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-01-01      | 5.5000%  | 0.0000% | $440716.00         | $1069.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-02-01      | 5.5000%  | 0.0000% | $550000.00         | $630.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-08-01      | 5.0000%  | 0.0000% | $79000.00          | $486.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-10-01      | 5.0000%  | 0.0000% | $13000.00          | $108.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-03-01      | 5.0000%  | 0.0000% | $8818996.00        | $36.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-05-01      | 5.0000%  | 0.0000% | $8045968.00        | $568.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-05-01      | 6.5000%  | 0.0000% | $37274.00          | $7.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-06-01      | 5.5000%  | 0.0000% | $1480000.00        | $11236.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-09-01      | 6.5000%  | 0.0000% | $1481183.00        | $529.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-02-01      | 5.0000%  | 0.0000% | $1806000.00        | $2064.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-03-01      | 6.5000%  | 0.0000% | $2216870.00        | $1312.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-03-01      | 6.5000%  | 0.0000% | $877051.00         | $752.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-05-01      | 6.5000%  | 0.0000% | $9988993.00        | $21381.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-06-01      | 6.0000%  | 0.0000% | $2400000.00        | $5741.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-07-01      | 6.0000%  | 0.0000% | $3177500.00        | $6632.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-08-01      | 7.0000%  | 0.0000% | $1061322.00        | $3601.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-09-01      | 5.5000%  | 0.0000% | $270000.00         | $514.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-10-01      | 6.5000%  | 0.0000% | $5234363.00        | $12893.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-10-01      | 7.0000%  | 0.0000% | $375000.00         | $4750.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-11-01      | 6.5000%  | 0.0000% | $2500000.00        | $10446.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-03-01      | 5.0000%  | 0.0000% | $5880361.00        | $11363.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-04-01      | 5.5000%  | 0.0000% | $333708.00         | $757.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-06-01      | 5.5000%  | 0.0000% | $1530000.00        | $20298.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-01-01      | 5.0000%  | 0.0000% | $82000.00          | $194.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-02-01      | 7.5000%  | 0.0000% | $100000.00         | $724.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-08-01      | 3.5000%  | 0.0000% | $10000.00          | $6.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-08-01      | 5.5000%  | 0.0000% | $375000.00         | $12106.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-11-01      | 5.5000%  | 0.0000% | $39000.00          | $3595.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-10-01      | 3.5000%  | 0.0000% | $1000.00           | $880.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-04-01      | 6.5000%  | 0.0000% | $2600000.00        | $929.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-10-01      | 7.0000%  | 0.0000% | $21000.00          | $4.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-10-01      | 7.0000%  | 0.0000% | $155869.00         | $53.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-04-01      | 7.5000%  | 0.0000% | $200000.00         | $1.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-09-01      | 7.5000%  | 0.0000% | $25668.00          | $4.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-12-01      | 7.5000%  | 0.0000% | $85700.00          | $13.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-10-01      | 7.5000%  | 0.0000% | $58000.00          | $5.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-11-01      | 8.5000%  | 0.0000% | $438735.00         | $462.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-04-01      | 7.5000%  | 0.0000% | $351000.00         | $95.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-02-01      | 7.0000%  | 0.0000% | $190000.00         | $20.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-11-01      | 7.5000%  | 0.0000% | $1356285.00        | $344.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-01-01      | 7.5000%  | 0.0000% | $375000.00         | $212.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-10-01      | 7.0000%  | 0.0000% | $865508.00         | $1965.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-12-01      | 5.5000%  | 0.0000% | $600000.00         | $1861.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-04-01      | 7.0000%  | 0.0000% | $100000.00         | $110.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-03-01      | 7.0000%  | 0.0000% | $336539.00         | $1964.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-04-01      | 7.0000%  | 0.0000% | $1800000.00        | $1124.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-04-01      | 7.5000%  | 0.0000% | $1303035.00        | $2714.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-03-01      | 6.5000%  | 0.0000% | $147000.00         | $195.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-07-01      | 7.0000%  | 0.0000% | $590000.00         | $6041.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-08-01      | 7.5000%  | 0.0000% | $3357761.00        | $10762.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-12-01      | 7.0000%  | 0.0000% | $7000.00           | $16.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-12-01      | 7.5000%  | 0.0000% | $82994.00          | $5.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-12-01      | 7.5000%  | 0.0000% | $372157.00         | $984.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-04-01      | 8.5000%  | 0.0000% | $1140807.00        | $1353.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-02-01      | 7.5000%  | 0.0000% | $155432.00         | $208.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-09-01      | 8.5000%  | 0.0000% | $1857242.00        | $636.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-02-01      | 7.5000%  | 0.0000% | $400000.00         | $108.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-02-01      | 7.0000%  | 0.0000% | $2830000.00        | $1158.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-04-01      | 8.5000%  | 0.0000% | $17640599.00       | $8773.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-05-01      | 7.0000%  | 0.0000% | $3079969.00        | $633.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-08-01      | 8.5000%  | 0.0000% | $1174169.00        | $222.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-08-01      | 8.5000%  | 0.0000% | $2823743.00        | $1426.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-03-01      | 8.0000%  | 0.0000% | $15372.00          | $0.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-02-01      | 7.0000%  | 0.0000% | $4890000.00        | $2316.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-04-01      | 7.0000%  | 0.0000% | $447515.00         | $173.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-02-01      | 7.0000%  | 0.0000% | $2640000.00        | $886.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-02-01      | 6.0000%  | 0.0000% | $800000.00         | $1349.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-05-01      | 8.5000%  | 0.0000% | $289263.00         | $60.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-05-01      | 9.0000%  | 0.0000% | $2900000.00        | $1289.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-02-01      | 6.0000%  | 0.0000% | $21000.00          | $1069.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-07-01      | 8.5000%  | 0.0000% | $460698.00         | $2141.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-05-01      | 7.5000%  | 0.0000% | $276045.00         | $133.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-09-01      | 7.5000%  | 0.0000% | $407393.00         | $273.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-09-01      | 7.0000%  | 0.0000% | $3225000.00        | $2176.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-11-01      | 7.5000%  | 0.0000% | $2353030.00        | $1145.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-04-01      | 7.0000%  | 0.0000% | $8667012.00        | $8938.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-07-01      | 6.5000%  | 0.0000% | $4949830.00        | $6721.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-06-01      | 7.0000%  | 0.0000% | $2780000.00        | $2590.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-04-01      | 8.0000%  | 0.0000% | $6603007.00        | $6983.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-11-01      | 7.5000%  | 0.0000% | $500570.00         | $35.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-07-01      | 8.5000%  | 0.0000% | $379035.00         | $285.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-08-01      | 8.5000%  | 0.0000% | $49729.00          | $808.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-09-01      | 8.5000%  | 0.0000% | $199999.00         | $311.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-06-01      | 5.5000%  | 0.0000% | $5585145.00        | $22796.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-10-01      | 5.5000%  | 0.0000% | $496000.00         | $2153.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-11-01      | 5.5000%  | 0.0000% | $80000.00          | $424.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-10-01      | 7.5000%  | 0.0000% | $1923766.00        | $201.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-08-01      | 8.5000%  | 0.0000% | $1840006.00        | $953.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-08-01      | 9.0000%  | 0.0000% | $10000000.00       | $3744.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-09-01      | 8.0000%  | 0.0000% | $31900.00          | $158.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-11-01      | 8.5000%  | 0.0000% | $1216215.00        | $1500.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-02-01      | 7.5000%  | 0.0000% | $1310000.00        | $3563.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-03-01      | 7.5000%  | 0.0000% | $1000000.00        | $2466.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-11-01      | 8.5000%  | 0.0000% | $574012.00         | $2838.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-11-01      | 9.0000%  | 0.0000% | $125000.00         | $38.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-10-01      | 8.5000%  | 0.0000% | $1322546.00        | $15078.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-07-01      | 8.5000%  | 0.0000% | $5101835.00        | $19222.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-11-01      | 7.5000%  | 0.0000% | $8312733.00        | $1432.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-03-01      | 7.0000%  | 0.0000% | $2950000.00        | $191.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-01-01      | 8.5000%  | 0.0000% | $98419.00          | $39.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-02-01      | 8.0000%  | 0.0000% | $10000000.00       | $5646.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-06-01      | 8.5000%  | 0.0000% | $1778882.00        | $7830.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-06-01      | 8.5000%  | 0.0000% | $1214889.00        | $1841.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-04-01      | 8.0000%  | 0.0000% | $250000.00         | $1911.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-08-01      | 7.0000%  | 0.0000% | $1440000.00        | $379.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-05-01      | 8.5000%  | 0.0000% | $2290.00           | $2.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-07-01      | 7.0000%  | 0.0000% | $4000.00           | $8.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-03-01      | 6.0000%  | 0.0000% | $625000.00         | $807.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-08-01      | 7.0000%  | 0.0000% | $1000.00           | $0.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-07-01      | 7.0000%  | 0.0000% | $2500000.00        | $6751.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-09-01      | 7.5000%  | 0.0000% | $1350600.00        | $1312.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-11-01      | 6.5000%  | 0.0000% | $50000.00          | $45.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-10-01      | 7.5000%  | 0.0000% | $46040.00          | $229.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-11-01      | 7.5000%  | 0.0000% | $448800.00         | $2377.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-07-01      | 7.5000%  | 0.0000% | $38360.00          | $212.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-02-01      | 7.5000%  | 0.0000% | $296000.00         | $758.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-01-01      | 8.0000%  | 0.0000% | $170000.00         | $336.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-02-01      | 6.5000%  | 0.0000% | $107085.00         | $267.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-01-01      | 7.0000%  | 0.0000% | $378168.00         | $470.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-02-01      | 6.5000%  | 0.0000% | $106631.00         | $150.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-02-01      | 8.5000%  | 0.0000% | $2253759.00        | $3207.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-02-01      | 7.5000%  | 0.0000% | $58800.00          | $463.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-02-01      | 4.5000%  | 0.0000% | $71000.00          | $2715.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-02-01      | 4.5000%  | 0.0000% | $190018.00         | $5543.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-12-01      | 4.0000%  | 0.0000% | $47000.00          | $2232.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-12-01      | 3.5000%  | 0.0000% | $250000.00         | $14621.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-04-01      | 4.0000%  | 0.0000% | $37031.00          | $10.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-02-01      | 5.0000%  | 0.0000% | $82100.00          | $6153.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-02-01      | 3.5000%  | 0.0000% | $35000.00          | $4.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-02-01      | 4.0000%  | 0.0000% | $112000.00         | $18.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-02-01      | 4.0000%  | 0.0000% | $573000.00         | $61.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-02-01      | 3.5000%  | 0.0000% | $824000.00         | $6.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-03-01      | 3.5000%  | 0.0000% | $2449324.00        | $1053.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-02-01      | 4.0000%  | 0.0000% | $1098165.00        | $144.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-03-01      | 4.0000%  | 0.0000% | $4000.00           | $1.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-03-01      | 3.5000%  | 0.0000% | $335000.00         | $86.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-04-01      | 3.5000%  | 0.0000% | $412500.00         | $259.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-03-01      | 4.0000%  | 0.0000% | $516311.00         | $116.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-04-01      | 4.0000%  | 0.0000% | $380542.00         | $140.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-04-01      | 4.0000%  | 0.0000% | $119000.00         | $38.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-04-01      | 4.5000%  | 0.0000% | $48000.00          | $3334.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-04-01      | 3.5000%  | 0.0000% | $60000.00          | $47.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-05-01      | 4.5000%  | 0.0000% | $500000.00         | $5218.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-05-01      | 4.5000%  | 0.0000% | $5000.00           | $333.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-04-01      | 4.0000%  | 0.0000% | $895592.00         | $680.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-04-01      | 4.0000%  | 0.0000% | $39000.00          | $28.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-05-01      | 4.0000%  | 0.0000% | $2216970.00        | $1778.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-05-01      | 5.0000%  | 0.0000% | $165000.00         | $11492.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-05-01      | 3.5000%  | 0.0000% | $848511.00         | $418.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-05-01      | 4.0000%  | 0.0000% | $84644.00          | $100.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-06-01      | 4.5000%  | 0.0000% | $251970.00         | $242.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-07-01      | 4.5000%  | 0.0000% | $695000.00         | $11336.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-05-01      | 4.0000%  | 0.0000% | $55000.00          | $51.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-06-01      | 4.0000%  | 0.0000% | $2605000.00        | $3242.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-07-01      | 5.0000%  | 0.0000% | $2000.00           | $160.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-07-01      | 3.5000%  | 0.0000% | $50000.00          | $129.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-11-01      | 3.0000%  | 0.0000% | $488522.00         | $2808.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-08-01      | 3.5000%  | 0.0000% | $530000.00         | $1567.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-08-01      | 3.5000%  | 0.0000% | $611000.00         | $1159.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-09-01      | 3.5000%  | 0.0000% | $25000.00          | $46.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-09-01      | 3.5000%  | 0.0000% | $102000.00         | $256.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-10-01      | 4.0000%  | 0.0000% | $1000.00           | $39.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-10-01      | 3.5000%  | 0.0000% | $23000.00          | $73.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-11-01      | 3.0000%  | 0.0000% | $701184.00         | $3117.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-11-01      | 3.5000%  | 0.0000% | $41000.00          | $101.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-11-01      | 3.5000%  | 0.0000% | $17000.00          | $72.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-11-01      | 3.0000%  | 0.0000% | $22000.00          | $321.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-11-01      | 3.5000%  | 0.0000% | $50000.00          | $204.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-12-01      | 3.0000%  | 0.0000% | $36254.00          | $211.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-01-01      | 3.5000%  | 0.0000% | $361878.00         | $1245.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-12-01      | 3.0000%  | 0.0000% | $18000.00          | $107.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-01-01      | 3.0000%  | 0.0000% | $223367.00         | $1081.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-01-01      | 3.5000%  | 0.0000% | $30000.00          | $162.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-01-01      | 3.5000%  | 0.0000% | $75000.00          | $416.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-02-01      | 3.0000%  | 0.0000% | $2629595.00        | $20672.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-03-01      | 3.5000%  | 0.0000% | $155000.00         | $2178.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-03-01      | 3.5000%  | 0.0000% | $69000.00          | $906.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-03-01      | 3.5000%  | 0.0000% | $41000.00          | $1163.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-03-01      | 3.5000%  | 0.0000% | $72000.00          | $1067.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-03-01      | 3.5000%  | 0.0000% | $234000.00         | $2252.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-03-01      | 4.5000%  | 0.0000% | $672178.00         | $19322.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-07-01      | 5.0000%  | 0.0000% | $460000.00         | $177.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-10-01      | 3.5000%  | 0.0000% | $268059.00         | $786.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-07-01      | 5.0000%  | 0.0000% | $6874931.00        | $1025.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-06-01      | 4.5000%  | 0.0000% | $520000.00         | $683.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-03-01      | 4.0000%  | 0.0000% | $302000.00         | $44.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-04-01      | 3.5000%  | 0.0000% | $285000.00         | $2443.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-09-01      | 4.5000%  | 0.0000% | $17000.00          | $16.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-10-01      | 4.5000%  | 0.0000% | $213000.00         | $349.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-09-01      | 4.5000%  | 0.0000% | $229000.00         | $64.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-12-01      | 4.5000%  | 0.0000% | $2110748.00        | $2151.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-04-01      | 7.0000%  | 0.0000% | $15000.00          | $521.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-12-01      | 4.5000%  | 0.0000% | $555000.00         | $351.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-01-01      | 4.0000%  | 0.0000% | $60000.00          | $195.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-11-01      | 2.5000%  | 0.0000% | $25000.00          | $555.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-08-01      | 4.0000%  | 0.0000% | $24000.00          | $76.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-04-01      | 4.5000%  | 0.0000% | $695000.00         | $247.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-02-01      | 4.0000%  | 0.0000% | $236984.00         | $205.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-06-01      | 3.5000%  | 0.0000% | $66000.00          | $101.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-06-01      | 4.5000%  | 0.0000% | $6800000.00        | $366.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-06-01      | 5.0000%  | 0.0000% | $2513000.00        | $38.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-01-01      | 4.5000%  | 0.0000% | $39555.00          | $3.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-09-01      | 4.0000%  | 0.0000% | $51000.00          | $33.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-08-01      | 4.0000%  | 0.0000% | $1206268.00        | $494.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-07-01      | 3.5000%  | 0.0000% | $10000.00          | $83.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-08-01      | 3.5000%  | 0.0000% | $229137.00         | $14756.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-09-01      | 4.0000%  | 0.0000% | $185000.00         | $531.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-08-01      | 3.0000%  | 0.0000% | $1500000.00        | $11393.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-10-01      | 3.5000%  | 0.0000% | $100000.00         | $1455.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-03-01      | 4.5000%  | 0.0000% | $1000000.00        | $1931.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-11-01      | 4.5000%  | 0.0000% | $45000.00          | $11.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-05-01      | 4.0000%  | 0.0000% | $70000.00          | $4966.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-04-01      | 3.5000%  | 0.0000% | $1000000.00        | $20646.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-06-01      | 2.5000%  | 0.0000% | $1697.00           | $50.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-11-01      | 3.5000%  | 0.0000% | $36000.00          | $1100.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-11-01      | 4.5000%  | 0.0000% | $18000.00          | $1778.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-03-01      | 5.0000%  | 0.0000% | $16334511.00       | $2636.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-06-01      | 3.0000%  | 0.0000% | $9000.00           | $117.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-01-01      | 3.5000%  | 0.0000% | $97000.00          | $30.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-05-01      | 4.0000%  | 0.0000% | $130000.00         | $296.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-07-01      | 3.5000%  | 0.0000% | $156000.00         | $2238.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-06-01      | 3.5000%  | 0.0000% | $14929.00          | $165.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-10-01      | 3.5000%  | 0.0000% | $55000.00          | $2.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-01-01      | 4.5000%  | 0.0000% | $5805.00           | $1.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-01-01      | 4.5000%  | 0.0000% | $35685.00          | $1455.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-10-01      | 3.5000%  | 0.0000% | $85000.00          | $3170.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-06-01      | 3.5000%  | 0.0000% | $255897.00         | $29.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-08-01      | 3.5000%  | 0.0000% | $33400.00          | $95.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-02-01      | 4.0000%  | 0.0000% | $594000.00         | $784.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-01-01      | 4.5000%  | 0.0000% | $1683140.00        | $99.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-02-01      | 4.0000%  | 0.0000% | $176000.00         | $476.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-04-01      | 4.0000%  | 0.0000% | $25000.00          | $3075.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-05-01      | 3.5000%  | 0.0000% | $111000.00         | $4636.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-06-01      | 3.5000%  | 0.0000% | $97000.00          | $654.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-07-01      | 4.5000%  | 0.0000% | $208000.00         | $22171.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-05-01      | 5.0000%  | 0.0000% | $60000.00          | $5204.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-09-01      | 3.5000%  | 0.0000% | $78000.00          | $67.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-05-01      | 4.0000%  | 0.0000% | $24000.00          | $26.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-03-01      | 4.5000%  | 0.0000% | $373000.00         | $232.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-12-01      | 4.0000%  | 0.0000% | $64000.00          | $888.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-01-01      | 3.5000%  | 0.0000% | $2000.00           | $114.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-01-01      | 4.5000%  | 0.0000% | $130000.00         | $6929.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-09-01      | 5.0000%  | 0.0000% | $1550963.00        | $15566.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-02-01      | 5.0000%  | 0.0000% | $295000.00         | $11400.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-01-01      | 4.0000%  | 0.0000% | $150000.00         | $17774.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-04-01      | 3.5000%  | 0.0000% | $67000.00          | $4324.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-03-01      | 3.5000%  | 0.0000% | $88984.00          | $6433.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-07-01      | 5.0000%  | 0.0000% | $44000.00          | $6247.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-02-01      | 4.0000%  | 0.0000% | $52000.00          | $69.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-11-01      | 3.5000%  | 0.0000% | $220000.00         | $6348.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-07-01      | 3.5000%  | 0.0000% | $20000.00          | $1161.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-01-01      | 4.0000%  | 0.0000% | $150000.00         | $1594.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-02-01      | 3.5000%  | 0.0000% | $8000.00           | $724.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-02-01      | 3.5000%  | 0.0000% | $241690.00         | $1882.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-03-01      | 6.0000%  | 0.0000% | $452562.00         | $3923.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-09-01      | 3.0000%  | 0.0000% | $89000.00          | $6365.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-09-01      | 4.5000%  | 0.0000% | $8000.00           | $994.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-05-01      | 4.0000%  | 0.0000% | $14000.00          | $71.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-03-01      | 4.0000%  | 0.0000% | $42000.00          | $46.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-11-01      | 3.5000%  | 0.0000% | $54000.00          | $5077.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-01-01      | 4.5000%  | 0.0000% | $208000.00         | $27219.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-10-01      | 3.0000%  | 0.0000% | $129434.00         | $15972.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-11-01      | 3.5000%  | 0.0000% | $185000.00         | $11939.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-11-01      | 2.5000%  | 0.0000% | $6000.00           | $577.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-02-01      | 4.5000%  | 0.0000% | $250000.00         | $37777.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-11-01      | 4.0000%  | 0.0000% | $491501.00         | $1388.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-08-01      | 3.0000%  | 0.0000% | $58902.00          | $13068.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-07-01      | 5.0000%  | 0.0000% | $91715.00          | $16390.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-10-01      | 3.0000%  | 0.0000% | $32983.00          | $6809.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-08-01      | 3.5000%  | 0.0000% | $9000.00           | $791.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-10-01      | 4.0000%  | 0.0000% | $36000.00          | $5234.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-10-01      | 3.5000%  | 0.0000% | $1621.00           | $143.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-06-01      | 3.5000%  | 0.0000% | $75000.00          | $11572.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-08-01      | 3.5000%  | 0.0000% | $115000.00         | $9303.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-03-01      | 4.0000%  | 0.0000% | $12000.00          | $221.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-10-01      | 3.0000%  | 0.0000% | $2000.00           | $495.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-11-01      | 4.5000%  | 0.0000% | $56000.00          | $14015.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-06-01      | 5.0000%  | 0.0000% | $155000.00         | $2.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-08-01      | 3.5000%  | 0.0000% | $145657.00         | $8737.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-07-01      | 4.0000%  | 0.0000% | $203800.00         | $2487.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-04-01      | 3.5000%  | 0.0000% | $34000.00          | $3593.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-03-01      | 3.5000%  | 0.0000% | $102000.00         | $10412.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-03-01      | 4.0000%  | 0.0000% | $549000.00         | $46519.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-04-01      | 3.5000%  | 0.0000% | $27000.00          | $1669.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-06-01      | 4.5000%  | 0.0000% | $3000.00           | $468.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-02-01      | 3.5000%  | 0.0000% | $55000.00          | $248.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-04-01      | 3.0000%  | 0.0000% | $695085.00         | $6920.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-05-01      | 3.5000%  | 0.0000% | $30000.00          | $1837.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-05-01      | 3.0000%  | 0.0000% | $98141.00          | $1131.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-06-01      | 4.5000%  | 0.0000% | $220385.00         | $10313.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-06-01      | 3.0000%  | 0.0000% | $9000.00           | $123.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-08-01      | 3.5000%  | 0.0000% | $68000.00          | $417.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-08-01      | 3.5000%  | 0.0000% | $878000.00         | $4052.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-08-01      | 3.0000%  | 0.0000% | $293355.00         | $5450.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-08-01      | 3.0000%  | 0.0000% | $642508.00         | $7714.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-03-01      | 2.5000%  | 0.0000% | $126000.00         | $12849.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-09-01      | 2.5000%  | 0.0000% | $475602.00         | $13192.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-10-01      | 3.0000%  | 0.0000% | $183000.00         | $16898.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-12-01      | 3.0000%  | 0.0000% | $97000.00          | $18933.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $6000.00           | $5383.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-02-01      | 2.5000%  | 0.0000% | $39000.00          | $4939.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-01-01      | 3.0000%  | 0.0000% | $10000.00          | $446.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-06-01      | 3.0000%  | 0.0000% | $100000.00         | $13675.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-07-01      | 3.5000%  | 0.0000% | $59000.00          | $1611.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-07-01      | 3.5000%  | 0.0000% | $116733.00         | $14776.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-07-01      | 3.5000%  | 0.0000% | $179401.00         | $20567.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-08-01      | 2.5000%  | 0.0000% | $61000.00          | $2532.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-08-01      | 2.5000%  | 0.0000% | $2000.00           | $455.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-10-01      | 3.5000%  | 0.0000% | $232000.00         | $7958.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-02-01      | 3.5000%  | 0.0000% | $55000.00          | $1674.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-02-01      | 3.5000%  | 0.0000% | $14000.00          | $499.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-02-01      | 4.5000%  | 0.0000% | $17000.00          | $619.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-12-01      | 5.0000%  | 0.0000% | $33000.00          | $2139.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-03-01      | 3.0000%  | 0.0000% | $100000.00         | $4410.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-03-01      | 3.5000%  | 0.0000% | $104328.00         | $3814.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-06-01      | 3.0000%  | 0.0000% | $90000.00          | $4704.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-10-01      | 3.0000%  | 0.0000% | $137000.00         | $8759.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-07-01      | 3.5000%  | 0.0000% | $58000.00          | $3972.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-08-01      | 4.0000%  | 0.0000% | $5305.00           | $310.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-09-01      | 5.0000%  | 0.0000% | $19788.00          | $671.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-02-01      | 2.5000%  | 0.0000% | $4000.00           | $282.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-02-01      | 2.5000%  | 0.0000% | $8000.00           | $509.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-10-01      | 3.0000%  | 0.0000% | $25000.00          | $2127.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-12-01      | 3.5000%  | 0.0000% | $7000.00           | $444.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-01-01      | 4.5000%  | 0.0000% | $249746.00         | $38642.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-07-01      | 4.0000%  | 0.0000% | $83000.00          | $7614.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-02-01      | 3.0000%  | 0.0000% | $275175.00         | $17089.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-04-01      | 2.0000%  | 0.0000% | $36570.00          | $2938.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-11-01      | 4.5000%  | 0.0000% | $77842.00          | $6145.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-12-01      | 4.0000%  | 0.0000% | $105000.00         | $16428.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-07-01      | 2.5000%  | 0.0000% | $57000.00          | $5269.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-07-01      | 2.5000%  | 0.0000% | $52459.00          | $4409.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-07-01      | 2.5000%  | 0.0000% | $5000.00           | $1718.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-08-01      | 2.5000%  | 0.0000% | $124581.00         | $11715.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-08-01      | 2.5000%  | 0.0000% | $328127.00         | $22057.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-08-01      | 3.5000%  | 0.0000% | $37000.00          | $3244.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-09-01      | 2.5000%  | 0.0000% | $149300.00         | $16239.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-11-01      | 2.5000%  | 0.0000% | $150335.00         | $14777.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-05-01      | 3.5000%  | 0.0000% | $100582.00         | $7377.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-01-01      | 3.5000%  | 0.0000% | $35751.00          | $3852.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-01-01      | 2.5000%  | 0.0000% | $10000.00          | $1046.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-02-01      | 3.5000%  | 0.0000% | $7000.00           | $690.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-03-01      | 3.5000%  | 0.0000% | $280000.00         | $36423.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-06-01      | 3.0000%  | 0.0000% | $104395.00         | $28818.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-06-01      | 3.0000%  | 0.0000% | $50709.00          | $13789.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-07-01      | 2.5000%  | 0.0000% | $96162.00          | $17145.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-07-01      | 2.5000%  | 0.0000% | $139000.00         | $14406.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-10-01      | 2.5000%  | 0.0000% | $132040.00         | $16601.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-11-01      | 2.5000%  | 0.0000% | $28000.00          | $3821.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-12-01      | 3.0000%  | 0.0000% | $7000.00           | $1259.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-02-01      | 2.5000%  | 0.0000% | $24633.00          | $489.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-03-01      | 2.5000%  | 0.0000% | $83605.00          | $15305.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-04-01      | 2.5000%  | 0.0000% | $2000.00           | $67.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-04-01      | 3.0000%  | 0.0000% | $141000.00         | $5721.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-07-01      | 3.5000%  | 0.0000% | $121471.00         | $13271.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-08-01      | 2.5000%  | 0.0000% | $15000.00          | $597.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-12-01      | 3.0000%  | 0.0000% | $1000.00           | $34.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-09-01      | 3.5000%  | 0.0000% | $841298.00         | $18109.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-10-01      | 3.0000%  | 0.0000% | $65000.00          | $1807.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-10-01      | 3.5000%  | 0.0000% | $4000.00           | $58.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-10-01      | 3.0000%  | 0.0000% | $282000.00         | $17929.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-12-01      | 4.0000%  | 0.0000% | $105000.00         | $8585.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-12-01      | 4.0000%  | 0.0000% | $31000.00          | $3210.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-11-01      | 4.5000%  | 0.0000% | $22000.00          | $3857.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-12-01      | 3.5000%  | 0.0000% | $230000.00         | $7965.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-12-01      | 3.5000%  | 0.0000% | $161883.00         | $3525.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-01-01      | 3.5000%  | 0.0000% | $39956.00          | $765.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-08-01      | 3.5000%  | 0.0000% | $1000.00           | $109.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-07-01      | 3.5000%  | 0.0000% | $400515.00         | $24692.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-03-01      | 4.5000%  | 0.0000% | $20000.00          | $702.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-07-01      | 3.0000%  | 0.0000% | $198000.00         | $9807.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-03-01      | 3.5000%  | 0.0000% | $103000.00         | $2985.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-05-01      | 3.5000%  | 0.0000% | $295109.00         | $17647.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-04-01      | 3.0000%  | 0.0000% | $441515.00         | $18274.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-04-01      | 3.0000%  | 0.0000% | $754000.00         | $20326.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-06-01      | 5.0000%  | 0.0000% | $62704.00          | $2725.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-07-01      | 3.5000%  | 0.0000% | $2000.00           | $104.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-01-01      | 3.5000%  | 0.0000% | $885085.00         | $2568.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-07-01      | 4.5000%  | 0.0000% | $22000.00          | $2642.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-08-01      | 3.0000%  | 0.0000% | $55000.00          | $2745.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-08-01      | 3.5000%  | 0.0000% | $37915.00          | $1490.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-11-01      | 3.5000%  | 0.0000% | $7000.00           | $560.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-06-01      | 3.0000%  | 0.0000% | $128000.00         | $1698.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-01-01      | 3.0000%  | 0.0000% | $1000.00           | $162.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-06-01      | 3.5000%  | 0.0000% | $115000.00         | $917.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-01-01      | 4.0000%  | 0.0000% | $70000.00          | $65.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-11-01      | 3.5000%  | 0.0000% | $90000.00          | $6531.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-12-01      | 4.5000%  | 0.0000% | $8000.00           | $1100.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-01-01      | 3.5000%  | 0.0000% | $2000.00           | $184.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-02-01      | 4.0000%  | 0.0000% | $50000.00          | $6542.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-03-01      | 3.5000%  | 0.0000% | $50000.00          | $4325.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-05-01      | 2.5000%  | 0.0000% | $85378.00          | $5246.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-03-01      | 3.5000%  | 0.0000% | $11000.00          | $966.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-03-01      | 3.5000%  | 0.0000% | $38296.00          | $10888.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-02-01      | 3.5000%  | 0.0000% | $180000.00         | $3637.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-04-01      | 2.5000%  | 0.0000% | $24493.00          | $6570.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-04-01      | 3.0000%  | 0.0000% | $11000.00          | $1432.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-08-01      | 4.0000%  | 0.0000% | $33000.00          | $3415.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-05-01      | 3.5000%  | 0.0000% | $6295.00           | $984.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-06-01      | 3.5000%  | 0.0000% | $42000.00          | $2312.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-07-01      | 3.5000%  | 0.0000% | $21336.00          | $4735.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-07-01      | 3.5000%  | 0.0000% | $18356.00          | $2873.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-08-01      | 3.5000%  | 0.0000% | $4000.00           | $403.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-10-01      | 4.0000%  | 0.0000% | $78000.00          | $8033.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-11-01      | 4.0000%  | 0.0000% | $5000.00           | $186.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-06-01      | 7.0000%  | 0.0000% | $8331.00           | $43.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-08-01      | 6.4000%  | 0.0000% | $197377.00         | $16345.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-04-01      | 7.0000%  | 0.0000% | $1073957.00        | $5887.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-04-01      | 7.5000%  | 0.0000% | $240000.00         | $1658.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-06-01      | 7.0000%  | 0.0000% | $5000000.00        | $5224.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-10-01      | 7.0000%  | 0.0000% | $193699.00         | $1607.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-08-01      | 4.7500%  | 0.0000% | $1725000.00        | $16944.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-11-01      | 5.5000%  | 0.0000% | $5302000.00        | $17220.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-01-01      | 6.0000%  | 0.0000% | $47000.00          | $667.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-02-01      | 5.5000%  | 0.0000% | $278000.00         | $6690.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-09-01      | 7.5000%  | 0.0000% | $608520.00         | $1036.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-08-01      | 7.5000%  | 0.0000% | $3900000.00        | $10523.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-05-01      | 5.0000%  | 0.0000% | $15000.00          | $201.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-01-01      | 5.8700%  | 0.0000% | $54049.00          | $12017.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-03-01      | 5.5000%  | 0.0000% | $907267.00         | $10762.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-04-01      | 5.5000%  | 0.0000% | $900000.00         | $3915.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-07-01      | 5.5000%  | 0.0000% | $150000.00         | $1442.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-06-01      | 5.5000%  | 0.0000% | $763000.00         | $5186.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-03-01      | 7.5000%  | 0.0000% | $47420.00          | $1073.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-08-01      | 4.5000%  | 0.0000% | $3765000.00        | $14098.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-04-01      | 5.0000%  | 0.0000% | $650000.00         | $5321.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-01-01      | 6.0000%  | 0.0000% | $2000000.00        | $9085.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-11-01      | 7.0000%  | 0.0000% | $1194689.00        | $12789.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-08-01      | 6.0000%  | 0.0000% | $119000.00         | $749.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-07-01      | 7.0000%  | 0.0000% | $745235.00         | $594.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-08-01      | 5.0000%  | 0.0000% | $1900000.00        | $11891.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-04-01      | 5.0000%  | 0.0000% | $2210000.00        | $19922.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-01-01      | 5.5000%  | 0.0000% | $1900115.00        | $15373.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-02-01      | 5.5000%  | 0.0000% | $1562000.00        | $12761.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-06-01      | 5.0000%  | 0.0000% | $950000.00         | $8606.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-12-01      | 6.0000%  | 0.0000% | $285000.00         | $1744.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-09-01      | 5.5000%  | 0.0000% | $60000.00          | $245.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-02-01      | 5.0000%  | 0.0000% | $516000.00         | $4800.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-06-01      | 5.0000%  | 0.0000% | $387000.00         | $3579.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-07-01      | 5.0000%  | 0.0000% | $76171.00          | $283.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-08-01      | 6.5000%  | 0.0000% | $13981.00          | $50.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-07-01      | 7.0000%  | 0.0000% | $35000.00          | $473.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-09-01      | 6.0000%  | 0.0000% | $1000000.00        | $19164.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-12-01      | 5.0000%  | 0.0000% | $5000.00           | $57.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-12-01      | 5.5000%  | 0.0000% | $21000.00          | $217.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-06-01      | 4.5000%  | 0.0000% | $1500000.00        | $3597.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-02-01      | 5.0000%  | 0.0000% | $15000.00          | $35.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-06-01      | 5.5000%  | 0.0000% | $600000.00         | $4766.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-12-01      | 7.0000%  | 0.0000% | $107557.00         | $351.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-03-01      | 5.5000%  | 0.0000% | $2685663.00        | $23548.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-04-01      | 5.0000%  | 0.0000% | $1243.00           | $2.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-05-01      | 4.5000%  | 0.0000% | $2520000.00        | $21692.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-07-01      | 5.5000%  | 0.0000% | $6000.00           | $88.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-06-01      | 5.5000%  | 0.0000% | $35902.00          | $125.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-09-01      | 5.5000%  | 0.0000% | $2685159.00        | $11614.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-07-01      | 6.5000%  | 0.0000% | $24451.00          | $80.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-10-01      | 5.0000%  | 0.0000% | $202657.00         | $377.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-08-01      | 5.5000%  | 0.0000% | $875000.00         | $7654.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-10-01      | 8.0000%  | 0.0000% | $2016384.00        | $3567.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-09-01      | 5.5000%  | 0.0000% | $243344.00         | $17868.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-01-01      | 5.5000%  | 0.0000% | $20000.00          | $194.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-03-01      | 4.5000%  | 0.0000% | $1000000.00        | $9030.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-04-01      | 5.0000%  | 0.0000% | $18000.00          | $118.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-06-01      | 5.0000%  | 0.0000% | $441923.00         | $12467.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-06-01      | 5.0000%  | 0.0000% | $315099.00         | $10492.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-07-01      | 5.0000%  | 0.0000% | $1600026.00        | $16260.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-07-01      | 5.0000%  | 0.0000% | $87600.00          | $908.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-07-01      | 5.0000%  | 0.0000% | $111135.00         | $1933.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-08-01      | 5.0000%  | 0.0000% | $71911.00          | $868.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-06-01      | 5.0000%  | 0.0000% | $168663.00         | $5726.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-07-01      | 5.0000%  | 0.0000% | $10000.00          | $157.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-10-01      | 5.0000%  | 0.0000% | $5000.00           | $41.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-07-01      | 6.5000%  | 0.0000% | $574378.00         | $41.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-07-01      | 5.0000%  | 0.0000% | $1001518.00        | $3999.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-08-01      | 5.0000%  | 0.0000% | $330181.00         | $1930.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-10-01      | 5.5000%  | 0.0000% | $11279.00          | $31.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-11-01      | 5.0000%  | 0.0000% | $278016.00         | $2724.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-08-01      | 4.8500%  | 0.0000% | $150000.00         | $20260.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-08-01      | 4.4900%  | 0.0000% | $629000.00         | $17593.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-12-01      | 6.5000%  | 0.0000% | $2710997.00        | $18915.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-01-01      | 6.5000%  | 0.0000% | $2658495.00        | $16525.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-03-01      | 5.0000%  | 0.0000% | $2400000.00        | $18085.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 6.0000%  | 0.0000% | $20000.00          | $14325.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 7.5000%  | 0.0000% | $1364060.00        | $23553.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.0000%  | 0.0000% | $20000.00          | $16645.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.0000%  | 0.0000% | $2000.00           | $2059.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.5000%  | 0.0000% | $25289.00          | $21334.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 7.0000%  | 0.0000% | $50276.00          | $23475.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.5000%  | 0.0000% | $29909.00          | $30352.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.0000%  | 0.0000% | $3000.00           | $3087.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.0000%  | 0.0000% | $2000.00           | $1770.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.0000%  | 0.0000% | $46813.00          | $43521.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1039.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-04-01      | 3.5000%  | 0.0000% | $63000.00          | $21.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-09-01      | 3.5000%  | 0.0000% | $30000.00          | $4233.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-01-01      | 3.5000%  | 0.0000% | $19000.00          | $2328.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-11-01      | 4.0000%  | 0.0000% | $175000.00         | $16802.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-03-01      | 3.5000%  | 0.0000% | $20625.00          | $1943.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-11-01      | 2.5000%  | 0.0000% | $30195.00          | $5040.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-09-01      | 3.0000%  | 0.0000% | $8000.00           | $1401.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-07-01      | 2.5000%  | 0.0000% | $15000.00          | $1534.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-07-01      | 4.5000%  | 0.0000% | $45000.00          | $1494.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-07-01      | 3.5000%  | 0.0000% | $67038.00          | $2671.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-09-01      | 3.5000%  | 0.0000% | $4000.00           | $499.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-09-01      | 4.5000%  | 0.0000% | $23293.00          | $1541.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-09-01      | 4.5000%  | 0.0000% | $18079.00          | $2040.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-11-01      | 4.5000%  | 0.0000% | $22553.00          | $1367.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-02-01      | 3.5000%  | 0.0000% | $3000.00           | $273.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-01-01      | 4.0000%  | 0.0000% | $140000.00         | $23972.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-06-01      | 4.0000%  | 0.0000% | $100000.00         | $22434.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.5000%  | 0.0000% | $4468.00           | $1628.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-05-01      | 4.5000%  | 0.0000% | $1000.00           | $191.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-04-01      | 4.0000%  | 0.0000% | $90000.00          | $5301.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-07-01      | 3.5000%  | 0.0000% | $65000.00          | $7428.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-11-01      | 2.5000%  | 0.0000% | $19192.00          | $2512.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-09-01      | 4.5000%  | 0.0000% | $51000.00          | $15630.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-08-01      | 4.5000%  | 0.0000% | $64848.00          | $698.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-08-01      | 4.5000%  | 0.0000% | $54756.00          | $2615.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-01-01      | 3.5000%  | 0.0000% | $4000.00           | $606.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-10-01      | 4.0000%  | 0.0000% | $65000.00          | $10247.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-11-01      | 3.5000%  | 0.0000% | $51000.00          | $12208.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-01-01      | 3.5000%  | 0.0000% | $34000.00          | $7285.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-11-01      | 4.5000%  | 0.0000% | $33000.00          | $7199.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-12-01      | 4.5000%  | 0.0000% | $40000.00          | $20450.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-05-01      | 4.5000%  | 0.0000% | $17709.00          | $1885.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-02-01      | 4.5000%  | 0.0000% | $233335.00         | $13758.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-05-01      | 4.0000%  | 0.0000% | $3000.00           | $300.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-03-01      | 4.5000%  | 0.0000% | $61000.00          | $18287.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-02-01      | 3.0000%  | 0.0000% | $13000.00          | $2145.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-02-01      | 2.5000%  | 0.0000% | $11000.00          | $1970.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 5.0000%  | 0.0000% | $8066.00           | $1001.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-06-01      | 4.5000%  | 0.0000% | $19700.00          | $1057.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 4.0000%  | 0.0000% | $235000.00         | $24214.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 4.5000%  | 0.0000% | $20000.00          | $1087.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-07-01      | 4.5000%  | 0.0000% | $45000.00          | $15635.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-09-01      | 3.0000%  | 0.0000% | $300000.00         | $15301.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-09-01      | 4.0000%  | 0.0000% | $440000.00         | $39042.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-09-01      | 5.0000%  | 0.0000% | $1000.00           | $183.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-01-01      | 4.5000%  | 0.0000% | $1307.00           | $97.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-06-01      | 4.5000%  | 0.0000% | $1000.00           | $121.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 4.0000%  | 0.0000% | $41000.00          | $2720.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-02-01      | 2.5000%  | 0.0000% | $9000.00           | $1392.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-11-01      | 3.5000%  | 0.0000% | $175000.00         | $9178.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-02-01      | 3.5000%  | 0.0000% | $253000.00         | $24345.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-05-01      | 4.0000%  | 0.0000% | $4053.00           | $751.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-06-01      | 3.0000%  | 0.0000% | $11000.00          | $1648.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-01-01      | 4.5000%  | 0.0000% | $1000.00           | $170.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-05-01      | 2.5000%  | 0.0000% | $1000.00           | $155.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-11-01      | 2.5000%  | 0.0000% | $5000.00           | $745.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-10-01      | 3.0000%  | 0.0000% | $275000.00         | $17079.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-04-01      | 4.5000%  | 0.0000% | $128042.00         | $10574.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-05-01      | 3.5000%  | 0.0000% | $1000.00           | $89.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-11-01      | 3.5000%  | 0.0000% | $16000.00          | $3746.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-01-01      | 4.5000%  | 0.0000% | $19000.00          | $4477.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-02-01      | 2.5000%  | 0.0000% | $10000.00          | $721.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-04-01      | 3.5000%  | 0.0000% | $30000.00          | $1640.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-06-01      | 3.5000%  | 0.0000% | $30000.00          | $7050.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-06-01      | 5.0000%  | 0.0000% | $109000.00         | $19601.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-03-01      | 3.5000%  | 0.0000% | $44000.00          | $11352.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-06-01      | 4.0000%  | 0.0000% | $8000.00           | $1041.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-04-01      | 3.5000%  | 0.0000% | $5107.00           | $1047.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-06-01      | 4.0000%  | 0.0000% | $30000.00          | $3611.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-03-01      | 3.5000%  | 0.0000% | $20000.00          | $161.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-06-01      | 3.0000%  | 0.0000% | $14000.00          | $2427.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-07-01      | 4.0000%  | 0.0000% | $2620191.00        | $33.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-03-01      | 3.0000%  | 0.0000% | $531070.00         | $13048.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-02-01      | 3.0000%  | 0.0000% | $375000.00         | $5709.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-12-01      | 4.0000%  | 0.0000% | $91508.00          | $12244.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-03-01      | 4.0000%  | 0.0000% | $37048.00          | $12352.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-08-01      | 3.0000%  | 0.0000% | $500000.00         | $23883.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-02-01      | 3.0000%  | 0.0000% | $27000.00          | $4098.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-06-01      | 2.5000%  | 0.0000% | $70000.00          | $21964.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-10-01      | 4.0000%  | 0.0000% | $65000.00          | $17193.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-11-01      | 4.5000%  | 0.0000% | $25000.00          | $3772.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-02-01      | 3.5000%  | 0.0000% | $75000.00          | $6114.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-11-01      | 3.5000%  | 0.0000% | $225000.00         | $18709.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-02-01      | 4.5000%  | 0.0000% | $2161.00           | $448.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-02-01      | 3.5000%  | 0.0000% | $193000.00         | $16390.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-05-01      | 4.0000%  | 0.0000% | $2795.00           | $20.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-05-01      | 3.5000%  | 0.0000% | $14000.00          | $5101.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-06-01      | 3.5000%  | 0.0000% | $30000.00          | $6383.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-03-01      | 6.0000%  | 0.0000% | $9408.00           | $1764.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-02-01      | 3.0000%  | 0.0000% | $50000.00          | $8726.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.0000%  | 0.0000% | $25000.00          | $13169.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-10-01      | 4.5000%  | 0.0000% | $75000.00          | $8506.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-12-01      | 4.5000%  | 0.0000% | $177000.00         | $13938.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-10-01      | 4.0000%  | 0.0000% | $250000.00         | $22672.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.0000%  | 0.0000% | $9000.00           | $946.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-02-01      | 4.0000%  | 0.0000% | $55000.00          | $3480.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-02-01      | 4.0000%  | 0.0000% | $43000.00          | $11558.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-02-01      | 3.0000%  | 0.0000% | $27545.00          | $2558.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-03-01      | 4.0000%  | 0.0000% | $33000.00          | $6724.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-02-01      | 4.5000%  | 0.0000% | $50000.00          | $12175.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-02-01      | 3.5000%  | 0.0000% | $295000.00         | $23079.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-04-01      | 3.5000%  | 0.0000% | $83000.00          | $20485.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-06-01      | 4.0000%  | 0.0000% | $110000.00         | $15535.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-06-01      | 4.5000%  | 0.0000% | $1409.00           | $407.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-07-01      | 4.0000%  | 0.0000% | $7000.00           | $1095.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-05-01      | 4.0000%  | 0.0000% | $17000.00          | $2369.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-05-01      | 5.0000%  | 0.0000% | $29000.00          | $9510.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-09-01      | 3.5000%  | 0.0000% | $1000.00           | $188.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-04-01      | 3.0000%  | 0.0000% | $27691.00          | $8405.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-01-01      | 4.0000%  | 0.0000% | $54000.00          | $10216.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-02-01      | 3.5000%  | 0.0000% | $51000.00          | $3534.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 2.5000%  | 0.0000% | $7000.00           | $3338.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-07-01      | 2.0000%  | 0.0000% | $20000.00          | $6896.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 3.0000%  | 0.0000% | $35569.00          | $5681.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 2.5000%  | 0.0000% | $2887.00           | $1882.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.0000%  | 0.0000% | $40000.00          | $20480.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 2.5000%  | 0.0000% | $28773.00          | $15111.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.5000%  | 0.0000% | $27512.00          | $17679.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.5000%  | 0.0000% | $27162.00          | $8093.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 2.0000%  | 0.0000% | $10000.00          | $5471.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.5000%  | 0.0000% | $25000.00          | $17640.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 5.5000%  | 0.0000% | $890156.00         | $691567.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.0000%  | 0.0000% | $29124.00          | $17148.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.0000%  | 0.0000% | $22000.00          | $14612.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-06-01      | 1.5000%  | 0.0000% | $28445.00          | $15169.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $25000.00          | $14695.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $2000.00           | $1416.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.0000%  | 0.0000% | $26193.00          | $18829.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-03-01      | 2.0000%  | 0.0000% | $19924.00          | $10740.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.5000%  | 0.0000% | $63910.00          | $43443.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-08-01      | 3.0000%  | 0.0000% | $32355.00          | $19878.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.5000%  | 0.0000% | $37907.00          | $29885.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.0000%  | 0.0000% | $2000.00           | $1451.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 3.5000%  | 0.0000% | $24000.00          | $20855.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.0000%  | 0.0000% | $3000.00           | $2137.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.0000%  | 0.0000% | $24000.00          | $16816.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-04-01      | 2.0000%  | 0.0000% | $25176.00          | $14987.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-06-01      | 3.5000%  | 0.0000% | $72260.00          | $24330.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.0000%  | 0.0000% | $34260.00          | $24931.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-06-01      | 2.0000%  | 0.0000% | $28283.00          | $17672.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 3.0000%  | 0.0000% | $21000.00          | $15741.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 3.0000%  | 0.0000% | $20000.00          | $16791.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 3.0000%  | 0.0000% | $23000.00          | $18998.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 4.5000%  | 0.0000% | $2000.00           | $1665.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $833.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.5000%  | 0.0000% | $30989.00          | $21020.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-12-01      | 3.5000%  | 0.0000% | $45000.00          | $6369.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-08-01      | 3.5000%  | 0.0000% | $84843.00          | $8280.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-09-01      | 4.0000%  | 0.0000% | $58051.00          | $4443.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-02-01      | 3.0000%  | 0.0000% | $52000.00          | $10836.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-04-01      | 3.5000%  | 0.0000% | $3000.00           | $457.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-04-01      | 4.5000%  | 0.0000% | $24000.00          | $3578.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $277.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-07-01      | 4.5000%  | 0.0000% | $9000.00           | $773.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-07-01      | 4.5000%  | 0.0000% | $83000.00          | $6784.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-07-01      | 4.5000%  | 0.0000% | $16598.00          | $3567.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 5.0000%  | 0.0000% | $100000.00         | $8031.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-09-01      | 4.0000%  | 0.0000% | $19000.00          | $4925.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-09-01      | 4.0000%  | 0.0000% | $179925.00         | $23232.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-09-01      | 4.0000%  | 0.0000% | $62000.00          | $4351.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-09-01      | 4.0000%  | 0.0000% | $61000.00          | $4618.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-11-01      | 3.5000%  | 0.0000% | $61000.00          | $7213.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-02-01      | 4.5000%  | 0.0000% | $93000.00          | $9685.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-03-01      | 4.5000%  | 0.0000% | $152000.00         | $14766.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-10-01      | 3.0000%  | 0.0000% | $1000.00           | $180.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-06-01      | 3.5000%  | 0.0000% | $50000.00          | $13472.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-07-01      | 4.0000%  | 0.0000% | $15000.00          | $1690.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-08-01      | 3.5000%  | 0.0000% | $6000.00           | $833.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-09-01      | 3.5000%  | 0.0000% | $100000.00         | $20683.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-02-01      | 3.5000%  | 0.0000% | $1000.00           | $267.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-03-01      | 3.0000%  | 0.0000% | $17000.00          | $3832.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-03-01      | 3.5000%  | 0.0000% | $18000.00          | $5006.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-03-01      | 3.5000%  | 0.0000% | $8000.00           | $1723.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-04-01      | 4.0000%  | 0.0000% | $104000.00         | $24411.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-05-01      | 3.0000%  | 0.0000% | $1692.00           | $766.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 2.5000%  | 0.0000% | $19000.00          | $11178.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 2.5000%  | 0.0000% | $46000.00          | $18484.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.0000%  | 0.0000% | $3000.00           | $1654.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.5000%  | 0.0000% | $22000.00          | $11533.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $8000.00           | $4223.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 2.0000%  | 0.0000% | $3000.00           | $1634.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 2.5000%  | 0.0000% | $25533.00          | $15274.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-04-01      | 2.0000%  | 0.0000% | $30154.00          | $15112.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-05-01      | 2.0000%  | 0.0000% | $51000.00          | $24891.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-06-01      | 3.0000%  | 0.0000% | $8000.00           | $5055.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-06-01      | 2.5000%  | 0.0000% | $36059.00          | $18664.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-07-01      | 1.5000%  | 0.0000% | $24000.00          | $9118.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-07-01      | 3.5000%  | 0.0000% | $14911.00          | $4826.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-07-01      | 3.5000%  | 0.0000% | $13530.00          | $5622.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 2.5000%  | 0.0000% | $1000.00           | $607.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-08-01      | 3.5000%  | 0.0000% | $10220.00          | $4213.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-08-01      | 3.5000%  | 0.0000% | $6775.00           | $3128.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 3.5000%  | 0.0000% | $30689.00          | $18345.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 3.0000%  | 0.0000% | $26776.00          | $17204.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 2.5000%  | 0.0000% | $35000.00          | $20655.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-10-01      | 2.0000%  | 0.0000% | $20176.00          | $12599.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 3.0000%  | 0.0000% | $21000.00          | $13393.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-11-01      | 2.0000%  | 0.0000% | $28770.00          | $17965.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.0000%  | 0.0000% | $15000.00          | $9183.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.5000%  | 0.0000% | $20872.00          | $13075.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.5000%  | 0.0000% | $5822.00           | $3881.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.5000%  | 0.0000% | $33412.00          | $21361.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-03-01      | 2.5000%  | 0.0000% | $4000.00           | $2751.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.5000%  | 0.0000% | $30000.00          | $19818.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.5000%  | 0.0000% | $38000.00          | $23473.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-05-01      | 2.5000%  | 0.0000% | $49990.00          | $31482.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $6000.00           | $4323.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.0000%  | 0.0000% | $30000.00          | $21579.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.5000%  | 0.0000% | $33000.00          | $23935.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-06-01      | 3.0000%  | 0.0000% | $29000.00          | $20160.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.5000%  | 0.0000% | $25971.00          | $18689.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 3.0000%  | 0.0000% | $11000.00          | $8109.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 3.5000%  | 0.0000% | $3000.00           | $2176.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 3.5000%  | 0.0000% | $7000.00           | $5431.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 4.5000%  | 0.0000% | $13000.00          | $9592.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 5.0000%  | 0.0000% | $7598.00           | $6070.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 6.0000%  | 0.0000% | $20000.00          | $13704.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.5000%  | 0.0000% | $23600.00          | $18776.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 4.5000%  | 0.0000% | $4000.00           | $3207.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.5000%  | 0.0000% | $29000.00          | $19989.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 4.5000%  | 0.0000% | $4000.00           | $3089.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 6.0000%  | 0.0000% | $35000.00          | $24822.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.0000%  | 0.0000% | $27000.00          | $24635.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.5000%  | 0.0000% | $26000.00          | $22603.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 4.5000%  | 0.0000% | $2000.00           | $1676.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.0000%  | 0.0000% | $7000.00           | $5939.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1631.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 4.0000%  | 0.0000% | $13733.00          | $11943.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 4.5000%  | 0.0000% | $15000.00          | $13508.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 4.5000%  | 0.0000% | $5000.00           | $4334.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.0000%  | 0.0000% | $19000.00          | $17279.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.0000%  | 0.0000% | $16000.00          | $15537.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 4.5000%  | 0.0000% | $8642.00           | $8523.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.5000%  | 0.0000% | $41223.00          | $42487.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1979.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-12-01      | 5.0000%  | 0.0000% | $2165.00           | $1749.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $916.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 2.0000%  | 0.0000% | $2000.00           | $1535.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 2.5000%  | 0.0000% | $31000.00          | $24962.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.5000%  | 0.0000% | $33000.00          | $29795.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.5000%  | 0.0000% | $3010.00           | $2967.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.0000%  | 0.0000% | $6914.00           | $6848.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-08-01      | 5.0000%  | 0.0000% | $10000.00          | $9864.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 6.0000%  | 0.0000% | $74841280.00       | $76537882.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-10-01      | 3.0000%  | 0.0000% | $39046.00          | $8202.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-06-01      | 3.5000%  | 0.0000% | $3000.00           | $828.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-05-01      | 4.0000%  | 0.0000% | $18835.00          | $2960.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-01-01      | 4.5000%  | 0.0000% | $1978063.00        | $866.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-06-01      | 4.5000%  | 0.0000% | $43000.00          | $7082.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-06-01      | 4.0000%  | 0.0000% | $25000.00          | $2523.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-04-01      | 3.5000%  | 0.0000% | $60000.00          | $2330.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-05-01      | 4.0000%  | 0.0000% | $106272.00         | $18262.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-06-01      | 4.0000%  | 0.0000% | $6000.00           | $1312.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-05-01      | 5.0000%  | 0.0000% | $1000.00           | $112.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-07-01      | 3.5000%  | 0.0000% | $24000.00          | $3893.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-07-01      | 4.5000%  | 0.0000% | $110000.00         | $17047.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-12-01      | 3.5000%  | 0.0000% | $3000.00           | $830.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-08-01      | 3.0000%  | 0.0000% | $42000.00          | $16375.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-09-01      | 3.5000%  | 0.0000% | $138000.00         | $20180.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-08-01      | 3.5000%  | 0.0000% | $15000.00          | $1972.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-02-01      | 4.0000%  | 0.0000% | $282000.00         | $23875.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-09-01      | 3.5000%  | 0.0000% | $106000.00         | $20831.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-06-01      | 3.5000%  | 0.0000% | $178000.00         | $20504.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.0000%  | 0.0000% | $136000.00         | $13206.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-07-01      | 3.0000%  | 0.0000% | $138000.00         | $16694.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-02-01      | 2.5000%  | 0.0000% | $10792.00          | $1773.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-08-01      | 4.0000%  | 0.0000% | $48000.00          | $10619.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-06-01      | 3.5000%  | 0.0000% | $60000.00          | $6675.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-01-01      | 3.5000%  | 0.0000% | $51534.00          | $10244.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-02-01      | 3.5000%  | 0.0000% | $34000.00          | $4664.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-02-01      | 3.5000%  | 0.0000% | $54000.00          | $11118.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-04-01      | 2.5000%  | 0.0000% | $12000.00          | $3292.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-05-01      | 3.0000%  | 0.0000% | $31000.00          | $7216.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-09-01      | 6.0000%  | 0.0000% | $200000.00         | $11877.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-09-01      | 4.5000%  | 0.0000% | $24000.00          | $130.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-04-01      | 3.5000%  | 0.0000% | $22000.00          | $3536.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-01-01      | 4.5000%  | 0.0000% | $75000.00          | $6.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-06-01      | 3.0000%  | 0.0000% | $55000.00          | $5913.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-04-01      | 3.0000%  | 0.0000% | $2000.00           | $367.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.0000%  | 0.0000% | $8000.00           | $1129.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-08-01      | 3.5000%  | 0.0000% | $122000.00         | $242.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-02-01      | 3.5000%  | 0.0000% | $92000.00          | $13426.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-08-01      | 2.0000%  | 0.0000% | $35000.00          | $11308.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-11-01      | 4.5000%  | 0.0000% | $24000.00          | $4666.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-02-01      | 3.5000%  | 0.0000% | $500000.00         | $33531.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-04-01      | 3.5000%  | 0.0000% | $7530.00           | $2430.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-03-01      | 5.0000%  | 0.0000% | $3027433.00        | $150.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-03-01      | 4.0000%  | 0.0000% | $31000.00          | $5763.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.0000%  | 0.0000% | $16000.00          | $8335.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-12-01      | 3.5000%  | 0.0000% | $20000.00          | $5837.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-07-01      | 3.0000%  | 0.0000% | $75000.00          | $22692.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-10-01      | 4.5000%  | 0.0000% | $1879.00           | $573.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-05-01      | 3.5000%  | 0.0000% | $13000.00          | $2767.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.0000%  | 0.0000% | $13000.00          | $7300.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-04-01      | 3.5000%  | 0.0000% | $16353.00          | $6268.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-01-01      | 3.5000%  | 0.0000% | $5000.00           | $1269.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-03-01      | 4.0000%  | 0.0000% | $29000.00          | $7459.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-10-01      | 4.0000%  | 0.0000% | $46000.00          | $13392.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 2.0000%  | 0.0000% | $20000.00          | $10369.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 4.0000%  | 0.0000% | $2000.00           | $454.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-05-01      | 5.0000%  | 0.0000% | $1000.00           | $315.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-03-01      | 3.5000%  | 0.0000% | $5000.00           | $1398.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-01-01      | 2.0000%  | 0.0000% | $25000.00          | $12102.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-01-01      | 2.5000%  | 0.0000% | $5000.00           | $1325.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 2.0000%  | 0.0000% | $25000.00          | $13999.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-07-01      | 5.0000%  | 0.0000% | $6000.00           | $2226.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 5.0000%  | 0.0000% | $3000.00           | $1032.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-01-01      | 3.5000%  | 0.0000% | $15000.00          | $6520.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-06-01      | 3.5000%  | 0.0000% | $51000.00          | $16341.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 2.0000%  | 0.0000% | $22000.00          | $12893.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 2.0000%  | 0.0000% | $12000.00          | $6664.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-10-01      | 4.0000%  | 0.0000% | $12000.00          | $2422.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 4.5000%  | 0.0000% | $1000.00           | $290.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-01-01      | 4.5000%  | 0.0000% | $3423611.00        | $10096.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-06-01      | 3.5000%  | 0.0000% | $3000.00           | $937.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-07-01      | 3.0000%  | 0.0000% | $32000.00          | $9986.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-03-01      | 3.5000%  | 0.0000% | $41000.00          | $14860.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 2.0000%  | 0.0000% | $10000.00          | $5645.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 2.5000%  | 0.0000% | $4080.00           | $2461.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-03-01      | 4.0000%  | 0.0000% | $6000.00           | $2185.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-07-01      | 4.0000%  | 0.0000% | $5000.00           | $1482.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-02-01      | 2.5000%  | 0.0000% | $27002.00          | $5128.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-09-01      | 4.0000%  | 0.0000% | $2000.00           | $731.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 4.5000%  | 0.0000% | $7238.00           | $2165.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-03-01      | 3.5000%  | 0.0000% | $16000.00          | $5336.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 3.5000%  | 0.0000% | $52114.00          | $24549.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-06-01      | 3.0000%  | 0.0000% | $30000.00          | $17501.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 2.5000%  | 0.0000% | $25000.00          | $14635.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-05-01      | 3.5000%  | 0.0000% | $1000.00           | $274.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-02-01      | 2.5000%  | 0.0000% | $4000.00           | $1256.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 3.5000%  | 0.0000% | $36000.00          | $15577.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-09-01      | 2.0000%  | 0.0000% | $55000.00          | $27655.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-09-01      | 3.5000%  | 0.0000% | $3000.00           | $562.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.5000%  | 0.0000% | $8000.00           | $4448.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-12-01      | 3.0000%  | 0.0000% | $1000.00           | $318.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.0000%  | 0.0000% | $10000.00          | $5767.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-06-01      | 5.0000%  | 0.0000% | $26453.00          | $12602.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 2.5000%  | 0.0000% | $3000.00           | $1963.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 2.0000%  | 0.0000% | $2000.00           | $1206.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 2.0000%  | 0.0000% | $39182.00          | $23665.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 2.0000%  | 0.0000% | $35000.00          | $21773.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-06-01      | 3.5000%  | 0.0000% | $2000.00           | $802.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 3.0000%  | 0.0000% | $7000.00           | $4521.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-03-01      | 3.0000%  | 0.0000% | $12000.00          | $6234.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 4.0000%  | 0.0000% | $11599.00          | $5698.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 3.5000%  | 0.0000% | $24000.00          | $15648.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-12-01      | 2.0000%  | 0.0000% | $25000.00          | $15226.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-01-01      | 4.0000%  | 0.0000% | $3000.00           | $1587.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-05-01      | 4.0000%  | 0.0000% | $9000.00           | $4247.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-05-01      | 3.5000%  | 0.0000% | $1000.00           | $317.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-08-01      | 3.0000%  | 0.0000% | $28000.00          | $14653.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-12-01      | 3.5000%  | 0.0000% | $18000.00          | $7431.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 3.0000%  | 0.0000% | $10000.00          | $6420.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $22000.00          | $15004.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-06-01      | 3.0000%  | 0.0000% | $13000.00          | $6222.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $10000.00          | $7141.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 3.5000%  | 0.0000% | $4053.00           | $2416.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-01-01      | 3.5000%  | 0.0000% | $16000.00          | $7619.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.5000%  | 0.0000% | $26000.00          | $16278.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-12-01      | 3.5000%  | 0.0000% | $9564.00           | $5902.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-04-01      | 2.5000%  | 0.0000% | $8000.00           | $4450.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $8000.00           | $5551.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.0000%  | 0.0000% | $25427.00          | $16687.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $753.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-05-01      | 3.5000%  | 0.0000% | $12000.00          | $7647.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 4.0000%  | 0.0000% | $6000.00           | $3819.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $753.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 2.0000%  | 0.0000% | $11000.00          | $7189.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.0000%  | 0.0000% | $25000.00          | $17907.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-09-01      | 3.5000%  | 0.0000% | $7110.00           | $3568.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 3.5000%  | 0.0000% | $8000.00           | $6166.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $759.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.5000%  | 0.0000% | $25000.00          | $16328.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 2.5000%  | 0.0000% | $2000.00           | $1385.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-09-01      | 4.0000%  | 0.0000% | $39986.00          | $24277.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-03-01      | 2.0000%  | 0.0000% | $34000.00          | $20499.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $30000.00          | $21715.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 2.0000%  | 0.0000% | $3000.00           | $2049.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-12-01      | 4.5000%  | 0.0000% | $39000.00          | $22481.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.5000%  | 0.0000% | $34000.00          | $24407.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-02-01      | 2.5000%  | 0.0000% | $11000.00          | $6791.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-02-01      | 2.5000%  | 0.0000% | $31000.00          | $20479.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.0000%  | 0.0000% | $25000.00          | $16653.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $751.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 3.0000%  | 0.0000% | $14000.00          | $9511.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 3.0000%  | 0.0000% | $2000.00           | $1429.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.5000%  | 0.0000% | $23000.00          | $16522.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.0000%  | 0.0000% | $2000.00           | $1491.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-06-01      | 4.5000%  | 0.0000% | $7000.00           | $4394.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1506.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-11-01      | 4.5000%  | 0.0000% | $6000.00           | $3169.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 2.5000%  | 0.0000% | $2000.00           | $1446.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 3.5000%  | 0.0000% | $1000.00           | $775.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-07-01      | 4.0000%  | 0.0000% | $6000.00           | $4000.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 3.0000%  | 0.0000% | $3000.00           | $2297.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 3.5000%  | 0.0000% | $2000.00           | $1649.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-01-01      | 7.0000%  | 0.0000% | $20000.00          | $14095.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.0000%  | 0.0000% | $27283.00          | $21395.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 3.0000%  | 0.0000% | $3000.00           | $2306.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 4.5000%  | 0.0000% | $25000.00          | $21085.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-06-01      | 2.0000%  | 0.0000% | $12000.00          | $8618.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-03-01      | 2.5000%  | 0.0000% | $4962.00           | $3876.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-11-01      | 5.5000%  | 0.0000% | $5000.00           | $3831.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.5000%  | 0.0000% | $1308.00           | $1017.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $814.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-10-01      | 5.5000%  | 0.0000% | $1000.00           | $874.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $905.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 3.5000%  | 0.0000% | $30900.00          | $24860.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $9549.00           | $9652.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-03-01      | 7.0000%  | 0.0000% | $2151000.00        | $14786.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-03-01      | 7.0000%  | 0.0000% | $950000.00         | $2680.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-10-01      | 6.5000%  | 0.0000% | $4245000.00        | $3256.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-09-01      | 5.0000%  | 0.0000% | $3000.00           | $33.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-04-01      | 7.0000%  | 0.0000% | $350000.00         | $695.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-11-01      | 6.0000%  | 0.0000% | $500000.00         | $7562.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-04-01      | 6.0000%  | 0.0000% | $696518.00         | $9155.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-11-01      | 7.5000%  | 0.0000% | $900000.00         | $3765.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-12-01      | 6.5000%  | 0.0000% | $35000.00          | $232.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-01-01      | 6.5000%  | 0.0000% | $63875.00          | $433.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-08-01      | 6.0000%  | 0.0000% | $1535000.00        | $22942.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-09-01      | 5.5000%  | 0.0000% | $180000.00         | $2862.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-04-01      | 4.0000%  | 0.0000% | $128000.00         | $20.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-10-01      | 3.5000%  | 0.0000% | $35000.00          | $13.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-12-01      | 3.5000%  | 0.0000% | $100000.00         | $153.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-07-01      | 3.5000%  | 0.0000% | $58000.00          | $390.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-09-01      | 3.5000%  | 0.0000% | $40000.00          | $83.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-03-01      | 4.0000%  | 0.0000% | $475585.00         | $3929.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-04-01      | 2.5000%  | 0.0000% | $40000.00          | $4103.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-04-01      | 5.0000%  | 0.0000% | $165000.00         | $3.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-01-01      | 4.5000%  | 0.0000% | $130000.00         | $2.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-12-01      | 4.0000%  | 0.0000% | $68000.00          | $7729.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-05-01      | 4.0000%  | 0.0000% | $7000.00           | $983.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 4.0000%  | 0.0000% | $200000.00         | $37458.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-04-01      | 4.0000%  | 0.0000% | $29000.00          | $2104.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-09-01      | 7.0000%  | 0.0000% | $700000.00         | $6965.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-03-01      | 5.5000%  | 0.0000% | $185000.00         | $361.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-09-01      | 6.0000%  | 0.0000% | $294390.00         | $1147.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-08-01      | 5.8000%  | 0.0000% | $104614.00         | $21842.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-12-01      | 5.6300%  | 0.0000% | $735748.00         | $8011.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-02-01      | 5.0000%  | 0.0000% | $2000.00           | $11.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-05-01      | 6.0000%  | 0.0000% | $10000.00          | $72.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-05-01      | 6.5000%  | 0.0000% | $140000.00         | $5194.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-09-01      | 8.5000%  | 0.0000% | $225000.00         | $8411.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-08-01      | 6.5000%  | 0.0000% | $3531.00           | $6.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-12-01      | 7.0000%  | 0.0000% | $100000.00         | $877.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-01-01      | 5.0000%  | 0.0000% | $141624.00         | $1002.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-12-01      | 5.5000%  | 0.0000% | $700000.00         | $15939.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-04-01      | 4.5000%  | 0.0000% | $30000.00          | $1704.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-04-01      | 4.5000%  | 0.0000% | $1283.00           | $44.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-04-01      | 5.5000%  | 0.0000% | $380000.00         | $8879.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-03-01      | 5.0000%  | 0.0000% | $286890.00         | $9878.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-04-01      | 5.0000%  | 0.0000% | $306356.00         | $9931.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-05-01      | 5.0000%  | 0.0000% | $20000.00          | $786.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-06-01      | 4.5000%  | 0.0000% | $97519.00          | $3290.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-08-01      | 4.5000%  | 0.0000% | $45000.00          | $2012.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-06-01      | 5.0000%  | 0.0000% | $3000.00           | $17.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-06-01      | 7.0000%  | 0.0000% | $20000.00          | $502.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-08-01      | 6.5000%  | 0.0000% | $712952.00         | $5668.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-09-01      | 6.5000%  | 0.0000% | $242.00            | $1.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-09-01      | 8.5000%  | 0.0000% | $1500000.00        | $871.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-11-01      | 7.0000%  | 0.0000% | $100000.00         | $2884.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-03-01      | 5.0000%  | 0.0000% | $6493.00           | $45.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-05-01      | 5.0000%  | 0.0000% | $1000.00           | $10.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-07-01      | 5.0000%  | 0.0000% | $15000.00          | $126.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-12-01      | 5.5000%  | 0.0000% | $831613.00         | $1668.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-04-01      | 5.0000%  | 0.0000% | $20000.00          | $367.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-04-01      | 5.0000%  | 0.0000% | $2507.00           | $22.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-04-01      | 5.5000%  | 0.0000% | $4000.00           | $21.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-04-01      | 6.0000%  | 0.0000% | $191187.00         | $4299.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-11-01      | 7.0000%  | 0.0000% | $100000.00         | $2034.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-01-01      | 5.0000%  | 0.0000% | $4000.00           | $43.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-08-01      | 5.5000%  | 0.0000% | $1310376.00        | $21762.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-09-01      | 5.5000%  | 0.0000% | $1339588.00        | $19659.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-02-01      | 5.0000%  | 0.0000% | $11000.00          | $151.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-02-01      | 5.5000%  | 0.0000% | $83000.00          | $227.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-10-01      | 6.0000%  | 0.0000% | $88350.00          | $993.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-08-01      | 5.0000%  | 0.0000% | $1000000.00        | $22306.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-01-01      | 5.0000%  | 0.0000% | $5911319.00        | $17684.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-01-01      | 5.0000%  | 0.0000% | $5000.00           | $29.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-06-01      | 5.0000%  | 0.0000% | $890000.00         | $16196.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-04-01      | 4.5000%  | 0.0000% | $367743.00         | $12625.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-05-01      | 5.0000%  | 0.0000% | $991894.00         | $18101.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-05-01      | 5.0000%  | 0.0000% | $138046.00         | $4115.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-08-01      | 5.0000%  | 0.0000% | $833014.00         | $10734.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-06-01      | 4.5000%  | 0.0000% | $115000.00         | $9312.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-07-01      | 5.0000%  | 0.0000% | $1000.00           | $26.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-06-01      | 4.5000%  | 0.0000% | $572973.00         | $16885.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-06-01      | 4.5000%  | 0.0000% | $498533.00         | $19083.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-08-01      | 4.5000%  | 0.0000% | $3163.00           | $179.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-08-01      | 4.5000%  | 0.0000% | $36000.00          | $830.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-09-01      | 4.0000%  | 0.0000% | $100000.00         | $6376.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-12-01      | 4.0000%  | 0.0000% | $125000.00         | $6965.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-01-01      | 4.5000%  | 0.0000% | $389809.00         | $22259.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-02-01      | 4.0000%  | 0.0000% | $1076000.00        | $19808.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-02-01      | 3.0000%  | 0.0000% | $1000000.00        | $73.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-04-01      | 3.5000%  | 0.0000% | $606520.00         | $144.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-02-01      | 3.0000%  | 0.0000% | $3000000.00        | $24063.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-02-01      | 3.5000%  | 0.0000% | $125000.00         | $721.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-10-01      | 3.5000%  | 0.0000% | $570000.00         | $3062.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-11-01      | 3.0000%  | 0.0000% | $9000.00           | $43.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-11-01      | 3.5000%  | 0.0000% | $381764.00         | $1639.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-12-01      | 4.0000%  | 0.0000% | $521673.00         | $932.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-12-01      | 3.0000%  | 0.0000% | $714515.00         | $4136.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-04-01      | 3.5000%  | 0.0000% | $4000.00           | $42.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-04-01      | 2.0000%  | 0.0000% | $101000.00         | $2652.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-05-01      | 3.0000%  | 0.0000% | $76000.00          | $898.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-07-01      | 3.5000%  | 0.0000% | $45000.00          | $3867.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-07-01      | 3.0000%  | 0.0000% | $54000.00          | $619.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-10-01      | 3.5000%  | 0.0000% | $25000.00          | $334.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-10-01      | 3.0000%  | 0.0000% | $6000.00           | $1050.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-11-01      | 2.5000%  | 0.0000% | $9000.00           | $169.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-01-01      | 2.5000%  | 0.0000% | $5000.00           | $1007.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-02-01      | 2.5000%  | 0.0000% | $10000.00          | $2046.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-02-01      | 3.0000%  | 0.0000% | $50360.00          | $5866.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-06-01      | 3.0000%  | 0.0000% | $100000.00         | $9101.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-06-01      | 4.0000%  | 0.0000% | $200000.00         | $24296.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-09-01      | 4.5000%  | 0.0000% | $284075.00         | $17133.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-10-01      | 5.0000%  | 0.0000% | $240000.00         | $16698.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-12-01      | 5.0000%  | 0.0000% | $164000.00         | $6375.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-07-01      | 4.5000%  | 0.0000% | $63000.00          | $2195.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-08-01      | 4.0000%  | 0.0000% | $21000.00          | $656.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-08-01      | 4.5000%  | 0.0000% | $125000.00         | $5357.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-10-01      | 4.0000%  | 0.0000% | $112000.00         | $4613.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-11-01      | 3.5000%  | 0.0000% | $109933.00         | $3346.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-09-01      | 4.5000%  | 0.0000% | $1000000.00        | $10427.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-12-01      | 4.5000%  | 0.0000% | $52000.00          | $658.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-03-01      | 5.0000%  | 0.0000% | $596723.00         | $8676.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-09-01      | 5.0000%  | 0.0000% | $20000.00          | $425.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-10-01      | 3.5000%  | 0.0000% | $1000000.00        | $23368.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-12-01      | 4.0000%  | 0.0000% | $188744.00         | $6999.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-02-01      | 3.5000%  | 0.0000% | $34000.00          | $0.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-04-01      | 4.5000%  | 0.0000% | $800000.00         | $18243.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-10-01      | 4.0000%  | 0.0000% | $150000.00         | $310.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-01-01      | 3.5000%  | 0.0000% | $2636.00           | $112.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-02-01      | 3.5000%  | 0.0000% | $58000.00          | $2749.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-01-01      | 4.5000%  | 0.0000% | $45000.00          | $215.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-05-01      | 3.5000%  | 0.0000% | $8000.00           | $482.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-04-01      | 3.5000%  | 0.0000% | $114000.00         | $6321.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-04-01      | 3.5000%  | 0.0000% | $29000.00          | $294.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-05-01      | 4.0000%  | 0.0000% | $68000.00          | $3055.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-09-01      | 3.0000%  | 0.0000% | $160000.00         | $12502.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-10-01      | 4.0000%  | 0.0000% | $200000.00         | $21439.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-12-01      | 3.0000%  | 0.0000% | $110444.00         | $16042.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-02-01      | 2.5000%  | 0.0000% | $9000.00           | $1394.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-02-01      | 3.0000%  | 0.0000% | $28000.00          | $2806.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-03-01      | 3.0000%  | 0.0000% | $17000.00          | $1758.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-04-01      | 2.5000%  | 0.0000% | $39000.00          | $7531.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-04-01      | 3.0000%  | 0.0000% | $75000.00          | $2143.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-06-01      | 3.0000%  | 0.0000% | $61000.00          | $6277.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-09-01      | 3.5000%  | 0.0000% | $17000.00          | $1551.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-09-01      | 3.5000%  | 0.0000% | $250000.00         | $7026.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-11-01      | 3.5000%  | 0.0000% | $15000.00          | $564.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-02-01      | 4.0000%  | 0.0000% | $50000.00          | $1919.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-05-01      | 3.5000%  | 0.0000% | $40000.00          | $465.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-06-01      | 3.0000%  | 0.0000% | $256727.00         | $24613.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-08-01      | 3.5000%  | 0.0000% | $121000.00         | $7660.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-08-01      | 3.5000%  | 0.0000% | $92000.00          | $6914.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-09-01      | 3.5000%  | 0.0000% | $76000.00          | $6519.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-08-01      | 3.0000%  | 0.0000% | $171538.00         | $8636.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-10-01      | 3.5000%  | 0.0000% | $1000.00           | $100.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-12-01      | 3.0000%  | 0.0000% | $215557.00         | $15044.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-02-01      | 3.5000%  | 0.0000% | $110000.00         | $11027.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-03-01      | 3.0000%  | 0.0000% | $218470.00         | $19826.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-05-01      | 3.0000%  | 0.0000% | $90523.00          | $10669.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-07-01      | 3.5000%  | 0.0000% | $57500.00          | $7419.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-08-01      | 3.0000%  | 0.0000% | $100000.00         | $10589.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-10-01      | 4.0000%  | 0.0000% | $60000.00          | $6281.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-11-01      | 3.5000%  | 0.0000% | $14000.00          | $1599.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-11-01      | 4.0000%  | 0.0000% | $72000.00          | $8306.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-12-01      | 3.5000%  | 0.0000% | $37000.00          | $3873.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-01-01      | 4.0000%  | 0.0000% | $95000.00          | $9315.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-03-01      | 3.5000%  | 0.0000% | $44000.00          | $5278.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-03-01      | 3.5000%  | 0.0000% | $15000.00          | $1406.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-09-01      | 4.5000%  | 0.0000% | $70000.00          | $5242.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-09-01      | 5.0000%  | 0.0000% | $119553.00         | $10404.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-10-01      | 4.0000%  | 0.0000% | $170000.00         | $13473.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-10-01      | 4.5000%  | 0.0000% | $78000.00          | $6334.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-12-01      | 4.5000%  | 0.0000% | $39000.00          | $2829.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-12-01      | 3.5000%  | 0.0000% | $40000.00          | $3319.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-01-01      | 3.5000%  | 0.0000% | $195000.00         | $13949.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-01-01      | 4.0000%  | 0.0000% | $70000.00          | $4610.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-02-01      | 3.5000%  | 0.0000% | $53000.00          | $2529.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-02-01      | 4.0000%  | 0.0000% | $31000.00          | $2430.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-02-01      | 4.0000%  | 0.0000% | $45000.00          | $2538.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-08-01      | 2.0000%  | 0.0000% | $14000.00          | $127.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-08-01      | 2.5000%  | 0.0000% | $8000.00           | $64.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-11-01      | 2.0000%  | 0.0000% | $10000.00          | $1525.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-11-01      | 2.5000%  | 0.0000% | $2000.00           | $262.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-11-01      | 2.5000%  | 0.0000% | $145000.00         | $21208.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-12-01      | 2.5000%  | 0.0000% | $75000.00          | $1118.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-01-01      | 2.5000%  | 0.0000% | $6000.00           | $839.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-01-01      | 3.0000%  | 0.0000% | $80000.00          | $8350.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-01-01      | 3.5000%  | 0.0000% | $32000.00          | $5352.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-03-01      | 3.5000%  | 0.0000% | $32000.00          | $4791.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-02-01      | 3.5000%  | 0.0000% | $60000.00          | $8340.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-02-01      | 4.0000%  | 0.0000% | $5000.00           | $532.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-02-01      | 3.5000%  | 0.0000% | $40000.00          | $6054.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-03-01      | 4.0000%  | 0.0000% | $5000.00           | $469.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-03-01      | 3.5000%  | 0.0000% | $3000.00           | $69.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-04-01      | 3.0000%  | 0.0000% | $13719.00          | $284.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-05-01      | 3.5000%  | 0.0000% | $15000.00          | $1962.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-05-01      | 3.0000%  | 0.0000% | $90000.00          | $9605.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-06-01      | 4.0000%  | 0.0000% | $200000.00         | $20590.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-07-01      | 3.0000%  | 0.0000% | $55000.00          | $9145.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-07-01      | 4.0000%  | 0.0000% | $6000.00           | $585.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-07-01      | 4.0000%  | 0.0000% | $12238.00          | $1646.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-07-01      | 3.5000%  | 0.0000% | $3000.00           | $267.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-08-01      | 3.5000%  | 0.0000% | $10000.00          | $293.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-08-01      | 2.5000%  | 0.0000% | $13005.00          | $471.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-10-01      | 4.0000%  | 0.0000% | $11000.00          | $1299.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-12-01      | 4.0000%  | 0.0000% | $10000.00          | $1244.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-11-01      | 4.0000%  | 0.0000% | $103998.00         | $12085.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-11-01      | 3.0000%  | 0.0000% | $5000.00           | $564.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-01-01      | 4.0000%  | 0.0000% | $9000.00           | $1129.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-12-01      | 3.5000%  | 0.0000% | $107870.00         | $12681.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-12-01      | 3.0000%  | 0.0000% | $46000.00          | $2039.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-02-01      | 3.0000%  | 0.0000% | $88000.00          | $13540.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-01-01      | 3.5000%  | 0.0000% | $34000.00          | $1168.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-02-01      | 4.0000%  | 0.0000% | $145000.00         | $17274.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-02-01      | 3.5000%  | 0.0000% | $96000.00          | $12966.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-04-01      | 3.5000%  | 0.0000% | $2000.00           | $253.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-04-01      | 4.0000%  | 0.0000% | $12000.00          | $1587.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-03-01      | 4.0000%  | 0.0000% | $10598.00          | $1378.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-04-01      | 3.0000%  | 0.0000% | $13000.00          | $1903.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-05-01      | 3.0000%  | 0.0000% | $379051.00         | $18873.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-05-01      | 3.5000%  | 0.0000% | $62000.00          | $2849.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-05-01      | 4.5000%  | 0.0000% | $5000.00           | $451.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-06-01      | 3.5000%  | 0.0000% | $32000.00          | $3294.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-06-01      | 4.5000%  | 0.0000% | $7000.00           | $649.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-06-01      | 3.5000%  | 0.0000% | $4000.00           | $338.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-06-01      | 3.5000%  | 0.0000% | $62000.00          | $2920.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-07-01      | 4.5000%  | 0.0000% | $55129.00          | $4253.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-07-01      | 4.0000%  | 0.0000% | $93000.00          | $6210.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-09-01      | 3.5000%  | 0.0000% | $206000.00         | $15008.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-08-01      | 4.0000%  | 0.0000% | $163000.00         | $11430.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 4.0000%  | 0.0000% | $24000.00          | $1770.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 4.5000%  | 0.0000% | $100000.00         | $7981.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.5000%  | 0.0000% | $14000.00          | $8107.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 2.5000%  | 0.0000% | $30000.00          | $17999.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-09-01      | 2.0000%  | 0.0000% | $1856288.00        | $985335.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 4.0000%  | 0.0000% | $1000.00           | $478.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 3.5000%  | 0.0000% | $25000.00          | $12607.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 3.0000%  | 0.0000% | $23000.00          | $13770.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-03-01      | 3.5000%  | 0.0000% | $281000.00         | $20263.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-03-01      | 4.0000%  | 0.0000% | $43000.00          | $4055.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-05-01      | 3.0000%  | 0.0000% | $197284.00         | $16187.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-05-01      | 3.5000%  | 0.0000% | $114000.00         | $10038.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-05-01      | 3.5000%  | 0.0000% | $27000.00          | $1979.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-04-01      | 3.5000%  | 0.0000% | $1000.00           | $71.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-04-01      | 3.5000%  | 0.0000% | $9000.00           | $675.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-04-01      | 3.5000%  | 0.0000% | $30000.00          | $1913.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-06-01      | 3.5000%  | 0.0000% | $30000.00          | $2173.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-06-01      | 3.0000%  | 0.0000% | $11193.00          | $899.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-06-01      | 3.5000%  | 0.0000% | $246000.00         | $20963.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-06-01      | 4.0000%  | 0.0000% | $66000.00          | $6086.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-08-01      | 3.0000%  | 0.0000% | $128000.00         | $11963.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-08-01      | 3.5000%  | 0.0000% | $15000.00          | $1880.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-10-01      | 4.0000%  | 0.0000% | $1000.00           | $137.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-11-01      | 2.5000%  | 0.0000% | $133000.00         | $20301.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-12-01      | 3.5000%  | 0.0000% | $7000.00           | $845.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-12-01      | 3.5000%  | 0.0000% | $185000.00         | $24918.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-02-01      | 3.0000%  | 0.0000% | $30000.00          | $5158.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-02-01      | 4.0000%  | 0.0000% | $5000.00           | $675.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-02-01      | 3.5000%  | 0.0000% | $89000.00          | $12196.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-02-01      | 2.0000%  | 0.0000% | $39291.00          | $10637.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-03-01      | 4.0000%  | 0.0000% | $8000.00           | $1182.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-05-01      | 3.0000%  | 0.0000% | $8000.00           | $1669.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-04-01      | 3.5000%  | 0.0000% | $42000.00          | $6712.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-04-01      | 4.0000%  | 0.0000% | $1000.00           | $161.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-04-01      | 4.5000%  | 0.0000% | $35000.00          | $4345.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-05-01      | 2.5000%  | 0.0000% | $10417.00          | $2506.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-05-01      | 3.0000%  | 0.0000% | $57000.00          | $14946.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-05-01      | 2.5000%  | 0.0000% | $14000.00          | $4214.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-05-01      | 3.0000%  | 0.0000% | $21000.00          | $5169.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-07-01      | 2.5000%  | 0.0000% | $1999.00           | $593.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-08-01      | 2.0000%  | 0.0000% | $26952.00          | $8611.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 4.5000%  | 0.0000% | $8000.00           | $1250.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.5000%  | 0.0000% | $12999.00          | $5224.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-09-01      | 1.5000%  | 0.0000% | $16000.00          | $6180.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-12-01      | 2.0000%  | 0.0000% | $24000.00          | $9957.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-11-01      | 2.0000%  | 0.0000% | $50000.00          | $24559.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-11-01      | 2.0000%  | 0.0000% | $60000.00          | $24528.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 4.5000%  | 0.0000% | $4000.00           | $1030.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 3.0000%  | 0.0000% | $32000.00          | $11975.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-01-01      | 1.5000%  | 0.0000% | $1000.00           | $457.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 3.5000%  | 0.0000% | $27028.00          | $10669.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-06-01      | 3.0000%  | 0.0000% | $36000.00          | $17717.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-02-01      | 6.0000%  | 0.0000% | $12000.00          | $5502.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-03-01      | 4.5000%  | 0.0000% | $7000.00           | $4831.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-04-01      | 6.0000%  | 0.0000% | $4000.00           | $2266.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-04-01      | 5.5000%  | 0.0000% | $14000.00          | $8239.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-04-01      | 4.5000%  | 0.0000% | $31000.00          | $21400.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 6.0000%  | 0.0000% | $3000.00           | $2109.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 4.5000%  | 0.0000% | $2000.00           | $1831.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-06-01      | 5.0000%  | 0.0000% | $28000.00          | $18482.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.5000%  | 0.0000% | $20000.00          | $12886.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.0000%  | 0.0000% | $20000.00          | $13140.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-04-01      | 2.5000%  | 0.0000% | $5000.00           | $2977.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-06-01      | 3.0000%  | 0.0000% | $13000.00          | $7841.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.5000%  | 0.0000% | $3000.00           | $2167.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-06-01      | 3.5000%  | 0.0000% | $4000.00           | $1702.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-07-01      | 4.0000%  | 0.0000% | $3000.00           | $1628.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-08-01      | 4.0000%  | 0.0000% | $2000.00           | $1098.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 3.0000%  | 0.0000% | $50189.00          | $39497.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 3.5000%  | 0.0000% | $55000.00          | $43248.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-11-01      | 4.5000%  | 0.0000% | $13978.00          | $7963.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-12-01      | 3.5000%  | 0.0000% | $18000.00          | $10993.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-12-01      | 4.5000%  | 0.0000% | $34000.00          | $19810.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 3.5000%  | 0.0000% | $1000.00           | $775.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.5000%  | 0.0000% | $13000.00          | $9785.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-01-01      | 3.5000%  | 0.0000% | $2000.00           | $1274.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-02-01      | 4.5000%  | 0.0000% | $6000.00           | $3550.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 6.0000%  | 0.0000% | $2000.00           | $1242.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 3.5000%  | 0.0000% | $23000.00          | $17743.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-04-01      | 4.5000%  | 0.0000% | $35000.00          | $20007.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-04-01      | 5.0000%  | 0.0000% | $8000.00           | $4267.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 4.0000%  | 0.0000% | $20000.00          | $16517.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-07-01      | 5.5000%  | 0.0000% | $3000.00           | $1788.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 3.5000%  | 0.0000% | $2000.00           | $1642.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 5.0000%  | 0.0000% | $14000.00          | $11966.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-08-01      | 3.5000%  | 0.0000% | $1000.00           | $613.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-11-01      | 5.0000%  | 0.0000% | $3000.00           | $1980.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-10-01      | 6.0000%  | 0.0000% | $36000.00          | $17616.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 5.5000%  | 0.0000% | $8000.00           | $6504.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.5000%  | 0.0000% | $2860000.00        | $1531200.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 4.0000%  | 0.0000% | $6000.00           | $5124.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-12-01      | 6.0000%  | 0.0000% | $37000.00          | $17122.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 3.5000%  | 0.0000% | $6000.00           | $5067.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-01-01      | 5.5000%  | 0.0000% | $18000.00          | $10288.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-07-01      | 5.0000%  | 0.0000% | $4000.00           | $2663.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-07-01      | 5.5000%  | 0.0000% | $6000.00           | $3353.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 4.0000%  | 0.0000% | $15000.00          | $13782.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.0000%  | 0.0000% | $2000.00           | $1441.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-08-01      | 6.0000%  | 0.0000% | $9000.00           | $5256.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 4.0000%  | 0.0000% | $1000.00           | $913.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 4.5000%  | 0.0000% | $14000.00          | $12936.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 4.0000%  | 0.0000% | $9000.00           | $7956.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-09-01      | 5.5000%  | 0.0000% | $37000.00          | $22587.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.0000%  | 0.0000% | $2000.00           | $1848.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 4.0000%  | 0.0000% | $15000.00          | $13560.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 4.5000%  | 0.0000% | $2000.00           | $1837.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-11-01      | 5.0000%  | 0.0000% | $36000.00          | $27727.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-11-01      | 5.5000%  | 0.0000% | $3000.00           | $2199.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-11-01      | 6.0000%  | 0.0000% | $1000.00           | $666.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 4.5000%  | 0.0000% | $2000.00           | $1860.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-01-01      | 5.0000%  | 0.0000% | $2000.00           | $1538.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-01-01      | 5.5000%  | 0.0000% | $1041.00           | $747.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-02-01      | 5.5000%  | 0.0000% | $14000.00          | $10031.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 4.5000%  | 0.0000% | $14000.00          | $13161.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 5.5000%  | 0.0000% | $55374.00          | $48661.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-03-01      | 5.0000%  | 0.0000% | $1000.00           | $761.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-02-01      | 6.0000%  | 0.0000% | $20000.00          | $13461.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 3.5000%  | 0.0000% | $15769.00          | $14017.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-04-01      | 5.5000%  | 0.0000% | $1000.00           | $758.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-04-01      | 6.0000%  | 0.0000% | $1000.00           | $797.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 4.0000%  | 0.0000% | $26000.00          | $23954.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.5000%  | 0.0000% | $13000.00          | $11625.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-05-01      | 5.5000%  | 0.0000% | $1000.00           | $851.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-05-01      | 6.0000%  | 0.0000% | $2000.00           | $1548.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $959.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-05-01      | 5.0000%  | 0.0000% | $1000.00           | $785.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-06-01      | 5.0000%  | 0.0000% | $25000.00          | $21907.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-06-01      | 5.5000%  | 0.0000% | $32000.00          | $27729.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-06-01      | 6.0000%  | 0.0000% | $1000.00           | $846.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-07-01      | 5.0000%  | 0.0000% | $1451.00           | $1287.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1740.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.0000%  | 0.0000% | $12130.00          | $12097.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 4.0000%  | 0.0000% | $25036.00          | $23992.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.5000%  | 0.0000% | $3070.00           | $3130.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1036.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-07-01      | 5.0000%  | 0.0000% | $2212064.00        | $71.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-12-01      | 7.0000%  | 0.0000% | $1368937.00        | $11902.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-09-01      | 6.5000%  | 0.0000% | $835000.00         | $1651.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-01-01      | 4.5000%  | 0.0000% | $360395.00         | $14403.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-03-01      | 5.0000%  | 0.0000% | $540000.00         | $15693.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-03-01      | 4.5000%  | 0.0000% | $10000.00          | $580.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-05-01      | 5.0000%  | 0.0000% | $5000.00           | $165.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-05-01      | 4.5000%  | 0.0000% | $190000.00         | $3878.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-04-01      | 4.5000%  | 0.0000% | $223797.00         | $12956.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-04-01      | 5.0000%  | 0.0000% | $530000.00         | $12518.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-07-01      | 5.0000%  | 0.0000% | $745539.00         | $12880.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-07-01      | 5.0000%  | 0.0000% | $875000.00         | $16278.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-09-01      | 5.0000%  | 0.0000% | $66235.00          | $8535.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-08-01      | 4.5000%  | 0.0000% | $28000.00          | $679.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-07-01      | 5.0000%  | 0.0000% | $1499116.00        | $20871.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-08-01      | 4.5000%  | 0.0000% | $160000.00         | $13504.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-02-01      | 3.5000%  | 0.0000% | $36000.00          | $2128.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-05-01      | 5.0000%  | 0.0000% | $164000.00         | $7195.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-03-01      | 4.5000%  | 0.0000% | $380000.00         | $8922.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-10-01      | 6.5000%  | 0.0000% | $1039084.00        | $15622.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-02-01      | 4.0000%  | 0.0000% | $118000.00         | $5679.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-08-01      | 5.0000%  | 0.0000% | $84000.00          | $2532.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-08-01      | 3.5000%  | 0.0000% | $810590.00         | $629.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-09-01      | 4.5000%  | 0.0000% | $3000.00           | $135.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-10-01      | 4.5000%  | 0.0000% | $83000.00          | $3137.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-09-01      | 5.0000%  | 0.0000% | $34000.00          | $2764.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-12-01      | 4.0000%  | 0.0000% | $23000.00          | $1369.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.0000%  | 0.0000% | $30000.00          | $29631.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.5000%  | 0.0000% | $37263.00          | $27894.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.0000%  | 0.0000% | $25710.00          | $25395.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%  | 0.0000% | $1979.00           | $1922.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 7.5000%  | 0.0000% | $1000.00           | $1059.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%  | 0.0000% | $31863.00          | $32576.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.5000%  | 0.0000% | $29519.00          | $27942.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.5000%  | 0.0000% | $13038.00          | $13423.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.5000%  | 0.0000% | $28092.00          | $29276.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 4.0000%  | 0.0000% | $50309.00          | $47985.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $879.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $7368.00           | $7384.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.0000%  | 0.0000% | $11937.00          | $12279.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.0000%  | 0.0000% | $314688.00         | $296309.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 3.5000%  | 0.0000% | $50114.00          | $43089.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.5000%  | 0.0000% | $4481.00           | $4214.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.0000%  | 0.0000% | $5614.00           | $5015.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 4.0000%  | 0.0000% | $9000.00           | $8348.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 5.0000%  | 0.0000% | $35000.00          | $32803.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $7000.00           | $6853.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.0000%  | 0.0000% | $10947.00          | $10359.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 3.0000%  | 0.0000% | $46346.00          | $39108.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.0000%  | 0.0000% | $13490.00          | $12462.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 3.0000%  | 0.0000% | $2000.00           | $1706.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.0000%  | 0.0000% | $100892.00         | $100900.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.5000%  | 0.0000% | $12320.00          | $12523.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.0000%  | 0.0000% | $2256.00           | $2321.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 3.5000%  | 0.0000% | $48221.00          | $45344.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.5000%  | 0.0000% | $45000.00          | $32003.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.5000%  | 0.0000% | $40651.00          | $33040.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.5000%  | 0.0000% | $10000.00          | $6463.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 5.5000%  | 0.0000% | $40078.00          | $36146.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 5.0000%  | 0.0000% | $26000.00          | $24824.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 5.5000%  | 0.0000% | $4000.00           | $3373.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $929.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.0000%  | 0.0000% | $3333.00           | $3278.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 4.5000%  | 0.0000% | $2456.00           | $2380.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 5.5000%  | 0.0000% | $37122.00          | $36648.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 5.0000%  | 0.0000% | $15524.00          | $15035.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.0000%  | 0.0000% | $9137.00           | $8268.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 4.0000%  | 0.0000% | $5478.00           | $5076.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 4.5000%  | 0.0000% | $50240.00          | $47832.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.5000%  | 0.0000% | $9013.00           | $8424.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $1347.00           | $1182.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $29481.00          | $24159.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.0000%  | 0.0000% | $25078.00          | $24933.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.5000%  | 0.0000% | $35000.00          | $30721.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 7.5000%  | 0.0000% | $1169.00           | $921.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.0000%  | 0.0000% | $198182828.00      | $199216506.00      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 7.5000%  | 0.0000% | $51256.00          | $48970.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 4.5000%  | 0.0000% | $26000.00          | $25444.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.0000%  | 0.0000% | $8000.00           | $8015.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $6000.00           | $6077.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 6.0000%  | 0.0000% | $218074.00         | $225019.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-09-01      | 5.5000%  | 0.0000% | $6000.00           | $5440.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-10-01      | 4.5000%  | 0.0000% | $20000.00          | $19080.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-06-01      | 6.0000%  | 0.0000% | $4000.00           | $2953.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-07-01      | 5.5000%  | 0.0000% | $1000.00           | $846.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-07-01      | 6.0000%  | 0.0000% | $3000.00           | $2396.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-11-01      | 4.0000%  | 0.0000% | $27000.00          | $26326.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-11-01      | 4.5000%  | 0.0000% | $29068.00          | $28359.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-12-01      | 6.0000%  | 0.0000% | $1000.00           | $991.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.5000%  | 0.0000% | $4892154.00        | $4987399.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 6.0000%  | 0.0000% | $2291.00           | $2374.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 6.0000%  | 0.0000% | $2735.00           | $2850.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $2253902.00        | $2312468.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.0000%  | 0.0000% | $9291.00           | $9366.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 4.5000%  | 0.0000% | $1019.00           | $1006.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.0000%  | 0.0000% | $91104.00          | $94122.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 6.0000%  | 0.0000% | $3147.00           | $3292.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-04-15      | 6.0000%  | 0.0000% | $283000.00         | $240.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-12-15      | 7.5000%  | 0.0000% | $90570.00          | $22.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-05-15      | 6.5000%  | 0.0000% | $164000.00         | $74.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-07-15      | 6.5000%  | 0.0000% | $332450.00         | $258.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-07-15      | 6.5000%  | 0.0000% | $64000.00          | $42.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-07-20      | 8.5000%  | 0.0000% | $1636395.00        | $597.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-08-20      | 8.5000%  | 0.0000% | $81265.00          | $22.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-09-15      | 6.0000%  | 0.0000% | $729000.00         | $508.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-08-15      | 7.5000%  | 0.0000% | $123222.00         | $7.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-07-15      | 6.5000%  | 0.0000% | $247447.00         | $9.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-08-15      | 7.5000%  | 0.0000% | $50466.00          | $1.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-08-15      | 7.5000%  | 0.0000% | $770786.00         | $28.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-09-15      | 7.5000%  | 0.0000% | $550000.00         | $21.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-11-15      | 7.0000%  | 0.0000% | $100000.00         | $1.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-02-15      | 6.5000%  | 0.0000% | $57221313.00       | $1382.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-01-15      | 8.0000%  | 0.0000% | $70000.00          | $5.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-01-15      | 7.5000%  | 0.0000% | $1240715.00        | $55.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-12-15      | 9.0000%  | 0.0000% | $284444.00         | $8.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-03-15      | 7.5000%  | 0.0000% | $2811649.00        | $168.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-03-15      | 7.5000%  | 0.0000% | $190000.00         | $37.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-04-15      | 7.5000%  | 0.0000% | $527201.00         | $59.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-04-15      | 7.5000%  | 0.0000% | $125000.00         | $22.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-05-15      | 8.5000%  | 0.0000% | $16393750.00       | $2424.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-05-15      | 8.5000%  | 0.0000% | $48114074.00       | $1238.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-06-15      | 7.5000%  | 0.0000% | $25000.00          | $3.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-08-15      | 6.5000%  | 0.0000% | $32830070.00       | $1073.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-08-15      | 8.0000%  | 0.0000% | $367039.00         | $38.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-10-15      | 6.5000%  | 0.0000% | $91727272.00       | $14886.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-10-15      | 6.5000%  | 0.0000% | $56041555.00       | $4730.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-10-15      | 6.5000%  | 0.0000% | $8915594.00        | $386.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-11-15      | 6.5000%  | 0.0000% | $73636415.00       | $8909.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-11-15      | 6.5000%  | 0.0000% | $17887185.00       | $1517.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-12-15      | 6.5000%  | 0.0000% | $324000.00         | $110.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-12-15      | 6.5000%  | 0.0000% | $190503732.00      | $7400.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-12-20      | 7.0000%  | 0.0000% | $485000.00         | $126.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-03-15      | 7.5000%  | 0.0000% | $539518.00         | $81.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-03-15      | 7.5000%  | 0.0000% | $14646655.00       | $2211.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-12-15      | 8.0000%  | 0.0000% | $845000.00         | $39.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-03-15      | 6.5000%  | 0.0000% | $4875000.00        | $2333.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-12-15      | 6.0000%  | 0.0000% | $2068470.00        | $18479.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-12-15      | 6.0000%  | 0.0000% | $425000.00         | $3188.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-12-15      | 6.5000%  | 0.0000% | $102000.00         | $566.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $114000.00         | $834.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-05-15      | 5.0000%  | 0.0000% | $16766000.00       | $251672.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-04-15      | 6.5000%  | 0.0000% | $25000.00          | $138.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-05-15      | 6.5000%  | 0.0000% | $272010.00         | $2101.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-08-15      | 6.5000%  | 0.0000% | $25000.00          | $234.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-09-15      | 7.5000%  | 0.0000% | $25000.00          | $4.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-11-15      | 7.5000%  | 0.0000% | $42500.00          | $31.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-11-15      | 6.5000%  | 0.0000% | $606000.00         | $408.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-12-15      | 7.5000%  | 0.0000% | $4166000.00        | $849.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-12-15      | 6.0000%  | 0.0000% | $196890.00         | $245.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-12-15      | 7.5000%  | 0.0000% | $34357.00          | $6.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-12-15      | 8.0000%  | 0.0000% | $25478.00          | $4.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-03-15      | 6.0000%  | 0.0000% | $145904.00         | $140.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-08-15      | 8.0000%  | 0.0000% | $100000.00         | $39.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-02-15      | 6.0000%  | 0.0000% | $4660704.00        | $3682.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-12-15      | 7.5000%  | 0.0000% | $58393944.00       | $11629.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-02-15      | 7.5000%  | 0.0000% | $420000000.00      | $106437.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-03-15      | 7.5000%  | 0.0000% | $4300000.00        | $2954.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-03-20      | 8.0000%  | 0.0000% | $6600000.00        | $965.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-09-15      | 7.5000%  | 0.0000% | $1560818.00        | $407.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-05-15      | 6.5000%  | 0.0000% | $11750519.00       | $9206.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-04-15      | 6.5000%  | 0.0000% | $100000.00         | $79.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-05-15      | 6.5000%  | 0.0000% | $291000.00         | $224.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-05-15      | 6.5000%  | 0.0000% | $376676.00         | $315.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-05-15      | 6.0000%  | 0.0000% | $1236776.00        | $2408.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-06-15      | 6.5000%  | 0.0000% | $652873.00         | $703.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-09-15      | 7.5000%  | 0.0000% | $551263.00         | $421.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-07-15      | 8.0000%  | 0.0000% | $66004.00          | $18.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-07-15      | 7.5000%  | 0.0000% | $986813.00         | $423.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-08-15      | 7.5000%  | 0.0000% | $232000.00         | $68.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-08-15      | 7.5000%  | 0.0000% | $10406761.00       | $5026.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-12-15      | 6.5000%  | 0.0000% | $5180386.00        | $4249.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-03-15      | 8.0000%  | 0.0000% | $4033264.00        | $5398.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-07-15      | 6.0000%  | 0.0000% | $567000.00         | $820.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-06-15      | 8.0000%  | 0.0000% | $75000.00          | $44.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-06-20      | 6.5000%  | 0.0000% | $700000.00         | $531.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-04-15      | 8.0000%  | 0.0000% | $149391.00         | $69.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-04-15      | 7.5000%  | 0.0000% | $1320750.00        | $797.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-04-15      | 8.5000%  | 0.0000% | $11626662.00       | $6850.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-12-15      | 6.5000%  | 0.0000% | $2713374.00        | $5505.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-07-15      | 8.0000%  | 0.0000% | $218250.00         | $167.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-07-15      | 7.5000%  | 0.0000% | $75562.00          | $11.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-08-15      | 7.5000%  | 0.0000% | $1017041.00        | $403.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-07-15      | 8.5000%  | 0.0000% | $1724213.00        | $511.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-08-15      | 7.5000%  | 0.0000% | $114000.00         | $64.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-09-15      | 6.5000%  | 0.0000% | $13706776.00       | $12210.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-12-15      | 8.5000%  | 0.0000% | $18289168.00       | $10283.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-12-15      | 6.5000%  | 0.0000% | $171000.00         | $215.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-09-15      | 7.5000%  | 0.0000% | $760000.00         | $250.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-12-15      | 7.5000%  | 0.0000% | $505000.00         | $22.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-12-15      | 6.5000%  | 0.0000% | $1650000.00        | $1957.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-04-15      | 6.5000%  | 0.0000% | $73281.00          | $33.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-04-15      | 6.5000%  | 0.0000% | $1600295.00        | $2150.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-07-15      | 6.5000%  | 0.0000% | $170000.00         | $222.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-05-15      | 6.5000%  | 0.0000% | $732901.00         | $670.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-05-15      | 6.5000%  | 0.0000% | $401060.00         | $554.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-04-15      | 8.5000%  | 0.0000% | $340000.00         | $259.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-06-15      | 6.5000%  | 0.0000% | $300000.00         | $291.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.5000%  | 0.0000% | $8234270.00        | $2375.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-07-15      | 7.0000%  | 0.0000% | $22001.00          | $22.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.0000%  | 0.0000% | $1117000.00        | $3399.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.0000%  | 0.0000% | $7197973.00        | $14364.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-09-15      | 8.0000%  | 0.0000% | $25000000.00       | $25151.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.5000%  | 0.0000% | $10476958.00       | $12164.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 7.5000%  | 0.0000% | $1487550.00        | $1217.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-12-15      | 8.0000%  | 0.0000% | $105402.00         | $142.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-01-20      | 6.5000%  | 0.0000% | $500000.00         | $795.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-02-15      | 7.5000%  | 0.0000% | $549353.00         | $638.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-02-15      | 7.5000%  | 0.0000% | $310000.00         | $327.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-02-15      | 7.5000%  | 0.0000% | $50000.00          | $60.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-03-15      | 8.0000%  | 0.0000% | $4657545.00        | $7301.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-09-15      | 8.0000%  | 0.0000% | $135000.00         | $192.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-02-15      | 8.5000%  | 0.0000% | $354000.00         | $635.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-05-15      | 7.0000%  | 0.0000% | $6481000.00        | $11322.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-11-20      | 7.5000%  | 0.0000% | $203000.00         | $67.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-12-15      | 6.5000%  | 0.0000% | $430000.00         | $401.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-03-15      | 7.5000%  | 0.0000% | $269000.00         | $411.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-09-20      | 6.5000%  | 0.0000% | $15115000.00       | $26084.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-09-15      | 6.5000%  | 0.0000% | $355426.00         | $630.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-07-20      | 7.0000%  | 0.0000% | $972000.00         | $2078.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-09-15      | 6.5000%  | 0.0000% | $1341924.00        | $2778.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-06-15      | 7.5000%  | 0.0000% | $25000.00          | $46.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-11-15      | 6.5000%  | 0.0000% | $410293.00         | $809.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-12-15      | 6.5000%  | 0.0000% | $470167.00         | $1046.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-10-15      | 6.5000%  | 0.0000% | $161205.00         | $328.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-11-15      | 6.5000%  | 0.0000% | $84294.00          | $214.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-02-15      | 6.0000%  | 0.0000% | $139791.00         | $744.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-03-15      | 6.5000%  | 0.0000% | $433000.00         | $854.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-02-15      | 6.5000%  | 0.0000% | $135000.00         | $281.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-04-15      | 5.5000%  | 0.0000% | $738730.00         | $3878.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-01-15      | 6.5000%  | 0.0000% | $1360220.00        | $3439.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-03-15      | 6.0000%  | 0.0000% | $5815474.00        | $26119.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-11-15      | 6.5000%  | 0.0000% | $55000.00          | $749.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-03-15      | 7.0000%  | 0.0000% | $33000.00          | $217.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-10-15      | 6.0000%  | 0.0000% | $26000.00          | $353.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-07-20      | 3.5000%  | 0.0000% | $7000.00           | $1689.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-08-15      | 4.5000%  | 0.0000% | $222000.00         | $28174.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-12-15      | 3.0000%  | 0.0000% | $5136.00           | $987.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-02-15      | 6.5000%  | 0.0000% | $81420.00          | $19157.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-05-15      | 6.5000%  | 0.0000% | $81455.00          | $18517.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-04-20      | 3.5000%  | 0.0000% | $76496.00          | $25070.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-04-20      | 3.5000%  | 0.0000% | $2000.00           | $503.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-07-20      | 5.0000%  | 0.0000% | $8962783.00        | $436029.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-06-20      | 3.0000%  | 0.0000% | $124000.00         | $11591.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-09-15      | 5.5000%  | 0.0000% | $142868.00         | $7812.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-05-15      | 6.5000%  | 0.0000% | $719759.00         | $41500.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-02-20      | 5.5000%  | 0.0000% | $11110611.00       | $460499.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-10-15      | 3.0000%  | 0.0000% | $3840000.00        | $426288.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-03-20      | 3.5000%  | 0.0000% | $155000.00         | $13419.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-06-15      | 6.0000%  | 0.0000% | $576000.00         | $26109.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-01-15      | 4.5000%  | 0.0000% | $750000.00         | $64014.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-04-20      | 3.0000%  | 0.0000% | $4660000.00        | $494461.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-12-15      | 2.5000%  | 0.0000% | $404000.00         | $4642.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-03-15      | 3.5000%  | 0.0000% | $1130999.00        | $413719.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-10-15      | 4.9000%  | 0.0000% | $79960.00          | $18233.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-09-15      | 2.5000%  | 0.0000% | $10000000.00       | $358168.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-03-15      | 6.0000%  | 0.0000% | $542000.00         | $36337.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-12-20      | 4.5000%  | 0.0000% | $408888.00         | $23434.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-12-15      | 5.0000%  | 0.0000% | $3308529.00        | $342326.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-07-15      | 3.0000%  | 0.0000% | $384756.00         | $58738.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-05-20      | 5.0000%  | 0.0000% | $95000.00          | $6671.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-07-20      | 5.5000%  | 0.0000% | $915000.00         | $87851.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-09-15      | 4.5000%  | 0.0000% | $958000.00         | $154152.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-03-20      | 7.0000%  | 0.0000% | $4711452.00        | $587509.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-01-20      | 3.5000%  | 0.0000% | $1400000.00        | $135863.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-11-20      | 5.0000%  | 0.0000% | $91000.00          | $24917.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-12-20      | 3.0000%  | 0.0000% | $4200000.00        | $470060.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-02-20      | 3.5000%  | 0.0000% | $9310737.00        | $901411.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-02-20      | 3.0000%  | 0.0000% | $678757.00         | $82004.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-12-20      | 4.0000%  | 0.0000% | $589349684.00      | $51890219.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-11-20      | 4.0000%  | 0.0000% | $121856.00         | $9815.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-02-20      | 3.5000%  | 0.0000% | $100000.00         | $16159.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-09-15      | 4.5000%  | 0.0000% | $38633.00          | $2533.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-11-15      | 5.5000%  | 0.0000% | $45363.00          | $7516.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-06-15      | 6.0000%  | 0.0000% | $125204.00         | $26640.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-05-15      | 6.5000%  | 0.0000% | $326500.00         | $9821.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-02-15      | 5.5000%  | 0.0000% | $8592.00           | $1713.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-01-15      | 6.0000%  | 0.0000% | $358299.00         | $82525.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-08-15      | 5.0000%  | 0.0000% | $94000.00          | $17588.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-02-20      | 4.0000%  | 0.0000% | $2000000.00        | $390551.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-06-15      | 6.0000%  | 0.0000% | $26919.00          | $531.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-07-20      | 3.5000%  | 0.0000% | $253230.00         | $65419.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-07-20      | 3.5000%  | 0.0000% | $28096.00          | $8050.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-02-20      | 3.5000%  | 0.0000% | $1000.00           | $264.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-12-20      | 4.0000%  | 0.0000% | $175000.00         | $34661.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-07-20      | 4.0000%  | 0.0000% | $100000.00         | $22153.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-07-20      | 7.0000%  | 0.0000% | $64830.00          | $13708.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-11-20      | 3.0000%  | 0.0000% | $10466813.00       | $3480855.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-01-15      | 6.5000%  | 0.0000% | $39000.00          | $5928.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-06-15      | 3.5000%  | 0.0000% | $6000.00           | $1412.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-07-20      | 4.0000%  | 0.0000% | $40480.00          | $446.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-03-15      | 5.0000%  | 0.0000% | $687617.00         | $47169.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-03-20      | 2.5000%  | 0.0000% | $60084232.00       | $31502927.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-02-15      | 3.5000%  | 0.0000% | $1000.00           | $707.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-02-15      | 5.0000%  | 0.0000% | $477257.00         | $209802.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-01-15      | 4.5000%  | 0.0000% | $128000.00         | $34589.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-10-20      | 7.0000%  | 0.0000% | $26314.00          | $5564.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-02-15      | 6.5000%  | 0.0000% | $24565.00          | $5086.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-06-15      | 6.0000%  | 0.0000% | $2250000.00        | $637895.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-04-15      | 5.0000%  | 0.0000% | $405954.00         | $58996.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-05-15      | 4.0000%  | 0.0000% | $1150039.00        | $102839.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-02-20      | 3.5000%  | 0.0000% | $1063.00           | $358.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-07-15      | 6.5000%  | 0.0000% | $68060.00          | $11943.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-05-15      | 4.0000%  | 0.0000% | $511137.00         | $43070.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-02-20      | 5.0000%  | 0.0000% | $179000.00         | $2472.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-05-15      | 6.5000%  | 0.0000% | $90164.00          | $8824.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-02-20      | 3.5000%  | 0.0000% | $14394940.00       | $4458769.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-03-20      | 5.0000%  | 0.0000% | $250000.00         | $37848.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-12-20      | 3.5000%  | 0.0000% | $8824.00           | $2196.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-04-20      | 5.0000%  | 0.0000% | $4000.00           | $733.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-10-20      | 3.5000%  | 0.0000% | $17781.00          | $696.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-06-15      | 3.5000%  | 0.0000% | $27658595.00       | $6440741.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-11-20      | 4.5000%  | 0.0000% | $6784.00           | $2553.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-01-20      | 4.5000%  | 0.0000% | $210000.00         | $41861.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-02-20      | 3.5000%  | 0.0000% | $4736965.00        | $1220685.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-09-20      | 3.5000%  | 0.0000% | $3623.00           | $644.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-03-15      | 3.0000%  | 0.0000% | $266951.00         | $87709.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-04-20      | 3.0000%  | 0.0000% | $31984840.00       | $6680935.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-05-20      | 2.0000%  | 0.0000% | $5503863.00        | $2211205.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-02-20      | 3.5000%  | 0.0000% | $200000.00         | $50118.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-01-20      | 4.0000%  | 0.0000% | $2049.00           | $456.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-02-20      | 4.0000%  | 0.0000% | $6000.00           | $1191.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-09-20      | 2.5000%  | 0.0000% | $11296980.00       | $4781781.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-11-20      | 2.5000%  | 0.0000% | $8499.00           | $4700.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-03-15      | 5.0000%  | 0.0000% | $40750295.00       | $8787045.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-11-20      | 5.0000%  | 0.0000% | $43841.00          | $9806.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-03-15      | 5.5000%  | 0.0000% | $1248271.00        | $453390.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-03-15      | 5.0000%  | 0.0000% | $4194019.00        | $2074464.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-11-15      | 6.0000%  | 0.0000% | $3846841.00        | $1436363.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-06-20      | 5.5000%  | 0.0000% | $3061890.00        | $579475.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-10-20      | 3.5000%  | 0.0000% | $20246.00          | $7455.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-03-15      | 5.0000%  | 0.0000% | $57912.00          | $22152.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 4.5000%  | 0.0000% | $4050000.00        | $2880258.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 4.5000%  | 0.0000% | $2100000.00        | $1603021.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-07-20      | 3.0000%  | 0.0000% | $25000.00          | $15199.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-07-20      | 3.0000%  | 0.0000% | $527728.00         | $311069.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-12-15      | 4.5000%  | 0.0000% | $16561471.00       | $7805214.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-12-20      | 3.5000%  | 0.0000% | $51736.00          | $25210.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-15      | 4.5000%  | 0.0000% | $29662.00          | $11057.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 2.5000%  | 0.0000% | $1000.00           | $567.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 2.5000%  | 0.0000% | $4198.00           | $2489.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-02-15      | 4.5000%  | 0.0000% | $304597.00         | $160406.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-03-15      | 2.5000%  | 0.0000% | $242375.00         | $159528.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-08-15      | 4.5000%  | 0.0000% | $5497092.00        | $3182773.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-05-15      | 5.0000%  | 0.0000% | $7233298.00        | $4242541.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-06-15      | 5.0000%  | 0.0000% | $32153467.00       | $18900209.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 2.5000%  | 0.0000% | $2380.00           | $1637.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-02-15      | 3.0000%  | 0.0000% | $206800.00         | $145091.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-01-15      | 5.0000%  | 0.0000% | $748461.00         | $338465.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 2.5000%  | 0.0000% | $496998.00         | $298607.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-02-20      | 3.0000%  | 0.0000% | $1100000.00        | $705616.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-02-15      | 4.0000%  | 0.0000% | $21251218.00       | $13542498.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.0000%  | 0.0000% | $17901227.00       | $13345989.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.0000%  | 0.0000% | $16387315.00       | $11908081.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 3.0000%  | 0.0000% | $2812284.00        | $1718239.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 3.0000%  | 0.0000% | $4100000.00        | $2175782.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.0000%  | 0.0000% | $500000.00         | $328264.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-08-20      | 2.0000%  | 0.0000% | $1038.00           | $636.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 5.5000%  | 0.0000% | $76510.00          | $56670.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-10-15      | 4.5000%  | 0.0000% | $5724731.00        | $4370254.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-06-20      | 3.5000%  | 0.0000% | $24000000.00       | $17684668.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 6.5000%  | 0.0000% | $8735123.00        | $5600594.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 6.5000%  | 0.0000% | $50333762.00       | $33456052.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.0000%  | 0.0000% | $45000.00          | $33816.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 6.0000%  | 0.0000% | $692018.00         | $529050.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 6.5000%  | 0.0000% | $8862495.00        | $5115977.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 2.5000%  | 0.0000% | $458476.00         | $299381.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.0000%  | 0.0000% | $65000.00          | $48764.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-06-15      | 3.0000%  | 0.0000% | $1929044.00        | $1482152.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-09-15      | 2.5000%  | 0.0000% | $11310905.00       | $9157178.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-15      | 3.0000%  | 0.0000% | $2385280.00        | $1785533.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.5000%  | 0.0000% | $20000000.00       | $14526938.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.0000%  | 0.0000% | $1000.00           | $749.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 5.0000%  | 0.0000% | $1400000.00        | $1053064.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.0000%  | 0.0000% | $450000.00         | $317252.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-03-20      | 3.5000%  | 0.0000% | $1000.00           | $711.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 3.0000%  | 0.0000% | $500000.00         | $349465.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-08-20      | 5.5000%  | 0.0000% | $35898.00          | $24554.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-11-15      | 4.5000%  | 0.0000% | $9373485.00        | $6970237.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-11-15      | 5.0000%  | 0.0000% | $5989943.00        | $4637178.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-03-20      | 5.5000%  | 0.0000% | $689601.00         | $554638.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-03-20      | 2.0000%  | 0.0000% | $604508.00         | $400338.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 6.0000%  | 0.0000% | $14716158.00       | $9660452.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 6.0000%  | 0.0000% | $9421.00           | $6685.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.0000%  | 0.0000% | $2900000.00        | $2456203.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 5.5000%  | 0.0000% | $45000.00          | $35015.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.0000%  | 0.0000% | $400000.00         | $274881.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 5.5000%  | 0.0000% | $300000.00         | $244864.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 5.5000%  | 0.0000% | $101000.00         | $82427.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 5.5000%  | 0.0000% | $3484000.00        | $2773964.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 5.5000%  | 0.0000% | $50000.00          | $42028.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 5.5000%  | 0.0000% | $2600000.00        | $2109535.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.5000%  | 0.0000% | $500000.00         | $325909.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.0000%  | 0.0000% | $19000.00          | $15177.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.0000%  | 0.0000% | $1000000.00        | $932466.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 6.0000%  | 0.0000% | $52795771.00       | $41592008.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.0000%  | 0.0000% | $800000.00         | $598720.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 6.5000%  | 0.0000% | $7918000.00        | $5536812.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-08-15      | 5.5000%  | 0.0000% | $5491000.00        | $3612012.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 5.0000%  | 0.0000% | $400000.00         | $307124.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 5.0000%  | 0.0000% | $500000.00         | $349554.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 6.5000%  | 0.0000% | $55085383.00       | $27912296.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 6.5000%  | 0.0000% | $29042595.00       | $21040817.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-05-15      | 3.0000%  | 0.0000% | $1074331.00        | $797417.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.0000%  | 0.0000% | $1780806.00        | $1306203.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.0000%  | 0.0000% | $69155791.00       | $43817422.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.0000%  | 0.0000% | $80047393.00       | $49514819.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 6.5000%  | 0.0000% | $4311541.00        | $2643886.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 5.5000%  | 0.0000% | $62728300.00       | $63470392.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $50000.00          | $48411.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 7.5000%  | 0.0000% | $30764895.00       | $33142912.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 5.5000%  | 0.0000% | $3273137.00        | $3345643.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 6.0000%  | 0.0000% | $34046193.00       | $32887627.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $375000.00         | $292156.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 2.5000%  | 0.0000% | $13827471.00       | $10445787.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $1185.00           | $1010.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 6.0000%  | 0.0000% | $2271170.00        | $1753351.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 6.5000%  | 0.0000% | $25886009.00       | $19697112.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 6.0000%  | 0.0000% | $39373494.00       | $31103806.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.5000%  | 0.0000% | $1966600.00        | $1451032.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.0000%  | 0.0000% | $25343686.00       | $20257096.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 5.5000%  | 0.0000% | $290000.00         | $242555.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 2.5000%  | 0.0000% | $1465000.00        | $1075128.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 5.5000%  | 0.0000% | $300000.00         | $274514.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 5.5000%  | 0.0000% | $150000.00         | $130175.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.0000%  | 0.0000% | $6298740.00        | $5507003.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-11-15      | 7.0000%  | 0.0000% | $6091865.00        | $3968600.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 6.5000%  | 0.0000% | $14526594.00       | $9364668.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.0000%  | 0.0000% | $31743043.00       | $26269692.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 3.5000%  | 0.0000% | $15410000.00       | $12270707.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.0000%  | 0.0000% | $3199424.00        | $2553593.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 7.0000%  | 0.0000% | $29309471.00       | $24811763.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 2.5000%  | 0.0000% | $1076.00           | $819.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.0000%  | 0.0000% | $8754868.00        | $6929066.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 4.5000%  | 0.0000% | $21916929.00       | $18450029.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 3.0000%  | 0.0000% | $41852159.00       | $34302018.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 3.5000%  | 0.0000% | $24538751.00       | $20763546.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-01-20      | 6.0000%  | 0.0000% | $9793091.00        | $8381395.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.0000%  | 0.0000% | $16091536.00       | $13630910.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.5000%  | 0.0000% | $9296177.00        | $7386119.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 5.5000%  | 0.0000% | $49905415.00       | $43777230.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 5.5000%  | 0.0000% | $5231825.00        | $4963062.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-12-20      | 2.0000%  | 0.0000% | $42468983.00       | $31216790.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 2.0000%  | 0.0000% | $16777392.00       | $11926922.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-03-20      | 2.0000%  | 0.0000% | $18250572.00       | $13880899.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.0000%  | 0.0000% | $33169835.00       | $26941430.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-12-20      | 2.0000%  | 0.0000% | $17532755.00       | $13007070.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-12-20      | 2.5000%  | 0.0000% | $24126556.00       | $18988661.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 6.5000%  | 0.0000% | $5287783.00        | $3958973.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 6.5000%  | 0.0000% | $26959238.00       | $19044161.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 7.5000%  | 0.0000% | $6267533.00        | $5035179.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 2.0000%  | 0.0000% | $50009658.00       | $37563098.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-09-20      | 2.0000%  | 0.0000% | $16275371.00       | $12548164.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 3.0000%  | 0.0000% | $10760870.00       | $8816676.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 4.5000%  | 0.0000% | $6888437.00        | $5810312.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 5.5000%  | 0.0000% | $103423254.00      | $97209214.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 3.5000%  | 0.0000% | $50468372.00       | $41593863.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-06-20      | 3.5000%  | 0.0000% | $53067272.00       | $44274412.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 5.5000%  | 0.0000% | $50194093.00       | $49966522.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 5.5000%  | 0.0000% | $26504672.00       | $26544718.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 7.0000%  | 0.0000% | $28011187.00       | $29240767.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 3.0000%  | 0.0000% | $511358.00         | $452347.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 3.0000%  | 0.0000% | $191379.00         | $169359.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.0000%  | 0.0000% | $10302744.00       | $10337120.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $128320883.00      | $128274145.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 7.0000%  | 0.0000% | $138399892.00      | $132283473.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.0000%  | 0.0000% | $79310831.00       | $79683785.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $71452796.00       | $72289635.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $66858147.00       | $67320857.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $64142509.00       | $64586425.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $56375408.00       | $56908650.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $60811467.00       | $61176322.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $66230920.00       | $66700218.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $60314867.00       | $59548252.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $79486257.00       | $81655799.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $62620481.00       | $64285093.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $77819860.00       | $78446526.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $70022520.00       | $70586396.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $54633548.00       | $55073500.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-09-15      | 6.5000%  | 0.0000% | $343022.00         | $4840.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-09-15      | 6.5000%  | 0.0000% | $503762.00         | $18473.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-04-15      | 5.0000%  | 0.0000% | $3902500.00        | $115624.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-06-15      | 5.0000%  | 0.0000% | $146000.00         | $4838.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-12-15      | 4.5000%  | 0.0000% | $30439997.00       | $405172.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-09-15      | 4.5000%  | 0.0000% | $325000.00         | $4884.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-11-15      | 6.0000%  | 0.0000% | $26462.00          | $366.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-09-15      | 4.5000%  | 0.0000% | $875000.00         | $13512.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-09-15      | 6.5000%  | 0.0000% | $1861000.00        | $17626.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-03-15      | 6.0000%  | 0.0000% | $133125.00         | $976.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-11-20      | 6.0000%  | 0.0000% | $91710336.00       | $1497474.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-04-15      | 5.0000%  | 0.0000% | $1000000.00        | $14574.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-04-15      | 5.0000%  | 0.0000% | $3955204.00        | $68494.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-06-15      | 6.0000%  | 0.0000% | $1333000.00        | $17073.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-07-15      | 4.5000%  | 0.0000% | $57000000.00       | $971505.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-06-15      | 6.5000%  | 0.0000% | $10889.00          | $118.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-02-15      | 6.5000%  | 0.0000% | $109057.00         | $1012.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-09-15      | 6.0000%  | 0.0000% | $28905.00          | $526.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-01-15      | 6.0000%  | 0.0000% | $1386000.00        | $24164.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-07-20      | 6.5000%  | 0.0000% | $820000.00         | $20316.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-05-15      | 6.0000%  | 0.0000% | $1944000.00        | $26023.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-08-15      | 6.0000%  | 0.0000% | $206000.00         | $3770.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-07-15      | 6.5000%  | 0.0000% | $722641.00         | $5174.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-11-15      | 6.0000%  | 0.0000% | $1717736.00        | $22973.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-12-15      | 5.5000%  | 0.0000% | $155000.00         | $1391.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-05-20      | 5.0000%  | 0.0000% | $35000.00          | $310.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-06-15      | 6.0000%  | 0.0000% | $571694.00         | $5009.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-07-15      | 6.5000%  | 0.0000% | $1887114.00        | $44658.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-10-15      | 6.0000%  | 0.0000% | $1637175.00        | $17059.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-02-20      | 5.0000%  | 0.0000% | $51000.00          | $1080.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-07-15      | 6.0000%  | 0.0000% | $339000.00         | $2418.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-08-15      | 6.0000%  | 0.0000% | $387000.00         | $1584.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-08-15      | 5.5000%  | 0.0000% | $1236507.00        | $2348.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-08-15      | 5.0000%  | 0.0000% | $1064685.00        | $14945.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-02-15      | 5.5000%  | 0.0000% | $25169.00          | $480.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-10-15      | 5.0000%  | 0.0000% | $8841717.00        | $102181.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-11-15      | 5.0000%  | 0.0000% | $3938116.00        | $47210.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-11-15      | 6.0000%  | 0.0000% | $76000000.00       | $747533.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-12-15      | 5.0000%  | 0.0000% | $350000.00         | $5634.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-12-15      | 6.5000%  | 0.0000% | $1516236.00        | $17826.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-02-15      | 5.0000%  | 0.0000% | $42873401.00       | $699158.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-02-15      | 5.0000%  | 0.0000% | $30460000.00       | $571144.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-10-15      | 3.8800%  | 0.0000% | $11628633.00       | $1313951.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-12-20      | 5.5000%  | 0.0000% | $6808.00           | $281.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-05-15      | 5.5000%  | 0.0000% | $500000.00         | $28249.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-03-15      | 3.5000%  | 0.0000% | $501272.00         | $28096.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-12-15      | 4.0000%  | 0.0000% | $600000.00         | $189.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-07-15      | 6.5000%  | 0.0000% | $355000.00         | $14828.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-05-15      | 3.0000%  | 0.0000% | $55000.00          | $462.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-12-15      | 5.0000%  | 0.0000% | $295000.00         | $13533.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-07-20      | 4.5000%  | 0.0000% | $1983359.00        | $98925.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-06-20      | 4.5000%  | 0.0000% | $3386032.00        | $161067.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-09-15      | 6.0000%  | 0.0000% | $238428.00         | $3350.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-09-15      | 6.0000%  | 0.0000% | $1451713.00        | $28738.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-12-20      | 6.0000%  | 0.0000% | $60000.00          | $3084.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-11-15      | 4.5000%  | 0.0000% | $1669773.00        | $153670.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-12-15      | 6.0000%  | 0.0000% | $22565781.00       | $359228.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-10-20      | 6.0000%  | 0.0000% | $25000.00          | $203.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-06-20      | 5.5000%  | 0.0000% | $1947515.00        | $9630.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-05-15      | 5.0000%  | 0.0000% | $1082000.00        | $28136.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-09-15      | 5.0000%  | 0.0000% | $565000.00         | $34398.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-10-15      | 5.2000%  | 0.0000% | $700000.00         | $16123.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-11-15      | 6.0000%  | 0.0000% | $65840.00          | $2585.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-07-20      | 5.0000%  | 0.0000% | $11746950.00       | $379190.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-07-15      | 5.0000%  | 0.0000% | $653822.00         | $25880.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-09-15      | 4.5000%  | 0.0000% | $102000000.00      | $4880929.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-03-15      | 4.5000%  | 0.0000% | $163865.00         | $6019.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-03-15      | 4.5000%  | 0.0000% | $1073761.00        | $42605.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-03-15      | 4.5000%  | 0.0000% | $7872515.00        | $269382.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-07-20      | 6.0000%  | 0.0000% | $700000.00         | $6212.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-06-20      | 5.5000%  | 0.0000% | $786630.00         | $10842.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-12-20      | 6.0000%  | 0.0000% | $2140970.00        | $45485.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-12-15      | 6.0000%  | 0.0000% | $1880000.00        | $47307.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-04-20      | 4.5000%  | 0.0000% | $800000.00         | $26336.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-12-15      | 5.0000%  | 0.0000% | $1153108.00        | $33500.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-07-20      | 4.5000%  | 0.0000% | $20652202.00       | $879987.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-06-20      | 6.0000%  | 0.0000% | $1325000.00        | $43743.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-09-15      | 3.5000%  | 0.0000% | $180000.00         | $11335.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-09-15      | 5.0000%  | 0.0000% | $7939.00           | $382.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-08-20      | 6.0000%  | 0.0000% | $1172700.00        | $27008.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-02-20      | 6.5000%  | 0.0000% | $1300000.00        | $54241.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-04-15      | 6.0000%  | 0.0000% | $108511.00         | $6552.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-08-20      | 4.5000%  | 0.0000% | $25000.00          | $2102.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-06-20      | 5.0000%  | 0.0000% | $60000.00          | $4093.00           | Agency Mortgage-Backed Securities |

### Security 288: BOFA SECURITIES, INC.

- **C.1 - Title:** BOFA SECURITIES, INC. 3.700001%
- **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: TPR05C0BD, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: TPR05C0BD7791566BO
- **C.18 - Value (incl. sponsor support):** $1974999407.50
- **C.18.a - Value (excl. sponsor support):** $1974999407.50
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2026-04-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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    | 2047-11-01      | 3.5000%  | 0.0000% | $1000.00           | $157.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 4.0000%  | 0.0000% | $1000.00           | $899.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 4.5000%  | 0.0000% | $1000.00           | $988.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-11-15      | 3.7500%  | 0.0000% | $1051.00           | $117.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-12-20      | 3.0000%  | 0.0000% | $180000.00         | $14231.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-03-20      | 3.0000%  | 0.0000% | $2641336.00        | $378923.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-06-20      | 6.0000%  | 0.0000% | $300000.00         | $35780.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-04-20      | 4.0000%  | 0.0000% | $514894.00         | $40428.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-05-20      | 4.5000%  | 0.0000% | $539934.00         | $39709.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-04-20      | 3.5000%  | 0.0000% | $4750000.00        | $432762.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-01-20      | 6.5000%  | 0.0000% | $2000.00           | $343.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-08-20      | 3.0000%  | 0.0000% | $50000000.00       | $14406343.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-11-20      | 3.5000%  | 0.0000% | $1000.00           | $310.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 4.5000%  | 0.0000% | $1000000.00        | $723240.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-03-20      | 3.0000%  | 0.0000% | $1952.00           | $763.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-01-20      | 3.5000%  | 0.0000% | $945882.00         | $614572.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-10-20      | 3.5000%  | 0.0000% | $30996.00          | $22551.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 5.5000%  | 0.0000% | $1999.00           | $1375.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 5.5000%  | 0.0000% | $218692096.00      | $175105743.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.0000%  | 0.0000% | $549322752.00      | $320077026.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.0000%  | 0.0000% | $378037760.00      | $122918303.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 4.0000%  | 0.0000% | $15368048.00       | $13731236.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 4.5000%  | 0.0000% | $4026912.00        | $3657645.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-11-20      | 3.5000%  | 0.0000% | $35910.00          | $13481.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-07-15      | 3.0000%  | 0.0000% | $3014396.00        | $283847.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 7.0000%  | 0.0000% | $1048.00           | $229.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 7.5000%  | 0.0000% | $5663176.00        | $5550641.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 6.5000%  | 0.0000% | $1025.00           | $1069.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 6.0000%  | 0.0000% | $1000.00           | $1005.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 4.5000%  | 0.0000% | $1550004.00        | $1391598.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $805306.00         | $839014.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $1832932.00        | $1915109.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-09-20      | 5.5000%  | 0.0000% | $1600762.00        | $1611481.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $362366.00         | $374256.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $1308496.00        | $1374302.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.5000%  | 0.0000% | $6249740.00        | $6302640.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.0000%  | 0.0000% | $10140720.00       | $10140498.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $1295794.00        | $1357385.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $2319860.00        | $2432387.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.5000%  | 0.0000% | $959977.00         | $983368.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.5000%  | 0.0000% | $1008542.00        | $1030594.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.5000%  | 0.0000% | $2218608.00        | $2272707.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.5000%  | 0.0000% | $735786.00         | $753864.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.5000%  | 0.0000% | $1125514.00        | $1154149.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.0000%  | 0.0000% | $1626254.00        | $1636840.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.0000%  | 0.0000% | $2521288.00        | $2534772.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.0000%  | 0.0000% | $1070368.00        | $1076468.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.0000%  | 0.0000% | $1426920.00        | $1435102.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $1121884.00        | $1161474.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $1043492.00        | $1076468.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $4740496.00        | $4866511.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $1310714.00        | $1373869.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $2698600.00        | $2800889.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 3.5000%  | 0.0000% | $412496.00         | $379287.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.0000%  | 0.0000% | $1916556.00        | $1921874.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.5000%  | 0.0000% | $151168000.00      | $153738413.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.5000%  | 0.0000% | $2440844.00        | $2541855.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 5.0000%  | 0.0000% | $1032923136.00     | $969222783.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.5000%  | 0.0000% | $337320.00         | $248837.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 5.0000%  | 0.0000% | $32358592.00       | $31761570.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 5.0000%  | 0.0000% | $9735568.00        | $9652595.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 5.5000%  | 0.0000% | $15000000.00       | $15052593.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 4.5000%  | 0.0000% | $112735.00         | $110120.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $1479704.00        | $1560007.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $7832984.00        | $8041213.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $1297808.00        | $1349747.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $9641135.00        | $9897431.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $1814976.00        | $1827537.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.0000%  | 0.0000% | $1542396.00        | $1551389.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $1240592.00        | $1296393.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 4.5000%  | 0.0000% | $4251280.00        | $4136845.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.0000%  | 0.0000% | $1023662.00        | $1031925.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-05-20      | 3.0000%  | 0.0000% | $21489.00          | $6119.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-04-15      | 5.5000%  | 0.0000% | $2313843.00        | $21979.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-02-15      | 7.0000%  | 0.0000% | $22858527.00       | $102670.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-06-15      | 7.0000%  | 0.0000% | $29373024.00       | $255360.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-09-15      | 5.0000%  | 0.0000% | $13997920.00       | $206267.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-01-15      | 3.5000%  | 0.0000% | $769351.00         | $49169.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-02-15      | 3.0000%  | 0.0000% | $2000.00           | $663.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-02-20      | 3.0000%  | 0.0000% | $1471628.00        | $276615.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-01-20      | 2.5000%  | 0.0000% | $2000.00           | $933.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 2.5000%  | 0.0000% | $147273728.00      | $102605537.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 6.0000%  | 0.0000% | $11726100.00       | $5202039.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-01-15      | 5.0000%  | 0.0000% | $10347296.00       | $250782.00         | Agency Mortgage-Backed Securities |

### Security 289: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05C13E, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: TPR05C13E7791561CR
- **C.18 - Value (incl. sponsor support):** $289886465.00
- **C.18.a - Value (excl. sponsor support):** $289886465.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 DEPARTMENT OF THE TREASURY | 2032-04-15      | 3.3800%  | 0.0000% | $100.00            | $205.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-11-15      | 1.6300%  | 0.0000% | $380100.00         | $200598.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $43100000.00       | $43384864.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-02-15      | 2.3800%  | 0.0000% | $3270000.00        | $3228628.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-15      | 0.1300%  | 0.0000% | $9000000.00        | $12202124.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-11-15      | 2.0000%  | 0.0000% | $800.00            | $793.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-06-30      | 0.5000%  | 0.0000% | $24421300.00       | $23416763.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $100.00            | $95.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-01-15      | 0.1300%  | 0.0000% | $33927900.00       | $36665876.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $5222000.00        | $4916745.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-11-30      | 3.8800%  | 0.0000% | $200.00            | $202.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-09-15      | 4.6300%  | 0.0000% | $1000000.00        | $1023342.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-03-31      | 4.1300%  | 0.0000% | $42345300.00       | $43499783.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-05-15      | 4.3800%  | 0.0000% | $1000.00           | $1026.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $145800.00         | $148888.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $42635500.00       | $43499959.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-10-31      | 4.1300%  | 0.0000% | $23000.00          | $23318.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-10-31      | 4.1300%  | 0.0000% | $981500.00         | $1002728.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $7000000.00        | $7098390.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-09-15      | 3.3800%  | 0.0000% | $5202300.00        | $5241165.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-10-15      | 1.1300%  | 0.0000% | $26733000.00       | $26744709.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-30      | 3.3800%  | 0.0000% | $43380000.00       | $43499812.00       | U.S. Treasuries (including strips) |

### Security 290: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 3.650000%
- **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: TPR05C2B6, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05C2B67791566CG
- **C.18 - Value (incl. sponsor support):** $2469998271.00
- **C.18.a - Value (excl. sponsor support):** $2469998271.00
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 | 2053-05-20      | 6.0000%  | 0.0000% | $129633689.00      | $73042990.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 3.5000%  | 0.0000% | $668241.00         | $488421.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 4.5000%  | 0.0000% | $251970.00         | $209008.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 5.0000%  | 0.0000% | $2804764.00        | $2300327.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 5.5000%  | 0.0000% | $6200000.00        | $4589290.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 6.0000%  | 0.0000% | $7898979.00        | $4549878.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 6.5000%  | 0.0000% | $2250000.00        | $898835.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.0000%  | 0.0000% | $7627419.00        | $3171114.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 3.5000%  | 0.0000% | $22301940.00       | $16719219.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 4.5000%  | 0.0000% | $6896430.00        | $5812029.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 5.0000%  | 0.0000% | $2503008.00        | $2076470.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 5.5000%  | 0.0000% | $5844953.00        | $4342186.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.0000%  | 0.0000% | $53421741.00       | $31020407.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.5000%  | 0.0000% | $201899997.00      | $84464286.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 3.0000%  | 0.0000% | $17042059.00       | $11687423.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 4.5000%  | 0.0000% | $3285309.00        | $2808438.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 5.0000%  | 0.0000% | $1831573.00        | $1530478.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 6.0000%  | 0.0000% | $84825244.00       | $48823777.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 6.5000%  | 0.0000% | $155000.00         | $68118.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 7.0000%  | 0.0000% | $18111139.00       | $5486978.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 2.0000%  | 0.0000% | $624402.00         | $457477.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 3.5000%  | 0.0000% | $139000.00         | $94749.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 4.5000%  | 0.0000% | $4777226.00        | $4159701.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 5.0000%  | 0.0000% | $4030000.00        | $3381247.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 5.5000%  | 0.0000% | $155759529.00      | $113110107.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.0000%  | 0.0000% | $834000.00         | $485952.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.5000%  | 0.0000% | $128267207.00      | $56108735.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 7.0000%  | 0.0000% | $18537525.00       | $5809709.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 3.5000%  | 0.0000% | $17545195.00       | $12681818.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 4.5000%  | 0.0000% | $78071.00          | $68931.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 5.0000%  | 0.0000% | $218000.00         | $191667.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 5.5000%  | 0.0000% | $1124365.00        | $845845.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 6.0000%  | 0.0000% | $543664471.00      | $324209445.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 6.5000%  | 0.0000% | $520659658.00      | $228316078.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.0000%  | 0.0000% | $92738548.00       | $29685709.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.5000%  | 0.0000% | $33593847.00       | $7870917.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 3.5000%  | 0.0000% | $17284161.00       | $12838709.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 4.5000%  | 0.0000% | $146100.00         | $130257.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 5.0000%  | 0.0000% | $639661.00         | $563158.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 5.5000%  | 0.0000% | $1000000.00        | $773010.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 6.0000%  | 0.0000% | $63670268.00       | $38229335.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 6.5000%  | 0.0000% | $7899645.00        | $3552676.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.0000%  | 0.0000% | $223410.00         | $72641.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 4.5000%  | 0.0000% | $769944.00         | $698339.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 5.0000%  | 0.0000% | $3790000.00        | $3419119.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 5.5000%  | 0.0000% | $1830000.00        | $1457320.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 6.0000%  | 0.0000% | $50961410.00       | $28433548.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 6.5000%  | 0.0000% | $3545777.00        | $1430837.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $15931081.00       | $4913544.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 2.5000%  | 0.0000% | $294439.00         | $211967.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 4.5000%  | 0.0000% | $134190.00         | $121445.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 5.0000%  | 0.0000% | $9651254.00        | $8570310.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 5.5000%  | 0.0000% | $5551000.00        | $4304214.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 6.5000%  | 0.0000% | $69517538.00       | $28663307.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $3751086.00        | $1232207.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 2.5000%  | 0.0000% | $621650.00         | $407509.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 3.5000%  | 0.0000% | $18746776.00       | $13455695.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 5.5000%  | 0.0000% | $51971877.00       | $38715307.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.0000%  | 0.0000% | $142979521.00      | $81302024.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.5000%  | 0.0000% | $39648867.00       | $17526660.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.0000%  | 0.0000% | $30224590.00       | $11368303.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.5000%  | 0.0000% | $460413.00         | $150580.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 4.5000%  | 0.0000% | $23360000.00       | $21217892.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 5.5000%  | 0.0000% | $267907183.00      | $203853365.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $41495237.00       | $23679720.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.5000%  | 0.0000% | $3387746.00        | $1532332.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 7.0000%  | 0.0000% | $1117278.00        | $414866.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 3.5000%  | 0.0000% | $33182663.00       | $25189653.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 4.5000%  | 0.0000% | $1233437.00        | $1143967.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 5.5000%  | 0.0000% | $50601904.00       | $40268247.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.0000%  | 0.0000% | $61326061.00       | $37106346.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.5000%  | 0.0000% | $627148.00         | $283181.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 2.0000%  | 0.0000% | $608838.00         | $437684.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 2.5000%  | 0.0000% | $2191635.00        | $1652156.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 3.0000%  | 0.0000% | $7344646.00        | $5114694.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 4.5000%  | 0.0000% | $242301.00         | $224968.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 5.0000%  | 0.0000% | $270000.00         | $243169.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 5.5000%  | 0.0000% | $706582.00         | $579195.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 6.0000%  | 0.0000% | $47921000.00       | $33399530.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 7.0000%  | 0.0000% | $126041675.00      | $48034487.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 2.5000%  | 0.0000% | $773524.00         | $563870.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 3.5000%  | 0.0000% | $199980.00         | $157656.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 4.5000%  | 0.0000% | $187000.00         | $175459.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 6.5000%  | 0.0000% | $468303.00         | $148309.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.0000%  | 0.0000% | $8777703.00        | $8878057.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 6.0000%  | 0.0000% | $20204941.00       | $18437557.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 7.5000%  | 0.0000% | $206196.00         | $217323.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 5.5000%  | 0.0000% | $937808.00         | $924475.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 7.0000%  | 0.0000% | $1781970.00        | $901183.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 6.0000%  | 0.0000% | $1592440.00        | $1281199.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 6.5000%  | 0.0000% | $30711.00          | $25122.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 5.0000%  | 0.0000% | $1023672.00        | $919936.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 6.5000%  | 0.0000% | $1797710.00        | $1190907.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 7.0000%  | 0.0000% | $1333596.00        | $1361594.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 7.0000%  | 0.0000% | $180949.00         | $97877.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 5.5000%  | 0.0000% | $1380705.00        | $1375102.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 7.0000%  | 0.0000% | $25002061.00       | $2467197.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $3122809.00        | $2639199.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1776388.00        | $1506358.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $743566.00         | $600391.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $1216754.00        | $1090443.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.5000%  | 0.0000% | $1362118.00        | $1138449.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.5000%  | 0.0000% | $2355608.00        | $1706326.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 5.0000%  | 0.0000% | $1110689.00        | $712180.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 5.0000%  | 0.0000% | $1959753.00        | $1096966.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 7.0000%  | 0.0000% | $1211865.00        | $1027294.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 7.0000%  | 0.0000% | $6646770.00        | $6174480.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.5000%  | 0.0000% | $1929851.00        | $1279794.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 7.0000%  | 0.0000% | $1056453.00        | $336779.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 7.0000%  | 0.0000% | $228941.00         | $94208.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 7.5000%  | 0.0000% | $5760845.00        | $4680087.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 7.0000%  | 0.0000% | $532951.00         | $200717.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.0000%  | 0.0000% | $403841.00         | $218053.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 6.0000%  | 0.0000% | $3374453.00        | $2422703.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.5000%  | 0.0000% | $1261322.00        | $1004588.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.5000%  | 0.0000% | $1162528.00        | $1196164.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-15      | 6.0000%  | 0.0000% | $138723.00         | $101778.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 6.0000%  | 0.0000% | $1404951.00        | $1437329.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.5000%  | 0.0000% | $3497376.00        | $2876779.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 5.5000%  | 0.0000% | $1000000.00        | $989098.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1538174.00        | $1589685.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 7.0000%  | 0.0000% | $277864.00         | $286698.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.0000%  | 0.0000% | $272161.00         | $241008.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 6.0000%  | 0.0000% | $11654062.00       | $10124680.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.5000%  | 0.0000% | $2273017.00        | $1891626.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.5000%  | 0.0000% | $1427831.00        | $1212897.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.0000%  | 0.0000% | $1086498.00        | $1120051.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.5000%  | 0.0000% | $3793287.00        | $3038521.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.0000%  | 0.0000% | $1266950.00        | $710963.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.0000%  | 0.0000% | $1788487.00        | $1153707.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.0000%  | 0.0000% | $1183275.00        | $700725.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 6.0000%  | 0.0000% | $1032647.00        | $748884.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1033553.00        | $1073395.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.0000%  | 0.0000% | $1917377.00        | $1390747.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.0000%  | 0.0000% | $1465438.00        | $630702.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 7.0000%  | 0.0000% | $616666.00         | $258264.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 6.5000%  | 0.0000% | $4452989.00        | $3725025.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 7.0000%  | 0.0000% | $339768.00         | $299937.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.0000%  | 0.0000% | $1600000.00        | $1326738.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.5000%  | 0.0000% | $3944281.00        | $3249330.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 7.0000%  | 0.0000% | $1764548.00        | $725039.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 7.0000%  | 0.0000% | $4141178.00        | $1825910.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 7.0000%  | 0.0000% | $2086210.00        | $1084496.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 6.5000%  | 0.0000% | $3368608.00        | $2785482.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.0000%  | 0.0000% | $141447.00         | $123636.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.0000%  | 0.0000% | $332330.00         | $248576.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1105521.00        | $537309.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $1367839.00        | $1037528.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $450192.00         | $261022.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 7.0000%  | 0.0000% | $1974742.00        | $184120.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 5.0000%  | 0.0000% | $1220021.00        | $713862.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.0000%  | 0.0000% | $1031834.00        | $1037962.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.0000%  | 0.0000% | $628447.00         | $378404.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.0000%  | 0.0000% | $1035999.00        | $639725.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.0000%  | 0.0000% | $1596682.00        | $1376039.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 6.5000%  | 0.0000% | $2142978.00        | $370772.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.0000%  | 0.0000% | $287318.00         | $214494.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.0000%  | 0.0000% | $1396309.00        | $1073511.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $1122824.00        | $995536.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.0000%  | 0.0000% | $1216993.00        | $386887.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.0000%  | 0.0000% | $1998102.00        | $849386.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.0000%  | 0.0000% | $1008884.00        | $762906.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $1136102.00        | $451074.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $1664329.00        | $1149213.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $1000587.00        | $625505.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $738022.00         | $515958.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.0000%  | 0.0000% | $1239259.00        | $702632.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.0000%  | 0.0000% | $951423.00         | $461894.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.0000%  | 0.0000% | $1567818.00        | $943821.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 6.5000%  | 0.0000% | $1765542.00        | $1522908.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 5.5000%  | 0.0000% | $3031634.00        | $2607950.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $545568.00         | $457038.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 6.0000%  | 0.0000% | $132854.00         | $84266.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $389694.00         | $275555.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.0000%  | 0.0000% | $3966001.00        | $2360690.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.0000%  | 0.0000% | $4977938.00        | $2962669.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.0000%  | 0.0000% | $2641327.00        | $1758796.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 8.0000%  | 0.0000% | $1971330.00        | $714767.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.0000%  | 0.0000% | $1474410.00        | $1393432.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $1204917.00        | $1234144.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $1165938.00        | $1043631.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.0000%  | 0.0000% | $2051018.00        | $2072850.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1315864.00        | $1355990.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1316711.00        | $520578.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1269687.00        | $798398.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $5942551.00        | $4588296.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 6.5000%  | 0.0000% | $1828597.00        | $1155572.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 7.0000%  | 0.0000% | $236905.00         | $200256.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.5000%  | 0.0000% | $34878551.00       | $24870580.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.5000%  | 0.0000% | $33149792.00       | $23554964.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.0000%  | 0.0000% | $1010230.00        | $765216.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1129429.00        | $851962.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.0000%  | 0.0000% | $1303251.00        | $454958.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.0000%  | 0.0000% | $981749.00         | $809609.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $1066391.00        | $1085303.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.0000%  | 0.0000% | $386579.00         | $119424.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $2884683.00        | $442655.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $1992469.00        | $1217670.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $2375524.00        | $978575.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $3772306.00        | $2152430.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $2195408.00        | $1679453.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $2271782.00        | $1850192.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $1421428.00        | $846354.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $5653246.00        | $4153922.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $4617026.00        | $2749229.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $3852156.00        | $2149345.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $14198943.00       | $9010188.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.5000%  | 0.0000% | $4984029.00        | $4112448.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.5000%  | 0.0000% | $8251660.00        | $6450281.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.5000%  | 0.0000% | $4121666.00        | $3254220.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $1066877.00        | $489954.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $278195.00         | $155128.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.0000%  | 0.0000% | $1247700.00        | $231464.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 6.0000%  | 0.0000% | $1010697.00        | $650859.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $1045214.00        | $586778.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $1471120.00        | $851741.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.0000%  | 0.0000% | $2361492.00        | $1438331.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $2274911.00        | $1511125.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 8.0000%  | 0.0000% | $1114910.00        | $347884.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $2114431.00        | $1487912.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $460522.00         | $273879.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.0000%  | 0.0000% | $428523.00         | $116356.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.0000%  | 0.0000% | $1185736.00        | $191810.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $1229036.00        | $624192.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $2203346.00        | $1625652.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 6.5000%  | 0.0000% | $5070424.00        | $2345949.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.5000%  | 0.0000% | $5032724.00        | $2905771.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1071873.00        | $980937.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1071236.00        | $572455.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1444505.00        | $1168628.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.5000%  | 0.0000% | $15142333.00       | $11766922.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 8.0000%  | 0.0000% | $2026703.00        | $1666512.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.5000%  | 0.0000% | $2355228.00        | $1712852.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $647392.00         | $387260.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.0000%  | 0.0000% | $1437697.00        | $145564.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 6.0000%  | 0.0000% | $112983.00         | $94557.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $2086856.00        | $1288664.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $2020447.00        | $661245.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $3282369.00        | $2015256.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $543087.00         | $398468.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $2348165.00        | $2015856.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.0000%  | 0.0000% | $247617.00         | $253522.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1106517.00        | $692870.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 6.0000%  | 0.0000% | $1256068.00        | $988283.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1165382.00        | $506690.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 8.0000%  | 0.0000% | $1682111.00        | $521156.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $278231.00         | $200564.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $1236199.00        | $927385.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 5.0000%  | 0.0000% | $1791368.00        | $1389720.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $5295135.00        | $3792547.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $2634050.00        | $263835.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1215117.00        | $399146.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1460868.00        | $830767.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.0000%  | 0.0000% | $1085217.00        | $1104431.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $1823362.00        | $253281.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $317452.00         | $195717.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1419946.00        | $1088165.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1106018.00        | $710960.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1444159.00        | $1147643.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $949374.00         | $682070.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $1088253.00        | $963108.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1082187.00        | $473853.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $237201.00         | $79578.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $234155.00         | $160138.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $267449.00         | $78801.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 8.0000%  | 0.0000% | $584008.00         | $140188.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 7.5000%  | 0.0000% | $5920596.00        | $6141456.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 7.5000%  | 0.0000% | $2582641.00        | $2113130.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.5000%  | 0.0000% | $191513.00         | $143713.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 7.0000%  | 0.0000% | $636779.00         | $443207.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 7.0000%  | 0.0000% | $1805032.00        | $1881328.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.5000%  | 0.0000% | $2164588.00        | $1704855.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $271004.00         | $160306.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.0000%  | 0.0000% | $1219592.00        | $634828.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $1015961.00        | $1042129.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $1038888.00        | $1062959.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.5000%  | 0.0000% | $593113.00         | $635633.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1329301.00        | $457212.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.5000%  | 0.0000% | $20761334.00       | $15214496.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.5000%  | 0.0000% | $1718302.00        | $1164886.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.0000%  | 0.0000% | $1086172.00        | $136980.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1745731.00        | $1090764.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 6.5000%  | 0.0000% | $1286762.00        | $960608.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $3140786.00        | $1372659.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 6.5000%  | 0.0000% | $1263438.00        | $823116.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.5000%  | 0.0000% | $1742185.00        | $195092.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.0000%  | 0.0000% | $1280599.00        | $957310.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.5000%  | 0.0000% | $3264759.00        | $992113.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.0000%  | 0.0000% | $2683331.00        | $1736483.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $539726.00         | $307025.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.0000%  | 0.0000% | $3370443.00        | $1965802.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.0000%  | 0.0000% | $922927.00         | $627386.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 8.0000%  | 0.0000% | $5784391.00        | $3549367.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 8.5000%  | 0.0000% | $504250.00         | $534946.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 8.0000%  | 0.0000% | $1234072.00        | $1052964.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.0000%  | 0.0000% | $213445.00         | $55591.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.5000%  | 0.0000% | $1308020.00        | $416770.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $1036948.00        | $1061395.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.0000%  | 0.0000% | $1517368.00        | $1042870.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.0000%  | 0.0000% | $1687338.00        | $564955.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.0000%  | 0.0000% | $1023947.00        | $725885.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 6.5000%  | 0.0000% | $8356220.00        | $2027677.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $2369124.00        | $2030721.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $280431.00         | $286356.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.0000%  | 0.0000% | $91819.00          | $82059.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 8.0000%  | 0.0000% | $2328440.00        | $2005508.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 8.0000%  | 0.0000% | $4823067.00        | $4580563.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 8.0000%  | 0.0000% | $1894374.00        | $1874710.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 8.0000%  | 0.0000% | $1123618.00        | $969257.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 8.0000%  | 0.0000% | $1733864.00        | $1548977.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 8.0000%  | 0.0000% | $1214759.00        | $1048775.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 5.5000%  | 0.0000% | $4887059.00        | $4191382.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $4959007.00        | $3595641.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $734416.00         | $467245.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $1493904.00        | $977393.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $2253520.00        | $1787501.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $1741720.00        | $1652203.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $2946365.00        | $2276023.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.5000%  | 0.0000% | $1855294.00        | $1602782.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.5000%  | 0.0000% | $1334627.00        | $991084.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $6162713.00        | $4163939.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $1603001.00        | $887627.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.0000%  | 0.0000% | $2837586.00        | $1772505.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.0000%  | 0.0000% | $5249733.00        | $3215373.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.0000%  | 0.0000% | $4202142.00        | $2276156.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.0000%  | 0.0000% | $3054177.00        | $2256944.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.0000%  | 0.0000% | $2085011.00        | $1479297.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.0000%  | 0.0000% | $2367462.00        | $2015874.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $1093466.00        | $1014522.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.0000%  | 0.0000% | $1177392.00        | $983910.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.0000%  | 0.0000% | $1033556.00        | $548501.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 7.0000%  | 0.0000% | $1346679.00        | $1205152.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.5000%  | 0.0000% | $898815.00         | $388569.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $1233971.00        | $720258.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.0000%  | 0.0000% | $1344765.00        | $1182474.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 7.0000%  | 0.0000% | $1177286.00        | $300836.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 7.0000%  | 0.0000% | $1085137.00        | $935071.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.0000%  | 0.0000% | $97960.00          | $99503.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.5000%  | 0.0000% | $1578549.00        | $1383334.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 6.5000%  | 0.0000% | $7083440.00        | $7184484.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 5.0000%  | 0.0000% | $1298182.00        | $1065114.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 7.0000%  | 0.0000% | $1061948.00        | $904108.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 7.0000%  | 0.0000% | $1209755.00        | $940152.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 7.0000%  | 0.0000% | $1051966.00        | $902429.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 7.0000%  | 0.0000% | $225527.00         | $149376.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $1625074.00        | $1478486.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $2222914.00        | $1825100.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.0000%  | 0.0000% | $1238916.00        | $981708.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $95125.00          | $75545.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 7.0000%  | 0.0000% | $1180325.00        | $855573.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.5000%  | 0.0000% | $1128435.00        | $762410.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.0000%  | 0.0000% | $185661.00         | $153873.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 7.0000%  | 0.0000% | $411813.00         | $162527.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $1002347.00        | $1023613.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 7.0000%  | 0.0000% | $1669950.00        | $1710715.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 7.0000%  | 0.0000% | $309481.00         | $242119.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $1081325.00        | $524691.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.0000%  | 0.0000% | $375220.00         | $284592.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $1324088.00        | $649317.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 7.0000%  | 0.0000% | $1440422.00        | $711643.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 7.0000%  | 0.0000% | $3275705.00        | $1707474.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 7.0000%  | 0.0000% | $1157506.00        | $652667.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.5000%  | 0.0000% | $2504154.00        | $1721440.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.0000%  | 0.0000% | $1485865.00        | $1185887.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 7.0000%  | 0.0000% | $1408644.00        | $689327.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.5000%  | 0.0000% | $8776540.00        | $8699905.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.0000%  | 0.0000% | $5410169.00        | $4826334.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.0000%  | 0.0000% | $116043.00         | $89548.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 7.0000%  | 0.0000% | $2247329.00        | $1917072.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $1067880.00        | $1092298.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 8.0000%  | 0.0000% | $1191543.00        | $1057579.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 8.0000%  | 0.0000% | $1626205.00        | $1387802.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.5000%  | 0.0000% | $5138949.00        | $2205922.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 7.0000%  | 0.0000% | $1547065.00        | $989193.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 5.0000%  | 0.0000% | $1423138.00        | $1399780.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.0000%  | 0.0000% | $2307032.00        | $2211482.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 8.0000%  | 0.0000% | $2477886.00        | $1846353.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 8.0000%  | 0.0000% | $1977652.00        | $1803208.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 8.0000%  | 0.0000% | $1108956.00        | $1179449.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 6.0000%  | 0.0000% | $5505153.00        | $3837794.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 7.0000%  | 0.0000% | $1151362.00        | $792821.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 7.0000%  | 0.0000% | $1341471.00        | $1213801.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 7.0000%  | 0.0000% | $2453881.00        | $1736041.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 7.0000%  | 0.0000% | $237465.00         | $119491.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 7.0000%  | 0.0000% | $1355565.00        | $1121083.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 7.0000%  | 0.0000% | $1221605.00        | $695491.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 6.0000%  | 0.0000% | $96613.00          | $90181.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.5000%  | 0.0000% | $199513.00         | $153228.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 7.0000%  | 0.0000% | $1141932.00        | $1179522.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 7.0000%  | 0.0000% | $1262167.00        | $724165.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 8.0000%  | 0.0000% | $1091862.00        | $243933.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 7.0000%  | 0.0000% | $1089674.00        | $811404.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 7.0000%  | 0.0000% | $226367.00         | $153271.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 7.0000%  | 0.0000% | $310984.00         | $159060.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 7.5000%  | 0.0000% | $193535.00         | $189646.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 7.5000%  | 0.0000% | $159603.00         | $159058.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 7.0000%  | 0.0000% | $49917114.00       | $51380797.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $52608439.00       | $54472827.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 6.0000%  | 0.0000% | $107982.00         | $82553.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 5.5000%  | 0.0000% | $375000.00         | $274501.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.0000%  | 0.0000% | $500000.00         | $424329.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 5.5000%  | 0.0000% | $200000.00         | $154037.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 5.0000%  | 0.0000% | $1000.00           | $777.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 5.5000%  | 0.0000% | $99000.00          | $80795.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $70266612.00       | $59916063.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.5000%  | 0.0000% | $23841920.00       | $17591471.00       | Agency Mortgage-Backed Securities |

### Security 291: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 3.820000%
- **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: TPR05C381, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05C381779156ICG
- **C.18 - Value (incl. sponsor support):** $996575278.00
- **C.18.a - Value (excl. sponsor support):** $996575278.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-13
- **C.12 - Maturity Date (WAL):** 2026-05-13
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.5000%  | 0.0000% | $55933.00          | $57836.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.5000%  | 0.0000% | $3420125.00        | $3527098.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.0000%  | 0.0000% | $1114.00           | $1134.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 6.0000%  | 0.0000% | $2120393.00        | $2181699.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.5000%  | 0.0000% | $1417875.00        | $1462226.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.5000%  | 0.0000% | $3611826.00        | $3722595.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.5000%  | 0.0000% | $2827830.00        | $2914553.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.5000%  | 0.0000% | $4061072.00        | $4188096.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.0000%  | 0.0000% | $1655166.00        | $1665297.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 6.0000%  | 0.0000% | $1033500.00        | $1079860.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 6.0000%  | 0.0000% | $1678700.00        | $1746732.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.5000%  | 0.0000% | $7806745.00        | $7993776.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.5000%  | 0.0000% | $2868227.00        | $2952692.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 4.0000%  | 0.0000% | $1284016.00        | $1232286.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.5000%  | 0.0000% | $40327861.00       | $41244818.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.0000%  | 0.0000% | $64311989.00       | $64647426.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.0000%  | 0.0000% | $25166234.00       | $25555600.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.0000%  | 0.0000% | $35672422.00       | $36158451.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.5000%  | 0.0000% | $30607352.00       | $31546005.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.0000%  | 0.0000% | $28402729.00       | $28763466.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.5000%  | 0.0000% | $47807021.00       | $49243983.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.5000%  | 0.0000% | $29318838.00       | $30164351.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.0000%  | 0.0000% | $30020156.00       | $30276702.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.5000%  | 0.0000% | $39430640.00       | $40250228.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.0000%  | 0.0000% | $60642983.00       | $61037998.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 4.0000%  | 0.0000% | $34875014.00       | $33469977.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $34552419.00       | $35559365.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $58526782.00       | $59117012.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $52744033.00       | $54264937.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $34345938.00       | $34671152.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $23563438.00       | $23909862.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $35207775.00       | $35687473.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $28404201.00       | $29275317.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $33296611.00       | $33719504.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $42293867.00       | $42772455.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 4.0000%  | 0.0000% | $65650260.00       | $63005357.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $278620.00         | $280073.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 4.5000%  | 0.0000% | $1604628.00        | $1581892.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $4991262.00        | $5144337.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $4620827.00        | $4683785.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $2909990.00        | $2949638.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $3509400.00        | $3569638.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $11790229.00       | $12030426.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $4570605.00        | $4669927.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.5000%  | 0.0000% | $540932.00         | $565539.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.5000%  | 0.0000% | $708120.00         | $742720.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $4039651.00        | $4166005.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $3864820.00        | $3985706.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1017.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $5280036.00        | $5352461.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $5028329.00        | $5092429.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $5672625.00        | $5754366.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 4.5000%  | 0.0000% | $66600.00          | $65656.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $1164987.00        | $1200715.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $1466937.00        | $1495511.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 4.5000%  | 0.0000% | $300000.00         | $295749.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $3651920.00        | $3714604.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $1911067.00        | $1970842.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $3590521.00        | $3681334.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $2864300.00        | $2928379.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.0000%  | 0.0000% | $1023774.00        | $1071083.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.0000%  | 0.0000% | $1006850.00        | $1046455.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $1308995.00        | $1359522.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $1678050.00        | $1715591.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.0000%  | 0.0000% | $1250343.00        | $1302369.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.0000%  | 0.0000% | $2046543.00        | $2129482.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.0000%  | 0.0000% | $2996618.00        | $3170354.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.0000%  | 0.0000% | $1478879.00        | $1536411.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.0000%  | 0.0000% | $3888875.00        | $4029727.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.0000%  | 0.0000% | $1245868.00        | $1288142.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.5000%  | 0.0000% | $1027750.00        | $1077669.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $2163349.00        | $2223130.00        | Agency Mortgage-Backed Securities |

### Security 292: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 3.769999%
- **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: TPR05C51F, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: TPR05C51F7791565RO
- **C.18 - Value (incl. sponsor support):** $989999703.00
- **C.18.a - Value (excl. sponsor support):** $989999703.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-07
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 CORPORATION   | 2052-06-01      | 3.0000%  | 0.0000% | $16410267.00       | $10788224.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-02-01      | 4.0000%  | 0.0000% | $59000000.00       | $11000235.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-06-01      | 4.0000%  | 0.0000% | $63317047.00       | $10641620.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-09-01      | 4.0000%  | 0.0000% | $58568035.00       | $10491534.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 5.0000%  | 0.0000% | $26354880.00       | $19253709.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 5.0000%  | 0.0000% | $13800000.00       | $10114903.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.5000%  | 0.0000% | $18203000.00       | $14873249.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 6.5000%  | 0.0000% | $11134244.00       | $10715896.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 5.0000%  | 0.0000% | $18297000.00       | $12943679.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 5.5000%  | 0.0000% | $17625346.00       | $13631411.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-04-01      | 3.5000%  | 0.0000% | $84383737.00       | $12361735.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-08-01      | 3.0000%  | 0.0000% | $437613907.00      | $52892666.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-07-01      | 3.5000%  | 0.0000% | $69600000.00       | $13327502.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2057-02-01      | 4.5000%  | 0.0000% | $50000000.00       | $13952009.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2058-05-01      | 4.5000%  | 0.0000% | $39675674.00       | $12056851.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2061-03-01      | 2.5000%  | 0.0000% | $25000000.00       | $13073279.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-08-01      | 4.0000%  | 0.0000% | $42691847.00       | $12155883.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-03-01      | 4.0000%  | 0.0000% | $49165726.00       | $13362769.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-05-01      | 2.5000%  | 0.0000% | $90920704.00       | $33679289.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.5000%  | 0.0000% | $17300255.00       | $13033464.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 4.0000%  | 0.0000% | $79219155.00       | $14439601.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.5000%  | 0.0000% | $25384375.00       | $12492612.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.0000%  | 0.0000% | $86221696.00       | $46916451.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $15935679.00       | $11288581.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $15472301.00       | $12307579.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.5000%  | 0.0000% | $17750621.00       | $15046317.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.0000%  | 0.0000% | $17475211.00       | $14868586.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.5000%  | 0.0000% | $20395928.00       | $15235502.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.5000%  | 0.0000% | $15100000.00       | $13389509.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 6.5000%  | 0.0000% | $71901754.00       | $62350775.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.5000%  | 0.0000% | $14604766.00       | $11688450.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 7.0000%  | 0.0000% | $85083955.00       | $53111536.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 7.5000%  | 0.0000% | $15724112.00       | $10210893.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 6.5000%  | 0.0000% | $13150000.00       | $10690239.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.0000%  | 0.0000% | $17423913.00       | $15173313.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-10-01      | 5.5000%  | 0.0000% | $12000000.00       | $10416976.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.5000%  | 0.0000% | $15296642.00       | $11813886.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 7.0000%  | 0.0000% | $11611013.00       | $11323383.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.5000%  | 0.0000% | $12138692.00       | $10713945.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 5.5000%  | 0.0000% | $8935001.00        | $6876145.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $68091930.00       | $66551284.00       | Agency Mortgage-Backed Securities  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-15      | 4.3800%  | 0.0000% | $120807100.00      | $122431091.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $132078300.00      | $136113464.00      | U.S. Treasuries (including strips) |

### Security 293: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 3.840000%
- **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: TPR05C529, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05C529779156JCG
- **C.18 - Value (incl. sponsor support):** $569748003.00
- **C.18.a - Value (excl. sponsor support):** $569748003.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-05-20
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 4.5000%  | 0.0000% | $1366044.00        | $1349788.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 6.0000%  | 0.0000% | $1053202.00        | $1106212.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 4.5000%  | 0.0000% | $2006459.00        | $1984073.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 4.5000%  | 0.0000% | $4662552.00        | $4606494.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 4.5000%  | 0.0000% | $4692660.00        | $4626170.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.0000%  | 0.0000% | $3189489.00        | $3216746.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 4.5000%  | 0.0000% | $67954928.00       | $67031949.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 6.0000%  | 0.0000% | $31025353.00       | $31603980.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 6.0000%  | 0.0000% | $34871561.00       | $36365463.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 6.0000%  | 0.0000% | $42294026.00       | $43651277.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 6.0000%  | 0.0000% | $25531540.00       | $26438191.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 6.0000%  | 0.0000% | $5977938.00        | $6148987.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.0000%  | 0.0000% | $40674929.00       | $40990328.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 4.5000%  | 0.0000% | $35348973.00       | $34939703.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 6.0000%  | 0.0000% | $7519641.00        | $8025317.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 6.0000%  | 0.0000% | $99906747.00       | $105926262.00      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 4.5000%  | 0.0000% | $60377221.00       | $59521736.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.0000%  | 0.0000% | $78892.00          | $79303.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.5000%  | 0.0000% | $44252457.00       | $45114431.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.0000%  | 0.0000% | $9410524.00        | $9538740.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $13062861.00       | $13332617.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 4.5000%  | 0.0000% | $1004744.00        | $990508.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.0000%  | 0.0000% | $1310500.00        | $1322577.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.0000%  | 0.0000% | $1321754.00        | $1334269.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $2245006.00        | $2300160.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $1559.00           | $1554.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1031.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $2663050.00        | $2728475.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 4.5000%  | 0.0000% | $1174210.00        | $1157264.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 4.5000%  | 0.0000% | $1111437.00        | $1095689.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $7757596.00        | $7926583.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $1586235.00        | $1632656.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 6.5000%  | 0.0000% | $1236355.00        | $1300669.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.0000%  | 0.0000% | $5153714.00        | $5181754.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 4.5000%  | 0.0000% | $1911468.00        | $1884384.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 4.5000%  | 0.0000% | $1023438.00        | $1008937.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $1851169.00        | $1892244.00        | Agency Mortgage-Backed Securities  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $3996200.00        | $4043542.00        | U.S. Treasuries (including strips) |

### Security 294: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 3.769999%
- **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: TPR05C572, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: TPR05C5727791566RO
- **C.18 - Value (incl. sponsor support):** $989999703.00
- **C.18.a - Value (excl. sponsor support):** $989999703.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-07
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 CORPORATION   | 2052-09-01      | 4.5000%  | 0.0000% | $5937000.00        | $4646172.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 4.5000%  | 0.0000% | $3532347.00        | $2533425.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 6.5000%  | 0.0000% | $2355465.00        | $1939133.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 6.0000%  | 0.0000% | $1001.00           | $905.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 2.5000%  | 0.0000% | $2635076.00        | $1760580.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.5000%  | 0.0000% | $1691628.00        | $1712012.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 4.5000%  | 0.0000% | $37104106.00       | $27201402.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.5000%  | 0.0000% | $8592229.00        | $6125047.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $41610.00          | $31424.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 4.5000%  | 0.0000% | $20095662.00       | $14485210.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 6.0000%  | 0.0000% | $30267649.00       | $20368133.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.5000%  | 0.0000% | $20237472.00       | $16977262.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.5000%  | 0.0000% | $622477.00         | $545473.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 6.0000%  | 0.0000% | $1439338.00        | $1410910.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.0000%  | 0.0000% | $2799000.00        | $2634235.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-03-01      | 4.0000%  | 0.0000% | $1837011.00        | $266561.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 7.0000%  | 0.0000% | $1427675.00        | $1238461.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.0000%  | 0.0000% | $4388208.00        | $4216096.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-06-01      | 3.5000%  | 0.0000% | $24300000.00       | $8164077.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-06-01      | 4.0000%  | 0.0000% | $121055075.00      | $44642760.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2062-03-01      | 4.0000%  | 0.0000% | $992318.00         | $742569.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-05-01      | 2.0000%  | 0.0000% | $21000000.00       | $9025936.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $12958106.00       | $11291965.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 6.5000%  | 0.0000% | $15288450.00       | $11562650.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 6.0000%  | 0.0000% | $5403010.00        | $3896189.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.0000%  | 0.0000% | $17146043.00       | $14118775.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 4.5000%  | 0.0000% | $1514420.00        | $1244316.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-09-01      | 3.5000%  | 0.0000% | $62824506.00       | $15641539.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-01-01      | 4.5000%  | 0.0000% | $44460965.00       | $13885510.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-02-01      | 4.5000%  | 0.0000% | $50000012.00       | $13618251.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.5000%  | 0.0000% | $14430198.00       | $4548867.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-06-01      | 4.0000%  | 0.0000% | $2107286.00        | $504124.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-01-01      | 3.5000%  | 0.0000% | $1854000.00        | $484703.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.5000%  | 0.0000% | $25317944.00       | $12459919.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 2.0000%  | 0.0000% | $53820080.00       | $30456399.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $23150000.00       | $14560123.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $4715522.00        | $3341122.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 5.0000%  | 0.0000% | $13331999.00       | $9726118.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $1721099.00        | $1324218.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $101857.00         | $80118.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $3486473.00        | $2572423.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 4.0000%  | 0.0000% | $14073081.00       | $10931957.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 4.5000%  | 0.0000% | $19497196.00       | $14736827.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.5000%  | 0.0000% | $22374244.00       | $16759830.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.5000%  | 0.0000% | $17092000.00       | $13513921.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.5000%  | 0.0000% | $43355207.00       | $34360427.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.0000%  | 0.0000% | $15209.00          | $10932.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.5000%  | 0.0000% | $58807684.00       | $46083797.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.0000%  | 0.0000% | $25184514.00       | $20687641.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.0000%  | 0.0000% | $30904997.00       | $24896889.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.0000%  | 0.0000% | $32628380.00       | $25802453.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.0000%  | 0.0000% | $42530390.00       | $35411091.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.0000%  | 0.0000% | $9262416.00        | $9002992.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.5000%  | 0.0000% | $34200000.00       | $28475591.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.5000%  | 0.0000% | $35345568.00       | $33044894.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 6.5000%  | 0.0000% | $30156102.00       | $26149526.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 6.0000%  | 0.0000% | $206936.00         | $195402.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-09-01      | 5.0000%  | 0.0000% | $2900000.00        | $534046.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-09-01      | 3.5000%  | 0.0000% | $4000000.00        | $523986.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 3.0000%  | 0.0000% | $1373932.00        | $905171.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.5000%  | 0.0000% | $63465994.00       | $44162545.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-10-01      | 4.0000%  | 0.0000% | $19851193.00       | $14885793.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 6.0000%  | 0.0000% | $48958213.00       | $40028955.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 5.5000%  | 0.0000% | $39567599.00       | $39167817.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-07-01      | 4.5000%  | 0.0000% | $21245936.00       | $2352234.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.0000%  | 0.0000% | $1098422.00        | $858593.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 5.0000%  | 0.0000% | $2494079.00        | $1950074.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.0000%  | 0.0000% | $2975858.00        | $2466261.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $419529.00         | $365132.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $630322.00         | $610651.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.5000%  | 0.0000% | $6344476.00        | $6418489.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 5.5000%  | 0.0000% | $2780932.00        | $2693056.00        | Agency Mortgage-Backed Securities  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-15      | 4.3800%  | 0.0000% | $94981000.00       | $96257815.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $17466400.00       | $17669411.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-09-30      | 3.5000%  | 0.0000% | $61232600.00       | $61900695.00       | U.S. Treasuries (including strips) |

### Security 295: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 3.840000%
- **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: TPR05C573, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05C573779156KCG
- **C.18 - Value (incl. sponsor support):** $399822280.00
- **C.18.a - Value (excl. sponsor support):** $399822280.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1029.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $8187.00           | $8270.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $409883.00         | $421702.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $21305096.00       | $21506829.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $26801146.00       | $27030183.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $26402952.00       | $27051582.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $26707142.00       | $26918924.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $68889209.00       | $69393049.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $86971212.00       | $89718072.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.0000%  | 0.0000% | $94580772.00       | $99050880.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $14758226.00       | $15260324.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $13965228.00       | $14215677.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $17308882.00       | $17423480.00       | Agency Mortgage-Backed Securities |

### Security 296: ROYAL BANK OF CANADA-NEW YORK BRANCH

- **C.1 - Title:** ROYAL BANK OF CANADA-NEW YORK BRANCH 3.710002%
- **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: TPR100E69, C.3 - LEI: N.A., C.5 - Other ID: TPR100E697791564RO
- **C.18 - Value (incl. sponsor support):** $987540184.80
- **C.18.a - Value (excl. sponsor support):** $987540184.80
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-07
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-02-01      | 4.0000%  | 0.0000% | $11538743.00       | $3719772.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-03-01      | 4.0000%  | 0.0000% | $7463275.00        | $2167022.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-06-01      | 4.5000%  | 0.0000% | $8571064.00        | $3001049.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-07-01      | 4.0000%  | 0.0000% | $53897297.00       | $7075737.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-06-01      | 4.5000%  | 0.0000% | $17000000.00       | $2988584.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-07-01      | 4.5000%  | 0.0000% | $52848225.00       | $3979877.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-06-01      | 4.5000%  | 0.0000% | $13819411.00       | $2969199.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 5.0000%  | 0.0000% | $989000.00         | $819839.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 5.5000%  | 0.0000% | $10852523.00       | $8395755.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-02-01      | 2.0000%  | 0.0000% | $10235170.00       | $5616074.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 3.0000%  | 0.0000% | $3645000.00        | $2422418.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 4.5000%  | 0.0000% | $2911000.00        | $2308184.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 3.0000%  | 0.0000% | $12783354.00       | $9600372.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-11-01      | 4.0000%  | 0.0000% | $4531452.00        | $1803769.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-05-01      | 4.0000%  | 0.0000% | $13329166.00       | $3215663.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-07-01      | 2.0000%  | 0.0000% | $6427089.00        | $2781757.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-07-01      | 2.0000%  | 0.0000% | $8342305.00        | $3190414.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-08-01      | 3.0000%  | 0.0000% | $9754085.00        | $3953839.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 5.0000%  | 0.0000% | $15155169.00       | $8970387.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.5000%  | 0.0000% | $10592262.00       | $7232354.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 5.0000%  | 0.0000% | $3773853.00        | $2757010.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 6.0000%  | 0.0000% | $29604345.00       | $20338806.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 6.0000%  | 0.0000% | $2056866.00        | $1642200.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 6.5000%  | 0.0000% | $10116389.00       | $7599324.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 7.5000%  | 0.0000% | $2330954.00        | $1691531.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.0000%  | 0.0000% | $10146127.00       | $8332523.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 6.5000%  | 0.0000% | $1794570.00        | $1859590.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 7.0000%  | 0.0000% | $1598229.00        | $1679526.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 6.5000%  | 0.0000% | $1694851.00        | $1721064.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 6.0000%  | 0.0000% | $3429036.00        | $2818052.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 6.0000%  | 0.0000% | $3476979.00        | $3532644.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 6.5000%  | 0.0000% | $1565951.00        | $1611297.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 4.5000%  | 0.0000% | $4244940.00        | $3112009.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.5000%  | 0.0000% | $4012239.00        | $2860160.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $12843655.00       | $9699705.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 5.5000%  | 0.0000% | $4562020.00        | $3317562.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-12-01      | 2.5000%  | 0.0000% | $4645867.00        | $2119471.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 5.5000%  | 0.0000% | $4783448.00        | $4774349.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-11-01      | 5.0000%  | 0.0000% | $3426433.00        | $1674185.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-07-01      | 5.9400%  | 0.0000% | $3837054.00        | $2765753.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-01-01      | 4.0000%  | 0.0000% | $80965419.00       | $7294842.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-01-01      | 3.5000%  | 0.0000% | $46870610.00       | $8273607.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-04-01      | 3.5000%  | 0.0000% | $50517368.00       | $6513350.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-09-01      | 3.5000%  | 0.0000% | $25013630.00       | $3362684.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-12-01      | 3.5000%  | 0.0000% | $16407065.00       | $2880346.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-07-01      | 3.5000%  | 0.0000% | $11226035.00       | $1658799.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-02-01      | 4.0000%  | 0.0000% | $41474975.00       | $5961464.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 7.0000%  | 0.0000% | $3350748.00        | $1755296.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 6.0000%  | 0.0000% | $4152605.00        | $3887926.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 6.0000%  | 0.0000% | $1647725.00        | $1664250.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 6.0000%  | 0.0000% | $1908200.00        | $1755333.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 7.0000%  | 0.0000% | $4175747.00        | $2539752.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.0000%  | 0.0000% | $2500325.00        | $2536755.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.5000%  | 0.0000% | $2795687.00        | $2443811.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.0000%  | 0.0000% | $9786796.00        | $9717173.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 7.0000%  | 0.0000% | $1787987.00        | $1700592.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 5.5000%  | 0.0000% | $1834699.00        | $1850151.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.5000%  | 0.0000% | $2516270.00        | $2520429.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 7.0000%  | 0.0000% | $2356160.00        | $2459174.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.0000%  | 0.0000% | $3089041.00        | $2399426.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 6.0000%  | 0.0000% | $3563873.00        | $3278334.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 6.5000%  | 0.0000% | $1574885.00        | $1631226.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.0000%  | 0.0000% | $2392163.00        | $2461462.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.0000%  | 0.0000% | $2932555.00        | $2455475.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.0000%  | 0.0000% | $5266061.00        | $5163363.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.0000%  | 0.0000% | $2227083.00        | $2264064.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.0000%  | 0.0000% | $1855418.00        | $1859179.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 6.0000%  | 0.0000% | $5282962.00        | $4868691.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 6.0000%  | 0.0000% | $10107292.00       | $9672448.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 6.0000%  | 0.0000% | $3446548.00        | $3222972.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.5000%  | 0.0000% | $6744550.00        | $5744890.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 6.0000%  | 0.0000% | $3006650.00        | $2311715.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.5000%  | 0.0000% | $1837783.00        | $1873231.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.0000%  | 0.0000% | $2320845.00        | $2389879.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $1739597.00        | $1786543.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.5000%  | 0.0000% | $5211282.00        | $5440482.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $5020153.00        | $4920083.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.0000%  | 0.0000% | $1646594.00        | $1715716.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.0000%  | 0.0000% | $1658533.00        | $1723285.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $5795898.00        | $5920492.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-07-01      | 4.5000%  | 0.0000% | $17314566.00       | $3622326.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-02-01      | 4.0000%  | 0.0000% | $22340436.00       | $4069904.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-06-01      | 3.5000%  | 0.0000% | $27700000.00       | $9306376.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2057-02-01      | 3.0000%  | 0.0000% | $14100000.00       | $4597104.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-06-01      | 4.0000%  | 0.0000% | $18345557.00       | $6765485.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2058-05-01      | 4.0000%  | 0.0000% | $17200481.00       | $5128398.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-09-01      | 2.5000%  | 0.0000% | $22256658.00       | $7287145.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-03-01      | 3.5000%  | 0.0000% | $7608054.00        | $3365660.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 3.5000%  | 0.0000% | $12765112.00       | $8026998.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-04-01      | 4.0000%  | 0.0000% | $15127995.00       | $3986032.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-03-01      | 4.5000%  | 0.0000% | $21337379.00       | $6757428.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 4.0000%  | 0.0000% | $5252219.00        | $1680969.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-12-01      | 4.0000%  | 0.0000% | $7530603.00        | $2440385.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-04-01      | 4.0000%  | 0.0000% | $3780493.00        | $1841367.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 2.0000%  | 0.0000% | $4914517.00        | $2413271.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 2.0000%  | 0.0000% | $6220726.00        | $2958240.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-07-01      | 4.5000%  | 0.0000% | $9256626.00        | $1919424.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-07-01      | 4.5000%  | 0.0000% | $5653072.00        | $2791887.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-07-01      | 4.5000%  | 0.0000% | $13697019.00       | $4405445.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-04-01      | 4.0000%  | 0.0000% | $23304000.00       | $4352826.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-10-01      | 4.5000%  | 0.0000% | $20347572.00       | $6380419.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-07-01      | 4.0000%  | 0.0000% | $7377004.00        | $2261714.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-07-01      | 4.5000%  | 0.0000% | $33970636.00       | $5056437.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-10-01      | 4.5000%  | 0.0000% | $9811000.00        | $2791045.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.5000%  | 0.0000% | $19944688.00       | $3533483.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-12-01      | 4.0000%  | 0.0000% | $6647647.00        | $1676191.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-12-01      | 4.0000%  | 0.0000% | $9598965.00        | $1818349.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-03-01      | 5.0000%  | 0.0000% | $8520247.00        | $2331703.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-04-01      | 3.5000%  | 0.0000% | $12702000.00       | $3668276.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-05-01      | 4.5000%  | 0.0000% | $10161955.00       | $3393480.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-07-01      | 3.5000%  | 0.0000% | $4879651.00        | $1651771.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-07-01      | 3.5000%  | 0.0000% | $11572177.00       | $2147123.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-09-01      | 3.0000%  | 0.0000% | $4683789.00        | $1662927.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-02-01      | 3.5000%  | 0.0000% | $16127709.00       | $2866300.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 2.5000%  | 0.0000% | $3452694.00        | $1978467.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.5000%  | 0.0000% | $8525062.00        | $7374118.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $5852458.00        | $3964902.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $5023559.00        | $3624720.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $4786960.00        | $2824006.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.5000%  | 0.0000% | $5050119.00        | $3539935.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.0000%  | 0.0000% | $1682444.00        | $1516217.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 5.0000%  | 0.0000% | $2806740.00        | $2681136.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $5008709.00        | $4664253.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 5.0000%  | 0.0000% | $5039000.00        | $3679293.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $3381438.00        | $2529603.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 5.0000%  | 0.0000% | $4190250.00        | $2957684.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 5.0000%  | 0.0000% | $4107194.00        | $2531391.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.5000%  | 0.0000% | $2150000.00        | $1647726.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $5092288.00        | $4010173.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.0000%  | 0.0000% | $4784053.00        | $4002801.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.5000%  | 0.0000% | $4801773.00        | $4630211.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $4163901.00        | $2199810.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $2049820.00        | $1727111.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 4.5000%  | 0.0000% | $2255000.00        | $1433167.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 4.5000%  | 0.0000% | $5445781.00        | $3878162.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $5801954.00        | $3205288.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $3766564.00        | $3387884.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $2894510.00        | $2005304.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $4931232.00        | $3721142.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.5000%  | 0.0000% | $3132770.00        | $1958103.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $2440650.00        | $2190665.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $2087840.00        | $1784802.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 7.5000%  | 0.0000% | $2895054.00        | $1972776.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 6.0000%  | 0.0000% | $11241990.00       | $8106763.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.5000%  | 0.0000% | $4483288.00        | $4015746.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.0000%  | 0.0000% | $4106099.00        | $3864749.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-10-01      | 4.5000%  | 0.0000% | $24700000.00       | $7886531.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-10-01      | 3.5000%  | 0.0000% | $36406311.00       | $10076754.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-06-01      | 4.0000%  | 0.0000% | $7831158.00        | $3281591.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-09-01      | 4.5000%  | 0.0000% | $27491970.00       | $6842696.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-10-01      | 4.0000%  | 0.0000% | $27097000.00       | $8834415.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-03-01      | 5.0000%  | 0.0000% | $8747672.00        | $2572055.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-04-01      | 4.5000%  | 0.0000% | $7719705.00        | $2114259.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-01-01      | 5.0000%  | 0.0000% | $16914483.00       | $5841900.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-04-01      | 3.5000%  | 0.0000% | $8780604.00        | $3881444.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-03-01      | 3.5000%  | 0.0000% | $10469737.00       | $3981448.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-08-01      | 4.0000%  | 0.0000% | $6689361.00        | $5214354.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 5.0000%  | 0.0000% | $6668001.00        | $4864519.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.5000%  | 0.0000% | $11234000.00       | $8365799.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.5000%  | 0.0000% | $6905925.00        | $4769262.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $6237322.00        | $4390313.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $11943612.00       | $9394519.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.5000%  | 0.0000% | $8532750.00        | $6171062.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 4.0000%  | 0.0000% | $5134122.00        | $3988182.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.5000%  | 0.0000% | $4147830.00        | $3107007.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.5000%  | 0.0000% | $9073000.00        | $7173637.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.5000%  | 0.0000% | $4852661.00        | $3845893.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.5000%  | 0.0000% | $11196171.00       | $8773719.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.0000%  | 0.0000% | $3030000.00        | $2239081.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 6.5000%  | 0.0000% | $8061571.00        | $6990722.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 6.0000%  | 0.0000% | $5041573.00        | $3800671.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 6.5000%  | 0.0000% | $10502134.00       | $8102366.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 4.5000%  | 0.0000% | $3664000.00        | $3129232.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 7.0000%  | 0.0000% | $7030000.00        | $5402895.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 6.0000%  | 0.0000% | $9977176.00        | $9421098.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-01-01      | 4.0000%  | 0.0000% | $8751739.00        | $8399307.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-12-01      | 3.5000%  | 0.0000% | $4200000.00        | $1611741.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.5000%  | 0.0000% | $2283000.00        | $1654255.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-10-01      | 4.0000%  | 0.0000% | $3738274.00        | $2803216.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 6.5000%  | 0.0000% | $12825353.00       | $8520718.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 4.5000%  | 0.0000% | $2927951.00        | $2298977.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.0000%  | 0.0000% | $2000000.00        | $1875880.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-06-01      | 4.5000%  | 0.0000% | $90129616.00       | $7928191.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-07-01      | 4.5000%  | 0.0000% | $51870468.00       | $5742814.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-01-01      | 3.5000%  | 0.0000% | $43977131.00       | $4365701.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-12-01      | 4.0000%  | 0.0000% | $21900000.00       | $2775060.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-04-01      | 2.5000%  | 0.0000% | $23492805.00       | $5116808.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-03-01      | 2.5000%  | 0.0000% | $9350000.00        | $3748014.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 3.0000%  | 0.0000% | $5502000.00        | $3493490.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 6.5000%  | 0.0000% | $11000000.00       | $5364382.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 5.5000%  | 0.0000% | $2649000.00        | $2061673.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-11-01      | 4.0000%  | 0.0000% | $60888818.00       | $5968303.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 6.5000%  | 0.0000% | $2244000.00        | $2306848.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.5000%  | 0.0000% | $2895250.00        | $2433641.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.5000%  | 0.0000% | $1739163.00        | $1752615.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.5000%  | 0.0000% | $816792.00         | $822820.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 6.0000%  | 0.0000% | $2061825.00        | $1669007.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.0000%  | 0.0000% | $2162400.00        | $2007836.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.5000%  | 0.0000% | $5002471.00        | $4678833.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.5000%  | 0.0000% | $2111360.00        | $2199561.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.5000%  | 0.0000% | $3144050.00        | $2433054.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.5000%  | 0.0000% | $3987819.00        | $4092605.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 7.0000%  | 0.0000% | $4003265.00        | $3895875.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.5000%  | 0.0000% | $3001189.00        | $2978085.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $3857313.00        | $3357169.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.0000%  | 0.0000% | $5061444.00        | $5051980.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $4488061.00        | $4641107.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $2295860.00        | $2365378.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $2677335.00        | $2639535.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.5000%  | 0.0000% | $5083208.00        | $5343061.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.0000%  | 0.0000% | $7471431.00        | $7766168.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.5000%  | 0.0000% | $4948530.00        | $5055175.00        | Agency Mortgage-Backed Securities  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-15      | 4.3800%  | 0.0000% | $151485800.00      | $153522200.00      | U.S. Treasuries (including strips) |

### Security 297: ROYAL BANK OF CANADA-NEW YORK BRANCH

- **C.1 - Title:** ROYAL BANK OF CANADA-NEW YORK BRANCH 3.650000%
- **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: TPR100F62, C.3 - LEI: N.A., C.5 - Other ID: TPR100F627791562RO
- **C.18 - Value (incl. sponsor support):** $1481998814.40
- **C.18.a - Value (excl. sponsor support):** $1481998814.40
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-07
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 4.5000%  | 0.0000% | $38777157.00       | $27811260.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-01-01      | 3.5000%  | 0.0000% | $186611805.00      | $53380626.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 6.0000%  | 0.0000% | $12500297.00       | $7878897.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 6.5000%  | 0.0000% | $28955400.00       | $15796828.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 5.0000%  | 0.0000% | $113853516.00      | $86803155.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-09-01      | 3.0000%  | 0.0000% | $308758379.00      | $67242219.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.5000%  | 0.0000% | $21308448.00       | $19878743.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.0000%  | 0.0000% | $115952640.00      | $64768889.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 2.5000%  | 0.0000% | $95038200.00       | $50405334.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.0000%  | 0.0000% | $39601920.00       | $19340126.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.5000%  | 0.0000% | $46015312.00       | $19291174.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 2.0000%  | 0.0000% | $498362431.00      | $276185130.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.0000%  | 0.0000% | $3598640.00        | $3013665.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.5000%  | 0.0000% | $26934720.00       | $23303396.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.5000%  | 0.0000% | $9017843.00        | $8430864.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 6.0000%  | 0.0000% | $30782201.00       | $29066555.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.0000%  | 0.0000% | $68334002.00       | $61648502.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.0000%  | 0.0000% | $58918208.00       | $46054046.00       | Agency Mortgage-Backed Securities  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $314390600.00      | $323995643.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-09-15      | 3.3800%  | 0.0000% | $304325200.00      | $307344955.00      | U.S. Treasuries (including strips) |

### Security 298: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR100F68, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR100F68779156HCG
- **C.18 - Value (incl. sponsor support):** $689635680.00
- **C.18.a - Value (excl. sponsor support):** $689635680.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-24
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.0000%  | 0.0000% | $3133468.00        | $3173825.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.0000%  | 0.0000% | $3012486.00        | $3057113.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.0000%  | 0.0000% | $3148019.00        | $3186511.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1042.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 6.0000%  | 0.0000% | $101691428.00      | $106049743.00      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.0000%  | 0.0000% | $46890401.00       | $47257932.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 4.0000%  | 0.0000% | $8373872.00        | $8027245.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 4.5000%  | 0.0000% | $1119859.00        | $1103850.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 4.5000%  | 0.0000% | $2384744.00        | $2350310.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $3346814.00        | $3440410.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.0000%  | 0.0000% | $9706964.00        | $9788428.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.0000%  | 0.0000% | $2349342.00        | $2358321.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.0000%  | 0.0000% | $12495091.00       | $12566768.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $18667336.00       | $19157116.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $1744501.00        | $1784588.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.0000%  | 0.0000% | $9934159.00        | $9986981.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $7694582.00        | $7861656.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.0000%  | 0.0000% | $34622.00          | $34992.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $7112274.00        | $7321924.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $20339886.00       | $20712858.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $10542194.00       | $10757296.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 6.5000%  | 0.0000% | $1365755.00        | $1451623.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 6.5000%  | 0.0000% | $1821359.00        | $1930230.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $3315502.00        | $3387103.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.0000%  | 0.0000% | $2484750.00        | $2506026.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $3663380.00        | $3768387.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.0000%  | 0.0000% | $12663806.00       | $12741323.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $2589955.00        | $2662452.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $6604221.00        | $6738071.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 6.0000%  | 0.0000% | $5572832.00        | $5743335.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 4.5000%  | 0.0000% | $3854511.00        | $3800972.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 4.5000%  | 0.0000% | $1004829.00        | $990387.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.0000%  | 0.0000% | $2948114.00        | $3002194.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 4.5000%  | 0.0000% | $1580137.00        | $1563492.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.0000%  | 0.0000% | $1491500.00        | $1500578.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.0000%  | 0.0000% | $1217501.00        | $1225575.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.0000%  | 0.0000% | $1940620.00        | $1954451.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.0000%  | 0.0000% | $2186910.00        | $2204148.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $1356233.00        | $1351928.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $2114050.00        | $2178690.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 6.0000%  | 0.0000% | $5657275.00        | $5886070.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $5269450.00        | $5385691.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.0000%  | 0.0000% | $6204564.00        | $6250360.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $2057490.00        | $2102021.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.0000%  | 0.0000% | $9683173.00        | $9494005.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.0000%  | 0.0000% | $1253383.00        | $1264055.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $1288070.00        | $1333429.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $1202421.00        | $1239299.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $2874235.00        | $2937633.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $25370735.00       | $26490849.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $25452568.00       | $26673585.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 6.5000%  | 0.0000% | $24804097.00       | $26382931.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $1890543.00        | $1953540.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 5.5000%  | 0.0000% | $25414169.00       | $25885875.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 7.0000%  | 0.0000% | $22877471.00       | $24974650.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $25300099.00       | $25518686.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $23534538.00       | $24497814.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $24254146.00       | $25367484.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $25293953.00       | $26085567.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 3.0000%  | 0.0000% | $28027888.00       | $25136306.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $24812113.00       | $26387939.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.0000%  | 0.0000% | $15170600.00       | $15766354.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $24769492.00       | $26105982.00       | Agency Mortgage-Backed Securities |

### Security 299: ROYAL BANK OF CANADA-NEW YORK BRANCH

- **C.1 - Title:** ROYAL BANK OF CANADA-NEW YORK BRANCH 3.679999%
- **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: TPR100FF5, C.3 - LEI: N.A., C.5 - Other ID: TPR100FF57791563RO
- **C.18 - Value (incl. sponsor support):** $1479999556.00
- **C.18.a - Value (excl. sponsor support):** $1479999556.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-07
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-11-01      | 3.5000%  | 0.0000% | $431005445.00      | $52104650.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.5000%  | 0.0000% | $47151963.00       | $36173831.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 5.5000%  | 0.0000% | $20782187.00       | $19798153.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-03-01      | 5.5000%  | 0.0000% | $37010495.00       | $27884349.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.5000%  | 0.0000% | $20013292.00       | $15788339.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.0000%  | 0.0000% | $28307546.00       | $24071561.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 5.5000%  | 0.0000% | $29753472.00       | $27711356.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.5000%  | 0.0000% | $6333095.00        | $4600618.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 6.0000%  | 0.0000% | $31994336.00       | $24076224.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.5000%  | 0.0000% | $28714311.00       | $26220656.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 6.0000%  | 0.0000% | $37582130.00       | $26361338.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.5000%  | 0.0000% | $25333702.00       | $21252501.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 6.0000%  | 0.0000% | $19931184.00       | $19154631.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-02-01      | 3.5000%  | 0.0000% | $828433408.00      | $50785781.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-03-01      | 3.5000%  | 0.0000% | $627271704.00      | $45583618.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-04-01      | 3.5000%  | 0.0000% | $99168011.00       | $18219806.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-08-01      | 3.0000%  | 0.0000% | $411774573.00      | $46876299.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-07-01      | 3.5000%  | 0.0000% | $250754560.00      | $27779483.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-05-01      | 3.5000%  | 0.0000% | $78073602.00       | $21261174.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-12-01      | 3.5000%  | 0.0000% | $152870560.00      | $29293077.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-09-01      | 3.0000%  | 0.0000% | $191148590.00      | $41628847.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-10-01      | 3.0000%  | 0.0000% | $74407808.00       | $19491213.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-12-01      | 3.0000%  | 0.0000% | $53972151.00       | $14346811.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.5000%  | 0.0000% | $19107635.00       | $18684618.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.5000%  | 0.0000% | $20953646.00       | $20156631.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.0000%  | 0.0000% | $34091699.00       | $31215981.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-09-01      | 3.0000%  | 0.0000% | $265397760.00      | $63544293.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-01-01      | 3.5000%  | 0.0000% | $47622688.00       | $13039848.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-11-01      | 3.5000%  | 0.0000% | $178221620.00      | $27944742.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-09-01      | 3.5000%  | 0.0000% | $250000000.00      | $24265803.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-09-01      | 4.0000%  | 0.0000% | $173642818.00      | $27640313.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-03-01      | 3.5000%  | 0.0000% | $62088075.00       | $17914971.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-07-01      | 4.0000%  | 0.0000% | $92822912.00       | $26659356.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 2.0000%  | 0.0000% | $39682509.00       | $20455734.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.0000%  | 0.0000% | $250538447.00      | $153145714.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 2.5000%  | 0.0000% | $35534630.00       | $21919858.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 2.5000%  | 0.0000% | $197910784.00      | $120062663.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 6.5000%  | 0.0000% | $49328640.00       | $23779430.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.0000%  | 0.0000% | $18835000.00       | $17925389.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $25759680.00       | $25701062.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $33810624.00       | $32190651.00       | Agency Mortgage-Backed Securities  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-08-31      | 3.6300%  | 0.0000% | $1034500.00        | $1047981.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-04-30      | 3.8800%  | 0.0000% | $179213200.00      | $181840649.00      | U.S. Treasuries (including strips) |

### Security 300: ROYAL BANK OF CANADA-NEW YORK BRANCH

- **C.1 - Title:** ROYAL BANK OF CANADA-NEW YORK BRANCH 3.600000%
- **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: TPR101284, C.3 - LEI: N.A., C.5 - Other ID: TPR1012847791561RO
- **C.18 - Value (incl. sponsor support):** $1139177946.00
- **C.18.a - Value (excl. sponsor support):** $1139177946.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-02-07
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2026-09-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 6.5000%  | 0.0000% | $117210661.00      | $96281556.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-03-01      | 5.5000%  | 0.0000% | $61134517.00       | $46059805.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 5.5000%  | 0.0000% | $117718413.00      | $98102453.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-05-01      | 3.5000%  | 0.0000% | $1076934366.00     | $80575692.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-10-01      | 3.5000%  | 0.0000% | $149485896.00      | $20257176.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-06-01      | 3.5000%  | 0.0000% | $98731264.00       | $20894187.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-09-01      | 3.0000%  | 0.0000% | $636359680.00      | $97287558.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.0000%  | 0.0000% | $24574410.00       | $23729754.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-02-01      | 2.0000%  | 0.0000% | $189137117.00      | $106515502.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $37655720.00       | $30184623.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-06-01      | 2.5000%  | 0.0000% | $91193216.00       | $37013194.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 2.0000%  | 0.0000% | $83455000.00       | $40422830.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 2.0000%  | 0.0000% | $207657636.00      | $114132854.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.5000%  | 0.0000% | $22130080.00       | $17008009.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.5000%  | 0.0000% | $47250304.00       | $37467808.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 6.0000%  | 0.0000% | $11226624.00       | $10150731.00       | Agency Mortgage-Backed Securities  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $216255700.00      | $217697636.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $5010500.00        | $5116304.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-09-15      | 3.3800%  | 0.0000% | $46759300.00       | $47223283.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-09-15      | 3.3800%  | 0.0000% | $16560600.00       | $16679054.00       | U.S. Treasuries (including strips) |

### Security 301: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 3.730000%
- **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: TPR101370, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR101370779156GCG
- **C.18 - Value (incl. sponsor support):** $739615940.00
- **C.18.a - Value (excl. sponsor support):** $739615940.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-24
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 5.5000%  | 0.0000% | $2923586.00        | $3009676.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-02-01      | 3.0000%  | 0.0000% | $29889322.00       | $9489479.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 6.0000%  | 0.0000% | $1900437.00        | $1990260.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 5.5000%  | 0.0000% | $4470050.00        | $4571688.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.5000%  | 0.0000% | $6015033.00        | $6195836.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 5.5000%  | 0.0000% | $1326500.00        | $1361803.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 5.5000%  | 0.0000% | $4022325.00        | $4146424.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 5.5000%  | 0.0000% | $2642585.00        | $2714301.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 5.5000%  | 0.0000% | $3710461.00        | $3815202.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 5.5000%  | 0.0000% | $4956092.00        | $5073619.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 6.0000%  | 0.0000% | $1346273.00        | $1410674.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 4.5000%  | 0.0000% | $7604274.00        | $7496529.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.0000%  | 0.0000% | $30140886.00       | $30548384.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 5.0000%  | 0.0000% | $34549298.00       | $34775415.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 5.0000%  | 0.0000% | $709056.00         | $713697.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 6.0000%  | 0.0000% | $5226336.00        | $5482543.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.0000%  | 0.0000% | $105000.00         | $105230.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.5000%  | 0.0000% | $33882163.00       | $34900578.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1047.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $3501.00           | $3620.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $181410.00         | $184663.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $9355856.00        | $9417799.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 4.5000%  | 0.0000% | $28478020.00       | $28119767.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $37886243.00       | $38402435.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $16192648.00       | $16277105.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 4.5000%  | 0.0000% | $11458190.00       | $11323614.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 4.5000%  | 0.0000% | $54101476.00       | $53340647.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $28653448.00       | $28859918.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 4.5000%  | 0.0000% | $12670595.00       | $12492421.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.5000%  | 0.0000% | $25546049.00       | $26080129.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.0000%  | 0.0000% | $41711617.00       | $41984610.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $63332740.00       | $63747175.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $1686663.00        | $1735304.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 6.0000%  | 0.0000% | $3474687.00        | $3593971.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 6.0000%  | 0.0000% | $2046444.00        | $2140460.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.5000%  | 0.0000% | $1031300.00        | $1056070.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.0000%  | 0.0000% | $1327836.00        | $1367126.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.5000%  | 0.0000% | $5289275.00        | $5407604.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $1150640.00        | $1183330.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $8084494.00        | $8305795.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $1011210.00        | $1038496.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.0000%  | 0.0000% | $5914750.00        | $5963108.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $14455432.00       | $14568282.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.0000%  | 0.0000% | $13706925.00       | $13779747.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $11194231.00       | $11257241.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $2994991.00        | $3078439.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.5000%  | 0.0000% | $50659089.00       | $51712421.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 6.5000%  | 0.0000% | $1123279.00        | $1173792.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $6172989.00        | $6309959.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $6546219.00        | $6673730.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $5760828.00        | $5940846.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $19849395.00       | $20361878.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.0000%  | 0.0000% | $1029148.00        | $1068655.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $1535502.00        | $1570241.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.5000%  | 0.0000% | $4973000.00        | $5084254.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.5000%  | 0.0000% | $9793424.00        | $10057705.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.5000%  | 0.0000% | $55726105.00       | $56811569.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $1222809.00        | $1249963.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 6.0000%  | 0.0000% | $1074089.00        | $1124467.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.5000%  | 0.0000% | $1542800.00        | $1580703.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $1184572.00        | $1219456.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $1249351.00        | $1276682.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $1051290.00        | $1084750.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.5000%  | 0.0000% | $5162430.00        | $5284850.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.5000%  | 0.0000% | $1899100.00        | $1941122.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.5000%  | 0.0000% | $2067000.00        | $2110214.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.5000%  | 0.0000% | $1556760.00        | $1605038.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.5000%  | 0.0000% | $3432710.00        | $3509083.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.5000%  | 0.0000% | $2078050.00        | $2141085.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 6.0000%  | 0.0000% | $1341895.00        | $1396277.00        | Agency Mortgage-Backed Securities |

### Security 302: BANK OF AMERICA, NATIONAL ASSOCIATION

- **C.1 - Title:** BANK OF AMERICA, NATIONAL ASSOCIATION 3.750000%
- **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: TPR101489, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: TPR1014897791561BA
- **C.18 - Value (incl. sponsor support):** $344835435.00
- **C.18.a - Value (excl. sponsor support):** $344835435.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-01-01      | 3.5000%  | 0.0000% | $33878043.00       | $7646641.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-05-01      | 3.0000%  | 0.0000% | $219156697.00      | $27965684.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-10-01      | 3.0000%  | 0.0000% | $125749285.00      | $28986983.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-09-01      | 3.0000%  | 0.0000% | $103118749.00      | $27423756.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-08-01      | 2.0000%  | 0.0000% | $54008717.00       | $28458175.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-05-01      | 3.5000%  | 0.0000% | $174738330.00      | $27481029.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-02-01      | 3.5000%  | 0.0000% | $257548608.00      | $28536802.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-02-01      | 3.5000%  | 0.0000% | $227232470.00      | $28230250.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-09-01      | 3.0000%  | 0.0000% | $249753048.00      | $28589723.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.0000%  | 0.0000% | $275150549.00      | $27942790.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-11-01      | 3.0000%  | 0.0000% | $88250316.00       | $10552785.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-09-01      | 3.0000%  | 0.0000% | $249722422.00      | $28563274.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-02-01      | 3.5000%  | 0.0000% | $244853248.00      | $27535161.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-09-01      | 3.0000%  | 0.0000% | $215865041.00      | $27436947.00       | Agency Mortgage-Backed Securities |

### Security 303: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 3.560000%
- **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: TPR10165B, C.3 - LEI: N.A., C.5 - Other ID: TPR10165B7791561BN
- **C.18 - Value (incl. sponsor support):** $839999076.00
- **C.18.a - Value (excl. sponsor support):** $839999076.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-02-07
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2026-09-10
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-12-01      | 7.5000%  | 0.0000% | $18564.00          | $674.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-01-01      | 5.0000%  | 0.0000% | $1000.00           | $85.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-07-01      | 5.0000%  | 0.0000% | $1918919.00        | $8031.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-03-01      | 6.0000%  | 0.0000% | $1022.00           | $15.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-08-01      | 4.5000%  | 0.0000% | $4400.00           | $1038.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-12-01      | 5.0000%  | 0.0000% | $1000.00           | $102.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-04-01      | 3.0000%  | 0.0000% | $2355616.00        | $428331.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-07-01      | 5.0000%  | 0.0000% | $1159439.00        | $10061.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-12-01      | 3.5000%  | 0.0000% | $1456000.00        | $420638.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-01-01      | 3.5000%  | 0.0000% | $396928.00         | $68584.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-01-01      | 3.5000%  | 0.0000% | $4913033.00        | $848913.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-12-01      | 5.0000%  | 0.0000% | $8585.00           | $658.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-09-01      | 2.5000%  | 0.0000% | $12000.00          | $7771.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-05-01      | 5.0000%  | 0.0000% | $15000.00          | $10008.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-10-01      | 5.0000%  | 0.0000% | $1000.00           | $107.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 3.0000%  | 0.0000% | $453204.00         | $299124.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-05-01      | 2.0000%  | 0.0000% | $1003.00           | $657.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 3.5000%  | 0.0000% | $48173.00          | $33039.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.0000%  | 0.0000% | $107980.00         | $89682.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 6.0000%  | 0.0000% | $45092.00          | $29390.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 5.0000%  | 0.0000% | $792863.00         | $617705.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 6.5000%  | 0.0000% | $7166.00           | $5899.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 2.0000%  | 0.0000% | $10870000.00       | $7804825.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-08-01      | 5.0000%  | 0.0000% | $1000.00           | $786.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 6.0000%  | 0.0000% | $4660796.00        | $4363666.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.0000%  | 0.0000% | $719670.00         | $640822.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 6.5000%  | 0.0000% | $1008.00           | $883.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-12-01      | 3.0000%  | 0.0000% | $2624270.00        | $1198300.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-06-01      | 2.5000%  | 0.0000% | $6904697.00        | $3968990.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 3.0000%  | 0.0000% | $8839.00           | $6122.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 4.0000%  | 0.0000% | $20000.00          | $14363.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 3.5000%  | 0.0000% | $34999.00          | $26831.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 4.5000%  | 0.0000% | $35190.00          | $24239.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 3.0000%  | 0.0000% | $1008.00           | $733.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 4.5000%  | 0.0000% | $9001.00           | $7668.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.5000%  | 0.0000% | $6445000.00        | $5130959.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $813.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.0000%  | 0.0000% | $1013.00           | $707.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 6.0000%  | 0.0000% | $16000.00          | $11138.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 4.5000%  | 0.0000% | $984000.00         | $915444.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $798.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-12-01      | 6.5000%  | 0.0000% | $402443.00         | $299475.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-02-01      | 3.5000%  | 0.0000% | $604000.00         | $433743.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-08-01      | 2.0000%  | 0.0000% | $121927.00         | $57940.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-09-01      | 2.5000%  | 0.0000% | $9000.00           | $5635.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-12-01      | 2.5000%  | 0.0000% | $2300000.00        | $1412663.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 4.0000%  | 0.0000% | $780000.00         | $465294.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 5.0000%  | 0.0000% | $1311833.00        | $928854.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $803.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 4.5000%  | 0.0000% | $752938.00         | $712993.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 4.5000%  | 0.0000% | $1829538.00        | $1264542.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 6.5000%  | 0.0000% | $10211.00          | $8232.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 5.0000%  | 0.0000% | $211131.00         | $206465.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 6.0000%  | 0.0000% | $1616284.00        | $1347004.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 6.0000%  | 0.0000% | $2030008.00        | $1662046.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-05-01      | 3.0000%  | 0.0000% | $2773.00           | $1141.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-07-01      | 3.0000%  | 0.0000% | $2622521.00        | $837255.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-10-01      | 2.5000%  | 0.0000% | $1700000.00        | $746401.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-05-01      | 2.5000%  | 0.0000% | $900000.00         | $523234.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-03-01      | 2.0000%  | 0.0000% | $1326126.00        | $721125.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-11-01      | 2.0000%  | 0.0000% | $1153.00           | $708.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 3.0000%  | 0.0000% | $99963.00          | $67109.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 3.0000%  | 0.0000% | $2350000.00        | $1669078.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 4.0000%  | 0.0000% | $180001.00         | $139594.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $4455100.00        | $3883064.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 6.0000%  | 0.0000% | $1780330.00        | $1293952.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-10-01      | 4.5000%  | 0.0000% | $292699.00         | $181416.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-05-01      | 2.5000%  | 0.0000% | $89072.00          | $67768.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-09-01      | 4.5000%  | 0.0000% | $319988.00         | $196937.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-06-01      | 4.5000%  | 0.0000% | $3204687.00        | $61837.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-03-01      | 7.0000%  | 0.0000% | $1219185.00        | $35936.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-07-01      | 4.5000%  | 0.0000% | $997000.00         | $53343.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-03-01      | 5.5000%  | 0.0000% | $3476500.00        | $111076.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-05-01      | 6.5000%  | 0.0000% | $64825598.00       | $4029029.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-05-01      | 3.0000%  | 0.0000% | $271985.00         | $17615.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-01-01      | 4.5000%  | 0.0000% | $391997.00         | $60652.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-02-01      | 3.0000%  | 0.0000% | $200000.00         | $56801.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-09-01      | 4.5000%  | 0.0000% | $2722452.00        | $132237.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-11-01      | 5.0000%  | 0.0000% | $13894021.00       | $339761.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 7.5000%  | 0.0000% | $1421900.00        | $1519874.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 7.0000%  | 0.0000% | $1468965.00        | $1563744.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.5000%  | 0.0000% | $500000.00         | $506548.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 5.5000%  | 0.0000% | $3914820.00        | $3866813.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 7.0000%  | 0.0000% | $2129324.00        | $1456177.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.0000%  | 0.0000% | $6486016.00        | $5608463.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 5.5000%  | 0.0000% | $2624044.00        | $2586526.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.5000%  | 0.0000% | $1111210.00        | $539218.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.0000%  | 0.0000% | $13000.00          | $11836.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 5.0000%  | 0.0000% | $1076402.00        | $959754.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 4.5000%  | 0.0000% | $1250325.00        | $973418.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.5000%  | 0.0000% | $1933476.00        | $1597773.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.0000%  | 0.0000% | $1094510.00        | $1098257.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.0000%  | 0.0000% | $3970612.00        | $3418666.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.0000%  | 0.0000% | $5471816.00        | $4973377.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.5000%  | 0.0000% | $5094648.00        | $5111557.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.0000%  | 0.0000% | $2782592.00        | $2671001.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $1163500.00        | $1199548.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.0000%  | 0.0000% | $125339.00         | $129146.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $1049196.00        | $1091681.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.5000%  | 0.0000% | $41722720.00       | $42626833.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.5000%  | 0.0000% | $11175297.00       | $11552779.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $804749.00         | $784149.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.0000%  | 0.0000% | $2044820.00        | $2062172.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.5000%  | 0.0000% | $13000.00          | $13201.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 7.0000%  | 0.0000% | $5000.00           | $5261.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $3915684.00        | $4045020.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $4280963.00        | $3584663.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $3025288.00        | $3141057.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.5000%  | 0.0000% | $1843200.00        | $1934467.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 4.5000%  | 0.0000% | $751205.00         | $732503.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-08-01      | 3.0000%  | 0.0000% | $3393260.00        | $634281.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-12-01      | 4.0000%  | 0.0000% | $1765899.00        | $41579.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-10-01      | 5.0000%  | 0.0000% | $183300.00         | $23132.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-12-01      | 4.0000%  | 0.0000% | $1433000.00        | $438135.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-10-01      | 3.5000%  | 0.0000% | $6000000.00        | $1712990.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-12-01      | 4.5000%  | 0.0000% | $11619111.00       | $3155162.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-12-01      | 4.5000%  | 0.0000% | $1998990.00        | $157412.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-01-01      | 4.5000%  | 0.0000% | $10000000.00       | $948672.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-10-01      | 3.0000%  | 0.0000% | $228000.00         | $29150.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 2.0000%  | 0.0000% | $196347.00         | $101841.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 3.0000%  | 0.0000% | $1022262.00        | $659739.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.0000%  | 0.0000% | $49000.00          | $32948.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.5000%  | 0.0000% | $5937871.00        | $4057847.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-05-01      | 4.5000%  | 0.0000% | $511086.00         | $430013.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.5000%  | 0.0000% | $2763746.00        | $2311654.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.5000%  | 0.0000% | $2895510.00        | $1640983.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.0000%  | 0.0000% | $6088686.00        | $4249253.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-04-01      | 3.0000%  | 0.0000% | $12954064.00       | $7868572.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 3.5000%  | 0.0000% | $75461.00          | $69626.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 6.0000%  | 0.0000% | $2976672.00        | $2331530.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 6.5000%  | 0.0000% | $444212.00         | $317892.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 6.5000%  | 0.0000% | $1803450.00        | $1568614.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.0000%  | 0.0000% | $393418.00         | $278166.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.0000%  | 0.0000% | $37620.00          | $31613.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 3.5000%  | 0.0000% | $400777.00         | $352868.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 7.0000%  | 0.0000% | $1319632.00        | $1410443.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-03-01      | 4.0000%  | 0.0000% | $1732414.00        | $211216.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-04-01      | 4.5000%  | 0.0000% | $410000.00         | $44098.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-05-01      | 3.0000%  | 0.0000% | $83899.00          | $36496.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 3.0000%  | 0.0000% | $254300.00         | $132232.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 2.5000%  | 0.0000% | $4007.00           | $1860.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 3.0000%  | 0.0000% | $1197000.00        | $758447.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-11-01      | 2.0000%  | 0.0000% | $197000.00         | $109220.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.5000%  | 0.0000% | $487639.00         | $355529.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.5000%  | 0.0000% | $17927520.00       | $12589514.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-02-01      | 2.5000%  | 0.0000% | $75504.00          | $43286.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.0000%  | 0.0000% | $183987.00         | $121735.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.5000%  | 0.0000% | $19000.00          | $13153.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.0000%  | 0.0000% | $1150000.00        | $777719.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 5.0000%  | 0.0000% | $4895219.00        | $3387935.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 3.0000%  | 0.0000% | $20687440.00       | $14676562.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.0000%  | 0.0000% | $6932865.00        | $4930966.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.0000%  | 0.0000% | $2225000.00        | $1700424.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 5.5000%  | 0.0000% | $22592718.00       | $16851312.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.5000%  | 0.0000% | $5325776.00        | $3915378.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 5.0000%  | 0.0000% | $1246300.00        | $1034061.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 4.0000%  | 0.0000% | $78994.00          | $65890.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.0000%  | 0.0000% | $1992000.00        | $1665650.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.0000%  | 0.0000% | $241239.00         | $210666.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 5.5000%  | 0.0000% | $307316.00         | $258169.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 6.0000%  | 0.0000% | $13929290.00       | $12344663.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.5000%  | 0.0000% | $3454271.00        | $3526491.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 3.5000%  | 0.0000% | $85000.00          | $73100.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 6.5000%  | 0.0000% | $31643712.00       | $27937045.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 4.5000%  | 0.0000% | $9690000.00        | $8947263.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.0000%  | 0.0000% | $48748032.00       | $45658115.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-10-01      | 5.0000%  | 0.0000% | $38000.00          | $36018.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 5.5000%  | 0.0000% | $7179338.00        | $7139234.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-07-01      | 3.5000%  | 0.0000% | $55000.00          | $11758.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-08-01      | 5.0000%  | 0.0000% | $778000.00         | $201090.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-06-01      | 2.5000%  | 0.0000% | $2500000.00        | $687600.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-02-01      | 3.0000%  | 0.0000% | $5500000.00        | $1747980.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 2.0000%  | 0.0000% | $228000.00         | $126958.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 3.0000%  | 0.0000% | $3364006.00        | $1650963.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-09-01      | 3.5000%  | 0.0000% | $539000.00         | $126423.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.0000%  | 0.0000% | $128000.00         | $77230.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-07-01      | 6.0000%  | 0.0000% | $1984149.00        | $1047370.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 3.0000%  | 0.0000% | $103000.00         | $60026.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $60402.00          | $38641.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.5000%  | 0.0000% | $200000.00         | $144580.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.5000%  | 0.0000% | $35000.00          | $23780.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 4.0000%  | 0.0000% | $1240000.00        | $905140.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 2.0000%  | 0.0000% | $3087958.00        | $2018116.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $1156000.00        | $779684.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.5000%  | 0.0000% | $137000.00         | $92140.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.0000%  | 0.0000% | $690000.00         | $504326.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-08-01      | 3.0000%  | 0.0000% | $112987.00         | $68895.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.0000%  | 0.0000% | $1500352.00        | $974148.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.5000%  | 0.0000% | $2264899.00        | $1615629.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 3.0000%  | 0.0000% | $10000.00          | $6794.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-07-01      | 6.0000%  | 0.0000% | $1989000.00        | $1326867.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.0000%  | 0.0000% | $1385737.00        | $930654.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $900000.00         | $722815.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-01-01      | 6.0000%  | 0.0000% | $98000.00          | $68536.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.5000%  | 0.0000% | $8684240.00        | $6967579.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.0000%  | 0.0000% | $4991990.00        | $3603768.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 2.5000%  | 0.0000% | $1062264.00        | $791151.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 4.0000%  | 0.0000% | $422000.00         | $326012.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 3.0000%  | 0.0000% | $229448.00         | $175547.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 2.0000%  | 0.0000% | $805093.00         | $598314.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 5.0000%  | 0.0000% | $21523136.00       | $17539617.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 2.5000%  | 0.0000% | $2822252.00        | $2166508.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-11-01      | 5.0000%  | 0.0000% | $5036012.00        | $4033207.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.5000%  | 0.0000% | $833520.00         | $746966.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $25025600.00       | $25023895.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.5000%  | 0.0000% | $47973600.00       | $49278852.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-07-01      | 6.5000%  | 0.0000% | $3948999.00        | $38976.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-07-01      | 6.5000%  | 0.0000% | $5399404.00        | $101988.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-11-01      | 7.0000%  | 0.0000% | $281060.00         | $6803.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-08-01      | 5.5000%  | 0.0000% | $5601809.00        | $70347.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-06-01      | 4.5000%  | 0.0000% | $140000.00         | $6054.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-11-01      | 4.0000%  | 0.0000% | $1795000.00        | $188082.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-12-01      | 4.5000%  | 0.0000% | $23802001.00       | $1730584.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-10-01      | 4.5000%  | 0.0000% | $2498000.00        | $131898.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-01-01      | 3.0000%  | 0.0000% | $1000000.00        | $93406.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-06-01      | 4.0000%  | 0.0000% | $172864.00         | $14431.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.5000%  | 0.0000% | $1066647.00        | $651772.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.5000%  | 0.0000% | $98195456.00       | $60002087.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-03-01      | 4.5000%  | 0.0000% | $998000.00         | $57303.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-06-01      | 2.5000%  | 0.0000% | $5335488.00        | $1783148.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 3.0000%  | 0.0000% | $2327000.00        | $675020.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.5000%  | 0.0000% | $8182480.00        | $3288606.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 3.0000%  | 0.0000% | $449000.00         | $152535.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-02-01      | 2.0000%  | 0.0000% | $76609408.00       | $41001151.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-01-01      | 2.0000%  | 0.0000% | $1200000.00        | $682847.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 4.0000%  | 0.0000% | $294074.00         | $207260.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 3.5000%  | 0.0000% | $202006.00         | $155481.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 4.5000%  | 0.0000% | $373000.00         | $282868.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 6.0000%  | 0.0000% | $19528183.00       | $11865218.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.0000%  | 0.0000% | $12810000.00       | $10083767.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 3.5000%  | 0.0000% | $1136000.00        | $895201.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.0000%  | 0.0000% | $7844850.00        | $6510501.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.0000%  | 0.0000% | $999000.00         | $829078.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 5.0000%  | 0.0000% | $146000.00         | $124784.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 5.5000%  | 0.0000% | $34000.00          | $27792.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 6.0000%  | 0.0000% | $3803840.00        | $2479863.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.0000%  | 0.0000% | $30359360.00       | $27592023.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 4.0000%  | 0.0000% | $724231.00         | $660978.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 5.0000%  | 0.0000% | $19424944.00       | $18828761.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-07-01      | 7.0000%  | 0.0000% | $110671.00         | $110339.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.5000%  | 0.0000% | $27404423.00       | $26424946.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.0000%  | 0.0000% | $70796550.00       | $71165809.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-08-01      | 4.5000%  | 0.0000% | $13219015.00       | $322843.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-11-01      | 4.5000%  | 0.0000% | $504000.00         | $41817.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-11-01      | 4.0000%  | 0.0000% | $5467926.00        | $306509.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 6.0000%  | 0.0000% | $4999.00           | $4318.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.0000%  | 0.0000% | $1353748.00        | $1385665.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.5000%  | 0.0000% | $7000.00           | $5962.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 4.5000%  | 0.0000% | $503636.00         | $466209.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 5.0000%  | 0.0000% | $5936554.00        | $5552375.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.5000%  | 0.0000% | $331325.00         | $281936.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.5000%  | 0.0000% | $4515912.00        | $3458006.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.5000%  | 0.0000% | $23229.00          | $24251.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1020.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $5508912.00        | $5398010.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.0000%  | 0.0000% | $1149706.00        | $1151180.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $16082.00          | $14666.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.0000%  | 0.0000% | $1099275.00        | $1138171.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.0000%  | 0.0000% | $472428.00         | $486669.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.0000%  | 0.0000% | $401992.00         | $416685.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 5.5000%  | 0.0000% | $3614344.00        | $3663561.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $1008.00           | $1036.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 5.5000%  | 0.0000% | $26029.00          | $25111.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.0000%  | 0.0000% | $7976.00           | $8016.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.5000%  | 0.0000% | $849936.00         | $462062.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.5000%  | 0.0000% | $29261.00          | $29015.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.0000%  | 0.0000% | $7190416.00        | $7245675.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 4.5000%  | 0.0000% | $523680.00         | $514897.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 6.0000%  | 0.0000% | $2346150.00        | $2440568.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.5000%  | 0.0000% | $25328744.00       | $22479897.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $94850.00          | $90076.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 6.5000%  | 0.0000% | $2000.00           | $1342.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.5000%  | 0.0000% | $9774848.00        | $8094677.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $918.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $1453000.00        | $1454584.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1064.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 4.5000%  | 0.0000% | $3075.00           | $3032.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.0000%  | 0.0000% | $7362728.00        | $7320248.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.5000%  | 0.0000% | $216110.00         | $199160.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 7.0000%  | 0.0000% | $217109.00         | $231095.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $1008.00           | $1036.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 7.0000%  | 0.0000% | $211420.00         | $224049.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $3020.00           | $3079.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 4.5000%  | 0.0000% | $3000.00           | $2957.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $3033964.00        | $3145148.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $464672.00         | $474387.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-10-15      | 4.5000%  | 0.0000% | $13510040.00       | $3691353.00        | Agency Mortgage-Backed Securities |

### Security 304: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR101669, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR101669779156FCG
- **C.18 - Value (incl. sponsor support):** $344822497.50
- **C.18.a - Value (excl. sponsor support):** $344822497.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-24
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.5000%  | 0.0000% | $2593493.00        | $2659880.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 6.0000%  | 0.0000% | $76417273.00       | $79610578.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.5000%  | 0.0000% | $8614.00           | $8833.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 4.5000%  | 0.0000% | $26009979.00       | $25597426.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.5000%  | 0.0000% | $51686754.00       | $52494832.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1034.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.5000%  | 0.0000% | $436813.00         | $450475.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.5000%  | 0.0000% | $22494536.00       | $22974244.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.0000%  | 0.0000% | $53084186.00       | $53431610.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 7.0000%  | 0.0000% | $424413.00         | $442117.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 4.0000%  | 0.0000% | $35931451.00       | $34374491.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 4.5000%  | 0.0000% | $43772240.00       | $43089455.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.5000%  | 0.0000% | $1285930.00        | $1322164.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.5000%  | 0.0000% | $9354589.00        | $9604593.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 4.5000%  | 0.0000% | $1515107.00        | $1497718.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $2881105.00        | $2964318.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 4.5000%  | 0.0000% | $1773850.00        | $1750908.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.0000%  | 0.0000% | $2877456.00        | $2985927.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $4879719.00        | $4991850.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $2738384.00        | $2767650.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.5000%  | 0.0000% | $2322794.00        | $2392612.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 7.0000%  | 0.0000% | $1453848.00        | $1534561.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.5000%  | 0.0000% | $1155100.00        | $1187882.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.5000%  | 0.0000% | $1124122.00        | $1158221.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 6.0000%  | 0.0000% | $2526720.00        | $2606621.00        | Agency Mortgage-Backed Securities |

### Security 305: RBC DOMINION SECURITIES INC.

- **C.1 - Title:** RBC DOMINION SECURITIES INC. 3.550000%
- **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: TPR101891, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: TPR1018917791562RB
- **C.18 - Value (incl. sponsor support):** $987998913.20
- **C.18.a - Value (excl. sponsor support):** $987998913.20
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-02-07
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2026-08-17
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-05-01      | 2.0000%  | 0.0000% | $99257305.00       | $54731535.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 6.5000%  | 0.0000% | $3160.00           | $2018.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-11-01      | 3.0000%  | 0.0000% | $1029.00           | $177.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-07-01      | 3.0000%  | 0.0000% | $167945.00         | $24966.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 2.5000%  | 0.0000% | $23098960.00       | $10831217.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.5000%  | 0.0000% | $1878.00           | $977.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $758.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 7.0000%  | 0.0000% | $1285790.00        | $1115444.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 3.0000%  | 0.0000% | $1275998.00        | $236852.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 2.5000%  | 0.0000% | $29565605.00       | $14136599.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.5000%  | 0.0000% | $79400000.00       | $35794166.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.5000%  | 0.0000% | $16183000.00       | $7796008.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 2.0000%  | 0.0000% | $416999.00         | $266303.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.5000%  | 0.0000% | $1200.00           | $774.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 1.5000%  | 0.0000% | $17890752.00       | $10118108.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $2000.00           | $1866.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 7.0000%  | 0.0000% | $2877045.00        | $2639600.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 6.5000%  | 0.0000% | $1003.00           | $1042.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 6.0000%  | 0.0000% | $5133576.00        | $5277114.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-03-20      | 4.0000%  | 0.0000% | $1024.00           | $86.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-06-20      | 3.5000%  | 0.0000% | $84889943.00       | $9874320.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-10-20      | 4.5000%  | 0.0000% | $1947.00           | $148.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-04-20      | 3.5000%  | 0.0000% | $1024.00           | $93.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-07-20      | 3.5000%  | 0.0000% | $2007.00           | $213.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 4.0000%  | 0.0000% | $83002888.00       | $59128785.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.0000%  | 0.0000% | $2048.00           | $1463.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-08-20      | 3.0000%  | 0.0000% | $2053.00           | $1149.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-01-20      | 3.0000%  | 0.0000% | $52332152.00       | $32640347.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.5000%  | 0.0000% | $2024.00           | $1382.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 5.0000%  | 0.0000% | $7031566.00        | $5139689.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 4.5000%  | 0.0000% | $91140096.00       | $67906449.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 5.0000%  | 0.0000% | $4273304.00        | $3131042.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-10-20      | 5.5000%  | 0.0000% | $1032.00           | $693.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 4.5000%  | 0.0000% | $1000.00           | $762.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-12-20      | 6.0000%  | 0.0000% | $141374908.00      | $72158688.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 6.0000%  | 0.0000% | $129477072.00      | $67238379.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.0000%  | 0.0000% | $3201498.00        | $1331029.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 4.5000%  | 0.0000% | $24579.00          | $20714.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 5.5000%  | 0.0000% | $13500.00          | $10029.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.5000%  | 0.0000% | $9129318.00        | $3993495.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 5.5000%  | 0.0000% | $1008.00           | $751.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.5000%  | 0.0000% | $1000.00           | $474.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-07-20      | 3.5000%  | 0.0000% | $2617720.00        | $2091790.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-09-20      | 3.5000%  | 0.0000% | $1006.00           | $747.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 5.0000%  | 0.0000% | $1156.00           | $1060.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 6.5000%  | 0.0000% | $1000.00           | $992.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.5000%  | 0.0000% | $1000.00           | $1011.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-06-15      | 4.0000%  | 0.0000% | $1038.00           | $44.00             | Agency Mortgage-Backed Securities  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-02-19      | 0.0000%  | 0.0000% | $6772900.00        | $6761345.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-03-19      | 0.0000%  | 0.0000% | $6303800.00        | $6275256.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-02-26      | 0.0000%  | 0.0000% | $3057000.00        | $3049611.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-03-12      | 0.0000%  | 0.0000% | $11200.00          | $11157.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-03-26      | 0.0000%  | 0.0000% | $60200.00          | $59885.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-02      | 0.0000%  | 0.0000% | $124200.00         | $123465.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-10-29      | 0.0000%  | 0.0000% | $3257700.00        | $3174179.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-09      | 0.0000%  | 0.0000% | $177000.00         | $175839.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-23      | 0.0000%  | 0.0000% | $100.00            | $99.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-30      | 0.0000%  | 0.0000% | $167117000.00      | $165670769.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-02-10      | 0.0000%  | 0.0000% | $759600.00         | $758991.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-02-17      | 0.0000%  | 0.0000% | $19119400.00       | $19090472.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-02-24      | 0.0000%  | 0.0000% | $1407200.00        | $1404086.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-03-03      | 0.0000%  | 0.0000% | $159100.00         | $158636.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-21      | 0.0000%  | 0.0000% | $10000.00          | $9893.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-28      | 0.0000%  | 0.0000% | $365200.00         | $361047.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-08-15      | 0.0000%  | 0.0000% | $500.00            | $180.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-08-15      | 0.0000%  | 0.0000% | $1300.00           | $420.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-02-15      | 4.5000%  | 0.0000% | $158000.00         | $164999.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-11-15      | 3.1300%  | 0.0000% | $49700.00          | $41288.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-02-15      | 1.3800%  | 0.0000% | $22966700.00       | $27009281.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-11-15      | 3.0000%  | 0.0000% | $3389100.00        | $2604552.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $49998900.00       | $35316125.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-02-15      | 1.8800%  | 0.0000% | $16254200.00       | $9210325.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-02-15      | 0.1300%  | 0.0000% | $1000.00           | $674.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $4179700.00        | $2429707.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $200.00            | $136.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $3269900.00        | $2013685.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-05-15      | 2.8800%  | 0.0000% | $2126500.00        | $1495221.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $12744000.00       | $10676327.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $57405700.00       | $41797644.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-11-15      | 4.0000%  | 0.0000% | $11000.00          | $10135.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-02-15      | 3.8800%  | 0.0000% | $100.00            | $91.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $30455400.00       | $30656691.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-05-15      | 4.6300%  | 0.0000% | $100.00            | $97.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-08-15      | 4.1300%  | 0.0000% | $21700.00          | $20269.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-15      | 1.5000%  | 0.0000% | $35000.00          | $34842.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-15      | 1.6300%  | 0.0000% | $200000.00         | $199525.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $48700.00          | $48550.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-10-31      | 1.6300%  | 0.0000% | $500.00            | $495.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-12-31      | 1.7500%  | 0.0000% | $100.00            | $99.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $48000.00          | $47389.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $175700.00         | $169487.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-08-15      | 0.6300%  | 0.0000% | $1696900.00        | $1480688.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-11-15      | 0.8800%  | 0.0000% | $100.00            | $87.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-02-28      | 0.5000%  | 0.0000% | $170000.00         | $169952.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $100.00            | $95.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-06-30      | 0.8800%  | 0.0000% | $280000.00         | $277029.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $55000.00          | $51918.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-09-30      | 0.8800%  | 0.0000% | $100.00            | $99.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-10-31      | 1.3800%  | 0.0000% | $100.00            | $95.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-11-15      | 1.3800%  | 0.0000% | $6900.00           | $6017.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-12-31      | 1.3800%  | 0.0000% | $99800.00          | $93801.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-10-31      | 4.1300%  | 0.0000% | $100.00            | $102.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-11-15      | 4.1300%  | 0.0000% | $100.00            | $102.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-07-15      | 1.3800%  | 0.0000% | $4453700.00        | $4680257.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-04-15      | 2.1300%  | 0.0000% | $85716700.00       | $93169110.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-05-31      | 4.6300%  | 0.0000% | $100.00            | $104.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-06-15      | 4.6300%  | 0.0000% | $4409400.00        | $4497803.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-07-31      | 4.1300%  | 0.0000% | $127300.00         | $131517.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $54688900.00       | $55180163.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $46900.00          | $47559.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-11-30      | 4.1300%  | 0.0000% | $100.00            | $102.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-01-31      | 4.3800%  | 0.0000% | $431900.00         | $451418.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $203000.00         | $203978.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-31      | 3.7700%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-07-31      | 4.0000%  | 0.0000% | $700.00            | $715.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-31      | 3.6300%  | 0.0000% | $8458000.00        | $8597565.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-11-15      | 4.0000%  | 0.0000% | $1000.00           | $989.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-08-15      | 0.0000%  | 0.0000% | $49362.00          | $34257.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-08-15      | 0.0000%  | 0.0000% | $7.00              | $4.00              | U.S. Treasuries (including strips) |

### Security 306: J.P. MORGAN SECURITIES LLC

- **C.1 - Title:** J.P. MORGAN SECURITIES LLC 3.650000%
- **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: TPR101A24, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: TPR101A247791562JP
- **C.18 - Value (incl. sponsor support):** $3949995260.00
- **C.18.a - Value (excl. sponsor support):** $3949995260.00
- **C.19 - Percentage of Net Assets:** 1.3900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-05-01      | 5.5000%  | 0.0000% | $33086656.00       | $341771.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-10-01      | 5.5000%  | 0.0000% | $4999500.00        | $54488.00          | Agency Mortgage-Backed Securities   |
| The Federal Home Loan Banks              | 2037-02-24      | 3.0000%  | 0.0000% | $2565000.00        | $2238265.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-07-01      | 3.5000%  | 0.0000% | $2000000.00        | $183643.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-04-01      | 7.5000%  | 0.0000% | $12255223.00       | $6786.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-01-01      | 2.5000%  | 0.0000% | $9437584.00        | $5122115.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-07-25      | 7.5000%  | 0.0000% | $900000.00         | $13991.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-02-01      | 2.5000%  | 0.0000% | $31489000.00       | $16728807.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.0000%  | 0.0000% | $500000.00         | $402081.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-06-30      | 1.5500%  | 0.0000% | $10000000.00       | $8585647.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-01-01      | 3.5000%  | 0.0000% | $3000000.00        | $87839.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-04-01      | 3.5000%  | 0.0000% | $660069.00         | $81539.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-11-01      | 3.0000%  | 0.0000% | $2980000.00        | $731024.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-09-01      | 3.0000%  | 0.0000% | $160000.00         | $19986.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-10-01      | 5.0000%  | 0.0000% | $553980.00         | $8059.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 5.5000%  | 0.0000% | $269782.00         | $223447.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 7.0000%  | 0.0000% | $2011750.00        | $2161885.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-08-01      | 5.5000%  | 0.0000% | $1311420.00        | $1279176.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 7.0000%  | 0.0000% | $1458554.00        | $1547740.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-04-01      | 2.0000%  | 0.0000% | $16500000.00       | $61080.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-07-01      | 5.0000%  | 0.0000% | $215000.00         | $27075.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.0000%  | 0.0000% | $51822.00          | $39488.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-03-01      | 4.5000%  | 0.0000% | $199000.00         | $19332.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 4.0000%  | 0.0000% | $521380.00         | $432912.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.0000%  | 0.0000% | $2765036.00        | $2805007.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.0000%  | 0.0000% | $3763836.00        | $3787427.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 6.5000%  | 0.0000% | $14855056.00       | $15439621.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.0000%  | 0.0000% | $1083250.00        | $1091006.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.0000%  | 0.0000% | $3094004.00        | $3055675.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-08-01      | 3.5000%  | 0.0000% | $18000000.00       | $4443070.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.5000%  | 0.0000% | $1412504.00        | $928834.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 3.5000%  | 0.0000% | $200000.00         | $127772.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-11-01      | 4.5000%  | 0.0000% | $460000.00         | $261662.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 4.0000%  | 0.0000% | $3450000.00        | $2565381.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 5.0000%  | 0.0000% | $350000.00         | $269128.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-02-01      | 2.0000%  | 0.0000% | $63673.00          | $45973.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 2.5000%  | 0.0000% | $160543.00         | $122569.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-10-01      | 6.0000%  | 0.0000% | $23000000.00       | $74783.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 5.5000%  | 0.0000% | $37852736.00       | $33793883.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $25140896.00       | $22488924.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-10-01      | 5.5000%  | 0.0000% | $109200000.00      | $2343473.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.5000%  | 0.0000% | $6081512.00        | $4815983.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $29636736.00       | $24078659.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 5.5000%  | 0.0000% | $800000.00         | $759333.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.0000%  | 0.0000% | $10008672.00       | $10273403.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 4.5000%  | 0.0000% | $33414592.00       | $32943900.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.0000%  | 0.0000% | $2207488.00        | $2228390.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 4.0000%  | 0.0000% | $2768540.00        | $2640061.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $4905200.00        | $5042131.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $1568724.00        | $1612072.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-05-20      | 4.5000%  | 0.0000% | $11997936.00       | $972245.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-02-20      | 4.0000%  | 0.0000% | $1355010.00        | $123187.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-12-20      | 3.5000%  | 0.0000% | $122705000.00      | $14928589.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-04-20      | 3.0000%  | 0.0000% | $374347.00         | $57321.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-07-20      | 3.5000%  | 0.0000% | $50000000.00       | $5305394.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 4.0000%  | 0.0000% | $1217884.00        | $221709.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-04-20      | 5.0000%  | 0.0000% | $1805494.00        | $595749.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-11-20      | 3.5000%  | 0.0000% | $13200000.00       | $4095345.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-04-20      | 2.0000%  | 0.0000% | $223776512.00      | $115829402.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 5.5000%  | 0.0000% | $171593728.00      | $127015066.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 4.5000%  | 0.0000% | $1516206.00        | $1129691.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-06-20      | 3.0000%  | 0.0000% | $276346.00         | $187377.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 2.0000%  | 0.0000% | $533751.00         | $337905.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-03-20      | 2.5000%  | 0.0000% | $640000.00         | $412607.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-11-20      | 6.5000%  | 0.0000% | $441196.00         | $310491.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 2.0000%  | 0.0000% | $592926.00         | $296091.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 5.0000%  | 0.0000% | $568007200.00      | $502425737.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 7.0000%  | 0.0000% | $110864640.00      | $41104000.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-05-20      | 6.5000%  | 0.0000% | $606559.00         | $526089.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-09-20      | 4.5000%  | 0.0000% | $502500.00         | $176000.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-03-20      | 3.0000%  | 0.0000% | $302721.00         | $89113.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-07-20      | 2.5000%  | 0.0000% | $860393.00         | $528455.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-01-20      | 7.0000%  | 0.0000% | $2868000.00        | $1054422.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-07-20      | 7.5000%  | 0.0000% | $1094792.00        | $356401.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-09-20      | 2.5000%  | 0.0000% | $94020.00          | $58491.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-10-20      | 3.0000%  | 0.0000% | $311000.00         | $136344.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-02-20      | 3.0000%  | 0.0000% | $76752.00          | $50865.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-05-20      | 2.5000%  | 0.0000% | $1897826.00        | $1239469.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-09-20      | 3.0000%  | 0.0000% | $1100066.00        | $908242.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-09-20      | 2.5000%  | 0.0000% | $200000.00         | $107077.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-01-20      | 2.5000%  | 0.0000% | $1750000.00        | $1199014.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 5.5000%  | 0.0000% | $54562400.00       | $44070220.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-10-15      | 2.5000%  | 0.0000% | $987173.00         | $468258.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-02-15      | 4.0000%  | 0.0000% | $10870927.00       | $623189.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 6.0000%  | 0.0000% | $2116472.00        | $1753489.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 7.0000%  | 0.0000% | $1059416.00        | $270116.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.5000%  | 0.0000% | $6272432.00        | $6196613.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 5.5000%  | 0.0000% | $1089898.00        | $976574.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.5000%  | 0.0000% | $1289070.00        | $1118444.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 6.0000%  | 0.0000% | $1019060.00        | $808051.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 6.5000%  | 0.0000% | $1279106.00        | $1331309.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.0000%  | 0.0000% | $1226946.00        | $1177953.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 6.5000%  | 0.0000% | $1544156.00        | $1092251.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 5.5000%  | 0.0000% | $9860272.00        | $5798305.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 7.0000%  | 0.0000% | $8754784.00        | $6537293.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 5.5000%  | 0.0000% | $1688854.00        | $1719049.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 6.5000%  | 0.0000% | $2765490.00        | $2871478.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 6.5000%  | 0.0000% | $6629824.00        | $6573499.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $8863184.00        | $8658417.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 7.0000%  | 0.0000% | $1658870.00        | $1719589.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 5.5000%  | 0.0000% | $10998128.00       | $11235926.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.0000%  | 0.0000% | $1999714.00        | $1716988.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.0000%  | 0.0000% | $1619430.00        | $1676991.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $2610976.00        | $2718872.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $1811000.00        | $1888097.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 7.0000%  | 0.0000% | $1144460.00        | $1191041.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $2478184.00        | $2362624.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 5.5000%  | 0.0000% | $2574360.00        | $2589796.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $3714490.00        | $3872385.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 5.5000%  | 0.0000% | $2153444.00        | $2168994.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 5.0000%  | 0.0000% | $1273742.00        | $1276591.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.0000%  | 0.0000% | $12500256.00       | $12562527.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $987417.00         | $1026478.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.0000%  | 0.0000% | $1277522.00        | $1287849.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 5.0000%  | 0.0000% | $1817422.00        | $1819861.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $1419550.00        | $1487100.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $2338970.00        | $2420620.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $16274784.00       | $16707426.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.0000%  | 0.0000% | $974720.00         | $1007981.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $928309.00         | $965829.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $1132380.00        | $1140217.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $4054888.00        | $4234565.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $1547490.00        | $1633025.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.0000%  | 0.0000% | $1094712.00        | $1085988.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 4.5000%  | 0.0000% | $4329392.00        | $4253310.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 4.5000%  | 0.0000% | $1535370.00        | $1517438.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $12031440.00       | $12114707.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $1349560.00        | $1415890.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.0000%  | 0.0000% | $30071584.00       | $30242183.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $4138288.00        | $4126269.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $1212156.00        | $1225011.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $1695552.00        | $1714574.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-10-20      | 1.5000%  | 0.0000% | $50010.00          | $39870.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 5.5000%  | 0.0000% | $276426240.00      | $231310188.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 5.5000%  | 0.0000% | $1987590144.00     | $1941323507.00     | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 5.5000%  | 0.0000% | $425566720.00      | $426183542.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 4.5000%  | 0.0000% | $206000000.00      | $201221367.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $1094612.00        | $1110668.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $1180166.00        | $1228469.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.0000%  | 0.0000% | $1867300.00        | $1878248.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.0000%  | 0.0000% | $4423090.00        | $4448254.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.0000%  | 0.0000% | $1836848.00        | $1856617.00        | Agency Mortgage-Backed Securities   |

### Security 307: RBC DOMINION SECURITIES INC.

- **C.1 - Title:** RBC DOMINION SECURITIES INC. 3.489998%
- **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: TPR101BD4, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: TPR101BD47791561RB
- **C.18 - Value (incl. sponsor support):** $1974998025.00
- **C.18.a - Value (excl. sponsor support):** $1974998025.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.4900%
- **C.11 - Maturity Date (WAM):** 2026-02-07
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-06-01      | 4.0000%  | 0.0000% | $129679250.00      | $15745760.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-06-01      | 4.0000%  | 0.0000% | $49999000.00       | $13731528.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-01-01      | 2.5000%  | 0.0000% | $40390607.00       | $20474706.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-08-01      | 2.5000%  | 0.0000% | $33158486.00       | $19662538.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-05-01      | 2.5000%  | 0.0000% | $10858128.00       | $3763265.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-05-01      | 2.0000%  | 0.0000% | $7472751.00        | $4120554.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-11-01      | 3.0000%  | 0.0000% | $238749195.00      | $41101105.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-07-01      | 3.0000%  | 0.0000% | $15054325.00       | $2237943.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 3.0000%  | 0.0000% | $247861760.00      | $42489045.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-05-01      | 4.0000%  | 0.0000% | $123999000.00      | $17565942.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 4.0000%  | 0.0000% | $53617238.00       | $17931582.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 2.5000%  | 0.0000% | $6251008.00        | $2931129.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 6.5000%  | 0.0000% | $24132000.00       | $20029546.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 6.0000%  | 0.0000% | $27912500.00       | $21166456.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 7.0000%  | 0.0000% | $1000.00           | $868.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.5000%  | 0.0000% | $50839810.00       | $23124196.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.5000%  | 0.0000% | $28147400.00       | $18166784.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.5000%  | 0.0000% | $17920000.00       | $17430050.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.0000%  | 0.0000% | $41896000.00       | $20170662.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 1.5000%  | 0.0000% | $41512256.00       | $23477240.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $2263648.00        | $2111705.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-12-01      | 6.5000%  | 0.0000% | $3842500.00        | $2579172.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-12-01      | 6.5000%  | 0.0000% | $49999000.00       | $38317807.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 6.5000%  | 0.0000% | $164700000.00      | $128338647.00      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.5000%  | 0.0000% | $7546752.00        | $6308267.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-07-20      | 3.5000%  | 0.0000% | $8222.00           | $988.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-08-20      | 3.5000%  | 0.0000% | $1000.00           | $124.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-10-20      | 4.5000%  | 0.0000% | $1356.00           | $103.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-06-20      | 3.5000%  | 0.0000% | $18173.00          | $1819.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-07-20      | 3.5000%  | 0.0000% | $1004.00           | $107.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-06-20      | 3.0000%  | 0.0000% | $14115160.00       | $3506159.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-11-20      | 3.5000%  | 0.0000% | $63920000.00       | $19831396.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 4.0000%  | 0.0000% | $1024.00           | $729.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.0000%  | 0.0000% | $253070336.00      | $180810011.00      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-03-20      | 2.0000%  | 0.0000% | $181206301.00      | $91495796.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-02-20      | 2.0000%  | 0.0000% | $127336000.00      | $78849925.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 5.0000%  | 0.0000% | $10406055.00       | $7606255.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 4.5000%  | 0.0000% | $182480896.00      | $135962439.00      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 4.5000%  | 0.0000% | $1000.00           | $762.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 4.0000%  | 0.0000% | $111678208.00      | $85347408.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 6.0000%  | 0.0000% | $1120.00           | $582.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.0000%  | 0.0000% | $51704649.00       | $21496305.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 5.5000%  | 0.0000% | $1000.00           | $743.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 6.0000%  | 0.0000% | $5614730.00        | $3371234.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 4.0000%  | 0.0000% | $23098496.00       | $20375626.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-09-20      | 3.5000%  | 0.0000% | $7674136.00        | $5702071.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 5.0000%  | 0.0000% | $1024.00           | $939.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.5000%  | 0.0000% | $1302.00           | $1188.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.5000%  | 0.0000% | $5778446.00        | $5840043.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-06-15      | 4.0000%  | 0.0000% | $226297000.00      | $11548244.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-06-15      | 4.0000%  | 0.0000% | $1030.00           | $43.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 6.5000%  | 0.0000% | $17000000.00       | $13120288.00       | Agency Mortgage-Backed Securities  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-03-12      | 0.0000%  | 0.0000% | $44236300.00       | $44066477.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-03-26      | 0.0000%  | 0.0000% | $100.00            | $99.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-23      | 0.0000%  | 0.0000% | $38768700.00       | $38461032.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-30      | 0.0000%  | 0.0000% | $1200.00           | $1190.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-28      | 0.0000%  | 0.0000% | $800.00            | $791.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-05-15      | 0.0000%  | 0.0000% | $19040700.00       | $8200810.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-02-15      | 0.0000%  | 0.0000% | $21932700.00       | $8114967.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-08-15      | 0.0000%  | 0.0000% | $7995500.00        | $2726298.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2038-05-15      | 4.5000%  | 0.0000% | $8994200.00        | $9188677.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-08-15      | 2.7500%  | 0.0000% | $300.00            | $235.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-02-15      | 0.6300%  | 0.0000% | $39348000.00       | $41640143.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-05-15      | 2.8800%  | 0.0000% | $1100.00           | $858.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-08-15      | 3.0000%  | 0.0000% | $200.00            | $150.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $11919100.00       | $8112010.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $900.00            | $630.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $73320400.00       | $61424400.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $28327600.00       | $20625599.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-02-15      | 3.8800%  | 0.0000% | $100.00            | $91.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-05-15      | 3.6300%  | 0.0000% | $100.00            | $81.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-05-15      | 3.8800%  | 0.0000% | $1300.00           | $1174.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-05-15      | 4.6300%  | 0.0000% | $300.00            | $291.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $902200.00         | $899417.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-10-31      | 1.6300%  | 0.0000% | $235800.00         | $233307.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-01-15      | 0.1300%  | 0.0000% | $4810300.00        | $5198490.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-05-15      | 2.8800%  | 0.0000% | $17366000.00       | $16421757.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-10-15      | 1.6300%  | 0.0000% | $706200.00         | $788570.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-04-15      | 2.1300%  | 0.0000% | $411561400.00      | $447343510.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-05-31      | 4.6300%  | 0.0000% | $29616600.00       | $30937846.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $4668400.00        | $4710336.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-10-31      | 4.1300%  | 0.0000% | $400.00            | $409.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-01-31      | 4.3800%  | 0.0000% | $10929400.00       | $11423301.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-02-15      | 4.2500%  | 0.0000% | $34498900.00       | $35638784.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-02-29      | 4.1300%  | 0.0000% | $5828600.00        | $5987292.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-05-31      | 4.1300%  | 0.0000% | $4355600.00        | $4423956.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $77800.00          | $78175.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-07-31      | 4.0000%  | 0.0000% | $900.00            | $919.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-11-15      | 4.0000%  | 0.0000% | $100.00            | $99.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-08-15      | 0.0000%  | 0.0000% | $70.00             | $48.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-08-15      | 0.0000%  | 0.0000% | $36.00             | $19.00             | U.S. Treasuries (including strips) |

### Security 308: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 3.610001%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR101EA9, C.3 - LEI: N.A., C.5 - Other ID: TPR101EA97791562BN
- **C.18 - Value (incl. sponsor support):** $844999408.50
- **C.18.a - Value (excl. sponsor support):** $844999408.50
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-02-07
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-03-19      | 0.0000%  | 0.0000% | $6429000.00        | $6397948.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-14      | 0.0000%  | 0.0000% | $485000.00         | $480009.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-09      | 0.0000%  | 0.0000% | $125064900.00      | $123097629.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-02-17      | 0.0000%  | 0.0000% | $111538800.00      | $111335799.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-02-24      | 0.0000%  | 0.0000% | $41504400.00       | $41399726.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-03-03      | 0.0000%  | 0.0000% | $1128000.00        | $1124368.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-06-04      | 0.0000%  | 0.0000% | $15901000.00       | $15704782.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-02      | 0.0000%  | 0.0000% | $215665100.00      | $212418262.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-21      | 0.0000%  | 0.0000% | $7864400.00        | $7801013.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-28      | 0.0000%  | 0.0000% | $7231000.00        | $7167656.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-11-15      | 0.0000%  | 0.0000% | $194100.00         | $77100.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-08-15      | 0.0000%  | 0.0000% | $1878800.00        | $717204.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-02-15      | 5.3800%  | 0.0000% | $688900.00         | $754399.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-02-15      | 0.2500%  | 0.0000% | $6764500.00        | $4959300.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-11-15      | 1.6300%  | 0.0000% | $125367000.00      | $66413118.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-02-15      | 3.6300%  | 0.0000% | $75491100.00       | $62435587.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-09-30      | 4.6300%  | 0.0000% | $60285600.00       | $63363263.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $91110200.00       | $92611085.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-02-15      | 0.0000%  | 0.0000% | $11.00             | $10.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-08-15      | 0.0000%  | 0.0000% | $87757019.00       | $43641741.00       | U.S. Treasuries (including strips) |

### Security 309: RBC DOMINION SECURITIES INC.

- **C.1 - Title:** RBC DOMINION SECURITIES INC. 3.610001%
- **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: TPR101EAB, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: TPR101EAB7791563RB
- **C.18 - Value (incl. sponsor support):** $844580373.00
- **C.18.a - Value (excl. sponsor support):** $844580373.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-02-07
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-05-01      | 2.0000%  | 0.0000% | $1024.00           | $565.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-11-01      | 3.0000%  | 0.0000% | $335611.00         | $57776.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 2.5000%  | 0.0000% | $42872896.00       | $20103313.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $758.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $645.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 1.5000%  | 0.0000% | $1024.00           | $579.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $1018.00           | $950.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $917.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.5000%  | 0.0000% | $5895712.00        | $4928176.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-08-20      | 4.0000%  | 0.0000% | $1025.00           | $110.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-08-20      | 3.5000%  | 0.0000% | $1000.00           | $124.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-10-20      | 4.5000%  | 0.0000% | $132630720.00      | $10078198.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-06-20      | 3.5000%  | 0.0000% | $1024.00           | $103.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-06-20      | 3.0000%  | 0.0000% | $1000.00           | $248.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-08-20      | 3.0000%  | 0.0000% | $2382414.00        | $686437.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 4.0000%  | 0.0000% | $1024.00           | $729.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.0000%  | 0.0000% | $1111.00           | $794.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-03-20      | 2.0000%  | 0.0000% | $1024.00           | $517.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-08-20      | 3.0000%  | 0.0000% | $1008.00           | $564.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 3.0000%  | 0.0000% | $39428480.00       | $22852579.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.5000%  | 0.0000% | $1024.00           | $699.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 4.0000%  | 0.0000% | $1008.00           | $664.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.5000%  | 0.0000% | $1024.00           | $748.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 5.0000%  | 0.0000% | $1000.00           | $731.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 4.5000%  | 0.0000% | $148221557.00      | $110436571.00      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-10-20      | 4.0000%  | 0.0000% | $60881984.00       | $45373844.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-10-20      | 5.0000%  | 0.0000% | $39598592.00       | $29123920.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 4.5000%  | 0.0000% | $1577000.00        | $1202071.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 4.0000%  | 0.0000% | $1024.00           | $783.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 5.0000%  | 0.0000% | $1024.00           | $761.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 6.0000%  | 0.0000% | $1120.00           | $582.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-02-20      | 5.0000%  | 0.0000% | $1000.00           | $754.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 5.5000%  | 0.0000% | $2746232.00        | $1913878.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.0000%  | 0.0000% | $38296467.00       | $15921828.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 4.5000%  | 0.0000% | $1000.00           | $843.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.5000%  | 0.0000% | $1008.00           | $441.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 5.0000%  | 0.0000% | $2432.00           | $2160.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 5.0000%  | 0.0000% | $1024.00           | $870.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 5.5000%  | 0.0000% | $1008.00           | $751.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 4.0000%  | 0.0000% | $1008.00           | $889.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 5.0000%  | 0.0000% | $57394.00          | $52651.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.5000%  | 0.0000% | $1110.00           | $1013.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 6.5000%  | 0.0000% | $2979020.00        | $2955033.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.5000%  | 0.0000% | $1008.00           | $1019.00           | Agency Mortgage-Backed Securities  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-02-05      | 0.0000%  | 0.0000% | $12322400.00       | $12318716.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-03-12      | 0.0000%  | 0.0000% | $103865200.00      | $103466461.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-03-26      | 0.0000%  | 0.0000% | $800.00            | $796.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-02      | 0.0000%  | 0.0000% | $21379800.00       | $21253317.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-23      | 0.0000%  | 0.0000% | $7120900.00        | $7064389.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-02      | 0.0000%  | 0.0000% | $10000000.00       | $9852300.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-08-15      | 0.0000%  | 0.0000% | $7494100.00        | $2702417.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-08-15      | 0.0000%  | 0.0000% | $9500.00           | $3239.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-05-15      | 5.0000%  | 0.0000% | $11000.00          | $11810.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-01-15      | 2.5000%  | 0.0000% | $7853000.00        | $12361460.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-08-15      | 2.7500%  | 0.0000% | $100.00            | $78.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-02-15      | 0.6300%  | 0.0000% | $14775600.00       | $15636325.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-02-15      | 1.0000%  | 0.0000% | $128900.00         | $133983.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-08-15      | 3.0000%  | 0.0000% | $200.00            | $150.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-11-15      | 1.6300%  | 0.0000% | $100.00            | $53.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $100.00            | $68.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-05-15      | 2.8800%  | 0.0000% | $100.00            | $70.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $4100.00           | $3435.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-05-15      | 3.6300%  | 0.0000% | $45900.00          | $37366.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-05-15      | 3.8800%  | 0.0000% | $200.00            | $181.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $78400.00          | $72172.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $200.00            | $190.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-15      | 3.1300%  | 0.0000% | $3593700.00        | $3572252.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $12045900.00       | $14879206.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $31000.00          | $30904.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-10-31      | 1.6300%  | 0.0000% | $1000.00           | $989.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $22000.00          | $21045.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $92800.00          | $91577.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-11-15      | 1.3800%  | 0.0000% | $48914800.00       | $42656236.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-02-15      | 1.8800%  | 0.0000% | $100.00            | $90.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-05-15      | 2.8800%  | 0.0000% | $31720800.00       | $29996042.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-06-30      | 3.2500%  | 0.0000% | $107000.00         | $106871.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-07-15      | 0.6300%  | 0.0000% | $8383100.00        | $8870571.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-03-31      | 4.1300%  | 0.0000% | $700.00            | $719.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-04-15      | 2.1300%  | 0.0000% | $81798000.00       | $88909709.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-04-30      | 4.6300%  | 0.0000% | $50000000.00       | $52426019.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-05-31      | 4.6300%  | 0.0000% | $115767000.00      | $120931561.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-15      | 4.3800%  | 0.0000% | $11384300.00       | $11538453.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $5012000.00        | $5057022.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-10-31      | 4.1300%  | 0.0000% | $100.00            | $102.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-01-31      | 4.3800%  | 0.0000% | $233800.00         | $244365.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $12203000.00       | $12353564.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-05-31      | 4.1300%  | 0.0000% | $4089500.00        | $4153680.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $346700.00         | $348371.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-07-31      | 4.0000%  | 0.0000% | $700.00            | $715.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-31      | 3.6300%  | 0.0000% | $2293700.00        | $2331548.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-12-31      | 3.6300%  | 0.0000% | $12815000.00       | $12751196.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-08-15      | 0.0000%  | 0.0000% | $985.00            | $684.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-08-15      | 0.0000%  | 0.0000% | $13.00             | $7.00              | U.S. Treasuries (including strips) |

### Security 310: J.P. MORGAN SECURITIES LLC

- **C.1 - Title:** J.P. MORGAN SECURITIES LLC 3.650000%
- **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: TPR10218A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: TPR10218A7791561JP
- **C.18 - Value (incl. sponsor support):** $839999748.00
- **C.18.a - Value (excl. sponsor support):** $839999748.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2026-03-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-12-17      | 0.0000%  | 0.0000% | $149686000.00      | $129275116.00      | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks              | 2045-04-10      | 5.8700%  | 0.0000% | $1400000.00        | $1419863.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-05-01      | 5.0000%  | 0.0000% | $1711670.00        | $177582.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-03-01      | 4.5000%  | 0.0000% | $462786.00         | $23123.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 4.0000%  | 0.0000% | $3800000.00        | $2883924.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-01-01      | 6.0000%  | 0.0000% | $1257040.00        | $1245812.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-02-06      | 0.0000%  | 0.0000% | $2465000.00        | $1527822.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-02-06      | 0.0000%  | 0.0000% | $2468000.00        | $1447410.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-03-01      | 3.0000%  | 0.0000% | $1708414.00        | $379069.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 4.0000%  | 0.0000% | $1157988.00        | $1105188.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.5000%  | 0.0000% | $3600430.00        | $3594382.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 2.0000%  | 0.0000% | $89114496.00       | $72815554.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.0000%  | 0.0000% | $152892160.00      | $154834009.00      | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.0000%  | 0.0000% | $142906112.00      | $143923420.00      | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-11-01      | 5.0000%  | 0.0000% | $286944768.00      | $277357363.00      | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 6.0000%  | 0.0000% | $2027450.00        | $2102057.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-11-20      | 3.5000%  | 0.0000% | $3208800.00        | $409758.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 1.5000%  | 0.0000% | $1024380.00        | $589289.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 4.5000%  | 0.0000% | $6835000.00        | $5209990.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 4.5000%  | 0.0000% | $2452620.00        | $2186657.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-09-15      | 2.5000%  | 0.0000% | $363069.00         | $202693.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-07-20      | 3.0000%  | 0.0000% | $725098.00         | $363865.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-10-20      | 5.0000%  | 0.0000% | $3450468.00        | $993142.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-02-20      | 3.0000%  | 0.0000% | $70024704.00       | $15776414.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-10-20      | 5.0000%  | 0.0000% | $535195.00         | $529506.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 7.0000%  | 0.0000% | $1620114.00        | $1104304.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 6.5000%  | 0.0000% | $927263.00         | $927994.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $868684.00         | $904347.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 6.5000%  | 0.0000% | $892586.00         | $949616.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $1111084.00        | $1157899.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $3414348.00        | $3548540.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.0000%  | 0.0000% | $1052428.00        | $1096494.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $1596494.00        | $1638933.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.0000%  | 0.0000% | $3309748.00        | $3328309.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.5000%  | 0.0000% | $503812.00         | $509022.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.5000%  | 0.0000% | $1627780.00        | $1643183.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $2289776.00        | $2376573.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.5000%  | 0.0000% | $6152280.00        | $6308969.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.0000%  | 0.0000% | $7464750.00        | $7507950.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.5000%  | 0.0000% | $4334768.00        | $4639022.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $2591768.00        | $2595380.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 5.5000%  | 0.0000% | $1516108.00        | $1540689.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.0000%  | 0.0000% | $1847910.00        | $342780.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.0000%  | 0.0000% | $1418238.00        | $1426383.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.5000%  | 0.0000% | $725611.00         | $742641.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.5000%  | 0.0000% | $1319206.00        | $1379153.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 6.0000%  | 0.0000% | $345496.00         | $358002.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-07-20      | 2.5000%  | 0.0000% | $399999.00         | $227715.00         | Agency Mortgage-Backed Securities   |

### Security 311: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR10269B, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: TPR10269B7791564CR
- **C.18 - Value (incl. sponsor support):** $1269358269.00
- **C.18.a - Value (excl. sponsor support):** $1269358269.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-05-15      | 2.8800%  | 0.0000% | $400.00            | $312.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $62401800.00       | $45266599.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $32981700.00       | $19612747.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-08-15      | 1.3800%  | 0.0000% | $381181300.00      | $189711331.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-08-15      | 1.1300%  | 0.0000% | $47630900.00       | $30035896.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-11-15      | 1.6300%  | 0.0000% | $359603800.00      | $189781482.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-02-15      | 1.8800%  | 0.0000% | $334737400.00      | $189676532.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $30319300.00       | $18671375.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $800.00            | $670.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-02-15      | 3.6300%  | 0.0000% | $230334200.00      | $189721423.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-05-15      | 3.6300%  | 0.0000% | $233041600.00      | $189714855.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $27017800.00       | $26612006.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-05-15      | 4.6300%  | 0.0000% | $20302500.00       | $19677263.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-12-31      | 4.3800%  | 0.0000% | $4298400.00        | $4416020.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-30      | 3.3800%  | 0.0000% | $181998900.00      | $182501564.00      | U.S. Treasuries (including strips) |

### Security 312: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR10269F, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: TPR10269F7791565CR
- **C.18 - Value (incl. sponsor support):** $1269358269.00
- **C.18.a - Value (excl. sponsor support):** $1269358269.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $43829200.00       | $31793936.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-05-15      | 3.1300%  | 0.0000% | $85047500.00       | $64999744.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $104720600.00      | $78385427.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-08-15      | 1.3800%  | 0.0000% | $227568800.00      | $113259438.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-08-15      | 1.1300%  | 0.0000% | $301206200.00      | $189939687.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-11-15      | 1.6300%  | 0.0000% | $193433900.00      | $102085051.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-11-15      | 1.3800%  | 0.0000% | $292382900.00      | $189883320.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-02-15      | 1.8800%  | 0.0000% | $157310300.00      | $89138746.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-02-15      | 3.6300%  | 0.0000% | $132551200.00      | $109179628.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-05-15      | 3.6300%  | 0.0000% | $129158700.00      | $105145708.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $46944700.00       | $46423538.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $185037100.00      | $170338710.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-15      | 4.5000%  | 0.0000% | $4711900.00        | $4826088.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-11-30      | 3.7500%  | 0.0000% | $1000.00           | $990.00            | U.S. Treasuries (including strips) |

### Security 313: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 3.650000%
- **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: TPR1026AB, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR1026AB7791563CG
- **C.18 - Value (incl. sponsor support):** $999327200.00
- **C.18.a - Value (excl. sponsor support):** $999327200.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-05-20      | 2.0000%  | 0.0000% | $84742141.00       | $44878959.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 6.5000%  | 0.0000% | $60165074.00       | $62673651.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.0000%  | 0.0000% | $57181985.00       | $57474743.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $31292986.00       | $31473508.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 5.5000%  | 0.0000% | $1000.00           | $1001.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 4.5000%  | 0.0000% | $303438241.00      | $295510872.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 5.0000%  | 0.0000% | $2240.00           | $2228.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 4.5000%  | 0.0000% | $4988685.00        | $4869343.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.0000%  | 0.0000% | $111919.00         | $113615.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $5649655.00        | $5794331.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 3.5000%  | 0.0000% | $11426749.00       | $10469642.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 4.0000%  | 0.0000% | $44654235.00       | $42233269.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $109638515.00      | $111742973.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $220433852.00      | $227366077.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 4.0000%  | 0.0000% | $68691748.00       | $65129403.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.5000%  | 0.0000% | $58417435.00       | $60266384.00       | Agency Mortgage-Backed Securities |

### Security 314: J.P. MORGAN SECURITIES LLC

- **C.1 - Title:** J.P. MORGAN SECURITIES LLC 3.650000%
- **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: TPR102C36, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: TPR102C367791566JP
- **C.18 - Value (incl. sponsor support):** $4935000000.00
- **C.18.a - Value (excl. sponsor support):** $4935000000.00
- **C.19 - Percentage of Net Assets:** 1.7400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-08-01      | 6.5000%  | 0.0000% | $11596272.00       | $439647.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2041-01-01      | 4.5000%  | 0.0000% | $1048000.00        | $37884.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2039-10-01      | 4.0000%  | 0.0000% | $16000000.00       | $1025291.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-05-01      | 5.0000%  | 0.0000% | $564297.00         | $21345.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2033-09-01      | 5.5000%  | 0.0000% | $3943740.00        | $26842.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-02-01      | 3.5000%  | 0.0000% | $309112.00         | $25063.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-02-01      | 6.0000%  | 0.0000% | $3551000.00        | $23084.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-04-01      | 3.0000%  | 0.0000% | $562000.00         | $71948.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-06-01      | 3.0000%  | 0.0000% | $4700000.00        | $680192.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-01-01      | 3.5000%  | 0.0000% | $2900000.00        | $430408.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-01-01      | 3.0000%  | 0.0000% | $7900000.00        | $1177268.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-01-01      | 2.0000%  | 0.0000% | $135326.00         | $20650.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2043-11-01      | 3.0000%  | 0.0000% | $612000.00         | $111974.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2044-02-01      | 4.5000%  | 0.0000% | $19560672.00       | $13767963.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-12-01      | 2.5000%  | 0.0000% | $475245.00         | $241370.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-04-01      | 6.0000%  | 0.0000% | $143630848.00      | $103039926.00      | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-05-01      | 2.5000%  | 0.0000% | $55583.00          | $22866.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-03-01      | 3.0000%  | 0.0000% | $172364.00         | $105661.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 5.0000%  | 0.0000% | $1035000.00        | $802960.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-05-01      | 3.5000%  | 0.0000% | $24293216.00       | $17416034.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-05-01      | 5.0000%  | 0.0000% | $17128896.00       | $11968281.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 4.0000%  | 0.0000% | $34937344.00       | $26514043.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-02-01      | 7.0000%  | 0.0000% | $21413000.00       | $16975646.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 6.0000%  | 0.0000% | $16455000.00       | $13789032.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 3.5000%  | 0.0000% | $7909600.00        | $6771437.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-09-01      | 1.5000%  | 0.0000% | $14056048.00       | $7316284.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2043-06-01      | 3.0000%  | 0.0000% | $3700000.00        | $3060884.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 5.5000%  | 0.0000% | $34897472.00       | $32827642.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 5.5000%  | 0.0000% | $56403200.00       | $53377403.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-11-01      | 3.0000%  | 0.0000% | $10524832.00       | $6096521.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-05-01      | 5.0000%  | 0.0000% | $5057048.00        | $4166995.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 5.5000%  | 0.0000% | $93257728.00       | $81361920.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 5.5000%  | 0.0000% | $76349824.00       | $69091664.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2034-02-01      | 4.0000%  | 0.0000% | $30000000.00       | $4060928.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2043-06-01      | 3.5000%  | 0.0000% | $45000.00          | $7141.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2045-04-01      | 4.0000%  | 0.0000% | $4038576.00        | $3216536.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-04-01      | 4.0000%  | 0.0000% | $1661906.00        | $269428.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-07-01      | 4.0000%  | 0.0000% | $5668672.00        | $1172871.00        | Agency Mortgage-Backed Securities   |
| The Federal Home Loan Banks                   | 2026-03-27      | 0.0000%  | 0.0000% | $500000.00         | $497339.00         | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-04-22      | 0.0000%  | 0.0000% | $1500000.00        | $1488128.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-06-22      | 0.0000%  | 0.0000% | $700000.00         | $690236.00         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-09-01      | 4.0000%  | 0.0000% | $1415800.00        | $272160.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-02-01      | 2.0000%  | 0.0000% | $6300000.00        | $4186832.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-04-01      | 3.5000%  | 0.0000% | $3493000.00        | $2164163.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-05-01      | 4.5000%  | 0.0000% | $282829.00         | $269399.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-08-01      | 6.5000%  | 0.0000% | $19909000.00       | $17425956.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-08-01      | 2.5000%  | 0.0000% | $5800752.00        | $3100639.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-08-01      | 3.5000%  | 0.0000% | $1172810.00        | $726403.00         | Agency Mortgage-Backed Securities   |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2043-01-26      | 3.3800%  | 0.0000% | $1251000.00        | $1014301.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-03-01      | 1.5000%  | 0.0000% | $651123.00         | $394148.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-10-01      | 2.0000%  | 0.0000% | $32743.00          | $17939.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-05-01      | 2.5000%  | 0.0000% | $415000.00         | $252568.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-09-01      | 2.5000%  | 0.0000% | $39371.00          | $24728.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-04-01      | 4.0000%  | 0.0000% | $290000.00         | $210139.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-01-01      | 2.0000%  | 0.0000% | $23000000.00       | $14704548.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-05-01      | 4.0000%  | 0.0000% | $1210000.00        | $826302.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2045-10-01      | 5.0000%  | 0.0000% | $54570048.00       | $53329398.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2041-07-01      | 1.5000%  | 0.0000% | $1500000.00        | $891310.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-03-01      | 2.5000%  | 0.0000% | $5057496.00        | $2917633.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-08-01      | 3.0000%  | 0.0000% | $724310.00         | $475198.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-11-01      | 6.0000%  | 0.0000% | $2043780.00        | $2099139.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-11-01      | 5.5000%  | 0.0000% | $2304896.00        | $2353326.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-09-01      | 6.0000%  | 0.0000% | $1600334.00        | $1632900.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-11-01      | 6.0000%  | 0.0000% | $1552618.00        | $1581941.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-12-01      | 5.0000%  | 0.0000% | $1518460.00        | $1535520.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-12-30      | 1.5600%  | 0.0000% | $15000000.00       | $13114890.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2033-07-22      | 1.5000%  | 0.0000% | $10000000.00       | $8239933.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2029-04-01      | 6.5000%  | 0.0000% | $4066240.00        | $9933.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2027-08-01      | 3.4000%  | 0.0000% | $500000.00         | $351834.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2031-07-01      | 6.5000%  | 0.0000% | $4570000.00        | $33645.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-07-01      | 5.0000%  | 0.0000% | $1145000.00        | $120633.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-10-01      | 4.0000%  | 0.0000% | $12000000.00       | $1724978.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-06-01      | 3.5000%  | 0.0000% | $460308.00         | $50758.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-02-01      | 3.5000%  | 0.0000% | $16695900.00       | $1721099.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-09-01      | 4.0000%  | 0.0000% | $19500000.00       | $3478081.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-01-01      | 3.0000%  | 0.0000% | $2121096.00        | $439235.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-07-01      | 3.5000%  | 0.0000% | $180000.00         | $28650.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-11-01      | 3.0000%  | 0.0000% | $69000000.00       | $11731797.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2033-06-01      | 3.5000%  | 0.0000% | $300000.00         | $12292.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-05-01      | 6.5000%  | 0.0000% | $3521076.00        | $302053.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-11-01      | 6.5000%  | 0.0000% | $13214512.00       | $7098876.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-11-01      | 6.0000%  | 0.0000% | $624849.00         | $367713.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-11-01      | 5.5000%  | 0.0000% | $27363.00          | $27416.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 6.0000%  | 0.0000% | $1226754.00        | $1257754.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 6.0000%  | 0.0000% | $13574576.00       | $13410765.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 7.0000%  | 0.0000% | $2088244.00        | $2203778.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-08-01      | 6.0000%  | 0.0000% | $1060460.00        | $989125.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-08-01      | 5.5000%  | 0.0000% | $1933304.00        | $1749505.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 7.0000%  | 0.0000% | $1548374.00        | $1640855.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-09-01      | 5.0000%  | 0.0000% | $1007014.00        | $1005027.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 6.5000%  | 0.0000% | $20285920.00       | $20887744.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-09-01      | 5.5000%  | 0.0000% | $1088952.00        | $1088979.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 5.0000%  | 0.0000% | $1154870.00        | $1162648.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-09-01      | 6.0000%  | 0.0000% | $1108070.00        | $1009544.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 5.0000%  | 0.0000% | $26889.00          | $26973.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-10-01      | 6.0000%  | 0.0000% | $1001650.00        | $1030544.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 7.0000%  | 0.0000% | $1826492.00        | $1927738.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 5.5000%  | 0.0000% | $3821528.00        | $3694047.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 4.5000%  | 0.0000% | $2274650.00        | $2246424.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 6.0000%  | 0.0000% | $7541648.00        | $7783018.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 5.5000%  | 0.0000% | $2453608.00        | $2516650.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 5.5000%  | 0.0000% | $4956792.00        | $5065364.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 5.5000%  | 0.0000% | $8926784.00        | $9092250.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-12-01      | 5.5000%  | 0.0000% | $1639542.00        | $1680218.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 6.5000%  | 0.0000% | $10369024.00       | $10825366.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-12-01      | 4.5000%  | 0.0000% | $216123.00         | $216741.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 6.0000%  | 0.0000% | $7420336.00        | $7624936.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-11-01      | 3.0000%  | 0.0000% | $2719150.00        | $688445.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-06-01      | 4.0000%  | 0.0000% | $48000.00          | $5287.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-03-01      | 3.5000%  | 0.0000% | $142951.00         | $16305.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2057-09-01      | 3.0000%  | 0.0000% | $35232.00          | $11294.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-12-01      | 3.5000%  | 0.0000% | $972627.00         | $161639.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-11-01      | 3.5000%  | 0.0000% | $1000000.00        | $302520.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-04-01      | 2.5000%  | 0.0000% | $427000.00         | $79140.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-10-01      | 3.0000%  | 0.0000% | $99000.00          | $15667.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-11-01      | 3.0000%  | 0.0000% | $9311104.00        | $2498928.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-03-01      | 4.5000%  | 0.0000% | $8316672.00        | $1726630.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-03-01      | 2.5000%  | 0.0000% | $1379194.00        | $906795.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-08-01      | 2.5000%  | 0.0000% | $25000000.00       | $15065736.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-05-01      | 2.5000%  | 0.0000% | $211387.00         | $142228.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-05-01      | 6.0000%  | 0.0000% | $1531200.00        | $1557619.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 6.0000%  | 0.0000% | $2321524.00        | $2415167.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-09-01      | 6.0000%  | 0.0000% | $1078222.00        | $1056233.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 7.0000%  | 0.0000% | $3369356.00        | $3534418.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 4.5000%  | 0.0000% | $36039.00          | $23349.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-07-01      | 3.0000%  | 0.0000% | $26258.00          | $19835.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 6.5000%  | 0.0000% | $6295600.00        | $2285556.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-11-01      | 5.0000%  | 0.0000% | $1000000.00        | $735100.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 5.5000%  | 0.0000% | $1181150.00        | $1164945.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-10-01      | 4.5000%  | 0.0000% | $6979312.00        | $1651348.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 3.5000%  | 0.0000% | $1069334.00        | $652371.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-10-01      | 5.5000%  | 0.0000% | $1029176.00        | $862366.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-11-01      | 6.5000%  | 0.0000% | $3620250.00        | $2907010.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-01-01      | 6.0000%  | 0.0000% | $19965000.00       | $12966872.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-12-01      | 7.0000%  | 0.0000% | $2069236.00        | $1405668.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-03-01      | 5.5000%  | 0.0000% | $28000.00          | $25026.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-09-01      | 6.5000%  | 0.0000% | $2041864.00        | $1409837.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 5.0000%  | 0.0000% | $5449190.00        | $5518568.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 6.5000%  | 0.0000% | $3354812.00        | $3523331.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 5.0000%  | 0.0000% | $2962628.00        | $2978080.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 5.0000%  | 0.0000% | $2174700.00        | $2191722.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-02-01      | 5.5000%  | 0.0000% | $1124896.00        | $1157586.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 5.0000%  | 0.0000% | $2485616.00        | $2521548.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 4.5000%  | 0.0000% | $1341000.00        | $1321999.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 5.5000%  | 0.0000% | $4940200.00        | $5083271.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-08-01      | 3.0000%  | 0.0000% | $1500000.00        | $1241488.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 3.5000%  | 0.0000% | $32169088.00       | $28131008.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-06-01      | 3.0000%  | 0.0000% | $9469888.00        | $7832980.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-07-01      | 5.5000%  | 0.0000% | $500000.00         | $460995.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-07-01      | 6.0000%  | 0.0000% | $2623610.00        | $2279624.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 5.0000%  | 0.0000% | $49853184.00       | $49072685.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-01-01      | 6.0000%  | 0.0000% | $259763.00         | $261140.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 5.0000%  | 0.0000% | $62288100.00       | $62774495.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-08-01      | 4.0000%  | 0.0000% | $59281216.00       | $56620629.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-07-01      | 3.5000%  | 0.0000% | $17000.00          | $6847.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-06-01      | 4.0000%  | 0.0000% | $495377.00         | $53088.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2033-01-01      | 2.5000%  | 0.0000% | $115000.00         | $30482.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2033-02-01      | 3.5000%  | 0.0000% | $265000.00         | $71516.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-04-01      | 2.5000%  | 0.0000% | $56936256.00       | $37998747.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-06-01      | 2.5000%  | 0.0000% | $65000.00          | $37886.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-06-01      | 3.0000%  | 0.0000% | $100000.00         | $58336.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-09-01      | 2.5000%  | 0.0000% | $2294900.00        | $1506697.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-09-01      | 3.5000%  | 0.0000% | $100000.00         | $51630.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 2.5000%  | 0.0000% | $5575576.00        | $3958524.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 3.0000%  | 0.0000% | $100000.00         | $60280.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 2.5000%  | 0.0000% | $200000.00         | $132210.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-12-01      | 3.0000%  | 0.0000% | $249102.00         | $161009.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 3.0000%  | 0.0000% | $22377000.00       | $15106474.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-07-01      | 2.5000%  | 0.0000% | $12568656.00       | $8004273.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 5.0000%  | 0.0000% | $500000.00         | $407520.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 4.0000%  | 0.0000% | $12000000.00       | $10188056.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-10-01      | 6.5000%  | 0.0000% | $2300000.00        | $1381899.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-03-01      | 2.5000%  | 0.0000% | $7924136.00        | $6190036.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-07-01      | 6.5000%  | 0.0000% | $1415000.00        | $977913.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-05-01      | 6.0000%  | 0.0000% | $8126400.00        | $7402642.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-10-01      | 6.0000%  | 0.0000% | $3625772.00        | $3712659.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 5.5000%  | 0.0000% | $103144448.00      | $103076945.00      | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 6.0000%  | 0.0000% | $25389856.00       | $26550442.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-03-01      | 7.0000%  | 0.0000% | $9830000.00        | $67570.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2028-06-01      | 2.5000%  | 0.0000% | $7500000.00        | $250366.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-06-01      | 4.0000%  | 0.0000% | $30000000.00       | $4047099.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2033-03-01      | 3.0000%  | 0.0000% | $800000.00         | $82745.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-10-01      | 4.5000%  | 0.0000% | $500000000.00      | $40602287.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-09-01      | 2.5000%  | 0.0000% | $11301000.00       | $5649367.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-10-01      | 2.0000%  | 0.0000% | $5269160.00        | $3286105.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-06-01      | 4.5000%  | 0.0000% | $440000.00         | $38796.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-04-01      | 2.5000%  | 0.0000% | $2000000.00        | $268152.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-06-01      | 3.0000%  | 0.0000% | $12000000.00       | $2526360.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-05-01      | 3.0000%  | 0.0000% | $44000.00          | $11537.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-04-01      | 2.0000%  | 0.0000% | $2765360.00        | $1599016.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-06-01      | 1.5000%  | 0.0000% | $16787200.00       | $8839521.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-06-01      | 5.5000%  | 0.0000% | $528819.00         | $306745.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 4.5000%  | 0.0000% | $16686688.00       | $13664888.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-09-01      | 6.5000%  | 0.0000% | $1192830.00        | $713591.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-01-01      | 6.0000%  | 0.0000% | $551839.00         | $336647.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 3.5000%  | 0.0000% | $24000.00          | $21760.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-08-01      | 6.0000%  | 0.0000% | $46080000.00       | $37658885.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-11-01      | 6.0000%  | 0.0000% | $62308992.00       | $60082214.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-02-01      | 4.0000%  | 0.0000% | $5109848.00        | $4903984.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-02-01      | 5.5000%  | 0.0000% | $4510288.00        | $4610671.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 6.0000%  | 0.0000% | $9272030.00        | $7862482.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 6.0000%  | 0.0000% | $1084686.00        | $1105318.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 7.5000%  | 0.0000% | $1076350.00        | $985507.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.5000%  | 0.0000% | $8805280.00        | $7981944.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 5.5000%  | 0.0000% | $256544.00         | $257903.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 5.5000%  | 0.0000% | $5243344.00        | $5362684.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.5000%  | 0.0000% | $20797280.00       | $19027900.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 6.0000%  | 0.0000% | $50373312.00       | $50526741.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 6.0000%  | 0.0000% | $3796748.00        | $3914910.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 5.5000%  | 0.0000% | $8132464.00        | $8261556.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 6.5000%  | 0.0000% | $2518864.00        | $2516988.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 6.0000%  | 0.0000% | $9244272.00        | $9486929.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 6.5000%  | 0.0000% | $16726528.00       | $15854663.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 6.5000%  | 0.0000% | $3373550.00        | $2992845.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 5.5000%  | 0.0000% | $5310520.00        | $5200843.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 6.0000%  | 0.0000% | $1210354.00        | $1006358.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 6.5000%  | 0.0000% | $53977984.00       | $55957678.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 6.5000%  | 0.0000% | $7833304.00        | $7883669.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 6.5000%  | 0.0000% | $9801360.00        | $10194281.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 6.5000%  | 0.0000% | $1143742.00        | $1189866.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 6.5000%  | 0.0000% | $1742952.00        | $1809929.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-10-01      | 6.0000%  | 0.0000% | $15393440.00       | $15395312.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-10-01      | 6.0000%  | 0.0000% | $80100864.00       | $80722041.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-10-01      | 6.5000%  | 0.0000% | $3408476.00        | $3229963.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-10-01      | 6.0000%  | 0.0000% | $1811722.00        | $1879472.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-11-01      | 5.5000%  | 0.0000% | $12116000.00       | $12434178.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-11-01      | 5.5000%  | 0.0000% | $540393.00         | $554996.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 5.5000%  | 0.0000% | $4085528.00        | $3756412.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 5.5000%  | 0.0000% | $39512768.00       | $38986249.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 6.0000%  | 0.0000% | $182546688.00      | $161963249.00      | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 5.5000%  | 0.0000% | $13437680.00       | $13537283.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-10-01      | 5.5000%  | 0.0000% | $26218016.00       | $26992895.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-11-01      | 5.5000%  | 0.0000% | $21276992.00       | $20670982.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-01-01      | 3.0000%  | 0.0000% | $18368340.00       | $16404559.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 5.5000%  | 0.0000% | $28115104.00       | $28195279.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-01-01      | 6.5000%  | 0.0000% | $23112768.00       | $24391022.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-01-01      | 6.5000%  | 0.0000% | $12755632.00       | $13601906.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-01-01      | 6.5000%  | 0.0000% | $14105584.00       | $14900393.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-02-01      | 5.5000%  | 0.0000% | $200411136.00      | $204314856.00      | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-01-01      | 6.5000%  | 0.0000% | $19460.00          | $20008.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-08-01      | 6.0000%  | 0.0000% | $79770496.00       | $70061616.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-10-01      | 6.0000%  | 0.0000% | $26607744.00       | $26243174.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-12-01      | 6.0000%  | 0.0000% | $7517740.00        | $7762685.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-12-01      | 5.5000%  | 0.0000% | $1551800.00        | $1587643.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-12-01      | 5.5000%  | 0.0000% | $2571708.00        | $2646968.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-12-01      | 5.5000%  | 0.0000% | $2386572.00        | $2430763.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-01-01      | 4.5000%  | 0.0000% | $448406.00         | $441996.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-01-01      | 5.5000%  | 0.0000% | $3211232.00        | $3281624.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-01-01      | 4.5000%  | 0.0000% | $524928.00         | $517490.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-02-01      | 5.5000%  | 0.0000% | $5061824.00        | $5204246.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-02-01      | 6.0000%  | 0.0000% | $3093300.00        | $3233734.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2042-11-15      | 3.0000%  | 0.0000% | $200000.00         | $17849.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-12-20      | 3.5000%  | 0.0000% | $1290000.00        | $177096.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2032-10-20      | 2.5000%  | 0.0000% | $939239.00         | $118349.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-05-20      | 5.5000%  | 0.0000% | $33336440.00       | $2467555.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-06-20      | 5.0000%  | 0.0000% | $5765640.00        | $925374.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-04-20      | 2.5000%  | 0.0000% | $1111269376.00     | $703357530.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-07-20      | 3.0000%  | 0.0000% | $12326800.00       | $6507296.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-09-20      | 2.5000%  | 0.0000% | $1462513664.00     | $853417606.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-10-20      | 2.0000%  | 0.0000% | $3916270.00        | $2291229.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-03-20      | 4.0000%  | 0.0000% | $1116000.00        | $735298.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2034-08-20      | 7.0000%  | 0.0000% | $53475.00          | $14521.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-08-20      | 5.5000%  | 0.0000% | $100272640.00      | $63154725.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-12-20      | 5.0000%  | 0.0000% | $66545280.00       | $50201973.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-12-20      | 5.5000%  | 0.0000% | $46109.00          | $30436.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-10-20      | 7.0000%  | 0.0000% | $168031.00         | $129155.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-07-20      | 6.5000%  | 0.0000% | $440504000.00      | $218946158.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-11-20      | 5.0000%  | 0.0000% | $90314.00          | $70596.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-11-20      | 7.5000%  | 0.0000% | $76312.00          | $19711.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-07-20      | 6.0000%  | 0.0000% | $40000.00          | $23227.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-12-20      | 7.0000%  | 0.0000% | $89308.00          | $54370.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-06-20      | 4.5000%  | 0.0000% | $1030846.00        | $995611.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-07-20      | 6.0000%  | 0.0000% | $1644026.00        | $1503894.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-10-15      | 5.5000%  | 0.0000% | $2518204.00        | $163070.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-01-20      | 3.5000%  | 0.0000% | $1892070.00        | $771849.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-07-15      | 2.5000%  | 0.0000% | $4590320.00        | $1790414.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-06-20      | 4.0000%  | 0.0000% | $1072358.00        | $486688.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2035-04-20      | 6.5000%  | 0.0000% | $2790036.00        | $940183.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-09-20      | 6.5000%  | 0.0000% | $1360772.00        | $398255.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-09-20      | 2.0000%  | 0.0000% | $1156490.00        | $827231.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-01-20      | 3.0000%  | 0.0000% | $93925.00          | $63661.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-02-20      | 3.0000%  | 0.0000% | $86616.00          | $60722.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2043-06-20      | 3.0000%  | 0.0000% | $1092556.00        | $479986.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-02-20      | 2.5000%  | 0.0000% | $5204832.00        | $2588562.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-05-20      | 6.0000%  | 0.0000% | $2598592.00        | $1973213.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-01-20      | 7.0000%  | 0.0000% | $2023264.00        | $1709601.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-08-20      | 6.5000%  | 0.0000% | $1273386.00        | $1303219.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-05-20      | 6.0000%  | 0.0000% | $1953304.00        | $1729636.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-04-20      | 6.0000%  | 0.0000% | $1845198.00        | $1457212.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-06-20      | 6.0000%  | 0.0000% | $922570.00         | $751756.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-05-20      | 6.0000%  | 0.0000% | $1014748.00        | $1055092.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-05-20      | 6.5000%  | 0.0000% | $1628606.00        | $1457794.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-05-20      | 6.0000%  | 0.0000% | $2724464.00        | $2320577.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-09-20      | 6.5000%  | 0.0000% | $1708224.00        | $1539569.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-05-20      | 6.0000%  | 0.0000% | $1548474.00        | $1298036.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-05-20      | 6.5000%  | 0.0000% | $2335324.00        | $1675365.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-06-20      | 6.5000%  | 0.0000% | $3328504.00        | $3021889.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-09-20      | 7.0000%  | 0.0000% | $1289250.00        | $1110827.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-07-20      | 5.5000%  | 0.0000% | $1845430.00        | $1612645.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-09-20      | 7.0000%  | 0.0000% | $1070256.00        | $1111387.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-09-20      | 6.5000%  | 0.0000% | $1985420.00        | $1829088.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-09-20      | 6.5000%  | 0.0000% | $1581898.00        | $1310332.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-09-20      | 6.5000%  | 0.0000% | $1204938.00        | $662764.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-12-20      | 6.5000%  | 0.0000% | $1522754.00        | $1358717.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-05-20      | 6.5000%  | 0.0000% | $1449492.00        | $1177038.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-03-20      | 7.0000%  | 0.0000% | $1174286.00        | $1218543.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-05-20      | 6.5000%  | 0.0000% | $1277192.00        | $1071293.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-02-20      | 8.0000%  | 0.0000% | $954835.00         | $1021425.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-05-20      | 6.5000%  | 0.0000% | $1527570.00        | $804811.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-05-20      | 6.5000%  | 0.0000% | $3124640.00        | $2085939.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-04-20      | 7.0000%  | 0.0000% | $1022378.00        | $983929.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-04-20      | 6.0000%  | 0.0000% | $1234532.00        | $1092295.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-04-20      | 6.5000%  | 0.0000% | $1738134.00        | $1528478.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-05-20      | 6.0000%  | 0.0000% | $1143506.00        | $804040.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-05-20      | 6.0000%  | 0.0000% | $1917252.00        | $1622639.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-05-20      | 6.0000%  | 0.0000% | $1008160.00        | $727086.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-05-20      | 6.0000%  | 0.0000% | $1770456.00        | $1601329.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-05-20      | 6.0000%  | 0.0000% | $1957082.00        | $1692904.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-05-20      | 6.5000%  | 0.0000% | $2949984.00        | $2805643.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-05-20      | 6.0000%  | 0.0000% | $1781776.00        | $1502402.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-12-20      | 7.0000%  | 0.0000% | $4725192.00        | $4942275.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-12-20      | 7.5000%  | 0.0000% | $3882000.00        | $3937324.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-03-20      | 7.0000%  | 0.0000% | $1913124.00        | $1992041.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-12-20      | 7.5000%  | 0.0000% | $5568968.00        | $5463764.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.5000%  | 0.0000% | $842712.00         | $822495.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-01-20      | 6.5000%  | 0.0000% | $1443466.00        | $1322675.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-04-20      | 7.5000%  | 0.0000% | $3402864.00        | $3665219.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-04-20      | 5.5000%  | 0.0000% | $1132684.00        | $495019.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 5.5000%  | 0.0000% | $1296578.00        | $1320376.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 7.0000%  | 0.0000% | $1191462.00        | $1244016.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.5000%  | 0.0000% | $1133698.00        | $1181734.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 5.0000%  | 0.0000% | $1275442.00        | $1273192.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 6.5000%  | 0.0000% | $766778.00         | $811110.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.5000%  | 0.0000% | $979397.00         | $1020700.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 5.5000%  | 0.0000% | $1161214.00        | $1155888.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 7.0000%  | 0.0000% | $1081272.00        | $1123569.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.5000%  | 0.0000% | $1213686.00        | $1270537.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-09-20      | 6.5000%  | 0.0000% | $1121576.00        | $1169125.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 7.0000%  | 0.0000% | $1089936.00        | $1134368.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.5000%  | 0.0000% | $3029600.00        | $3163980.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.5000%  | 0.0000% | $2014412.00        | $2093429.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 6.5000%  | 0.0000% | $4104688.00        | $4278657.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 7.0000%  | 0.0000% | $5517880.00        | $5847737.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-09-20      | 6.5000%  | 0.0000% | $1433448.00        | $1494746.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 7.0000%  | 0.0000% | $1000592.00        | $1046657.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.5000%  | 0.0000% | $1595498.00        | $1658960.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 6.5000%  | 0.0000% | $1063464.00        | $1112434.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.5000%  | 0.0000% | $1301948.00        | $1375226.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-09-20      | 6.5000%  | 0.0000% | $1353122.00        | $1433438.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 6.5000%  | 0.0000% | $3825120.00        | $3968109.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-12-20      | 5.0000%  | 0.0000% | $13803856.00       | $13883451.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-01-20      | 5.0000%  | 0.0000% | $2568604.00        | $2561144.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-01-20      | 5.5000%  | 0.0000% | $1656938.00        | $1702995.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-01-20      | 5.5000%  | 0.0000% | $1781712.00        | $1833951.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-12-20      | 3.5000%  | 0.0000% | $37725680.00       | $33644599.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-12-20      | 4.5000%  | 0.0000% | $456521216.00      | $427082377.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-09-20      | 4.5000%  | 0.0000% | $90000000.00       | $87846974.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-04-20      | 6.0000%  | 0.0000% | $1780884.00        | $1862864.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-03-20      | 7.5000%  | 0.0000% | $1337818.00        | $1381263.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-01-20      | 5.5000%  | 0.0000% | $1012896.00        | $1039822.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-12-20      | 5.0000%  | 0.0000% | $3266776.00        | $3284820.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-01-20      | 5.0000%  | 0.0000% | $1053532.00        | $1065352.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-02-20      | 6.0000%  | 0.0000% | $6019136.00        | $515856.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2040-02-20      | 5.0000%  | 0.0000% | $4352776.00        | $147939.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2028-07-15      | 6.5000%  | 0.0000% | $26443710.00       | $10358.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2043-04-20      | 3.5000%  | 0.0000% | $11877984.00       | $1349571.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2044-06-15      | 5.0000%  | 0.0000% | $17706688.00       | $2450618.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2045-11-15      | 5.5000%  | 0.0000% | $2499997.00        | $747990.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-10-20      | 2.5000%  | 0.0000% | $2823600.00        | $1661281.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-11-20      | 3.5000%  | 0.0000% | $5000000.00        | $3168079.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-07-15      | 4.5000%  | 0.0000% | $8692592.00        | $466758.00         | Agency Mortgage-Backed Securities   |

### Security 315: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 3.650000%
- **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: TPR102C38, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: TPR102C387791563BA
- **C.18 - Value (incl. sponsor support):** $987000000.00
- **C.18.a - Value (excl. sponsor support):** $987000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2027-12-01      | 6.0000%  | 0.0000% | $1939212.00        | $3746.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.5000%  | 0.0000% | $845081.00         | $823646.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-05-20      | 3.5000%  | 0.0000% | $1703000.00        | $194900.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-06-20      | 3.5000%  | 0.0000% | $3164000.00        | $368034.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-05-20      | 3.0000%  | 0.0000% | $282352384.00      | $67782592.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 3.5000%  | 0.0000% | $100000.00         | $68733.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-05-20      | 2.5000%  | 0.0000% | $56054995.00       | $29089854.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 2.5000%  | 0.0000% | $1459853.00        | $872887.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 5.5000%  | 0.0000% | $1700000.00        | $1245625.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-10-20      | 4.0000%  | 0.0000% | $246704409.00      | $183862724.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 6.5000%  | 0.0000% | $1000.00           | $373.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 5.5000%  | 0.0000% | $6305160.00        | $4100546.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 5.5000%  | 0.0000% | $50000000.00       | $37246400.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-06-15      | 5.0000%  | 0.0000% | $1000.00           | $12.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 4.0000%  | 0.0000% | $211059650.00      | $192987200.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 6.0000%  | 0.0000% | $1767850.00        | $1816137.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $1720606.00        | $1803011.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $4326272.00        | $4481771.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $2180984.00        | $2277339.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $2799524.00        | $2966653.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.0000%  | 0.0000% | $2946.00           | $3077.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $15275860.00       | $15723757.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.0000%  | 0.0000% | $33091766.00       | $34053869.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.5000%  | 0.0000% | $198531110.00      | $206747063.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 4.5000%  | 0.0000% | $197100626.00      | $184390563.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 5.5000%  | 0.0000% | $152099.00         | $134712.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $1685370.00        | $1757530.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 7.0000%  | 0.0000% | $2432664.00        | $2549746.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.0000%  | 0.0000% | $2246750.00        | $2302696.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.0000%  | 0.0000% | $5289232.00        | $5420795.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.5000%  | 0.0000% | $14412527.00       | $15107473.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.0000%  | 0.0000% | $202053.00         | $214760.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-08-15      | 6.0000%  | 0.0000% | $25000.00          | $287.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-10-15      | 6.0000%  | 0.0000% | $25000.00          | $171.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-10-15      | 6.0000%  | 0.0000% | $25000.00          | $299.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-11-15      | 6.0000%  | 0.0000% | $25000.00          | $196.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-09-15      | 6.0000%  | 0.0000% | $25000.00          | $102.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-12-20      | 5.5000%  | 0.0000% | $25000.00          | $292.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-12-20      | 5.5000%  | 0.0000% | $25000.00          | $154.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-08-20      | 6.5000%  | 0.0000% | $25000.00          | $309.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-04-20      | 6.0000%  | 0.0000% | $1000.00           | $13.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-06-20      | 6.5000%  | 0.0000% | $1000.00           | $17.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-10-20      | 6.5000%  | 0.0000% | $25000.00          | $317.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-05-20      | 5.0000%  | 0.0000% | $25000.00          | $332.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-03-20      | 5.5000%  | 0.0000% | $1000.00           | $10.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-10-20      | 7.0000%  | 0.0000% | $1000.00           | $9.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-10-20      | 6.5000%  | 0.0000% | $1000.00           | $16.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-11-15      | 5.5000%  | 0.0000% | $25000.00          | $211.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-04-15      | 6.5000%  | 0.0000% | $25000.00          | $1.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-03-15      | 7.0000%  | 0.0000% | $25000.00          | $7.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-07-15      | 7.0000%  | 0.0000% | $25000.00          | $12.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-04-15      | 4.5000%  | 0.0000% | $1000.00           | $12.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-11-15      | 6.5000%  | 0.0000% | $1000.00           | $7.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.0000%  | 0.0000% | $677666.00         | $482609.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $282401.00         | $290806.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.0000%  | 0.0000% | $15133910.00       | $15250202.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.0000%  | 0.0000% | $89559.00          | $90070.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-10-20      | 4.0000%  | 0.0000% | $11508381.00       | $610683.00         | Agency Mortgage-Backed Securities |

### Security 316: BOFA SECURITIES, INC.

- **C.1 - Title:** BOFA SECURITIES, INC. 3.660001%
- **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: TPR102D26, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: TPR102D267791561BO
- **C.18 - Value (incl. sponsor support):** $1676904243.30
- **C.18.a - Value (excl. sponsor support):** $1676904243.30
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-09-20      | 3.0000%  | 0.0000% | $1525410.00        | $190605.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-10-20      | 3.0000%  | 0.0000% | $1003.00           | $128.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-10-20      | 4.0000%  | 0.0000% | $1000.00           | $299.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-11-20      | 2.5000%  | 0.0000% | $1541192.00        | $931796.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.0000%  | 0.0000% | $615529.00         | $395378.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-12-20      | 6.0000%  | 0.0000% | $2932608.00        | $1496823.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 5.5000%  | 0.0000% | $533826.00         | $427460.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 3.5000%  | 0.0000% | $10000000.00       | $6816450.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 5.0000%  | 0.0000% | $297481.00         | $249592.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 3.0000%  | 0.0000% | $977138.00         | $647677.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 5.0000%  | 0.0000% | $747829.00         | $664072.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.5000%  | 0.0000% | $718759.00         | $317725.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-01-20      | 3.5000%  | 0.0000% | $38918.00          | $11141.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 6.0000%  | 0.0000% | $125000000.00      | $81229319.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 6.0000%  | 0.0000% | $1000.00           | $986.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 5.5000%  | 0.0000% | $867985.00         | $883719.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $2000.00           | $2087.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.0000%  | 0.0000% | $7329368.00        | $7498019.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.0000%  | 0.0000% | $5250490.00        | $5283347.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $6606.00           | $6915.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $1000.00           | $1044.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.0000%  | 0.0000% | $1080891.00        | $1117871.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $5433616.00        | $5684328.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $1714256.00        | $1792907.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $2757892.00        | $2884568.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $1780726.00        | $1857721.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.0000%  | 0.0000% | $3194836.00        | $3214844.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $2344132.00        | $2450969.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.5000%  | 0.0000% | $1000.00           | $1025.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.5000%  | 0.0000% | $1065852.00        | $1117236.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.0000%  | 0.0000% | $1752526.00        | $1762771.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $1610276.00        | $1653081.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $1002.00           | $1049.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $2000.00           | $2076.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $2008210.00        | $2026424.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $1125242.00        | $1179317.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $1189260.00        | $1250236.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.0000%  | 0.0000% | $344557056.00      | $354574637.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-08-20      | 4.5000%  | 0.0000% | $6064600.00        | $6099720.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 7.5000%  | 0.0000% | $201078.00         | $204495.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 7.5000%  | 0.0000% | $2000.00           | $2075.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.5000%  | 0.0000% | $1167452.00        | $1192338.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-12-20      | 6.0000%  | 0.0000% | $1000850.00        | $1040587.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.0000%  | 0.0000% | $1066690.00        | $1073933.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $3987908.00        | $4090833.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.0000%  | 0.0000% | $3782768.00        | $3815787.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $1866798.00        | $1916424.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-04-15      | 8.0000%  | 0.0000% | $95672.00          | $508.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $651207680.00      | $666887282.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $65202688.00       | $65678066.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $455306240.00      | $472565230.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-05-15      | 3.5000%  | 0.0000% | $40837200.00       | $13117078.00       | Agency Mortgage-Backed Securities |

### Security 317: J.P. MORGAN SECURITIES LLC

- **C.1 - Title:** J.P. MORGAN SECURITIES LLC 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR103055, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: TPR1030557791565JP
- **C.18 - Value (incl. sponsor support):** $4263994883.20
- **C.18.a - Value (excl. sponsor support):** $4263994883.20
- **C.19 - Percentage of Net Assets:** 1.5000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-31      | 0.5000%  | 0.0000% | $253273600.00      | $242113465.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-11-15      | 1.3800%  | 0.0000% | $568769600.00      | $495996520.00      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AW 26                         | 2026-01-31      | 0.0000%  | 0.0000% | $334768800.00      | $341843975.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-03-15      | 4.2500%  | 0.0000% | $1154531200.00     | $1181837311.00     | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-03-31      | 3.8800%  | 0.0000% | $2013241600.00     | $2046795568.00     | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-15      | 0.0000%  | 0.0000% | $50883340.00       | $45978746.00       | U.S. Treasuries (including strips) |

### Security 318: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR10314B, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: TPR10314B7791564BA
- **C.18 - Value (incl. sponsor support):** $3409997272.00
- **C.18.a - Value (excl. sponsor support):** $3409997272.00
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-23      | 0.0000%  | 0.0000% | $123900.00         | $122917.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-04-15      | 3.6300%  | 0.0000% | $13050200.00       | $27918629.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $155550400.00      | $158386003.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-02-15      | 2.1300%  | 0.0000% | $2197100.00        | $3226096.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-05-15      | 4.3800%  | 0.0000% | $8153000.00        | $7990772.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-11-15      | 2.7500%  | 0.0000% | $17799900.00       | $13737989.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-02-15      | 0.6300%  | 0.0000% | $1752000.00        | $1854059.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-11-15      | 3.0000%  | 0.0000% | $7216800.00        | $5546171.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $5408400.00        | $3609029.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $44999900.00       | $34425358.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-11-15      | 2.7500%  | 0.0000% | $27767000.00       | $19887849.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $16990000.00       | $12717349.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $13900900.00       | $8266246.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-11-15      | 1.6300%  | 0.0000% | $21263000.00       | $11221582.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-02-15      | 1.8800%  | 0.0000% | $120000.00         | $67997.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-11-15      | 1.8800%  | 0.0000% | $16102800.00       | $8948446.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-11-15      | 4.0000%  | 0.0000% | $164810000.00      | $151850296.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $20462600.00       | $20732497.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-08-15      | 4.8800%  | 0.0000% | $456499200.00      | $469659357.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $24485200.00       | $30244342.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-15      | 0.1300%  | 0.0000% | $24384800.00       | $33060706.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $92993000.00       | $92706185.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $12430700.00       | $11991162.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-15      | 0.1300%  | 0.0000% | $147376000.00      | $182161029.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-07-15      | 0.1300%  | 0.0000% | $213349500.00      | $241937176.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $315461000.00      | $297020522.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-15      | 3.7500%  | 0.0000% | $54800.00          | $55413.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $8223900.00        | $8964577.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-04-30      | 3.5000%  | 0.0000% | $45065300.00       | $45397221.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-07-15      | 1.3800%  | 0.0000% | $100.00            | $105.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-08-31      | 4.1300%  | 0.0000% | $1338600.00        | $1380523.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-10-15      | 2.3800%  | 0.0000% | $33479700.00       | $37062093.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-02-28      | 4.6300%  | 0.0000% | $1699900.00        | $1733524.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $455000.00         | $471291.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-04-15      | 2.1300%  | 0.0000% | $96471000.00       | $104858414.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-07-15      | 1.8800%  | 0.0000% | $468500.00         | $490334.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-08-31      | 3.6300%  | 0.0000% | $34460000.00       | $34911391.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $200.00            | $201.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $40579400.00       | $41027063.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $1100.00           | $1115.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-01-31      | 3.7100%  | 0.0000% | $3797800.00        | $3835209.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $95909800.00       | $97093159.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $76064100.00       | $76948243.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-09-15      | 3.3800%  | 0.0000% | $12119000.00       | $12209539.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-08-15      | 0.0000%  | 0.0000% | $58.00             | $46.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-02-15      | 0.0000%  | 0.0000% | $47.00             | $37.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-08-15      | 0.0000%  | 0.0000% | $33.00             | $25.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-08-15      | 0.0000%  | 0.0000% | $161681408.00      | $100985884.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-11-15      | 0.0000%  | 0.0000% | $7.00              | $5.00              | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-15      | 0.0000%  | 0.0000% | $197308478.00      | $195229439.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-02-15      | 0.0000%  | 0.0000% | $240059046.00      | $223098635.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-08-15      | 0.0000%  | 0.0000% | $399999999.00      | $364813599.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-15      | 0.0000%  | 0.0000% | $224999998.00      | $203312473.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-02-15      | 0.0000%  | 0.0000% | $24999644.00       | $22357107.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-02-15      | 0.0000%  | 0.0000% | $21.00             | $11.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-11-15      | 0.0000%  | 0.0000% | $49630400.00       | $22843881.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-05-15      | 0.0000%  | 0.0000% | $63799296.00       | $26818098.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-02-15      | 0.0000%  | 0.0000% | $10999749.00       | $4421217.00        | U.S. Treasuries (including strips) |

### Security 319: J.P. MORGAN SECURITIES LLC

- **C.1 - Title:** J.P. MORGAN SECURITIES LLC 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR103250, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: TPR1032507791563JP
- **C.18 - Value (incl. sponsor support):** $4254998723.50
- **C.18.a - Value (excl. sponsor support):** $4254998723.50
- **C.19 - Percentage of Net Assets:** 1.5000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2026-03-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-01-15      | 2.3800%  | 0.0000% | $67124000.00       | $109571826.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-08-15      | 0.0000%  | 0.0000% | $122500.00         | $103295.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $558188800.00      | $689479900.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-01-15      | 0.1300%  | 0.0000% | $539427200.00      | $633486113.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-04-30      | 2.8800%  | 0.0000% | $10273200.00       | $10106745.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $2057273600.00     | $2242559701.00     | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $295145600.00      | $304185704.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-02-15      | 0.0000%  | 0.0000% | $413770430.00      | $355004684.00      | U.S. Treasuries (including strips) |

### Security 320: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR103564, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: TPR1035647791568CR
- **C.18 - Value (incl. sponsor support):** $3405000000.00
- **C.18.a - Value (excl. sponsor support):** $3405000000.00
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-05-15      | 0.0000%  | 0.0000% | $75000000.00       | $38714250.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-02-15      | 0.0000%  | 0.0000% | $339000000.00      | $148035537.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-11-15      | 0.0000%  | 0.0000% | $265000000.00      | $84603635.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-05-15      | 0.0000%  | 0.0000% | $170000000.00      | $87170220.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-08-15      | 0.0000%  | 0.0000% | $52326500.00       | $12688234.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-02-15      | 0.0000%  | 0.0000% | $100000000.00      | $23736300.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-05-15      | 0.0000%  | 0.0000% | $99900000.00       | $23498078.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-02-15      | 1.8800%  | 0.0000% | $100.00            | $57.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-15      | 0.3800%  | 0.0000% | $386540500.00      | $510749900.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-15      | 0.1300%  | 0.0000% | $195419800.00      | $264948516.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-07-15      | 0.7500%  | 0.0000% | $27800.00          | $35843.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-07-15      | 0.6300%  | 0.0000% | $238867500.00      | $252757478.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-09-30      | 3.8800%  | 0.0000% | $102661000.00      | $104627845.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-04-15      | 2.1300%  | 0.0000% | $169485100.00      | $184220531.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $4771000.00        | $4872043.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-10-15      | 1.6300%  | 0.0000% | $87942400.00       | $92844091.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-08-31      | 3.8800%  | 0.0000% | $200.00            | $202.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-02-15      | 0.0000%  | 0.0000% | $19999755.00       | $15706467.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-02-15      | 0.0000%  | 0.0000% | $70000000.00       | $52451630.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-08-15      | 0.0000%  | 0.0000% | $20000000.00       | $14626380.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-02-15      | 0.0000%  | 0.0000% | $30000000.00       | $21352140.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-08-15      | 0.0000%  | 0.0000% | $144999995.00      | $100629851.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-02-15      | 0.0000%  | 0.0000% | $6122341.00        | $4141127.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-02-15      | 0.0000%  | 0.0000% | $149515000.00      | $90872077.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-05-15      | 0.0000%  | 0.0000% | $70800000.00       | $54995174.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-05-15      | 0.0000%  | 0.0000% | $40000000.00       | $29617680.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-11-15      | 0.0000%  | 0.0000% | $50000000.00       | $36083300.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-15      | 0.0000%  | 0.0000% | $40000000.00       | $39578520.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-11-15      | 0.0000%  | 0.0000% | $40000000.00       | $38876280.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-11-15      | 0.0000%  | 0.0000% | $50000000.00       | $32538750.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-02-15      | 0.0000%  | 0.0000% | $150000000.00      | $134144550.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-08-15      | 0.0000%  | 0.0000% | $146350000.00      | $128242846.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-02-15      | 0.0000%  | 0.0000% | $120000000.00      | $102957000.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-05-15      | 0.0000%  | 0.0000% | $20000000.00       | $12659840.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-05-15      | 0.0000%  | 0.0000% | $76800000.00       | $46047821.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-08-15      | 0.0000%  | 0.0000% | $150845000.00      | $89162519.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-11-15      | 0.0000%  | 0.0000% | $51559818.00       | $30075254.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2038-05-15      | 0.0000%  | 0.0000% | $128000000.00      | $72487808.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2038-08-15      | 0.0000%  | 0.0000% | $92135000.00       | $51440629.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-02-15      | 0.0000%  | 0.0000% | $215330000.00      | $116705845.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2038-11-15      | 0.0000%  | 0.0000% | $84920000.00       | $46753300.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-05-15      | 0.0000%  | 0.0000% | $136160000.00      | $72776975.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-11-15      | 0.0000%  | 0.0000% | $96605000.00       | $50116839.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-02-15      | 0.0000%  | 0.0000% | $30000000.00       | $14437770.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-11-15      | 0.0000%  | 0.0000% | $95000000.00       | $43726600.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-05-15      | 0.0000%  | 0.0000% | $125248000.00      | $52648122.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-08-15      | 0.0000%  | 0.0000% | $25000000.00       | $10340175.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-11-15      | 0.0000%  | 0.0000% | $55000000.00       | $21218230.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-11-15      | 0.0000%  | 0.0000% | $38950000.00       | $12185741.00       | U.S. Treasuries (including strips) |

### Security 321: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR103567, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: TPR1035677791567CR
- **C.18 - Value (incl. sponsor support):** $1700000000.00
- **C.18.a - Value (excl. sponsor support):** $1700000000.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-02-24      | 0.0000%  | 0.0000% | $200.00            | $200.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-03-17      | 0.0000%  | 0.0000% | $171100.00         | $170359.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-02-15      | 0.0000%  | 0.0000% | $10000.00          | $9989.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-02-15      | 0.0000%  | 0.0000% | $19000.00          | $17068.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-02-15      | 0.0000%  | 0.0000% | $257000.00         | $160316.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-02-15      | 0.0000%  | 0.0000% | $219800.00         | $85706.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-11-15      | 0.0000%  | 0.0000% | $134800.00         | $50541.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-05-15      | 0.0000%  | 0.0000% | $318000.00         | $116096.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-08-15      | 0.0000%  | 0.0000% | $121300.00         | $43742.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-11-15      | 0.0000%  | 0.0000% | $599300.00         | $213139.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-05-15      | 0.0000%  | 0.0000% | $171000.00         | $56036.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-08-15      | 0.0000%  | 0.0000% | $407900.00         | $125211.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-05-15      | 0.0000%  | 0.0000% | $48000.00          | $14317.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-02-15      | 0.0000%  | 0.0000% | $1126000.00        | $320093.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-05-15      | 0.0000%  | 0.0000% | $1228000.00        | $344754.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-08-15      | 0.0000%  | 0.0000% | $1165000.00        | $323014.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-08-15      | 0.0000%  | 0.0000% | $1418000.00        | $374646.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-11-15      | 0.0000%  | 0.0000% | $1412000.00        | $370575.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-02-15      | 0.0000%  | 0.0000% | $1450000.00        | $375363.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-05-15      | 0.0000%  | 0.0000% | $1266000.00        | $323814.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-08-15      | 0.0000%  | 0.0000% | $1280000.00        | $324306.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-11-15      | 0.0000%  | 0.0000% | $1315000.00        | $330816.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-02-15      | 0.0000%  | 0.0000% | $964000.00         | $238945.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-05-15      | 0.0000%  | 0.0000% | $2475000.00        | $609399.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-08-15      | 0.0000%  | 0.0000% | $1201000.00        | $291221.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-11-15      | 0.0000%  | 0.0000% | $3928000.00        | $941746.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-02-15      | 0.0000%  | 0.0000% | $1679000.00        | $398532.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-05-15      | 0.0000%  | 0.0000% | $1250000.00        | $294020.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-11-15      | 0.0000%  | 0.0000% | $2008100.00        | $462116.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-11-15      | 0.0000%  | 0.0000% | $200.00            | $75.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-02-15      | 6.0000%  | 0.0000% | $40100.00          | $41239.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-11-15      | 6.5000%  | 0.0000% | $10871800.00       | $11275181.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-15      | 6.1300%  | 0.0000% | $3780100.00        | $3995891.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-04-15      | 3.8800%  | 0.0000% | $64100.00          | $138690.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-08-15      | 6.1300%  | 0.0000% | $91000.00          | $100856.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-04-15      | 3.3800%  | 0.0000% | $18868400.00       | $38688178.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-01-15      | 2.5000%  | 0.0000% | $2356000.00        | $3708595.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-02-15      | 3.5000%  | 0.0000% | $482500.00         | $444970.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-02-15      | 4.7500%  | 0.0000% | $3588000.00        | $3715215.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-02-15      | 2.1300%  | 0.0000% | $149669000.00      | $219765397.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-02-15      | 2.1300%  | 0.0000% | $766900.00         | $1126072.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-11-15      | 3.1300%  | 0.0000% | $10004700.00       | $8311332.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-02-15      | 3.1300%  | 0.0000% | $27928900.00       | $23299945.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-08-15      | 2.7500%  | 0.0000% | $42021500.00       | $32891629.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-02-15      | 0.6300%  | 0.0000% | $4000000.00        | $4233012.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $52810400.00       | $46577660.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-08-15      | 3.1300%  | 0.0000% | $14644000.00       | $11778481.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $6762900.00        | $4854383.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-08-15      | 2.8800%  | 0.0000% | $516700.00         | $393470.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-08-15      | 2.8800%  | 0.0000% | $2121100.00        | $1615230.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-02-15      | 1.0000%  | 0.0000% | $1020000.00        | $1060224.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-11-15      | 2.8800%  | 0.0000% | $32987000.00       | $24502873.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-11-15      | 2.7500%  | 0.0000% | $200.00            | $143.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $13738400.00       | $10387009.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-02-15      | 1.0000%  | 0.0000% | $408000.00         | $394778.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-02-15      | 1.0000%  | 0.0000% | $1572000.00        | $1468328.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $114500.00         | $72801.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $200.00            | $96.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-02-15      | 1.8800%  | 0.0000% | $4600.00           | $2607.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-02-15      | 1.8800%  | 0.0000% | $25000000.00       | $14166070.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-05-15      | 2.3800%  | 0.0000% | $15842600.00       | $10044798.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $200.00            | $116.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $839100.00         | $516739.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $6416500.00        | $3951439.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-08-15      | 3.3800%  | 0.0000% | $5155600.00        | $4423714.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $1245800.00        | $1069151.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $18933300.00       | $18723110.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $2700.00           | $2659.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $19982800.00       | $19682668.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $400.00            | $405.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-15      | 0.0000%  | 0.0000% | $29000.00          | $28444.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-15      | 0.0000%  | 0.0000% | $79000.00          | $76144.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-15      | 0.0000%  | 0.0000% | $68000.00          | $61534.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-11-15      | 0.0000%  | 0.0000% | $18000.00          | $15668.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-02-15      | 0.0000%  | 0.0000% | $31000.00          | $26702.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-05-15      | 0.0000%  | 0.0000% | $101000.00         | $86049.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-02-15      | 0.0000%  | 0.0000% | $119900.00         | $94561.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-08-15      | 0.0000%  | 0.0000% | $109000.00         | $83976.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-11-15      | 0.0000%  | 0.0000% | $25000.00          | $19053.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-02-15      | 0.0000%  | 0.0000% | $230000.00         | $229682.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-15      | 0.0000%  | 0.0000% | $70000.00          | $67454.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-11-15      | 0.0000%  | 0.0000% | $20900.00          | $14457.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-11-15      | 0.0000%  | 0.0000% | $7000.00           | $4612.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-15      | 0.3800%  | 0.0000% | $140116600.00      | $185141116.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $18212000.00       | $18048379.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $1000.00           | $1304.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-08-15      | 2.8800%  | 0.0000% | $52300.00          | $52095.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-15      | 3.1300%  | 0.0000% | $300.00            | $298.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $100.00            | $124.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-06-30      | 0.5000%  | 0.0000% | $2000000.00        | $1917733.00        | U.S. Treasuries (including strips) |
| 0 3/8 NOTE U 26                          | 2026-01-31      | 0.0000%  | 0.0000% | $800.00            | $801.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-02-15      | 1.1300%  | 0.0000% | $200.00            | $177.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $6427000.00        | $6318517.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-02-28      | 1.8800%  | 0.0000% | $14483000.00       | $13865487.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-03-31      | 2.5000%  | 0.0000% | $25800500.00       | $25709066.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-06-30      | 3.2500%  | 0.0000% | $10100.00          | $9993.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-11-15      | 4.1300%  | 0.0000% | $33800.00          | $34323.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-11-30      | 3.8800%  | 0.0000% | $3312800.00        | $3353000.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-12-31      | 3.8800%  | 0.0000% | $8870600.00        | $8949560.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $23608500.00       | $23824704.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-02-29      | 4.0000%  | 0.0000% | $2244900.00        | $2302371.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $198300.00         | $203625.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-03-31      | 3.6300%  | 0.0000% | $44194800.00       | $44794555.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-04-30      | 3.5000%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-07-31      | 4.1300%  | 0.0000% | $978000.00         | $1010832.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-08-31      | 4.1300%  | 0.0000% | $13627300.00       | $14054086.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-09-30      | 4.6300%  | 0.0000% | $8623600.00        | $8981284.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-10-15      | 4.6300%  | 0.0000% | $729300.00         | $744079.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-10-15      | 2.3800%  | 0.0000% | $2966600.00        | $3284032.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $1957000.00        | $2028296.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-11-30      | 4.3800%  | 0.0000% | $3000.00           | $3097.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-03-15      | 4.2500%  | 0.0000% | $66500.00          | $68073.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-03-31      | 4.1300%  | 0.0000% | $16600.00          | $17053.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-03-31      | 4.1300%  | 0.0000% | $226400.00         | $232790.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-04-15      | 2.1300%  | 0.0000% | $225000000.00      | $244562026.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-04-30      | 4.6300%  | 0.0000% | $40448000.00       | $42119731.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-31      | 4.8800%  | 0.0000% | $1119400.00        | $1132485.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-15      | 4.3800%  | 0.0000% | $4094200.00        | $4149639.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-07-31      | 4.1300%  | 0.0000% | $11896000.00       | $12290066.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $100.00            | $102.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-31      | 3.7500%  | 0.0000% | $8423200.00        | $8562780.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-09-15      | 3.3800%  | 0.0000% | $15750000.00       | $15910048.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $40362100.00       | $40572054.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-10-31      | 4.1300%  | 0.0000% | $400.00            | $409.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-12-31      | 4.3800%  | 0.0000% | $10230000.00       | $10509931.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $10340000.00       | $10493891.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-04-30      | 3.8800%  | 0.0000% | $177556000.00      | $180166432.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $26256800.00       | $26580763.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-06-30      | 3.8800%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-09-30      | 3.5000%  | 0.0000% | $704000.00         | $711839.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-11-15      | 4.0000%  | 0.0000% | $3100.00           | $3065.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-30      | 3.3800%  | 0.0000% | $45281000.00       | $45406062.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-08-15      | 0.0000%  | 0.0000% | $158115.00         | $127082.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-02-15      | 0.0000%  | 0.0000% | $4010140.00        | $3149295.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-08-15      | 0.0000%  | 0.0000% | $4231250.00        | $3249105.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-02-15      | 0.0000%  | 0.0000% | $4231248.00        | $3170512.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-02-15      | 0.0000%  | 0.0000% | $9287500.00        | $6610267.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-08-15      | 0.0000%  | 0.0000% | $8609692.00        | $5975118.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-02-15      | 0.0000%  | 0.0000% | $9168740.00        | $6201699.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-08-15      | 0.0000%  | 0.0000% | $6846633.00        | $4513328.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-02-15      | 0.0000%  | 0.0000% | $4231250.00        | $2571665.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-11-15      | 0.0000%  | 0.0000% | $50.00             | $42.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-05-15      | 0.0000%  | 0.0000% | $25.00             | $20.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-05-15      | 0.0000%  | 0.0000% | $5288950.00        | $4108287.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-11-15      | 0.0000%  | 0.0000% | $25.00             | $19.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-05-15      | 0.0000%  | 0.0000% | $1600700.00        | $1185226.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-11-15      | 0.0000%  | 0.0000% | $75.00             | $54.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-05-15      | 0.0000%  | 0.0000% | $31.00             | $22.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-11-15      | 0.0000%  | 0.0000% | $36.00             | $25.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-02-15      | 0.0000%  | 0.0000% | $492570.00         | $491916.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-15      | 0.0000%  | 0.0000% | $4946212.00        | $4894094.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-11-15      | 0.0000%  | 0.0000% | $1538.00           | $1494.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-15      | 0.0000%  | 0.0000% | $2543750.00        | $2451506.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-15      | 0.0000%  | 0.0000% | $2909789.00        | $2754290.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-08-15      | 0.0000%  | 0.0000% | $1687500.00        | $1539057.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-05-15      | 0.0000%  | 0.0000% | $25.00             | $23.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-11-15      | 0.0000%  | 0.0000% | $50.00             | $33.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-02-15      | 0.0000%  | 0.0000% | $523678.00         | $468324.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-08-15      | 0.0000%  | 0.0000% | $2543750.00        | $2229025.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-05-15      | 0.0000%  | 0.0000% | $59375.00          | $50400.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-02-15      | 0.0000%  | 0.0000% | $4921500.00        | $4222524.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-08-15      | 0.0000%  | 0.0000% | $2567065.00        | $2157444.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-02-15      | 0.0000%  | 0.0000% | $3004298.00        | $2467336.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-11-15      | 0.0000%  | 0.0000% | $6893750.00        | $4249818.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-05-15      | 0.0000%  | 0.0000% | $8050060.00        | $4826663.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-08-15      | 0.0000%  | 0.0000% | $9425212.00        | $5571120.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2038-02-15      | 0.0000%  | 0.0000% | $6546720.00        | $3761464.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-11-15      | 0.0000%  | 0.0000% | $7374200.00        | $1979368.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-11-15      | 0.0000%  | 0.0000% | $6893750.00        | $4021180.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2038-05-15      | 0.0000%  | 0.0000% | $4737500.00        | $2682898.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2038-08-15      | 0.0000%  | 0.0000% | $9529548.00        | $5320518.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-02-15      | 0.0000%  | 0.0000% | $9287348.00        | $5033612.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-05-15      | 0.0000%  | 0.0000% | $5165800.00        | $1351843.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2038-11-15      | 0.0000%  | 0.0000% | $8503500.00        | $4681661.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-05-15      | 0.0000%  | 0.0000% | $5585750.00        | $2985561.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-08-15      | 0.0000%  | 0.0000% | $2543750.00        | $1340190.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-11-15      | 0.0000%  | 0.0000% | $6231425.00        | $3232745.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-11-15      | 0.0000%  | 0.0000% | $4255125.00        | $1088159.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-02-15      | 0.0000%  | 0.0000% | $4643750.00        | $1175547.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-02-15      | 0.0000%  | 0.0000% | $4231250.00        | $2160734.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-05-15      | 0.0000%  | 0.0000% | $3237500.00        | $810570.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-08-15      | 0.0000%  | 0.0000% | $2543800.00        | $629588.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-05-15      | 0.0000%  | 0.0000% | $6893750.00        | $3472651.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-11-15      | 0.0000%  | 0.0000% | $9064980.00        | $2222316.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-08-15      | 0.0000%  | 0.0000% | $4231240.00        | $2097146.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-11-15      | 0.0000%  | 0.0000% | $6893750.00        | $3367597.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-02-15      | 0.0000%  | 0.0000% | $4693829.00        | $2258948.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-02-15      | 0.0000%  | 0.0000% | $2543940.00        | $614685.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-05-15      | 0.0000%  | 0.0000% | $25.00             | $9.00              | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-05-15      | 0.0000%  | 0.0000% | $92125.00          | $43716.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-08-15      | 0.0000%  | 0.0000% | $4231250.00        | $1976967.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-02-15      | 0.0000%  | 0.0000% | $4231250.00        | $1915161.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-08-15      | 0.0000%  | 0.0000% | $1122098.00        | $492944.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-02-15      | 0.0000%  | 0.0000% | $3915605.00        | $1670381.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-08-15      | 0.0000%  | 0.0000% | $4193475.00        | $1734451.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-11-15      | 0.0000%  | 0.0000% | $6893750.00        | $2810279.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-02-15      | 0.0000%  | 0.0000% | $2543750.00        | $1022430.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-05-15      | 0.0000%  | 0.0000% | $75.00             | $30.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-08-15      | 0.0000%  | 0.0000% | $6631250.00        | $2590213.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-11-15      | 0.0000%  | 0.0000% | $8420625.00        | $3248559.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-02-15      | 0.0000%  | 0.0000% | $4231250.00        | $1609749.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-08-15      | 0.0000%  | 0.0000% | $3303250.00        | $1221611.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-11-15      | 0.0000%  | 0.0000% | $8883700.00        | $3243474.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-02-15      | 0.0000%  | 0.0000% | $2543749.00        | $917080.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-05-15      | 0.0000%  | 0.0000% | $282000.00         | $100487.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-08-15      | 0.0000%  | 0.0000% | $4048175.00        | $1421869.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-11-15      | 0.0000%  | 0.0000% | $6880010.00        | $2388079.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-02-15      | 0.0000%  | 0.0000% | $4943740.00        | $1690334.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-05-15      | 0.0000%  | 0.0000% | $5568692.00        | $1884317.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-11-15      | 0.0000%  | 0.0000% | $6924250.00        | $2281707.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-05-15      | 0.0000%  | 0.0000% | $5393750.00        | $1731442.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-08-15      | 0.0000%  | 0.0000% | $2855817.00        | $904709.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-11-15      | 0.0000%  | 0.0000% | $5393750.00        | $1687467.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-02-15      | 0.0000%  | 0.0000% | $2543750.00        | $784744.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-05-15      | 0.0000%  | 0.0000% | $25.00             | $8.00              | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-08-15      | 0.0000%  | 0.0000% | $6294090.00        | $1893602.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-11-15      | 0.0000%  | 0.0000% | $96875.00          | $28793.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-02-15      | 0.0000%  | 0.0000% | $2543750.00        | $746257.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-08-15      | 0.0000%  | 0.0000% | $2846750.00        | $814136.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-11-15      | 0.0000%  | 0.0000% | $5407000.00        | $1524498.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-02-15      | 0.0000%  | 0.0000% | $6003548.00        | $1671946.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-05-15      | 0.0000%  | 0.0000% | $5393750.00        | $1483885.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-08-15      | 0.0000%  | 0.0000% | $4128801.00        | $1122993.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-05-15      | 0.0000%  | 0.0000% | $5194344.00        | $1245370.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-08-15      | 0.0000%  | 0.0000% | $2543750.00        | $610131.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-11-15      | 0.0000%  | 0.0000% | $3653610.00        | $867411.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-05-15      | 0.0000%  | 0.0000% | $3237500.00        | $756384.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-08-15      | 0.0000%  | 0.0000% | $1495500.00        | $345456.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-11-15      | 0.0000%  | 0.0000% | $9788952.00        | $2249119.00        | U.S. Treasuries (including strips) |

### Security 322: BOFA SECURITIES, INC.

- **C.1 - Title:** BOFA SECURITIES, INC. 3.690000%
- **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: TPR103665, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: TPR1036657791565BO
- **C.18 - Value (incl. sponsor support):** $987000000.00
- **C.18.a - Value (excl. sponsor support):** $987000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-05-01      | 3.5000%  | 0.0000% | $1000.00           | $109.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-03-20      | 6.0000%  | 0.0000% | $3380000.00        | $109366.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-06-20      | 6.0000%  | 0.0000% | $3009790.00        | $169253.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-07-20      | 3.0000%  | 0.0000% | $1960784.00        | $222400.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-11-20      | 3.5000%  | 0.0000% | $1600000.00        | $54910.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-04-20      | 6.5000%  | 0.0000% | $700000.00         | $94026.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-04-20      | 3.5000%  | 0.0000% | $4380000.00        | $432166.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-06-20      | 3.0000%  | 0.0000% | $5685000.00        | $771443.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-10-20      | 3.0000%  | 0.0000% | $1125270.00        | $173078.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-11-20      | 4.0000%  | 0.0000% | $2000.00           | $229.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-11-20      | 5.5000%  | 0.0000% | $12108048.00       | $1066610.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-12-20      | 3.5000%  | 0.0000% | $3972.00           | $458.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-01-20      | 3.5000%  | 0.0000% | $1372570.00        | $506043.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-03-20      | 5.0000%  | 0.0000% | $2467220.00        | $327419.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-05-20      | 3.0000%  | 0.0000% | $67703.00          | $16253.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 2.0000%  | 0.0000% | $102679000.00      | $64367555.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 3.5000%  | 0.0000% | $1009.00           | $737.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 5.5000%  | 0.0000% | $2742116.00        | $1783329.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-03-20      | 5.0000%  | 0.0000% | $699734.00         | $536470.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 6.0000%  | 0.0000% | $20000000.00       | $11511615.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 7.0000%  | 0.0000% | $88000.00          | $27579.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 6.0000%  | 0.0000% | $201078.00         | $119911.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $274449920.00      | $90155013.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 2.5000%  | 0.0000% | $616122.00         | $403885.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.5000%  | 0.0000% | $10310752.00       | $4655687.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 3.0000%  | 0.0000% | $331781.00         | $231047.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 4.5000%  | 0.0000% | $782368.00         | $726403.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 2.5000%  | 0.0000% | $348386.00         | $253960.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-08-15      | 4.0000%  | 0.0000% | $139201.00         | $70126.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-10-15      | 3.0000%  | 0.0000% | $1901150.00        | $324701.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 3.5000%  | 0.0000% | $7093.00           | $6010.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 3.0000%  | 0.0000% | $76609.00          | $63581.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 4.5000%  | 0.0000% | $9994300.00        | $9170818.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1801834.00        | $1844868.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.0000%  | 0.0000% | $1120764.00        | $1161039.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 6.5000%  | 0.0000% | $1000.00           | $1042.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 7.0000%  | 0.0000% | $20724700.00       | $21072540.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 6.5000%  | 0.0000% | $418525.00         | $400880.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $111299.00         | $116743.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $6814.00           | $7095.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $1588140.00        | $1597667.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $344327.00         | $354170.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 4.5000%  | 0.0000% | $5914736.00        | $5719086.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $1353954.00        | $1418037.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $2000.00           | $2088.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $1012.00           | $1050.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 5.0000%  | 0.0000% | $1065340.00        | $1065866.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $2000.00           | $2082.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.0000%  | 0.0000% | $10150656.00       | $10494462.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $1283336.00        | $1345964.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $2382752.00        | $2493052.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $2741236.00        | $2836844.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $2106620.00        | $2200966.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $1018.00           | $1068.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.5000%  | 0.0000% | $8270688.00        | $8456869.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-09-20      | 6.5000%  | 0.0000% | $1038446.00        | $1082825.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $702470.00         | $732738.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $2375796.00        | $2450865.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $4336112.00        | $4521461.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $1452532.00        | $1516077.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $1357870.00        | $1423357.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 4.5000%  | 0.0000% | $8188016.00        | $7998242.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $5268416.00        | $5440506.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $2523532.00        | $2642439.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.5000%  | 0.0000% | $1823734.00        | $1911585.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $1041572.00        | $1068454.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $54816832.00       | $56274004.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $2000.00           | $2082.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $1159386.00        | $1209552.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $1213098.00        | $1266880.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-01-20      | 6.0000%  | 0.0000% | $101750.00         | $105182.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $47938432.00       | $48175860.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $216810240.00      | $223323725.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 7.0000%  | 0.0000% | $574801.00         | $292522.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 6.0000%  | 0.0000% | $12073600.00       | $8223076.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 5.5000%  | 0.0000% | $1087724.00        | $899307.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 7.5000%  | 0.0000% | $367276.00         | $201401.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 6.5000%  | 0.0000% | $120859.00         | $109137.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 4.0000%  | 0.0000% | $121083.00         | $114518.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 7.0000%  | 0.0000% | $237295.00         | $244253.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.0000%  | 0.0000% | $138427392.00      | $138580294.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.0000%  | 0.0000% | $180779520.00      | $185102646.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.0000%  | 0.0000% | $1154210.00        | $1202413.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.0000%  | 0.0000% | $1598822.00        | $1666695.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.0000%  | 0.0000% | $1935592.00        | $1945956.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.0000%  | 0.0000% | $2160452.00        | $2171501.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.0000%  | 0.0000% | $1000.00           | $1045.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $5219528.00        | $5460220.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.0000%  | 0.0000% | $1866684.00        | $1876958.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.0000%  | 0.0000% | $2710156.00        | $2777509.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.0000%  | 0.0000% | $2128248.00        | $2144288.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $1663012.00        | $1708232.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $1004922.00        | $1051525.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.0000%  | 0.0000% | $5536576.00        | $5560020.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $1056850.00        | $1109824.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-06-20      | 4.5000%  | 0.0000% | $1000.00           | $109.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-05-15      | 6.0000%  | 0.0000% | $6635784.00        | $16459.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-03-15      | 5.5000%  | 0.0000% | $768346.00         | $5003.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-04-20      | 8.0000%  | 0.0000% | $2310136.00        | $1394.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-09-20      | 5.5000%  | 0.0000% | $1921230.00        | $176489.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-06-20      | 4.0000%  | 0.0000% | $44170300.00       | $2338622.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-10-15      | 4.0000%  | 0.0000% | $21657000.00       | $944215.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-01-20      | 5.5000%  | 0.0000% | $1200000.00        | $211600.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 5.5000%  | 0.0000% | $294428.00         | $240439.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-09-20      | 3.0000%  | 0.0000% | $16092704.00       | $11674894.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 5.5000%  | 0.0000% | $25224736.00       | $25263372.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-05-15      | 5.0000%  | 0.0000% | $67141376.00       | $1181096.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-07-15      | 6.0000%  | 0.0000% | $288942.00         | $10393.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-10-15      | 5.5000%  | 0.0000% | $229428.00         | $11074.00          | Agency Mortgage-Backed Securities |

### Security 323: BOFA SECURITIES, INC.

- **C.1 - Title:** BOFA SECURITIES, INC. 3.670000%
- **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: TPR1037E1, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: TPR1037E17791562BO
- **C.18 - Value (incl. sponsor support):** $275200000.00
- **C.18.a - Value (excl. sponsor support):** $275200000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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    | 2048-12-01      | 4.5000%  | 0.0000% | $2000.00           | $157.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-07-15      | 3.5000%  | 0.0000% | $2755000.00        | $340291.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-02-20      | 3.5000%  | 0.0000% | $2750000.00        | $251264.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-03-20      | 3.5000%  | 0.0000% | $432594.00         | $38187.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-11-20      | 3.5000%  | 0.0000% | $985000.00         | $82862.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-06-20      | 3.0000%  | 0.0000% | $13350360.00       | $3316185.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 2.5000%  | 0.0000% | $105000.00         | $66391.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-11-20      | 3.0000%  | 0.0000% | $235000.00         | $141869.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 5.5000%  | 0.0000% | $500000.00         | $343856.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 6.5000%  | 0.0000% | $117074000.00      | $48779887.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 6.5000%  | 0.0000% | $29986208.00       | $13149345.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 5.0000%  | 0.0000% | $34349000.00       | $29612294.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 7.5000%  | 0.0000% | $58774976.00       | $22921823.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 4.0000%  | 0.0000% | $660635.00         | $582759.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-11-20      | 3.5000%  | 0.0000% | $28742.00          | $7839.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 4.5000%  | 0.0000% | $3833036.00        | $2857607.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 5.0000%  | 0.0000% | $1000.00           | $995.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 5.5000%  | 0.0000% | $704816.00         | $718026.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $3496512.00        | $3653528.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.0000%  | 0.0000% | $4252960.00        | $4326740.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $3122928.00        | $3266712.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $1282036.00        | $1326899.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.0000%  | 0.0000% | $4475320.00        | $4508215.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.0000%  | 0.0000% | $1123882.00        | $1129986.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.0000%  | 0.0000% | $1368670.00        | $1379303.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.0000%  | 0.0000% | $1217834.00        | $1224855.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $1088242.00        | $1095773.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $2595724.00        | $2616240.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $1813090.00        | $1831315.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $4846320.00        | $4888787.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 6.0000%  | 0.0000% | $2584608.00        | $2653173.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.5000%  | 0.0000% | $3779404.00        | $3875849.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $4254200.00        | $4415461.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $1468104.00        | $1463840.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 4.5000%  | 0.0000% | $32007744.00       | $31206846.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 5.5000%  | 0.0000% | $73905152.00       | $63226029.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 5.5000%  | 0.0000% | $3948840.00        | $3497429.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 4.0000%  | 0.0000% | $360000.00         | $338213.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 5.5000%  | 0.0000% | $8317.00           | $8359.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.0000%  | 0.0000% | $4553370.00        | $4599914.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $1089563.00        | $1119852.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.0000%  | 0.0000% | $6874016.00        | $6913387.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-06-15      | 4.0000%  | 0.0000% | $136920000.00      | $5658219.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-10-15      | 5.0000%  | 0.0000% | $1111812.00        | $16146.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-05-15      | 3.5000%  | 0.0000% | $8421365.00        | $3289.00           | Agency Mortgage-Backed Securities |

### Security 324: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 3.670000%
- **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: TPR1037E7, C.3 - LEI: N.A., C.5 - Other ID: TPR1037E77791563BN
- **C.18 - Value (incl. sponsor support):** $384600000.00
- **C.18.a - Value (excl. sponsor support):** $384600000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 CORPORATION   | 2031-10-01      | 7.0000%  | 0.0000% | $2449.00           | $24.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-01-01      | 5.0000%  | 0.0000% | $1000.00           | $85.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-06-01      | 3.0000%  | 0.0000% | $252114.00         | $19554.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-12-01      | 4.0000%  | 0.0000% | $1000.00           | $60.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 3.0000%  | 0.0000% | $1010.00           | $667.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.0000%  | 0.0000% | $49000.00          | $44259.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 6.5000%  | 0.0000% | $7389854.00        | $6474894.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-12-01      | 2.5000%  | 0.0000% | $1017.00           | $644.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-12-01      | 3.5000%  | 0.0000% | $33998.00          | $20551.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 3.5000%  | 0.0000% | $12000.00          | $8806.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 3.5000%  | 0.0000% | $46001.00          | $35020.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 4.0000%  | 0.0000% | $11000.00          | $8658.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 3.0000%  | 0.0000% | $42000.00          | $32790.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 5.5000%  | 0.0000% | $117048.00         | $97339.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.0000%  | 0.0000% | $8037990.00        | $6413900.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 4.0000%  | 0.0000% | $14000.00          | $12715.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 4.0000%  | 0.0000% | $1000.00           | $798.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-08-01      | 4.0000%  | 0.0000% | $949080.00         | $224301.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 4.5000%  | 0.0000% | $91000.00          | $65722.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.0000%  | 0.0000% | $2808080.00        | $2254384.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.0000%  | 0.0000% | $2190000.00        | $1734109.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 6.5000%  | 0.0000% | $2587724.00        | $2101273.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 5.5000%  | 0.0000% | $10254.00          | $10110.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-03-01      | 5.0000%  | 0.0000% | $6275000.00        | $5002039.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-02-01      | 2.0000%  | 0.0000% | $199996.00         | $127425.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-08-01      | 6.5000%  | 0.0000% | $1867.00           | $1.00              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-12-01      | 4.5000%  | 0.0000% | $2206492.00        | $199637.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-07-01      | 4.5000%  | 0.0000% | $1025.00           | $31.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-12-01      | 3.0000%  | 0.0000% | $3431211.00        | $12945.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-06-01      | 4.0000%  | 0.0000% | $167000.00         | $36387.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-09-01      | 4.5000%  | 0.0000% | $297000.00         | $64244.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-12-01      | 4.5000%  | 0.0000% | $1016.00           | $52.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-04-01      | 5.5000%  | 0.0000% | $1000.00           | $6.00              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-04-01      | 6.0000%  | 0.0000% | $2935.00           | $25.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 5.5000%  | 0.0000% | $369828.00         | $372736.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 6.0000%  | 0.0000% | $7357922.00        | $6203237.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 6.0000%  | 0.0000% | $533925.00         | $398019.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.5000%  | 0.0000% | $30000.00          | $21625.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 6.5000%  | 0.0000% | $330567.00         | $210025.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 4.5000%  | 0.0000% | $7954.00           | $7723.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.5000%  | 0.0000% | $2583912.00        | $2547343.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 6.5000%  | 0.0000% | $4491863.00        | $3353167.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 6.5000%  | 0.0000% | $1999142.00        | $1558818.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.5000%  | 0.0000% | $1270400.00        | $1330639.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.0000%  | 0.0000% | $4172665.00        | $3124880.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.0000%  | 0.0000% | $765356.00         | $789140.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.0000%  | 0.0000% | $159903.00         | $160450.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.0000%  | 0.0000% | $359112.00         | $370030.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.5000%  | 0.0000% | $126640.00         | $129709.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.5000%  | 0.0000% | $3320674.00        | $3368903.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $2916048.00        | $2859829.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $1570990.00        | $1574345.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $2875683.00        | $2939224.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-07-01      | 4.5000%  | 0.0000% | $21301850.00       | $3697286.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-07-01      | 4.0000%  | 0.0000% | $2675208.00        | $785355.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-08-01      | 4.0000%  | 0.0000% | $4345390.00        | $1267886.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $175.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-09-01      | 5.0000%  | 0.0000% | $348088.00         | $34048.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-10-01      | 3.5000%  | 0.0000% | $364873.00         | $95662.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-01-01      | 5.0000%  | 0.0000% | $1000.00           | $292.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-05-01      | 5.5000%  | 0.0000% | $144180.00         | $33613.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-06-01      | 3.0000%  | 0.0000% | $1000.00           | $247.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.5000%  | 0.0000% | $544868.00         | $554754.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.0000%  | 0.0000% | $4976660.00        | $3183152.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 6.5000%  | 0.0000% | $10000.00          | $5621.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $17096960.00       | $9229458.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 3.0000%  | 0.0000% | $3011028.00        | $2000999.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.5000%  | 0.0000% | $11781.00          | $8201.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 6.0000%  | 0.0000% | $2358798.00        | $1785723.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 6.0000%  | 0.0000% | $14231735.00       | $11580738.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.0000%  | 0.0000% | $7748896.00        | $6261185.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.5000%  | 0.0000% | $4030740.00        | $3545903.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.5000%  | 0.0000% | $1040.00           | $981.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.0000%  | 0.0000% | $7600000.00        | $6654194.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.5000%  | 0.0000% | $135942.00         | $124794.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.5000%  | 0.0000% | $22866496.00       | $21166988.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-08-01      | 4.0000%  | 0.0000% | $2451128.00        | $759342.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 2.5000%  | 0.0000% | $3585336.00        | $1699365.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 2.5000%  | 0.0000% | $1412500.00        | $894482.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 3.0000%  | 0.0000% | $19997216.00       | $13095852.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-03-01      | 3.0000%  | 0.0000% | $159189.00         | $82698.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.0000%  | 0.0000% | $986932.00         | $684206.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.5000%  | 0.0000% | $1236780.00        | $827527.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.5000%  | 0.0000% | $19999.00          | $13199.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $759.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 3.5000%  | 0.0000% | $5040990.00        | $3546376.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 3.0000%  | 0.0000% | $3050400.00        | $2135776.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 3.0000%  | 0.0000% | $150000.00         | $109309.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 4.0000%  | 0.0000% | $7644552.00        | $5519936.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.0000%  | 0.0000% | $120000.00         | $93165.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.5000%  | 0.0000% | $85000.00          | $66518.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.0000%  | 0.0000% | $57776.00          | $47726.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 4.5000%  | 0.0000% | $1864000.00        | $1490714.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 5.0000%  | 0.0000% | $15000.00          | $13634.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-03-01      | 2.0000%  | 0.0000% | $5326451.00        | $4008543.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-07-01      | 4.5000%  | 0.0000% | $2779.00           | $214.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 4.0000%  | 0.0000% | $92817342.00       | $6846232.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.5000%  | 0.0000% | $319832.00         | $128543.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-03-01      | 2.5000%  | 0.0000% | $1948250.00        | $957436.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.0000%  | 0.0000% | $3814012.00        | $3682209.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $287006.00         | $255600.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.5000%  | 0.0000% | $14154304.00       | $14203196.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 6.0000%  | 0.0000% | $1549939.00        | $1371961.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.0000%  | 0.0000% | $6859698.00        | $7074697.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 5.5000%  | 0.0000% | $30424605.00       | $30821636.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 6.5000%  | 0.0000% | $2735770.00        | $2774407.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.5000%  | 0.0000% | $1018.00           | $999.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 6.0000%  | 0.0000% | $50000000.00       | $51963451.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $7436400.00        | $7670739.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 5.5000%  | 0.0000% | $1024.00           | $758.00            | Agency Mortgage-Backed Securities  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-08-15      | 1.3800%  | 0.0000% | $11113600.00       | $5554157.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $637600.00         | $435206.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $56819200.00       | $49816676.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $48727000.00       | $48131238.00       | U.S. Treasuries (including strips) |

### Security 325: DEUTSCHE BANK SECURITIES INC.

- **C.1 - Title:** DEUTSCHE BANK SECURITIES INC. 3.670000%
- **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: TPR1037F4, C.3 - LEI: 9J6MBOOO7BECTDTUZW19, C.5 - Other ID: TPR1037F47791563DE
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 3/8 NOTE U 26                          | 2026-01-31      | 0.0000%  | 0.0000% | $46491800.00       | $46564830.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-02-29      | 1.1300%  | 0.0000% | $51315100.00       | $49062765.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-08-31      | 1.1300%  | 0.0000% | $51614900.00       | $48734673.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-02-15      | 1.8800%  | 0.0000% | $53009600.00       | $47625244.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-06-30      | 3.2500%  | 0.0000% | $53834500.00       | $53754522.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-08-31      | 3.1300%  | 0.0000% | $51612600.00       | $51320862.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-09-30      | 4.1300%  | 0.0000% | $49344900.00       | $50475863.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-30      | 3.8800%  | 0.0000% | $45918100.00       | $46470532.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-02-29      | 4.0000%  | 0.0000% | $41907900.00       | $42970122.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-12-15      | 4.3800%  | 0.0000% | $45974400.00       | $46535602.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-12-31      | 4.5000%  | 0.0000% | $22612500.00       | $23394650.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-12-31      | 4.3800%  | 0.0000% | $45667200.00       | $46911891.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-01-31      | 4.3800%  | 0.0000% | $50460100.00       | $52766435.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-02-15      | 4.6300%  | 0.0000% | $51509200.00       | $54329026.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-03-31      | 3.8800%  | 0.0000% | $50678400.00       | $51517008.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-15      | 3.5000%  | 0.0000% | $52452300.00       | $52681940.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-01-15      | 3.5000%  | 0.0000% | $50981400.00       | $50884040.00       | U.S. Treasuries (including strips) |

### Security 326: DEUTSCHE BANK SECURITIES INC.

- **C.1 - Title:** DEUTSCHE BANK SECURITIES INC. 3.670000%
- **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: TPR1037F6, C.3 - LEI: 9J6MBOOO7BECTDTUZW19, C.5 - Other ID: TPR1037F67791562DE
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 CORPORATION   | 2053-06-01      | 5.0000%  | 0.0000% | $58138125.00       | $45975320.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-12-01      | 2.0000%  | 0.0000% | $72066237.00       | $45838508.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.0000%  | 0.0000% | $76133690.00       | $60047287.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.0000%  | 0.0000% | $35397594.00       | $34064294.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.0000%  | 0.0000% | $55651712.00       | $45522237.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.5000%  | 0.0000% | $40708976.00       | $32489592.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 5.0000%  | 0.0000% | $77881728.00       | $59218185.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2062-09-01      | 3.5000%  | 0.0000% | $61392448.00       | $43823829.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 2.0000%  | 0.0000% | $90751872.00       | $39578856.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 2.0000%  | 0.0000% | $76790784.00       | $41868374.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.0000%  | 0.0000% | $49125440.00       | $46716345.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.5000%  | 0.0000% | $9487499.00        | $5729865.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $37313925.00       | $37272719.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 6.0000%  | 0.0000% | $57711720.00       | $50410452.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.0000%  | 0.0000% | $39647186.00       | $37174225.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.0000%  | 0.0000% | $20689837.00       | $14088706.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.0000%  | 0.0000% | $49625496.00       | $33205678.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.0000%  | 0.0000% | $63791189.00       | $40975528.00       | Agency Mortgage-Backed Securities |

### Security 327: FIXED INCOME CLEARING CORPORATION / BOFA SECURITIES, INC.

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION / BOFA SECURITIES, INC. 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR1037F8, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: TPR1037F87791563BO
- **C.18 - Value (incl. sponsor support):** $2050000000.00
- **C.18.a - Value (excl. sponsor support):** $2050000000.00
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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?:** Yes

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION / BOFA SECURITIES, INC.

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-30      | 0.0000%  | 0.0000% | $344391600.00      | $341411235.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-28      | 0.0000%  | 0.0000% | $42354800.00       | $41873141.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-03-17      | 0.0000%  | 0.0000% | $20065600.00       | $19978676.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-12-24      | 0.0000%  | 0.0000% | $90000000.00       | $87252840.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-23      | 0.0000%  | 0.0000% | $31775000.00       | $31242991.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-08-15      | 3.8800%  | 0.0000% | $10383300.00       | $9762931.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-02-15      | 3.1300%  | 0.0000% | $292370000.00      | $243912393.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-05-15      | 3.0000%  | 0.0000% | $24815700.00       | $20082362.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-02-15      | 3.1300%  | 0.0000% | $12711000.00       | $10441671.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-08-15      | 3.6300%  | 0.0000% | $152155000.00      | $133510674.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-11-15      | 1.3800%  | 0.0000% | $4191900.00        | $2722361.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $200.00            | $148.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $9588900.00        | $8033132.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-05-31      | 0.5000%  | 0.0000% | $23295100.00       | $22405481.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-06-30      | 0.5000%  | 0.0000% | $100.00            | $96.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-08-15      | 0.6300%  | 0.0000% | $76930900.00       | $67128693.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $310148000.00      | $294743141.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-02-15      | 1.1300%  | 0.0000% | $100.00            | $88.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-30      | 0.7500%  | 0.0000% | $400.00            | $398.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $27074000.00       | $23699646.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-04-30      | 2.8800%  | 0.0000% | $30000.00          | $29514.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-31      | 2.7500%  | 0.0000% | $50535500.00       | $50649219.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-08-31      | 3.1300%  | 0.0000% | $1672000.00        | $1662680.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $95848000.00       | $94248322.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-04-30      | 3.5000%  | 0.0000% | $13550000.00       | $13536848.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-09-30      | 4.6300%  | 0.0000% | $11697300.00       | $12292054.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $50015337.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-04-30      | 4.6300%  | 0.0000% | $486746800.00      | $510363940.00      | U.S. Treasuries (including strips) |

### Security 328: FIXED INCOME CLEARING CORPORATION / BOFA SECURITIES, INC.

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION / BOFA SECURITIES, INC. 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR1037F9, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: TPR1037F97791564BO
- **C.18 - Value (incl. sponsor support):** $9000000000.00
- **C.18.a - Value (excl. sponsor support):** $9000000000.00
- **C.19 - Percentage of Net Assets:** 3.1700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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?:** Yes

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION / BOFA SECURITIES, INC.

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-16      | 0.0000%  | 0.0000% | $228000.00         | $226344.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-14      | 0.0000%  | 0.0000% | $25037900.00       | $24787746.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-02-05      | 0.0000%  | 0.0000% | $23736100.00       | $23729003.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-03-12      | 0.0000%  | 0.0000% | $5529900.00        | $5508671.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-03-10      | 0.0000%  | 0.0000% | $32487300.00       | $32369761.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-02-15      | 4.7500%  | 0.0000% | $24532400.00       | $26069718.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-05-15      | 5.0000%  | 0.0000% | $1838200.00        | $1973543.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2038-02-15      | 4.3800%  | 0.0000% | $2775100.00        | $2837858.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $8844600.00        | $8710469.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $26139100.00       | $26615602.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-11-15      | 4.3800%  | 0.0000% | $47240800.00       | $46838360.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $90314200.00       | $63792355.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-05-15      | 2.5000%  | 0.0000% | $100.00            | $70.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $144033200.00      | $96113461.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $400.00            | $302.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-11-15      | 2.7500%  | 0.0000% | $94721600.00       | $67843444.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-05-15      | 3.1300%  | 0.0000% | $4450800.00        | $3401639.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-11-15      | 3.3800%  | 0.0000% | $16968100.00       | $13508451.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-05-15      | 2.8800%  | 0.0000% | $3880300.00        | $2800133.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-11-15      | 2.3800%  | 0.0000% | $300000.00         | $193777.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-08-15      | 1.3800%  | 0.0000% | $98770000.00       | $49157155.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-11-15      | 1.6300%  | 0.0000% | $286638000.00      | $151273664.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-02-15      | 1.8800%  | 0.0000% | $137930200.00      | $97177175.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $166547200.00      | $122916290.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $108965000.00      | $74160395.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-11-15      | 1.8800%  | 0.0000% | $188212200.00      | $104590924.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $99417000.00       | $69574690.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-05-15      | 2.8800%  | 0.0000% | $108866800.00      | $76548266.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $892800.00         | $650056.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $440815000.00      | $385113524.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-05-15      | 3.6300%  | 0.0000% | $4505800.00        | $3668088.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-08-15      | 4.1300%  | 0.0000% | $631553900.00      | $569218596.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $174363200.00      | $160512690.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-05-15      | 4.6300%  | 0.0000% | $100287200.00      | $97198750.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-08-15      | 4.1300%  | 0.0000% | $17709700.00       | $16541932.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $400.00            | $380.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $246000.00         | $243331.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $700.00            | $701.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-08-15      | 4.8800%  | 0.0000% | $1000.00           | $1029.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-11-15      | 4.6300%  | 0.0000% | $101073600.00      | $98012277.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-08-15      | 2.8800%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-15      | 3.1300%  | 0.0000% | $25051200.00       | $24901689.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-02-28      | 2.5000%  | 0.0000% | $5800.00           | $5855.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-06-30      | 0.5000%  | 0.0000% | $25341600.00       | $24299208.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-02-28      | 0.5000%  | 0.0000% | $9000000.00        | $8997484.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-05-15      | 1.6300%  | 0.0000% | $183538700.00      | $164739859.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $169995700.00      | $160468941.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $335375000.00      | $293575712.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-28      | 1.8800%  | 0.0000% | $5000.00           | $4951.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-05-15      | 2.8800%  | 0.0000% | $700.00            | $662.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $233745200.00      | $240022329.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-05-15      | 3.3800%  | 0.0000% | $180789500.00      | $174317170.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $152142000.00      | $154166541.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-30      | 4.3800%  | 0.0000% | $371800.00         | $382111.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-12-15      | 4.3800%  | 0.0000% | $12900000.00       | $13057262.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $4985200.00        | $5138277.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $341306700.00      | $350867828.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-02-28      | 4.2500%  | 0.0000% | $131328000.00      | $136206350.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-03-15      | 4.2500%  | 0.0000% | $4900.00           | $5016.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-03-31      | 4.1300%  | 0.0000% | $200.00            | $205.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-03-31      | 4.5000%  | 0.0000% | $653000.00         | $663593.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-04-30      | 4.6300%  | 0.0000% | $286922200.00      | $300843775.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-04-30      | 4.6300%  | 0.0000% | $93175800.00       | $97026791.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-05-31      | 4.6300%  | 0.0000% | $23168000.00       | $24201564.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-06-30      | 4.2500%  | 0.0000% | $170779200.00      | $174599718.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $135250000.00      | $139392613.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $100.00            | $102.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $28026500.00       | $28278258.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $1100.00           | $1106.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $19000.00          | $19210.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-10-31      | 4.1300%  | 0.0000% | $15230000.00       | $15440608.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-10-31      | 4.1300%  | 0.0000% | $5034700.00        | $5143593.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-15      | 4.1300%  | 0.0000% | $13059000.00       | $13301900.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-11-30      | 4.1300%  | 0.0000% | $288329000.00      | $293465516.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-11-30      | 4.1300%  | 0.0000% | $174387900.00      | $178138247.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $180298000.00      | $187602685.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-02-15      | 4.2500%  | 0.0000% | $444883000.00      | $459582457.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-03-31      | 4.1300%  | 0.0000% | $323902000.00      | $331492821.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $235000.00         | $240468.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-03-31      | 3.8800%  | 0.0000% | $374375000.00      | $380614572.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $413090000.00      | $418051540.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-04-30      | 3.8800%  | 0.0000% | $303425100.00      | $307886063.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $50129900.00       | $50725039.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-06-15      | 3.8800%  | 0.0000% | $149995000.00      | $151780237.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-06-30      | 3.8800%  | 0.0000% | $394801900.00      | $397870429.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $355873200.00      | $363345887.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-10-31      | 3.8000%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-11-30      | 3.7500%  | 0.0000% | $157366200.00      | $155862462.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-12-15      | 3.5000%  | 0.0000% | $399755000.00      | $400411828.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-12-31      | 3.6300%  | 0.0000% | $29123700.00       | $28978697.00       | U.S. Treasuries (including strips) |

### Security 329: HSBC SECURITIES (USA) INC.

- **C.1 - Title:** HSBC SECURITIES (USA) INC. 3.680000%
- **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: TPR1037FB, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: TPR1037FB7791564HS
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 CORPORATION        | 2031-03-01      | 8.0000%  | 0.0000% | $1957836.00        | $25301.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-01-04      | 0.0000%  | 0.0000% | $6950000.00        | $6724452.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2033-05-25      | 4.0800%  | 0.0000% | $1975000.00        | $1943071.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2038-11-09      | 4.2200%  | 0.0000% | $6000000.00        | $5642190.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2040-03-19      | 2.5900%  | 0.0000% | $5070000.00        | $3962558.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2030-05-14      | 1.6000%  | 0.0000% | $10000000.00       | $8403750.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2035-06-18      | 1.7800%  | 0.0000% | $2225000.00        | $1776195.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2045-09-25      | 2.0800%  | 0.0000% | $2000000.00        | $1249962.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2036-02-05      | 1.8000%  | 0.0000% | $8445000.00        | $6689969.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2036-11-10      | 1.8700%  | 0.0000% | $6945000.00        | $5379538.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2036-02-25      | 2.0000%  | 0.0000% | $2035000.00        | $1641722.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2032-06-11      | 3.5000%  | 0.0000% | $11440000.00       | $11154433.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2042-06-30      | 5.0000%  | 0.0000% | $235000.00         | $226153.00         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-12-01      | 3.0000%  | 0.0000% | $43370000.00       | $8504486.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-10-01      | 3.0000%  | 0.0000% | $40159232.00       | $5197753.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2033-04-01      | 3.5000%  | 0.0000% | $2000000.00        | $204081.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-10-01      | 3.0000%  | 0.0000% | $1500000.00        | $368188.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-10-01      | 5.5000%  | 0.0000% | $801000.00         | $583025.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-07-01      | 4.5000%  | 0.0000% | $800000.00         | $577506.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-03-01      | 5.5000%  | 0.0000% | $222000.00         | $195508.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-06-01      | 5.0000%  | 0.0000% | $3866000.00        | $3360512.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-11-01      | 5.0000%  | 0.0000% | $199000.00         | $137124.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-09-01      | 2.5000%  | 0.0000% | $100000.00         | $67901.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-03-01      | 5.0000%  | 0.0000% | $100001.00         | $83830.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-06-01      | 6.5000%  | 0.0000% | $11000.00          | $9351.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-07-01      | 3.5000%  | 0.0000% | $12300000.00       | $2406421.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-11-01      | 3.0000%  | 0.0000% | $937000.00         | $336041.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-10-01      | 2.5000%  | 0.0000% | $2007000.00        | $968855.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-02-01      | 4.0000%  | 0.0000% | $201022.00         | $147963.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-02-01      | 2.5000%  | 0.0000% | $686000.00         | $321822.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-09-01      | 5.5000%  | 0.0000% | $51007.00          | $40971.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-10-01      | 6.0000%  | 0.0000% | $1700000.00        | $1171748.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-08-01      | 6.5000%  | 0.0000% | $1600000.00        | $938653.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 6.5000%  | 0.0000% | $67632384.00       | $49570584.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-04-01      | 5.0000%  | 0.0000% | $50000.00          | $39000.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-08-01      | 4.0000%  | 0.0000% | $1984000.00        | $1557223.00        | Agency Mortgage-Backed Securities   |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2028-04-21      | 5.2500%  | 0.0000% | $5960000.00        | $6251769.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-05-01      | 8.5000%  | 0.0000% | $1105000.00        | $26231.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-02-01      | 4.0000%  | 0.0000% | $1115000.00        | $229978.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-07-01      | 3.5000%  | 0.0000% | $2503900.00        | $954979.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-08-01      | 2.0000%  | 0.0000% | $650000.00         | $308880.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-10-01      | 3.0000%  | 0.0000% | $464375.00         | $382281.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-11-01      | 2.0000%  | 0.0000% | $12000.00          | $7765.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-04-01      | 3.5000%  | 0.0000% | $4941272.00        | $3457332.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-05-01      | 3.5000%  | 0.0000% | $2710000.00        | $1807195.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 5.5000%  | 0.0000% | $5771440.00        | $4883437.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-09-01      | 5.0000%  | 0.0000% | $1581470.00        | $1526615.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-06-01      | 5.0000%  | 0.0000% | $9000.00           | $7193.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-12-01      | 6.5000%  | 0.0000% | $11040672.00       | $8089925.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-02-01      | 5.5000%  | 0.0000% | $4139088.00        | $4076304.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-02-01      | 7.0000%  | 0.0000% | $3332640.00        | $2964765.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 7.0000%  | 0.0000% | $1003198.00        | $888420.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-08-01      | 7.0000%  | 0.0000% | $1092270.00        | $923479.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 6.0000%  | 0.0000% | $5206816.00        | $3645598.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 5.5000%  | 0.0000% | $2716808.00        | $2039512.00        | Agency Mortgage-Backed Securities   |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2039-03-02      | 3.5400%  | 0.0000% | $882000.00         | $789175.00         | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2039-06-03      | 3.4900%  | 0.0000% | $3000000.00        | $2614377.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2040-08-13      | 1.9500%  | 0.0000% | $16854000.00       | $11839325.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2030-05-28      | 1.4000%  | 0.0000% | $8825000.00        | $7995575.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2035-03-12      | 2.2300%  | 0.0000% | $3055000.00        | $2591295.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2036-08-12      | 2.2200%  | 0.0000% | $3000000.00        | $2457399.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2040-10-15      | 2.0000%  | 0.0000% | $1208000.00        | $845940.00         | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2041-06-21      | 2.7000%  | 0.0000% | $10000000.00       | $7597150.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2031-06-30      | 1.9400%  | 0.0000% | $5000000.00        | $4536228.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2041-01-28      | 2.1000%  | 0.0000% | $12500000.00       | $8805321.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2029-11-21      | 4.3800%  | 0.0000% | $20000000.00       | $20652368.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2030-01-25      | 3.7500%  | 0.0000% | $20000000.00       | $20021157.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2036-11-17      | 2.5800%  | 0.0000% | $25318000.00       | $21185714.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2041-11-29      | 2.6900%  | 0.0000% | $5000000.00        | $3770890.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2041-12-30      | 2.5900%  | 0.0000% | $18750000.00       | $13895725.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2037-02-02      | 2.7500%  | 0.0000% | $2491000.00        | $2127018.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2037-04-20      | 4.4900%  | 0.0000% | $4852000.00        | $4771861.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-10-01      | 2.5000%  | 0.0000% | $780000.00         | $342467.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-11-01      | 2.5000%  | 0.0000% | $437000.00         | $196298.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-07-01      | 3.0000%  | 0.0000% | $22000.00          | $13276.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-07-01      | 5.0000%  | 0.0000% | $15000.00          | $10940.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 3.5000%  | 0.0000% | $1017784.00        | $798344.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 5.0000%  | 0.0000% | $6175.00           | $5162.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-03-01      | 5.5000%  | 0.0000% | $753600.00         | $646313.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-04-01      | 5.0000%  | 0.0000% | $131000.00         | $117052.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-05-01      | 5.0000%  | 0.0000% | $7736616.00        | $6372996.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-01-01      | 5.0000%  | 0.0000% | $3319700.00        | $3332467.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-09-01      | 4.0000%  | 0.0000% | $985326.00         | $671925.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-09-01      | 2.0000%  | 0.0000% | $894950.00         | $453784.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-05-01      | 6.5000%  | 0.0000% | $154212.00         | $118223.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-06-01      | 7.0000%  | 0.0000% | $4293370.00        | $3620890.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 6.5000%  | 0.0000% | $2338588.00        | $1753645.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-05-01      | 4.5000%  | 0.0000% | $760409.00         | $736517.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-11-15      | 0.0000%  | 0.0000% | $740000.00         | $667458.00         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-03-15      | 0.0000%  | 0.0000% | $71000.00          | $70659.00          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-03-15      | 0.0000%  | 0.0000% | $162000.00         | $161252.00         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-03-15      | 0.0000%  | 0.0000% | $162000.00         | $155267.00         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-07-15      | 0.0000%  | 0.0000% | $108568000.00      | $83034109.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-07-15      | 0.0000%  | 0.0000% | $5253000.00        | $5160101.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-01-15      | 0.0000%  | 0.0000% | $2509000.00        | $2420465.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-07-15      | 0.0000%  | 0.0000% | $3386000.00        | $3205635.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-01-15      | 0.0000%  | 0.0000% | $3517000.00        | $3269632.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-07-15      | 0.0000%  | 0.0000% | $3386000.00        | $3084785.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-01-15      | 0.0000%  | 0.0000% | $3386000.00        | $3026881.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-07-15      | 0.0000%  | 0.0000% | $3386000.00        | $2970064.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-01-15      | 0.0000%  | 0.0000% | $3386000.00        | $2893344.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-07-15      | 0.0000%  | 0.0000% | $3386000.00        | $2835206.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-07-13      | 2.1500%  | 0.0000% | $8450000.00        | $6002029.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2035-08-17      | 1.5400%  | 0.0000% | $10000000.00       | $7813158.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-06-25      | 1.2500%  | 0.0000% | $25000000.00       | $22502257.00       | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-08-06      | 0.0000%  | 0.0000% | $2382000.00        | $1586014.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-02-06      | 0.0000%  | 0.0000% | $2435000.00        | $1583050.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-05-15      | 0.0000%  | 0.0000% | $100000.00         | $84504.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-07-15      | 0.0000%  | 0.0000% | $2601000.00        | $1506546.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2029-05-15      | 6.2500%  | 0.0000% | $1000000.00        | $1092831.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-11-15      | 6.6300%  | 0.0000% | $3830000.00        | $4348870.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2026-11-15      | 0.0000%  | 0.0000% | $69000.00          | $66988.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2027-11-15      | 0.0000%  | 0.0000% | $69000.00          | $64512.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2029-11-15      | 0.0000%  | 0.0000% | $69000.00          | $59698.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-05-15      | 0.0000%  | 0.0000% | $69000.00          | $58185.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-11-15      | 0.0000%  | 0.0000% | $72000.00          | $59437.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-01-15      | 0.0000%  | 0.0000% | $1460000.00        | $869766.00         | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2027-10-08      | 0.7500%  | 0.0000% | $1090000.00        | $1042971.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2028-03-23      | 0.0000%  | 0.0000% | $8212000.00        | $7574511.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2031-03-17      | 0.0000%  | 0.0000% | $1274000.00        | $1041114.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-11-15      | 0.0000%  | 0.0000% | $147000.00         | $121990.00         | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2026-03-01      | 4.0000%  | 0.0000% | $20127710.00       | $5838.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-11-01      | 3.5000%  | 0.0000% | $3240576.00        | $593573.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-07-01      | 5.0000%  | 0.0000% | $597000.00         | $90725.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-09-01      | 3.5000%  | 0.0000% | $59076160.00       | $10936088.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-12-01      | 3.0000%  | 0.0000% | $28101.00          | $7462.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-06-01      | 3.5000%  | 0.0000% | $1178008.00        | $124359.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-08-01      | 3.5000%  | 0.0000% | $11629568.00       | $1240996.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-09-01      | 3.5000%  | 0.0000% | $7939120.00        | $1041050.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-06-01      | 3.0000%  | 0.0000% | $104416000.00      | $15769702.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-03-01      | 3.5000%  | 0.0000% | $1858000.00        | $371442.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2032-02-01      | 2.5000%  | 0.0000% | $427435.00         | $73478.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-12-01      | 3.5000%  | 0.0000% | $3822596.00        | $375824.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-09-01      | 3.5000%  | 0.0000% | $4556832.00        | $1044629.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-11-01      | 5.5000%  | 0.0000% | $4841024.00        | $34303.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-04-01      | 5.5000%  | 0.0000% | $8660010.00        | $65288.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-11-01      | 5.5000%  | 0.0000% | $506478.00         | $414110.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-12-01      | 7.0000%  | 0.0000% | $1143802.00        | $891454.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-01-01      | 7.0000%  | 0.0000% | $1466030.00        | $1129932.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-03-01      | 5.5000%  | 0.0000% | $737368.00         | $514553.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-08-01      | 7.0000%  | 0.0000% | $1023572.00        | $1083504.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 6.5000%  | 0.0000% | $8001.00           | $8336.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-07-01      | 6.0000%  | 0.0000% | $211680.00         | $138222.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-05-01      | 6.0000%  | 0.0000% | $4204392.00        | $3775765.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 6.5000%  | 0.0000% | $7237128.00        | $5735227.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-06-01      | 7.0000%  | 0.0000% | $1040714.00        | $813080.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-06-01      | 7.5000%  | 0.0000% | $1263848.00        | $659043.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-07-01      | 7.0000%  | 0.0000% | $1751120.00        | $1431003.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 7.0000%  | 0.0000% | $813636.00         | $681844.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 6.0000%  | 0.0000% | $866533.00         | $888648.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-08-01      | 6.5000%  | 0.0000% | $1832080.00        | $1533425.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-07-01      | 7.0000%  | 0.0000% | $1128692.00        | $939536.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 5.5000%  | 0.0000% | $2262950.00        | $2279061.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-07-01      | 6.5000%  | 0.0000% | $1093152.00        | $1124124.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 7.0000%  | 0.0000% | $1064968.00        | $1128910.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-11-01      | 4.5000%  | 0.0000% | $1518092.00        | $1363077.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 6.0000%  | 0.0000% | $13000.00          | $13196.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 5.5000%  | 0.0000% | $7001.00           | $7063.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 5.5000%  | 0.0000% | $1679424.00        | $1704300.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-11-01      | 6.5000%  | 0.0000% | $1937850.00        | $2005178.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-11-01      | 5.0000%  | 0.0000% | $6000.00           | $5030.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 5.5000%  | 0.0000% | $7086272.00        | $5490140.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 5.5000%  | 0.0000% | $1250268.00        | $1261849.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 6.0000%  | 0.0000% | $1112828.00        | $1141302.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 6.5000%  | 0.0000% | $1752418.00        | $1447443.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 5.5000%  | 0.0000% | $3442920.00        | $3294329.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 5.5000%  | 0.0000% | $9072.00           | $7164.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 5.5000%  | 0.0000% | $5120.00           | $5140.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 6.5000%  | 0.0000% | $1144762.00        | $884135.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-05-01      | 6.5000%  | 0.0000% | $382436.00         | $388731.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 6.0000%  | 0.0000% | $1842614.00        | $1904925.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 6.0000%  | 0.0000% | $3272604.00        | $3115278.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 6.0000%  | 0.0000% | $1298336.00        | $1338143.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 5.0000%  | 0.0000% | $2273388.00        | $2056723.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 6.0000%  | 0.0000% | $3389680.00        | $3499259.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 6.5000%  | 0.0000% | $1162756.00        | $1217301.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 6.5000%  | 0.0000% | $1030754.00        | $360561.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 6.5000%  | 0.0000% | $1336164.00        | $1392469.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 6.0000%  | 0.0000% | $817500.00         | $846996.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 6.0000%  | 0.0000% | $5056176.00        | $5250772.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 6.5000%  | 0.0000% | $203184.00         | $213318.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 6.5000%  | 0.0000% | $3709040.00        | $3885843.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 5.5000%  | 0.0000% | $4045560.00        | $4153657.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 6.0000%  | 0.0000% | $1695534.00        | $1762368.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 7.0000%  | 0.0000% | $214820.00         | $229663.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 7.0000%  | 0.0000% | $405088.00         | $428605.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 6.0000%  | 0.0000% | $1034600.00        | $1078376.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 5.5000%  | 0.0000% | $2861640.00        | $2941475.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 6.0000%  | 0.0000% | $2598568.00        | $2701272.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 5.5000%  | 0.0000% | $10051.00          | $10329.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 5.5000%  | 0.0000% | $4569640.00        | $4664451.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 7.0000%  | 0.0000% | $167998.00         | $178034.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-08-01      | 3.0000%  | 0.0000% | $1957418.00        | $259461.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-05-01      | 3.5000%  | 0.0000% | $6713060.00        | $733217.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-09-01      | 3.0000%  | 0.0000% | $125329.00         | $38805.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-10-01      | 3.0000%  | 0.0000% | $2525000.00        | $554659.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-06-01      | 4.5000%  | 0.0000% | $68112128.00       | $14127859.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-07-01      | 6.0000%  | 0.0000% | $591300.00         | $93618.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-11-01      | 4.0000%  | 0.0000% | $361000.00         | $67940.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-02-01      | 4.5000%  | 0.0000% | $150000.00         | $27116.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-05-01      | 3.0000%  | 0.0000% | $382000.00         | $155055.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-09-01      | 4.0000%  | 0.0000% | $2983832.00        | $880324.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-09-01      | 7.0000%  | 0.0000% | $11906.00          | $9840.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-06-01      | 4.5000%  | 0.0000% | $15500000.00       | $2926782.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-09-01      | 4.5000%  | 0.0000% | $4187520.00        | $1337852.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-04-01      | 4.0000%  | 0.0000% | $11500000.00       | $2148022.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2032-03-01      | 3.5000%  | 0.0000% | $2843608.00        | $244180.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-11-01      | 4.5000%  | 0.0000% | $20374656.00       | $5501491.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-06-01      | 3.5000%  | 0.0000% | $515000.00         | $121026.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-04-01      | 4.5000%  | 0.0000% | $575000.00         | $160182.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-06-01      | 3.5000%  | 0.0000% | $640000.00         | $136178.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2033-01-01      | 3.0000%  | 0.0000% | $10000.00          | $8037.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-08-01      | 2.5000%  | 0.0000% | $6229992.00        | $2970490.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-07-01      | 3.0000%  | 0.0000% | $500000.00         | $144426.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-09-01      | 2.5000%  | 0.0000% | $1050000.00        | $451725.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-04-01      | 2.0000%  | 0.0000% | $1119000.00        | $621615.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-11-01      | 2.0000%  | 0.0000% | $20176.00          | $5622.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 2.0000%  | 0.0000% | $48000.00          | $29151.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 3.0000%  | 0.0000% | $66840.00          | $40197.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 6.0000%  | 0.0000% | $199289.00         | $208306.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 2.5000%  | 0.0000% | $554612.00         | $393499.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 5.5000%  | 0.0000% | $389355.00         | $395816.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 6.0000%  | 0.0000% | $503086.00         | $536851.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 6.5000%  | 0.0000% | $226085.00         | $244458.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-08-01      | 4.5000%  | 0.0000% | $1028758.00        | $839574.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-08-01      | 5.0000%  | 0.0000% | $2743040.00        | $2067759.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 3.0000%  | 0.0000% | $65000.00          | $45882.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 5.0000%  | 0.0000% | $1128542.00        | $1082848.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-08-01      | 5.0000%  | 0.0000% | $1728320.00        | $1320222.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 5.5000%  | 0.0000% | $1425076.00        | $1402655.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 6.0000%  | 0.0000% | $1462738.00        | $1329497.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 6.0000%  | 0.0000% | $165000.00         | $73634.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-09-01      | 5.5000%  | 0.0000% | $585958.00         | $417454.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-11-01      | 4.5000%  | 0.0000% | $19352640.00       | $6426734.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-06-01      | 4.0000%  | 0.0000% | $9638784.00        | $930086.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-07-01      | 4.5000%  | 0.0000% | $5753488.00        | $1841312.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-05-01      | 4.0000%  | 0.0000% | $813319.00         | $99922.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-07-01      | 2.0000%  | 0.0000% | $93979.00          | $49402.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-05-01      | 3.0000%  | 0.0000% | $247000.00         | $111798.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-05-01      | 3.5000%  | 0.0000% | $18135552.00       | $5252400.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-06-01      | 2.0000%  | 0.0000% | $902835.00         | $348663.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-08-01      | 2.0000%  | 0.0000% | $6671310.00        | $3231361.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-08-01      | 2.5000%  | 0.0000% | $379006.00         | $145619.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-12-01      | 2.0000%  | 0.0000% | $2092528.00        | $1273470.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-10-01      | 2.5000%  | 0.0000% | $1198000.00        | $554735.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-02-01      | 3.0000%  | 0.0000% | $156000.00         | $87930.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-02-01      | 2.5000%  | 0.0000% | $47360.00          | $25296.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-03-01      | 1.5000%  | 0.0000% | $99422.00          | $44171.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-07-01      | 2.5000%  | 0.0000% | $15564420.00       | $9453541.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-11-01      | 3.0000%  | 0.0000% | $930710.00         | $618509.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 2.5000%  | 0.0000% | $11004.00          | $7392.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 3.0000%  | 0.0000% | $85177.00          | $61631.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-05-01      | 3.0000%  | 0.0000% | $300000.00         | $190541.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 3.0000%  | 0.0000% | $979795.00         | $665962.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 3.5000%  | 0.0000% | $8021.00           | $6174.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 4.5000%  | 0.0000% | $4020000.00        | $2921168.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-08-01      | 4.0000%  | 0.0000% | $45000.00          | $26657.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-08-01      | 5.0000%  | 0.0000% | $450000.00         | $326207.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-12-01      | 5.5000%  | 0.0000% | $464000.00         | $369646.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-12-01      | 6.0000%  | 0.0000% | $8319.00           | $6114.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 5.0000%  | 0.0000% | $323000.00         | $232703.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 5.0000%  | 0.0000% | $9138.00           | $7090.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 5.0000%  | 0.0000% | $10990176.00       | $8615634.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-11-01      | 6.0000%  | 0.0000% | $17977632.00       | $13553963.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 5.5000%  | 0.0000% | $2670988.00        | $2031821.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 5.0000%  | 0.0000% | $9004.00           | $7484.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 5.5000%  | 0.0000% | $8005.00           | $6417.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 4.0000%  | 0.0000% | $8506.00           | $6541.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 6.0000%  | 0.0000% | $11000.00          | $7973.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-08-01      | 6.0000%  | 0.0000% | $3490368.00        | $2775456.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-02-01      | 6.0000%  | 0.0000% | $653000.00         | $512302.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-10-01      | 6.0000%  | 0.0000% | $6079392.00        | $4335270.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-08-01      | 5.0000%  | 0.0000% | $7168.00           | $6754.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-03-01      | 4.5000%  | 0.0000% | $13730400.00       | $12995095.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 5.0000%  | 0.0000% | $13886576.00       | $13161381.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-11-01      | 6.0000%  | 0.0000% | $8000.00           | $7300.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-11-01      | 6.5000%  | 0.0000% | $412617.00         | $363280.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 5.5000%  | 0.0000% | $1201992.00        | $1238122.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 6.5000%  | 0.0000% | $200701.00         | $213179.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 6.0000%  | 0.0000% | $5259400.00        | $5479707.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-11-01      | 5.0000%  | 0.0000% | $8200.00           | $7936.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 5.0000%  | 0.0000% | $7120.00           | $6622.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-05-01      | 2.5000%  | 0.0000% | $11000.00          | $8858.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 3.5000%  | 0.0000% | $7056.00           | $6061.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 5.5000%  | 0.0000% | $2493600.00        | $2331206.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 6.0000%  | 0.0000% | $8000.00           | $7190.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-03-01      | 5.0000%  | 0.0000% | $6024.00           | $6008.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-10-01      | 3.0000%  | 0.0000% | $125000.00         | $24505.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-09-01      | 3.5000%  | 0.0000% | $359595.00         | $74353.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-09-01      | 3.5000%  | 0.0000% | $582000.00         | $190583.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-07-01      | 3.0000%  | 0.0000% | $1000000.00        | $356070.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-01-01      | 3.5000%  | 0.0000% | $2214696.00        | $962716.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 2.0000%  | 0.0000% | $205000.00         | $127323.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 2.5000%  | 0.0000% | $91005.00          | $62689.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 3.0000%  | 0.0000% | $42000.00          | $30023.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 2.5000%  | 0.0000% | $106241.00         | $66868.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-03-01      | 4.5000%  | 0.0000% | $1175000.00        | $726790.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 3.5000%  | 0.0000% | $55801.00          | $40586.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 5.0000%  | 0.0000% | $2474000.00        | $1702851.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-12-01      | 5.5000%  | 0.0000% | $25405856.00       | $18722877.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 3.0000%  | 0.0000% | $65000.00          | $48789.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-10-01      | 4.0000%  | 0.0000% | $550000.00         | $406515.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-12-01      | 5.5000%  | 0.0000% | $119598.00         | $93593.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 4.5000%  | 0.0000% | $22000.00          | $17612.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 2.5000%  | 0.0000% | $99232.00          | $72082.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-12-01      | 4.5000%  | 0.0000% | $785993.00         | $666986.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 3.0000%  | 0.0000% | $8001.00           | $6204.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-09-01      | 5.0000%  | 0.0000% | $2000000.00        | $1717638.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-10-01      | 4.5000%  | 0.0000% | $100000.00         | $81093.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-09-01      | 6.0000%  | 0.0000% | $57000.00          | $46210.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 2.0000%  | 0.0000% | $25720.00          | $18886.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-11-01      | 4.5000%  | 0.0000% | $1100000.00        | $927055.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 5.0000%  | 0.0000% | $7000.00           | $6119.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-09-01      | 4.5000%  | 0.0000% | $100004.00         | $77387.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-11-01      | 5.0000%  | 0.0000% | $6176.00           | $6078.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 5.5000%  | 0.0000% | $16403.00          | $16089.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-07-01      | 6.0000%  | 0.0000% | $21522.00          | $21962.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-10-01      | 5.0000%  | 0.0000% | $3753200.00        | $44299.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-08-01      | 5.6000%  | 0.0000% | $74853.00          | $28739.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-10-01      | 4.0000%  | 0.0000% | $5845984.00        | $432567.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-10-01      | 3.0000%  | 0.0000% | $358000.00         | $46353.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-08-01      | 3.0000%  | 0.0000% | $108457.00         | $57365.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-10-01      | 2.0000%  | 0.0000% | $10000.00          | $6236.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-03-01      | 4.5000%  | 0.0000% | $297036.00         | $22832.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-01-01      | 3.0000%  | 0.0000% | $753137.00         | $112109.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-02-01      | 2.5000%  | 0.0000% | $442000.00         | $98550.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-07-01      | 3.5000%  | 0.0000% | $146000.00         | $34621.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-12-01      | 2.5000%  | 0.0000% | $500000.00         | $225150.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-02-01      | 4.0000%  | 0.0000% | $62000.00          | $54135.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-04-01      | 6.0000%  | 0.0000% | $50000.00          | $26115.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-05-01      | 5.5000%  | 0.0000% | $15507072.00       | $12594157.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 2.5000%  | 0.0000% | $114274.00         | $73626.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 6.0000%  | 0.0000% | $600000.00         | $417660.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-10-01      | 5.0000%  | 0.0000% | $28001.00          | $20291.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 5.5000%  | 0.0000% | $6096.00           | $5451.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-08-01      | 5.0000%  | 0.0000% | $1835114.00        | $1675264.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-10-01      | 4.5000%  | 0.0000% | $2583056.00        | $2470479.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-01-01      | 7.0000%  | 0.0000% | $33546560.00       | $909951.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 6.5000%  | 0.0000% | $3083256.00        | $3025483.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.5000%  | 0.0000% | $3783492.00        | $3395194.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.0000%  | 0.0000% | $400000.00         | $344297.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 5.5000%  | 0.0000% | $7056.00           | $7188.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 6.0000%  | 0.0000% | $1515600.00        | $1578632.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 5.5000%  | 0.0000% | $2059008.00        | $2104963.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-10-01      | 5.0000%  | 0.0000% | $15125040.00       | $15056876.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-10-01      | 6.5000%  | 0.0000% | $285610.00         | $298689.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-11-01      | 5.0000%  | 0.0000% | $17708180.00       | $17754661.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-11-01      | 6.5000%  | 0.0000% | $205214.00         | $216794.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 6.5000%  | 0.0000% | $259137.00         | $273571.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-11-01      | 6.5000%  | 0.0000% | $505877.00         | $528310.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-11-01      | 6.5000%  | 0.0000% | $1339980.00        | $1426195.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 6.5000%  | 0.0000% | $114732288.00      | $94091947.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-06-01      | 3.0000%  | 0.0000% | $1643834.00        | $1429820.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-04-01      | 5.5000%  | 0.0000% | $8192.00           | $7343.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.0000%  | 0.0000% | $26436064.00       | $23801593.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2041-01-01      | 5.5000%  | 0.0000% | $5159568.00        | $5271697.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-12-01      | 6.5000%  | 0.0000% | $325655.00         | $343333.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-12-01      | 7.0000%  | 0.0000% | $223395.00         | $236406.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-01-01      | 6.0000%  | 0.0000% | $2757350.00        | $2844603.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-01-01      | 6.0000%  | 0.0000% | $1020100.00        | $1052992.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-01-01      | 7.0000%  | 0.0000% | $1198118.00        | $1275298.00        | Agency Mortgage-Backed Securities   |
| Tennessee Valley Authority                    | 2037-01-15      | 0.0000%  | 0.0000% | $1000000.00        | $595730.00         | Agency Debentures and Agency Strips |
| Tennessee Valley Authority                    | 2038-01-15      | 0.0000%  | 0.0000% | $1175000.00        | $656075.00         | Agency Debentures and Agency Strips |
| Tennessee Valley Authority                    | 2035-06-15      | 0.0000%  | 0.0000% | $1000000.00        | $639678.00         | Agency Debentures and Agency Strips |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2037-02-15      | 4.7500%  | 0.0000% | $32800100.00       | $34855511.00       | U.S. Treasuries (including strips)  |
| TINT 01/31/26                                 | 2026-01-31      | 0.0000%  | 0.0000% | $7413.00           | $7413.00           | U.S. Treasuries (including strips)  |

### Security 330: ING FINANCIAL MARKETS LLC

- **C.1 - Title:** ING FINANCIAL MARKETS LLC 3.670000%
- **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: TPR1037FC, C.3 - LEI: KBVRJ5K57JZ3E2AVWX40, C.5 - Other ID: TPR1037FC779156ING
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 CORPORATION | 2035-06-01      | 5.5000%  | 0.0000% | $1024.00           | $27.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-12-01      | 6.0000%  | 0.0000% | $1024.00           | $6.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-09-01      | 6.6500%  | 0.0000% | $1024.00           | $14.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-04-01      | 6.7800%  | 0.0000% | $1056.00           | $19.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-01-01      | 5.5000%  | 0.0000% | $1008.00           | $15.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-06-01      | 5.5000%  | 0.0000% | $1000.00           | $30.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 4.5000%  | 0.0000% | $1120.00           | $838.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-09-01      | 3.5000%  | 0.0000% | $1000.00           | $783.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-10-01      | 3.5000%  | 0.0000% | $1000.00           | $744.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 6.5000%  | 0.0000% | $1024.00           | $760.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 6.0000%  | 0.0000% | $20332900.00       | $16091109.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $905.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $771.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-04-01      | 5.0000%  | 0.0000% | $1000.00           | $80.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-06-01      | 5.5000%  | 0.0000% | $1000.00           | $58.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-07-01      | 5.0000%  | 0.0000% | $6307872.00        | $508577.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-07-01      | 5.0000%  | 0.0000% | $1000.00           | $34.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-10-01      | 4.0000%  | 0.0000% | $21034656.00       | $16853087.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $637.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | 0.0000% | $1456.00           | $954.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 5.5000%  | 0.0000% | $7624976.00        | $5732670.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-04-01      | 4.0000%  | 0.0000% | $1024.00           | $98.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-08-01      | 3.5000%  | 0.0000% | $118273664.00      | $10619330.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-10-01      | 6.4300%  | 0.0000% | $1024.00           | $31.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-06-01      | 3.5000%  | 0.0000% | $1024.00           | $158.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-06-01      | 4.0000%  | 0.0000% | $1000.00           | $145.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-08-01      | 4.0000%  | 0.0000% | $1000.00           | $97.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $226.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-06-01      | 3.5000%  | 0.0000% | $1024.00           | $171.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-08-01      | 3.5000%  | 0.0000% | $1008.00           | $220.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-09-01      | 4.5000%  | 0.0000% | $1008.00           | $152.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-07-01      | 3.5000%  | 0.0000% | $1008.00           | $211.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-05-01      | 4.1800%  | 0.0000% | $2080.00           | $50.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.5000%  | 0.0000% | $1957390.00        | $1766175.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $955.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.0000%  | 0.0000% | $11691248.00       | $11701082.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1048.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1037.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.5000%  | 0.0000% | $2738920.00        | $2855417.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-02-01      | 4.5000%  | 0.0000% | $1000.00           | $252.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-06-01      | 4.0000%  | 0.0000% | $1024.00           | $104.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $244.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-08-01      | 4.5000%  | 0.0000% | $8058704.00        | $2281340.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-09-01      | 3.5000%  | 0.0000% | $1000.00           | $177.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $702.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.0000%  | 0.0000% | $1040.00           | $790.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $1024.00           | $669.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 5.5000%  | 0.0000% | $13750656.00       | $10370137.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.5000%  | 0.0000% | $1016.00           | $930.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $989.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-02-01      | 4.6900%  | 0.0000% | $4525000.00        | $4634980.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-04-01      | 4.7000%  | 0.0000% | $1000.00           | $1017.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 4.5000%  | 0.0000% | $1008.00           | $327.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $289.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-07-01      | 2.5000%  | 0.0000% | $1008.00           | $368.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $16300000.00       | $12157627.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 4.5000%  | 0.0000% | $1024.00           | $816.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $739.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.5000%  | 0.0000% | $1152.00           | $876.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 5.5000%  | 0.0000% | $91550000.00       | $80994827.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $959.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $944.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.0000%  | 0.0000% | $1024.00           | $1034.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $483.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | 0.0000% | $494999.00         | $412930.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $832.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $925.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-11-01      | 2.5000%  | 0.0000% | $674998.00         | $135267.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-06-01      | 5.5000%  | 0.0000% | $1000.00           | $49.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-10-01      | 4.5000%  | 0.0000% | $1000.00           | $48.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $981.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $996.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.0000%  | 0.0000% | $1024.00           | $927.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 5.5000%  | 0.0000% | $27353920.00       | $26854645.00       | Agency Mortgage-Backed Securities |

### Security 331: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** MIZUHO SECURITIES USA LLC 3.670000%
- **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: TPR1037FE, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: TPR1037FE779156MIZ
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 CORPORATION        | 2034-02-01      | 5.0000%  | 0.0000% | $2495219.00        | $44946.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-11-01      | 6.0000%  | 0.0000% | $9353842.00        | $1199.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-09-01      | 4.0000%  | 0.0000% | $266724.00         | $3370.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2035-05-01      | 7.0000%  | 0.0000% | $8430.00           | $392.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2033-05-01      | 3.0000%  | 0.0000% | $8000.00           | $945.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2044-02-01      | 4.5000%  | 0.0000% | $3384.00           | $230.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-01-01      | 3.0000%  | 0.0000% | $23000.00          | $4249.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-07-01      | 4.5000%  | 0.0000% | $613246.00         | $9012.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-02-01      | 4.5000%  | 0.0000% | $3708813.00        | $45558.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-04-01      | 4.5000%  | 0.0000% | $1259699.00        | $17236.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-08-01      | 4.0000%  | 0.0000% | $16150.00          | $604.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-09-01      | 6.5000%  | 0.0000% | $4107012.00        | $10726.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-10-01      | 5.0000%  | 0.0000% | $21600000.00       | $35940.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-07-01      | 6.0000%  | 0.0000% | $276411.00         | $122.00            | Agency Mortgage-Backed Securities   |
| The Federal Home Loan Banks                   | 2027-05-04      | 1.2000%  | 0.0000% | $90000.00          | $34096.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2027-06-25      | 1.0000%  | 0.0000% | $10000.00          | $9659.00           | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2027-09-22      | 0.9000%  | 0.0000% | $30000.00          | $28807.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2027-11-17      | 0.8800%  | 0.0000% | $40000.00          | $38213.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-10-29      | 0.6000%  | 0.0000% | $50000.00          | $48908.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2027-10-29      | 0.8000%  | 0.0000% | $50000.00          | $47673.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2028-08-16      | 1.0000%  | 0.0000% | $45000.00          | $42094.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2027-08-26      | 0.9000%  | 0.0000% | $25000.00          | $24067.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2028-05-25      | 1.0000%  | 0.0000% | $15000.00          | $14204.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-03-10      | 0.8000%  | 0.0000% | $30000.00          | $30007.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-03-18      | 0.7500%  | 0.0000% | $50000.00          | $49957.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2028-03-30      | 1.5000%  | 0.0000% | $40000.00          | $31963.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-04-15      | 1.0500%  | 0.0000% | $35000.00          | $34922.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-05-12      | 1.0200%  | 0.0000% | $30000.00          | $29845.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2027-06-15      | 1.2500%  | 0.0000% | $120000.00         | $58257.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-06-30      | 1.0000%  | 0.0000% | $35000.00          | $34655.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-06-30      | 1.0000%  | 0.0000% | $15000.00          | $14849.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-10-07      | 1.0000%  | 0.0000% | $85000.00          | $83780.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-10-13      | 1.1000%  | 0.0000% | $50000.00          | $49298.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-10-28      | 1.1200%  | 0.0000% | $40000.00          | $39393.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2028-10-27      | 1.5000%  | 0.0000% | $15000.00          | $14213.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-11-24      | 1.5000%  | 0.0000% | $25000.00          | $24648.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-11-23      | 1.5000%  | 0.0000% | $25000.00          | $24645.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-12-17      | 1.6000%  | 0.0000% | $60000.00          | $59075.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2027-01-27      | 1.5400%  | 0.0000% | $25000.00          | $24503.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2027-02-24      | 2.2500%  | 0.0000% | $25000.00          | $24893.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2027-03-29      | 2.3500%  | 0.0000% | $50000.00          | $49605.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2027-04-14      | 2.9000%  | 0.0000% | $50000.00          | $50016.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2027-03-25      | 3.0000%  | 0.0000% | $40000.00          | $40140.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2027-04-21      | 3.2000%  | 0.0000% | $10000.00          | $10035.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2027-04-29      | 3.0000%  | 0.0000% | $30000.00          | $30077.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-05-26      | 3.1300%  | 0.0000% | $30000.00          | $30113.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2034-02-13      | 5.2500%  | 0.0000% | $50000.00          | $52517.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2029-02-26      | 5.0000%  | 0.0000% | $25000.00          | $25554.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2029-03-13      | 4.7500%  | 0.0000% | $30000.00          | $30575.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2029-03-20      | 5.0000%  | 0.0000% | $70000.00          | $71375.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2030-03-27      | 4.5000%  | 0.0000% | $20000.00          | $20331.00          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2033-09-01      | 7.5000%  | 0.0000% | $5174.00           | $124.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-04-01      | 5.5000%  | 0.0000% | $8236157.00        | $54864.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-04-01      | 4.5000%  | 0.0000% | $4453.00           | $16.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-12-01      | 4.0000%  | 0.0000% | $1275000.00        | $76494.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-07-01      | 7.0000%  | 0.0000% | $2717.00           | $7.00              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-06-01      | 6.5000%  | 0.0000% | $42327.00          | $6.00              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-03-01      | 5.0000%  | 0.0000% | $3924707.00        | $21439.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2043-06-01      | 4.0000%  | 0.0000% | $100000.00         | $16648.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2045-09-01      | 4.0000%  | 0.0000% | $1000.00           | $164.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-06-01      | 3.0000%  | 0.0000% | $4000.00           | $904.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-12-01      | 3.0000%  | 0.0000% | $48156.00          | $13539.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-12-01      | 3.0000%  | 0.0000% | $58596.00          | $14974.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-12-01      | 3.0000%  | 0.0000% | $40079.00          | $9523.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-12-01      | 3.0000%  | 0.0000% | $116397.00         | $28642.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-01-01      | 3.0000%  | 0.0000% | $200000.00         | $55816.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-01-01      | 3.0000%  | 0.0000% | $100000.00         | $31945.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-04-01      | 4.0000%  | 0.0000% | $1000.00           | $217.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-05-01      | 4.0000%  | 0.0000% | $283975.00         | $65220.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-10-01      | 4.5000%  | 0.0000% | $131910.00         | $18802.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-07-01      | 3.5000%  | 0.0000% | $20674.00          | $734.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-10-01      | 3.5000%  | 0.0000% | $500000.00         | $86056.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2043-02-01      | 3.5000%  | 0.0000% | $200000.00         | $23850.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2043-02-01      | 3.5000%  | 0.0000% | $200000.00         | $13864.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-12-01      | 4.5000%  | 0.0000% | $83819.00          | $4286.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-10-01      | 3.0000%  | 0.0000% | $6228.00           | $330.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2044-10-01      | 4.5000%  | 0.0000% | $4500543.00        | $262911.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-04-01      | 8.0000%  | 0.0000% | $30247.00          | $6.00              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-01-01      | 7.0000%  | 0.0000% | $5970000.00        | $1536.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-05-01      | 7.0000%  | 0.0000% | $856095.00         | $352.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2043-12-01      | 4.0000%  | 0.0000% | $25000.00          | $1616.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2044-11-01      | 4.0000%  | 0.0000% | $390000.00         | $30832.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2045-02-01      | 4.0000%  | 0.0000% | $540794.00         | $23674.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-04-01      | 3.5000%  | 0.0000% | $2000.00           | $163.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-05-01      | 3.5000%  | 0.0000% | $1003.00           | $80.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-07-01      | 3.5000%  | 0.0000% | $4255.00           | $285.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-09-01      | 4.0000%  | 0.0000% | $622590.00         | $53857.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-12-01      | 3.0000%  | 0.0000% | $301036.00         | $79944.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-12-01      | 3.0000%  | 0.0000% | $286000.00         | $67276.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-04-01      | 7.5000%  | 0.0000% | $255907.00         | $21.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-04-01      | 8.0000%  | 0.0000% | $8529.00           | $158.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-05-01      | 6.5000%  | 0.0000% | $2345.00           | $30.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-08-01      | 5.5000%  | 0.0000% | $1000.00           | $8.00              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2041-06-01      | 5.0000%  | 0.0000% | $400000.00         | $22300.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2044-06-01      | 4.0000%  | 0.0000% | $24514.00          | $1473.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2044-10-01      | 4.0000%  | 0.0000% | $550000.00         | $39253.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2045-03-01      | 4.0000%  | 0.0000% | $632080.00         | $52976.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2045-04-01      | 4.0000%  | 0.0000% | $1000.00           | $67.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-09-01      | 4.5000%  | 0.0000% | $1000000.00        | $82299.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-09-01      | 4.0000%  | 0.0000% | $150000.00         | $95.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-09-01      | 4.5000%  | 0.0000% | $3000.00           | $2.00              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-11-01      | 6.0000%  | 0.0000% | $2500000.00        | $2446.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-10-01      | 2.5000%  | 0.0000% | $40000.00          | $4934.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-03-01      | 3.0000%  | 0.0000% | $24930.00          | $2745.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2033-07-01      | 3.5000%  | 0.0000% | $1000.00           | $80.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2033-08-01      | 4.0000%  | 0.0000% | $2234.00           | $169.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-06-01      | 4.5000%  | 0.0000% | $296446.00         | $152.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-01-01      | 4.5000%  | 0.0000% | $400000.00         | $81483.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2044-02-01      | 3.5000%  | 0.0000% | $474167.00         | $76618.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-10-01      | 6.5000%  | 0.0000% | $580000.00         | $10276.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-03-01      | 5.0000%  | 0.0000% | $421000.00         | $81085.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-05-01      | 4.5000%  | 0.0000% | $57000.00          | $5318.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-06-01      | 2.5000%  | 0.0000% | $23000.00          | $15342.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2034-12-01      | 3.5000%  | 0.0000% | $25000.00          | $5806.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2035-10-01      | 2.0000%  | 0.0000% | $2000.00           | $817.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-10-01      | 2.0000%  | 0.0000% | $40287.00          | $23044.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-01-01      | 3.5000%  | 0.0000% | $1000.00           | $678.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2039-05-01      | 6.0000%  | 0.0000% | $48871.00          | $32424.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-02-01      | 2.5000%  | 0.0000% | $1000.00           | $804.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2035-07-01      | 2.5000%  | 0.0000% | $12000.00          | $3403.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-01-01      | 2.5000%  | 0.0000% | $13000.00          | $4086.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-12-01      | 2.0000%  | 0.0000% | $34000.00          | $18867.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-10-01      | 1.5000%  | 0.0000% | $1000.00           | $555.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-07-01      | 2.5000%  | 0.0000% | $3926.00           | $2502.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-09-01      | 3.5000%  | 0.0000% | $1000.00           | $591.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-02-01      | 5.5000%  | 0.0000% | $155000.00         | $82427.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-10-01      | 5.0000%  | 0.0000% | $4028.00           | $2359.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1140.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-11-01      | 5.5000%  | 0.0000% | $3000.00           | $1569.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-12-01      | 5.5000%  | 0.0000% | $9000.00           | $4554.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2039-05-01      | 5.5000%  | 0.0000% | $108000.00         | $63965.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2039-07-01      | 5.5000%  | 0.0000% | $1000.00           | $592.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-05-01      | 2.0000%  | 0.0000% | $30000.00          | $14505.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-05-01      | 2.0000%  | 0.0000% | $85999.00          | $42401.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-10-01      | 5.5000%  | 0.0000% | $339779.00         | $25179.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-02-01      | 3.0000%  | 0.0000% | $55040.00          | $24648.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-10-01      | 5.5000%  | 0.0000% | $50000.00          | $36439.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-04-01      | 2.5000%  | 0.0000% | $22707.00          | $15203.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $662.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-07-01      | 4.5000%  | 0.0000% | $70000.00          | $47417.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-01-01      | 2.0000%  | 0.0000% | $111219.00         | $76739.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-09-01      | 2.5000%  | 0.0000% | $4000.00           | $2760.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-09-01      | 4.0000%  | 0.0000% | $128000.00         | $96594.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-11-01      | 4.0000%  | 0.0000% | $1054.00           | $758.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-10-01      | 4.5000%  | 0.0000% | $20000.00          | $15145.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-07-01      | 3.5000%  | 0.0000% | $1366.00           | $1042.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-04-01      | 2.5000%  | 0.0000% | $63602.00          | $44018.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-07-01      | 6.0000%  | 0.0000% | $2023.00           | $1542.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-07-01      | 2.5000%  | 0.0000% | $9079.00           | $7027.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-06-01      | 3.5000%  | 0.0000% | $1200.00           | $940.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-04-01      | 5.5000%  | 0.0000% | $100000.00         | $85376.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-06-01      | 6.5000%  | 0.0000% | $100000.00         | $76711.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-02-01      | 4.5000%  | 0.0000% | $17000.00          | $15071.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-01-01      | 4.5000%  | 0.0000% | $1000.00           | $905.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-02-01      | 2.5000%  | 0.0000% | $6000.00           | $1454.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-02-01      | 3.0000%  | 0.0000% | $11000.00          | $1996.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-09-01      | 2.0000%  | 0.0000% | $12000.00          | $5714.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-01-01      | 1.5000%  | 0.0000% | $15000.00          | $8330.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-03-01      | 2.5000%  | 0.0000% | $45000.00          | $21920.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-05-01      | 2.5000%  | 0.0000% | $77872.00          | $42317.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-10-01      | 2.5000%  | 0.0000% | $47000.00          | $28805.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-11-01      | 2.5000%  | 0.0000% | $7000.00           | $4396.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-01-01      | 2.0000%  | 0.0000% | $27000.00          | $17259.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-03-01      | 2.0000%  | 0.0000% | $17000.00          | $11075.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-04-01      | 2.0000%  | 0.0000% | $7000.00           | $4631.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-04-01      | 3.0000%  | 0.0000% | $29000.00          | $20085.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-05-01      | 3.0000%  | 0.0000% | $3000.00           | $2127.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-05-01      | 4.0000%  | 0.0000% | $8000.00           | $5745.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-06-01      | 2.0000%  | 0.0000% | $3000.00           | $2036.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $756.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 4.0000%  | 0.0000% | $6000.00           | $4636.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-07-01      | 2.0000%  | 0.0000% | $2008.00           | $1354.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-09-01      | 3.5000%  | 0.0000% | $6000.00           | $4568.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-09-01      | 4.0000%  | 0.0000% | $7000.00           | $5443.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-01-01      | 3.5000%  | 0.0000% | $1000.00           | $768.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-01-01      | 4.0000%  | 0.0000% | $21319.00          | $17108.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-12-01      | 5.0000%  | 0.0000% | $14000.00          | $11121.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-12-01      | 5.5000%  | 0.0000% | $11000.00          | $8388.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-06-01      | 5.0000%  | 0.0000% | $3000.00           | $2479.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-07-01      | 4.5000%  | 0.0000% | $23000.00          | $19594.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-09-01      | 4.5000%  | 0.0000% | $30426.00          | $26174.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-05-01      | 6.0000%  | 0.0000% | $10000.00          | $6961.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $813.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-08-01      | 6.5000%  | 0.0000% | $100000.00         | $58666.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-11-01      | 6.0000%  | 0.0000% | $111207.00         | $84930.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 6.0000%  | 0.0000% | $59334.00          | $46160.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 5.5000%  | 0.0000% | $3000.00           | $2617.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 5.5000%  | 0.0000% | $30000.00          | $27148.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-11-01      | 6.5000%  | 0.0000% | $98000.00          | $72026.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-07-01      | 3.0000%  | 0.0000% | $126000.00         | $3014.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2033-08-01      | 3.5000%  | 0.0000% | $6380934.00        | $688156.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2043-06-01      | 4.0000%  | 0.0000% | $6200000.00        | $865234.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2044-03-01      | 4.5000%  | 0.0000% | $1081019.00        | $157069.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2043-12-01      | 4.5000%  | 0.0000% | $300000.00         | $52568.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2044-02-01      | 4.5000%  | 0.0000% | $1000000.00        | $171554.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2043-04-01      | 4.0000%  | 0.0000% | $793368.00         | $139954.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2043-12-01      | 4.5000%  | 0.0000% | $92137.00          | $18617.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2043-07-01      | 3.0000%  | 0.0000% | $90000.00          | $10963.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2045-04-01      | 3.0000%  | 0.0000% | $101852.00         | $19280.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2045-04-01      | 3.0000%  | 0.0000% | $179183.00         | $28483.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2045-05-01      | 3.0000%  | 0.0000% | $92226.00          | $19237.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-03-01      | 3.5000%  | 0.0000% | $45000.00          | $13392.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-03-01      | 3.5000%  | 0.0000% | $135000.00         | $22097.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-06-01      | 3.5000%  | 0.0000% | $45000.00          | $5942.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-07-01      | 5.5000%  | 0.0000% | $16223.00          | $3402.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-10-01      | 4.0000%  | 0.0000% | $3000.00           | $443.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-01-01      | 3.5000%  | 0.0000% | $198151.00         | $55836.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-01-01      | 3.0000%  | 0.0000% | $100000.00         | $33876.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-08-01      | 2.5000%  | 0.0000% | $88000.00          | $36464.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-09-01      | 2.0000%  | 0.0000% | $2050.00           | $1117.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-03-01      | 2.0000%  | 0.0000% | $25000.00          | $12619.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-04-01      | 2.0000%  | 0.0000% | $100000.00         | $52044.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-03-01      | 2.5000%  | 0.0000% | $100000.00         | $51742.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-06-01      | 2.0000%  | 0.0000% | $7194.00           | $4649.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-11-01      | 2.0000%  | 0.0000% | $51155.00          | $34681.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-12-01      | 2.0000%  | 0.0000% | $89000.00          | $57663.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-01-01      | 2.0000%  | 0.0000% | $1020.00           | $734.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-01-01      | 2.5000%  | 0.0000% | $21148.00          | $14414.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-02-01      | 2.0000%  | 0.0000% | $2570.00           | $1723.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-03-01      | 2.0000%  | 0.0000% | $33892.00          | $25250.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-07-01      | 3.0000%  | 0.0000% | $16880.00          | $13244.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-01-01      | 6.5000%  | 0.0000% | $100000.00         | $56844.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-05-01      | 6.5000%  | 0.0000% | $1008.00           | $789.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-08-01      | 4.0000%  | 0.0000% | $3746.00           | $3454.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-01-01      | 4.5000%  | 0.0000% | $13529.00          | $12957.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-11-01      | 6.0000%  | 0.0000% | $91185.00          | $79068.00          | Agency Mortgage-Backed Securities   |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2029-07-12      | 2.6000%  | 0.0000% | $30000.00          | $28967.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2029-07-30      | 1.1200%  | 0.0000% | $5000.00           | $4574.00           | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2027-05-27      | 1.0400%  | 0.0000% | $25000.00          | $24241.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-12-09      | 1.7800%  | 0.0000% | $15000.00          | $14807.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2029-12-18      | 2.2500%  | 0.0000% | $5000.00           | $4725.00           | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2027-03-30      | 1.5500%  | 0.0000% | $50000.00          | $49137.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2027-04-27      | 0.9800%  | 0.0000% | $75000.00          | $72873.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2027-09-21      | 0.7500%  | 0.0000% | $25000.00          | $23926.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2027-01-22      | 0.7400%  | 0.0000% | $20000.00          | $19457.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2027-04-27      | 0.7900%  | 0.0000% | $55000.00          | $53288.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2027-10-27      | 0.8600%  | 0.0000% | $100000.00         | $95637.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2027-10-14      | 1.1500%  | 0.0000% | $15000.00          | $14447.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2028-03-10      | 1.4000%  | 0.0000% | $10000.00          | $9603.00           | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2027-03-23      | 1.3000%  | 0.0000% | $25000.00          | $24493.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2029-04-26      | 1.4000%  | 0.0000% | $35000.00          | $32695.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2027-04-28      | 1.2000%  | 0.0000% | $60000.00          | $58464.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-11-30      | 1.4600%  | 0.0000% | $100000.00         | $98494.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-12-29      | 1.3900%  | 0.0000% | $25000.00          | $24533.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2027-03-01      | 2.3800%  | 0.0000% | $36000.00          | $35906.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-03-10      | 2.2200%  | 0.0000% | $25000.00          | $25181.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2029-03-21      | 2.8700%  | 0.0000% | $25000.00          | $24538.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2027-04-01      | 2.7500%  | 0.0000% | $50000.00          | $49972.00          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2035-07-01      | 2.5000%  | 0.0000% | $13814.00          | $5444.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2035-09-01      | 2.5000%  | 0.0000% | $159009.00         | $50487.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2035-10-01      | 2.5000%  | 0.0000% | $34913.00          | $18432.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-07-01      | 4.5000%  | 0.0000% | $26597.00          | $24468.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-06-01      | 4.5000%  | 0.0000% | $33972.00          | $31251.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 4.5000%  | 0.0000% | $22534.00          | $9267.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-11-01      | 5.0000%  | 0.0000% | $300000.00         | $69115.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-04-01      | 3.0000%  | 0.0000% | $174000.00         | $57047.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-07-01      | 3.0000%  | 0.0000% | $2000.00           | $859.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-05-01      | 4.0000%  | 0.0000% | $195000.00         | $75764.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-03-01      | 2.0000%  | 0.0000% | $35000.00          | $19428.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-05-01      | 3.0000%  | 0.0000% | $35115.00          | $18170.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-07-01      | 3.0000%  | 0.0000% | $153934.00         | $92891.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-04-01      | 3.5000%  | 0.0000% | $28936.00          | $20097.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-06-01      | 4.0000%  | 0.0000% | $20000.00          | $15749.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-06-01      | 4.5000%  | 0.0000% | $35000.00          | $23831.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-10-01      | 5.5000%  | 0.0000% | $49000.00          | $38639.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 4.5000%  | 0.0000% | $45000.00          | $34060.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-04-01      | 6.5000%  | 0.0000% | $1000.00           | $606.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-10-01      | 5.5000%  | 0.0000% | $40000.00          | $28130.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1593.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-03-01      | 1.5000%  | 0.0000% | $20401.00          | $9368.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-04-01      | 2.5000%  | 0.0000% | $7000.00           | $4078.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-06-01      | 6.0000%  | 0.0000% | $1000.00           | $915.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-11-01      | 5.0000%  | 0.0000% | $1008.00           | $1011.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2034-08-01      | 5.5000%  | 0.0000% | $35216.00          | $18828.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-02-01      | 3.0000%  | 0.0000% | $280000.00         | $29584.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-07-01      | 2.5000%  | 0.0000% | $135518.00         | $96020.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-05-01      | 2.5000%  | 0.0000% | $26000.00          | $19781.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-12-01      | 5.0000%  | 0.0000% | $2004.00           | $2035.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-07-14      | 0.8000%  | 0.0000% | $32000.00          | $31602.00          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-12-30      | 0.7000%  | 0.0000% | $30000.00          | $29294.00          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-11-06      | 3.8000%  | 0.0000% | $25000.00          | $25219.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2026-12-18      | 0.8800%  | 0.0000% | $100000.00         | $97748.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2028-06-22      | 1.0000%  | 0.0000% | $12000.00          | $11293.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2028-10-27      | 1.0000%  | 0.0000% | $5000.00           | $4667.00           | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2029-10-29      | 1.0000%  | 0.0000% | $15000.00          | $13597.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2029-09-01      | 7.5000%  | 0.0000% | $303699.00         | $126.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-03-01      | 7.5000%  | 0.0000% | $1258317.00        | $502.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2031-08-01      | 6.5000%  | 0.0000% | $107072.00         | $62.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2028-11-01      | 6.0000%  | 0.0000% | $1000.00           | $3.00              | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-06-01      | 5.0000%  | 0.0000% | $1293178.00        | $21267.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-08-01      | 5.5000%  | 0.0000% | $7944.00           | $256.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-03-01      | 3.5000%  | 0.0000% | $1081388.00        | $884375.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2028-01-01      | 8.0000%  | 0.0000% | $345000.00         | $20.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2026-12-01      | 7.5000%  | 0.0000% | $16025.00          | $2.00              | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2029-09-01      | 7.5000%  | 0.0000% | $48725.00          | $15.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-08-01      | 8.0000%  | 0.0000% | $417449.00         | $74.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-10-01      | 8.0000%  | 0.0000% | $1015882.00        | $1018.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2033-05-01      | 5.5000%  | 0.0000% | $5760.00           | $22.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2033-06-01      | 5.5000%  | 0.0000% | $16792000.00       | $68538.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2033-07-01      | 5.5000%  | 0.0000% | $356519.00         | $1613.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2033-08-01      | 5.5000%  | 0.0000% | $26000.00          | $107.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2033-10-01      | 5.5000%  | 0.0000% | $2364517.00        | $10264.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2031-05-01      | 8.5000%  | 0.0000% | $1000000.00        | $4683.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-02-01      | 3.5000%  | 0.0000% | $1000.00           | $55.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-03-01      | 4.0000%  | 0.0000% | $1000.00           | $157.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-05-01      | 4.0000%  | 0.0000% | $36826262.00       | $582357.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-11-01      | 4.0000%  | 0.0000% | $3436350.00        | $467012.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2032-04-01      | 7.5000%  | 0.0000% | $5605983.00        | $264118.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-12-01      | 3.5000%  | 0.0000% | $2969.00           | $76.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-04-01      | 4.0000%  | 0.0000% | $100000.00         | $16768.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-01-01      | 4.5000%  | 0.0000% | $700000.00         | $88868.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-01-01      | 7.0000%  | 0.0000% | $4100000.00        | $490430.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-01-01      | 4.0000%  | 0.0000% | $5101000.00        | $830039.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-11-01      | 4.0000%  | 0.0000% | $1000.00           | $135.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-08-01      | 4.5000%  | 0.0000% | $4444000.00        | $604040.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-10-01      | 6.5000%  | 0.0000% | $1000.00           | $111.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-09-01      | 6.5000%  | 0.0000% | $10654016.00       | $1326450.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-08-01      | 3.0000%  | 0.0000% | $415000.00         | $98095.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-06-01      | 4.5000%  | 0.0000% | $1577926.00        | $169594.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-08-01      | 3.5000%  | 0.0000% | $1000.00           | $60.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-09-01      | 3.0000%  | 0.0000% | $5027517.00        | $802038.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-01-01      | 3.5000%  | 0.0000% | $45000.00          | $6658.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-02-01      | 2.5000%  | 0.0000% | $7109963.00        | $1327900.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-07-01      | 4.0000%  | 0.0000% | $3881000.00        | $455519.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-07-01      | 4.0000%  | 0.0000% | $1900000.00        | $397866.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-03-01      | 3.5000%  | 0.0000% | $4183388.00        | $282154.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-03-01      | 4.0000%  | 0.0000% | $462990.00         | $94614.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-02-01      | 3.5000%  | 0.0000% | $1000.00           | $181.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2031-08-01      | 2.5000%  | 0.0000% | $20000.00          | $2555.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-08-01      | 3.0000%  | 0.0000% | $663091.00         | $66675.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-09-01      | 3.0000%  | 0.0000% | $2849000.00        | $607086.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-12-01      | 3.0000%  | 0.0000% | $327000.00         | $85334.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-12-01      | 3.0000%  | 0.0000% | $910000.00         | $259464.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-04-01      | 3.0000%  | 0.0000% | $2777155.00        | $397132.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-04-01      | 3.0000%  | 0.0000% | $12984170.00       | $2711389.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-07-01      | 2.5000%  | 0.0000% | $65000.00          | $24728.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-08-01      | 2.5000%  | 0.0000% | $1007293.00        | $155990.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-08-01      | 3.5000%  | 0.0000% | $242000.00         | $32903.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-03-01      | 4.5000%  | 0.0000% | $200000.00         | $39146.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-10-01      | 4.0000%  | 0.0000% | $58470.00          | $7204.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-04-01      | 2.5000%  | 0.0000% | $2550359.00        | $747204.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-03-01      | 3.5000%  | 0.0000% | $1873212.00        | $289440.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-02-01      | 4.0000%  | 0.0000% | $730558.00         | $153456.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-04-01      | 2.5000%  | 0.0000% | $441655.00         | $91092.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-06-01      | 4.0000%  | 0.0000% | $658615.00         | $64584.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-07-01      | 4.0000%  | 0.0000% | $3696924.00        | $291029.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-09-01      | 4.0000%  | 0.0000% | $1620403.00        | $71597.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2033-01-01      | 5.5000%  | 0.0000% | $165000.00         | $505.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2033-02-01      | 5.5000%  | 0.0000% | $7320147.00        | $57771.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2033-03-01      | 5.5000%  | 0.0000% | $115000.00         | $674.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2033-03-01      | 7.5000%  | 0.0000% | $6410.00           | $145.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-03-01      | 5.5000%  | 0.0000% | $10074414.00       | $5424.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-10-01      | 5.5000%  | 0.0000% | $150283.00         | $91796.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-10-01      | 6.5000%  | 0.0000% | $2002.00           | $1499.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-02-01      | 6.0000%  | 0.0000% | $232838.00         | $175243.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-07-01      | 5.5000%  | 0.0000% | $3726000.00        | $3024871.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-07-01      | 6.0000%  | 0.0000% | $8683000.00        | $5073865.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-06-01      | 6.5000%  | 0.0000% | $7209921.00        | $6447836.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-06-01      | 6.0000%  | 0.0000% | $1008.00           | $700.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-08-01      | 6.0000%  | 0.0000% | $2000.00           | $2044.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-07-01      | 6.0000%  | 0.0000% | $2680000.00        | $1953756.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-06-01      | 6.0000%  | 0.0000% | $4271053.00        | $3236585.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-08-01      | 6.0000%  | 0.0000% | $3950623.00        | $2432543.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1677.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 6.5000%  | 0.0000% | $1145739.00        | $1185192.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $543.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $770.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $840.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 5.0000%  | 0.0000% | $405818.00         | $408436.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 5.0000%  | 0.0000% | $1177576.00        | $1061088.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-11-01      | 6.0000%  | 0.0000% | $10134514.00       | $9113660.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-12-01      | 4.5000%  | 0.0000% | $1061323.00        | $916181.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-12-01      | 4.5000%  | 0.0000% | $85545.00          | $76257.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 6.5000%  | 0.0000% | $328363.00         | $270380.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-12-01      | 5.5000%  | 0.0000% | $1132136.00        | $746328.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 6.5000%  | 0.0000% | $1794.00           | $1848.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 6.5000%  | 0.0000% | $2002.00           | $2072.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 6.0000%  | 0.0000% | $1001500.00        | $1032647.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 6.5000%  | 0.0000% | $2103911.00        | $1586407.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 5.5000%  | 0.0000% | $5949467.00        | $6166293.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 4.0000%  | 0.0000% | $494168.00         | $468577.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 5.5000%  | 0.0000% | $1262060.00        | $1303163.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 5.0000%  | 0.0000% | $1075913.00        | $1084034.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 6.5000%  | 0.0000% | $3001.00           | $3101.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 5.0000%  | 0.0000% | $1097082.00        | $1103794.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 6.0000%  | 0.0000% | $84686.00          | $78730.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 6.0000%  | 0.0000% | $1557800.00        | $1604768.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-07-01      | 6.0000%  | 0.0000% | $14943315.00       | $14693175.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-07-01      | 6.5000%  | 0.0000% | $2280866.00        | $1145296.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 6.0000%  | 0.0000% | $1428955.00        | $1161044.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-07-01      | 6.5000%  | 0.0000% | $4980056.00        | $5163257.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 6.5000%  | 0.0000% | $2214668.00        | $2292439.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 5.5000%  | 0.0000% | $1508856.00        | $1540217.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 4.5000%  | 0.0000% | $4702395.00        | $4596198.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 4.5000%  | 0.0000% | $3783388.00        | $3702628.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 6.5000%  | 0.0000% | $1349788.00        | $779996.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 5.5000%  | 0.0000% | $4830673.00        | $5010719.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 5.5000%  | 0.0000% | $1771984.00        | $1838496.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 4.5000%  | 0.0000% | $2625085.00        | $2598558.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 5.5000%  | 0.0000% | $1943770.00        | $2006033.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 5.5000%  | 0.0000% | $3092337.00        | $3188544.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 6.5000%  | 0.0000% | $1365975.00        | $1443439.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 6.5000%  | 0.0000% | $4368141.00        | $4434398.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 6.0000%  | 0.0000% | $1693477.00        | $1770991.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-12-01      | 5.0000%  | 0.0000% | $2042356.00        | $2086016.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 5.5000%  | 0.0000% | $2581697.00        | $2665598.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 5.0000%  | 0.0000% | $1579434.00        | $1614810.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 5.0000%  | 0.0000% | $5023714.00        | $5092161.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 6.0000%  | 0.0000% | $3145813.00        | $3261375.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 6.0000%  | 0.0000% | $1391361.00        | $1456285.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 6.0000%  | 0.0000% | $8785779.00        | $8556000.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 6.0000%  | 0.0000% | $1317825.00        | $1381200.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 6.5000%  | 0.0000% | $1419720.00        | $1492414.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 6.5000%  | 0.0000% | $1150198.00        | $1202747.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-07-01      | 7.0000%  | 0.0000% | $1005808.00        | $381472.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 6.0000%  | 0.0000% | $8989674.00        | $9305147.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 6.0000%  | 0.0000% | $3663979.00        | $2375824.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 6.5000%  | 0.0000% | $1211996.00        | $1092968.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 6.5000%  | 0.0000% | $1230250.00        | $1324691.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 6.5000%  | 0.0000% | $1496702.00        | $1554329.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 6.0000%  | 0.0000% | $1101365.00        | $1152410.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 6.0000%  | 0.0000% | $1001.00           | $1052.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 6.5000%  | 0.0000% | $1018353.00        | $1069898.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 6.5000%  | 0.0000% | $1180942.00        | $1244986.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 6.0000%  | 0.0000% | $8755845.00        | $9074206.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 6.0000%  | 0.0000% | $3031.00           | $2805.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 6.5000%  | 0.0000% | $1365970.00        | $1439425.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 6.5000%  | 0.0000% | $1100308.00        | $1014459.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 6.0000%  | 0.0000% | $1347622.00        | $1398022.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1016.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 5.5000%  | 0.0000% | $1917522.00        | $1954873.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 5.0000%  | 0.0000% | $2227915.00        | $1966948.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-11-01      | 5.0000%  | 0.0000% | $1117252.00        | $1126764.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-11-01      | 5.5000%  | 0.0000% | $1058411.00        | $984238.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-11-01      | 5.5000%  | 0.0000% | $1067285.00        | $1080464.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 6.0000%  | 0.0000% | $1818000.00        | $1632125.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 6.5000%  | 0.0000% | $1256284.00        | $1334744.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 6.0000%  | 0.0000% | $1242379.00        | $1294806.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 5.5000%  | 0.0000% | $18807033.00       | $19511728.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 5.0000%  | 0.0000% | $3785209.00        | $3836782.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 6.5000%  | 0.0000% | $2003.00           | $2103.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 5.0000%  | 0.0000% | $1907337.00        | $1917927.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 6.5000%  | 0.0000% | $1419766.00        | $1502368.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 6.5000%  | 0.0000% | $1082852.00        | $1046332.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 4.5000%  | 0.0000% | $1075827.00        | $1060942.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 5.0000%  | 0.0000% | $35683211.00       | $35639553.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 6.0000%  | 0.0000% | $1811430.00        | $1875069.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 6.0000%  | 0.0000% | $1112809.00        | $1085310.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-11-01      | 5.5000%  | 0.0000% | $1097726.00        | $1121106.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 5.0000%  | 0.0000% | $1012822.00        | $1029569.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 6.0000%  | 0.0000% | $1125591.00        | $1177116.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 6.5000%  | 0.0000% | $1097730.00        | $1153617.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 5.0000%  | 0.0000% | $1451573.00        | $1472228.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 6.5000%  | 0.0000% | $1330001.00        | $1393567.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-11-01      | 6.0000%  | 0.0000% | $1104828.00        | $1143661.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 6.5000%  | 0.0000% | $1149645.00        | $1104765.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 6.5000%  | 0.0000% | $1229388.00        | $1290924.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 6.0000%  | 0.0000% | $1762373.00        | $1820087.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 6.5000%  | 0.0000% | $1063518.00        | $1120997.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 5.5000%  | 0.0000% | $1026463.00        | $1060434.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 5.5000%  | 0.0000% | $1086832.00        | $894609.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 6.5000%  | 0.0000% | $1002094.00        | $1063545.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-11-01      | 4.0000%  | 0.0000% | $156034.00         | $153457.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 6.0000%  | 0.0000% | $1161024.00        | $1200105.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 5.5000%  | 0.0000% | $2026349.00        | $2086616.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 5.5000%  | 0.0000% | $1050395.00        | $1071359.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 6.0000%  | 0.0000% | $2582750.00        | $2675386.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-12-01      | 5.0000%  | 0.0000% | $1370387.00        | $1393003.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-12-01      | 5.0000%  | 0.0000% | $1002511.00        | $1022515.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-12-01      | 5.5000%  | 0.0000% | $1072679.00        | $1075212.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 5.5000%  | 0.0000% | $2030556.00        | $2071104.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 6.0000%  | 0.0000% | $6245659.00        | $6102499.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 5.0000%  | 0.0000% | $2192450.00        | $2205058.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 5.5000%  | 0.0000% | $979708.00         | $1014390.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 5.5000%  | 0.0000% | $3458284.00        | $3527413.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-11-01      | 5.0000%  | 0.0000% | $1123408.00        | $1139421.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 6.0000%  | 0.0000% | $1118051.00        | $1168077.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 5.5000%  | 0.0000% | $4285998.00        | $4409617.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 5.0000%  | 0.0000% | $1828919.00        | $1854044.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-12-01      | 5.0000%  | 0.0000% | $1179432.00        | $1203498.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 4.5000%  | 0.0000% | $43803.00          | $43182.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 5.0000%  | 0.0000% | $2403441.00        | $2446914.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 5.5000%  | 0.0000% | $2049750.00        | $2121029.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 5.5000%  | 0.0000% | $1086000.00        | $1037709.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 5.5000%  | 0.0000% | $2591268.00        | $2665835.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-11-01      | 5.0000%  | 0.0000% | $1132931.00        | $1146244.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-11-01      | 5.0000%  | 0.0000% | $1857236.00        | $1778569.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-11-01      | 5.0000%  | 0.0000% | $1630031.00        | $1649656.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 6.5000%  | 0.0000% | $1063178.00        | $1115669.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 4.5000%  | 0.0000% | $3357985.00        | $3334531.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 4.5000%  | 0.0000% | $1039691.00        | $1027112.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 5.5000%  | 0.0000% | $2071939.00        | $1860242.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 4.5000%  | 0.0000% | $1384404.00        | $1362905.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 5.0000%  | 0.0000% | $1101784.00        | $1121501.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 5.5000%  | 0.0000% | $2175250.00        | $2234206.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 6.0000%  | 0.0000% | $1230381.00        | $1289731.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 5.5000%  | 0.0000% | $3655847.00        | $3764658.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 6.0000%  | 0.0000% | $2375159.00        | $2479640.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 5.5000%  | 0.0000% | $6165635.00        | $6316352.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-01-01      | 5.0000%  | 0.0000% | $1203429.00        | $1230721.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 6.5000%  | 0.0000% | $1203041.00        | $1269132.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 5.5000%  | 0.0000% | $6505041.00        | $6633903.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 6.0000%  | 0.0000% | $1459562.00        | $1525101.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 5.5000%  | 0.0000% | $1404148.00        | $1448471.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 6.5000%  | 0.0000% | $1179326.00        | $1241962.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-01-01      | 5.0000%  | 0.0000% | $1068905.00        | $1086188.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 6.5000%  | 0.0000% | $1119187.00        | $1178647.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 5.5000%  | 0.0000% | $1869785.00        | $1942354.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 6.0000%  | 0.0000% | $1315040.00        | $1377992.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-12-01      | 5.0000%  | 0.0000% | $1000705.00        | $1014917.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-12-01      | 5.0000%  | 0.0000% | $1288212.00        | $1302695.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-12-01      | 5.0000%  | 0.0000% | $1084339.00        | $1095274.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-12-01      | 5.0000%  | 0.0000% | $1622273.00        | $1647139.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 6.0000%  | 0.0000% | $1271193.00        | $1308944.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 5.5000%  | 0.0000% | $1566821.00        | $1601428.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 5.5000%  | 0.0000% | $6165485.00        | $6309053.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 5.5000%  | 0.0000% | $3061311.00        | $3137419.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 5.5000%  | 0.0000% | $8201554.00        | $8402413.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 5.5000%  | 0.0000% | $3748152.00        | $3835984.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 5.5000%  | 0.0000% | $4251368.00        | $4363513.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 5.5000%  | 0.0000% | $4013841.00        | $4110288.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 5.5000%  | 0.0000% | $4655717.00        | $4765820.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-12-01      | 5.5000%  | 0.0000% | $1551364.00        | $1590516.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 5.5000%  | 0.0000% | $2611670.00        | $2686310.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-12-01      | 5.0000%  | 0.0000% | $1047650.00        | $1064491.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-12-01      | 5.0000%  | 0.0000% | $1008055.00        | $1029910.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-08-01      | 4.0000%  | 0.0000% | $1906285.00        | $536088.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-04-01      | 4.0000%  | 0.0000% | $53099.00          | $9340.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-01-01      | 3.5000%  | 0.0000% | $29597000.00       | $4113389.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-06-01      | 3.5000%  | 0.0000% | $5500000.00        | $658316.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-08-01      | 3.0000%  | 0.0000% | $3000.00           | $712.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-09-01      | 3.0000%  | 0.0000% | $400000.00         | $88339.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-10-01      | 4.0000%  | 0.0000% | $38000.00          | $9519.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-11-01      | 3.0000%  | 0.0000% | $6466644.00        | $1945289.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-03-01      | 4.0000%  | 0.0000% | $2000.00           | $455.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-04-01      | 4.0000%  | 0.0000% | $11109.00          | $2206.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $262.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-09-01      | 6.0000%  | 0.0000% | $800000.00         | $95460.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-07-01      | 6.0000%  | 0.0000% | $2000.00           | $317.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-05-01      | 3.5000%  | 0.0000% | $430000.00         | $111001.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-06-01      | 4.5000%  | 0.0000% | $300000.00         | $71626.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-06-01      | 4.5000%  | 0.0000% | $530000.00         | $122912.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-06-01      | 4.5000%  | 0.0000% | $350000.00         | $74285.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-08-01      | 3.5000%  | 0.0000% | $600000.00         | $180128.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-04-01      | 4.5000%  | 0.0000% | $100000.00         | $29339.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2057-06-01      | 3.0000%  | 0.0000% | $390000.00         | $138022.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2057-06-01      | 4.0000%  | 0.0000% | $100000.00         | $27330.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-11-01      | 5.0000%  | 0.0000% | $4700000.00        | $834640.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2057-01-01      | 4.0000%  | 0.0000% | $100000.00         | $32393.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-09-01      | 4.0000%  | 0.0000% | $2700000.00        | $537454.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-02-01      | 4.5000%  | 0.0000% | $2425000.00        | $438380.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-02-01      | 4.0000%  | 0.0000% | $462876.00         | $96722.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-06-01      | 4.5000%  | 0.0000% | $2761364.00        | $790872.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-08-01      | 3.5000%  | 0.0000% | $1000.00           | $184.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2062-12-01      | 3.5000%  | 0.0000% | $49998612.00       | $37371373.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2063-06-01      | 4.0000%  | 0.0000% | $37177923.00       | $29785219.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-04-01      | 4.0000%  | 0.0000% | $35018221.00       | $5877003.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-02-01      | 4.5000%  | 0.0000% | $11933777.00       | $2696475.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-02-01      | 3.5000%  | 0.0000% | $1000.00           | $221.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-05-01      | 4.0000%  | 0.0000% | $30711758.00       | $7995306.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-01-01      | 3.5000%  | 0.0000% | $1794962.00        | $425332.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-06-01      | 4.0000%  | 0.0000% | $1000000.00        | $212752.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-05-01      | 4.0000%  | 0.0000% | $11818093.00       | $2544312.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-12-01      | 4.0000%  | 0.0000% | $7200000.00        | $810119.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-11-01      | 4.0000%  | 0.0000% | $1400000.00        | $218913.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-12-01      | 4.0000%  | 0.0000% | $630958.00         | $144465.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-01-01      | 4.0000%  | 0.0000% | $200000.00         | $45679.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-07-01      | 6.0000%  | 0.0000% | $129000.00         | $34713.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-08-01      | 3.0000%  | 0.0000% | $1000.00           | $283.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-04-01      | 4.5000%  | 0.0000% | $1125000.00        | $341754.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-02-01      | 3.5000%  | 0.0000% | $1023.00           | $308.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-08-01      | 4.5000%  | 0.0000% | $1487000.00        | $371145.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-02-01      | 3.5000%  | 0.0000% | $17315000.00       | $2272777.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-10-01      | 4.0000%  | 0.0000% | $405000.00         | $114648.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-12-01      | 5.5000%  | 0.0000% | $85000.00          | $28535.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-07-01      | 4.5000%  | 0.0000% | $35088244.00       | $7545948.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-03-01      | 5.0000%  | 0.0000% | $9807224.00        | $1529529.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-04-01      | 5.0000%  | 0.0000% | $1175000.00        | $95502.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-05-01      | 4.0000%  | 0.0000% | $4790000.00        | $566211.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $575.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-04-01      | 4.0000%  | 0.0000% | $2000.00           | $101.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-02-01      | 4.0000%  | 0.0000% | $500000.00         | $37826.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-10-01      | 4.0000%  | 0.0000% | $1005026.00        | $428252.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-09-01      | 2.5000%  | 0.0000% | $3213014.00        | $631663.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-09-01      | 4.0000%  | 0.0000% | $3323527.00        | $1436566.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-12-01      | 2.5000%  | 0.0000% | $1660000.00        | $451957.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-09-01      | 4.5000%  | 0.0000% | $1187814.00        | $545356.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-09-01      | 4.5000%  | 0.0000% | $1806997.00        | $516542.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-06-01      | 2.5000%  | 0.0000% | $3000.00           | $1126.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-04-01      | 4.0000%  | 0.0000% | $1096915.00        | $204022.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-09-01      | 2.5000%  | 0.0000% | $6470312.00        | $2819736.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-09-01      | 2.5000%  | 0.0000% | $450000.00         | $212024.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-10-01      | 4.0000%  | 0.0000% | $1686400.00        | $714518.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-08-01      | 2.5000%  | 0.0000% | $10000000.00       | $4443024.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-10-01      | 2.5000%  | 0.0000% | $4000.00           | $1410.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-11-01      | 3.0000%  | 0.0000% | $600000.00         | $186950.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-12-01      | 2.5000%  | 0.0000% | $1153861.00        | $780510.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-12-01      | 2.0000%  | 0.0000% | $420000.00         | $164963.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-12-01      | 2.5000%  | 0.0000% | $1000.00           | $532.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-01-01      | 2.5000%  | 0.0000% | $21104.00          | $7479.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-02-01      | 2.0000%  | 0.0000% | $13701647.00       | $6514737.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-04-01      | 2.5000%  | 0.0000% | $100000.00         | $49706.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-05-01      | 2.5000%  | 0.0000% | $100000.00         | $46486.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-05-01      | 2.0000%  | 0.0000% | $2258316.00        | $943288.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-01-01      | 2.0000%  | 0.0000% | $18707639.00       | $11036616.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-08-01      | 2.0000%  | 0.0000% | $170000.00         | $76361.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-01-01      | 5.0000%  | 0.0000% | $14057.00          | $12351.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 3.5000%  | 0.0000% | $1021.00           | $730.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-10-01      | 4.0000%  | 0.0000% | $1507000.00        | $928522.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-09-01      | 5.5000%  | 0.0000% | $6831856.00        | $5368352.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 4.0000%  | 0.0000% | $2543706.00        | $2102520.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 2.5000%  | 0.0000% | $1111212.00        | $704292.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 3.0000%  | 0.0000% | $3835590.00        | $2713830.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 2.0000%  | 0.0000% | $1044068.00        | $660888.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-01-01      | 1.5000%  | 0.0000% | $196008.00         | $112567.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 2.5000%  | 0.0000% | $1009883.00        | $694130.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 2.5000%  | 0.0000% | $1028663.00        | $427311.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 2.5000%  | 0.0000% | $190000.00         | $115326.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 2.5000%  | 0.0000% | $1171465.00        | $745871.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 4.0000%  | 0.0000% | $2501426.00        | $2389927.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 5.5000%  | 0.0000% | $2199747.00        | $2255129.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 2.0000%  | 0.0000% | $4079758.00        | $2619762.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 3.0000%  | 0.0000% | $3600000.00        | $2582439.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 2.0000%  | 0.0000% | $659955.00         | $425779.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 4.5000%  | 0.0000% | $4000000.00        | $2187446.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 3.0000%  | 0.0000% | $423999.00         | $302043.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 3.5000%  | 0.0000% | $100000.00         | $63722.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 4.0000%  | 0.0000% | $1411000.00        | $868091.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 2.5000%  | 0.0000% | $23741.00          | $18708.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 5.0000%  | 0.0000% | $933000.00         | $696900.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-12-01      | 5.0000%  | 0.0000% | $3025.00           | $2450.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 5.5000%  | 0.0000% | $3000.00           | $1119.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $692.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 4.5000%  | 0.0000% | $2114.00           | $1471.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-11-01      | 5.0000%  | 0.0000% | $204671.00         | $160706.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $891.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-01-01      | 5.0000%  | 0.0000% | $4473.00           | $4290.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-02-01      | 5.0000%  | 0.0000% | $5682.00           | $5060.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-02-01      | 6.5000%  | 0.0000% | $100000.00         | $52895.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-02-01      | 6.5000%  | 0.0000% | $100000.00         | $57431.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 5.5000%  | 0.0000% | $7500000.00        | $5968404.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 5.0000%  | 0.0000% | $1016233.00        | $731371.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 5.0000%  | 0.0000% | $3207.00           | $3135.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 5.0000%  | 0.0000% | $3932.00           | $3453.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 5.0000%  | 0.0000% | $26826.00          | $26328.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 6.0000%  | 0.0000% | $200000.00         | $131263.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-08-01      | 5.0000%  | 0.0000% | $3927.00           | $3719.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2032-10-01      | 4.0000%  | 0.0000% | $4000.00           | $691.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-05-01      | 4.0000%  | 0.0000% | $17300000.00       | $3678456.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-01-01      | 4.0000%  | 0.0000% | $1249912.00        | $275513.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-02-01      | 4.0000%  | 0.0000% | $1309622.00        | $317130.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-02-01      | 4.0000%  | 0.0000% | $95000.00          | $18335.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-11-01      | 4.0000%  | 0.0000% | $1072.00           | $223.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-07-01      | 4.5000%  | 0.0000% | $3120000.00        | $588102.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-07-01      | 4.5000%  | 0.0000% | $2292000.00        | $440693.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-08-01      | 4.5000%  | 0.0000% | $1016960.00        | $72131.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-10-01      | 4.0000%  | 0.0000% | $4096.00           | $1000.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-05-01      | 3.5000%  | 0.0000% | $60651742.00       | $10437856.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-05-01      | 4.0000%  | 0.0000% | $464000.00         | $43327.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-12-01      | 5.0000%  | 0.0000% | $5212831.00        | $1125491.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-12-01      | 4.0000%  | 0.0000% | $6632226.00        | $1743798.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-01-01      | 4.5000%  | 0.0000% | $120577.00         | $7452.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-08-01      | 3.0000%  | 0.0000% | $11877037.00       | $3427043.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-08-01      | 3.0000%  | 0.0000% | $253000.00         | $58708.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-08-01      | 4.0000%  | 0.0000% | $2065000.00        | $434076.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-09-01      | 4.0000%  | 0.0000% | $95143.00          | $24813.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-03-01      | 3.0000%  | 0.0000% | $352000.00         | $111620.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-02-01      | 5.0000%  | 0.0000% | $4000.00           | $843.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-12-01      | 3.0000%  | 0.0000% | $50000.00          | $13432.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-02-01      | 3.0000%  | 0.0000% | $1100000.00        | $369745.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-08-01      | 2.5000%  | 0.0000% | $410000.00         | $160919.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-09-01      | 2.5000%  | 0.0000% | $980000.00         | $509720.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-09-01      | 2.5000%  | 0.0000% | $1103000.00        | $541810.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-11-01      | 2.0000%  | 0.0000% | $1800000.00        | $923015.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-11-01      | 4.0000%  | 0.0000% | $16479.00          | $2581.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-12-01      | 3.0000%  | 0.0000% | $200000.00         | $110266.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-01-01      | 4.0000%  | 0.0000% | $615260.00         | $216047.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-02-01      | 2.0000%  | 0.0000% | $600000.00         | $336181.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-03-01      | 2.5000%  | 0.0000% | $2430.00           | $1604.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-03-01      | 2.5000%  | 0.0000% | $8000000.00        | $3442283.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-06-01      | 2.5000%  | 0.0000% | $5849.00           | $3300.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-04-01      | 4.0000%  | 0.0000% | $9193638.00        | $4960393.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-05-01      | 2.5000%  | 0.0000% | $1000000.00        | $575213.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-05-01      | 3.0000%  | 0.0000% | $193249.00         | $111008.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-06-01      | 3.0000%  | 0.0000% | $50000.00          | $28365.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-07-01      | 2.5000%  | 0.0000% | $700000.00         | $421609.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-07-01      | 2.0000%  | 0.0000% | $63165761.00       | $38108469.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-08-01      | 2.0000%  | 0.0000% | $100000.00         | $60980.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-08-01      | 2.0000%  | 0.0000% | $1024.00           | $640.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-08-01      | 2.5000%  | 0.0000% | $415000.00         | $239301.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-08-01      | 2.5000%  | 0.0000% | $1650000.00        | $988147.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-08-01      | 4.0000%  | 0.0000% | $10336.00          | $4611.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-09-01      | 2.5000%  | 0.0000% | $3815000.00        | $2290830.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-10-01      | 3.0000%  | 0.0000% | $1400000.00        | $856401.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 2.5000%  | 0.0000% | $7000.00           | $4865.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 3.0000%  | 0.0000% | $5002.00           | $3459.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $724.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 2.0000%  | 0.0000% | $1478330.00        | $929640.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 3.0000%  | 0.0000% | $2000.00           | $1181.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 2.5000%  | 0.0000% | $1000000.00        | $661001.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 2.0000%  | 0.0000% | $6085018.00        | $4071725.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 4.0000%  | 0.0000% | $10000.00          | $6852.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-05-01      | 2.5000%  | 0.0000% | $3000.00           | $1889.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 4.0000%  | 0.0000% | $40000.00          | $28616.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 4.5000%  | 0.0000% | $3122.00           | $2144.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 4.0000%  | 0.0000% | $115370.00         | $83812.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 4.0000%  | 0.0000% | $105000.00         | $80534.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $735.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 4.0000%  | 0.0000% | $40000.00          | $28594.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 4.5000%  | 0.0000% | $5400.00           | $4296.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 5.5000%  | 0.0000% | $135000.00         | $108240.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 5.0000%  | 0.0000% | $2740000.00        | $2355450.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-11-01      | 4.0000%  | 0.0000% | $3027.00           | $2330.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-11-01      | 5.5000%  | 0.0000% | $4000.00           | $3282.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-11-01      | 6.5000%  | 0.0000% | $1000.00           | $699.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-01-01      | 5.0000%  | 0.0000% | $8003000.00        | $6329503.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-01-01      | 5.5000%  | 0.0000% | $4109000.00        | $3263005.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-09-01      | 5.5000%  | 0.0000% | $14620281.00       | $10519488.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 5.0000%  | 0.0000% | $2528000.00        | $2141951.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 4.0000%  | 0.0000% | $191265.00         | $171008.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-08-01      | 5.5000%  | 0.0000% | $498876.00         | $410285.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-12-01      | 6.0000%  | 0.0000% | $1000.00           | $558.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-02-01      | 5.5000%  | 0.0000% | $3112946.00        | $3091268.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-12-01      | 4.5000%  | 0.0000% | $755000.00         | $723255.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 5.5000%  | 0.0000% | $94701.00          | $83631.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-02-01      | 6.0000%  | 0.0000% | $2130545.00        | $2225285.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 6.0000%  | 0.0000% | $1715696.00        | $1792855.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-01-01      | 5.0000%  | 0.0000% | $1929172.00        | $1958203.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 5.0000%  | 0.0000% | $1086893.00        | $1095439.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 5.0000%  | 0.0000% | $1220.00           | $1235.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 5.5000%  | 0.0000% | $1117555.00        | $1155579.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 5.5000%  | 0.0000% | $1027350.00        | $1055975.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 5.5000%  | 0.0000% | $1163820.00        | $1191410.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 6.0000%  | 0.0000% | $1545925.00        | $1613058.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 5.5000%  | 0.0000% | $1856759.00        | $1911551.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 5.5000%  | 0.0000% | $1164730.00        | $1192130.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 5.0000%  | 0.0000% | $1750636.00        | $1759767.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 5.0000%  | 0.0000% | $1089500.00        | $1103908.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-01-01      | 5.0000%  | 0.0000% | $1215371.00        | $1242954.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 5.0000%  | 0.0000% | $1600388.00        | $1621359.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 5.5000%  | 0.0000% | $2615290.00        | $2665690.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 4.5000%  | 0.0000% | $1172925.00        | $1160888.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 6.0000%  | 0.0000% | $1807725.00        | $1877478.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 5.0000%  | 0.0000% | $8101988.00        | $8154539.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 6.0000%  | 0.0000% | $1388721.00        | $1430246.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 6.5000%  | 0.0000% | $1019688.00        | $1068720.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-01-01      | 5.0000%  | 0.0000% | $1036689.00        | $1059821.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 6.0000%  | 0.0000% | $1064145.00        | $1115049.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 6.5000%  | 0.0000% | $1462473.00        | $1561774.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-01-01      | 5.0000%  | 0.0000% | $1282250.00        | $1312517.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 5.5000%  | 0.0000% | $3559651.00        | $3673167.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 6.0000%  | 0.0000% | $1124088.00        | $1176035.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 6.0000%  | 0.0000% | $1550089.00        | $1619616.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 5.5000%  | 0.0000% | $3227247.00        | $3337040.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 6.0000%  | 0.0000% | $1176591.00        | $1227953.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 6.5000%  | 0.0000% | $2244177.00        | $2369708.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-01-01      | 5.0000%  | 0.0000% | $1142196.00        | $1169983.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-01-01      | 5.0000%  | 0.0000% | $1117874.00        | $1145796.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-01-01      | 5.0000%  | 0.0000% | $3696478.00        | $3756246.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 5.5000%  | 0.0000% | $4967541.00        | $5114131.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-02-01      | 5.0000%  | 0.0000% | $1301605.00        | $1324280.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-02-01      | 6.0000%  | 0.0000% | $1707750.00        | $1773747.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-02-01      | 5.5000%  | 0.0000% | $1688941.00        | $1721839.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 6.0000%  | 0.0000% | $145232.00         | $116619.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 6.5000%  | 0.0000% | $17295.00          | $14191.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 5.5000%  | 0.0000% | $9975000.00        | $9483451.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 3.5000%  | 0.0000% | $2000.00           | $1720.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 4.5000%  | 0.0000% | $100000.00         | $92335.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 3.0000%  | 0.0000% | $7187.00           | $6119.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-12-01      | 4.5000%  | 0.0000% | $1001.00           | $934.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 3.0000%  | 0.0000% | $1000.00           | $842.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-03-01      | 2.0000%  | 0.0000% | $2000.00           | $1676.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-08-01      | 3.5000%  | 0.0000% | $13765444.00       | $12420295.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-03-01      | 3.0000%  | 0.0000% | $1000.00           | $864.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-08-01      | 5.0000%  | 0.0000% | $10160723.00       | $9782625.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-08-01      | 5.0000%  | 0.0000% | $4834347.00        | $4709121.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-08-01      | 5.0000%  | 0.0000% | $3314161.00        | $3209671.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-07-01      | 6.0000%  | 0.0000% | $6167459.00        | $6024262.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 6.0000%  | 0.0000% | $12604049.00       | $12663577.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 3.5000%  | 0.0000% | $3901878.00        | $3460191.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-06-01      | 5.5000%  | 0.0000% | $4753790.00        | $4594123.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 4.0000%  | 0.0000% | $4105.00           | $3689.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 6.5000%  | 0.0000% | $1023554.00        | $933907.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-03-01      | 4.0000%  | 0.0000% | $5796592.00        | $5398993.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-07-01      | 5.5000%  | 0.0000% | $443686.00         | $439486.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-02-01      | 7.0000%  | 0.0000% | $1543751.00        | $1242322.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 5.5000%  | 0.0000% | $2686503.00        | $2642639.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 6.5000%  | 0.0000% | $19816059.00       | $20139576.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 6.0000%  | 0.0000% | $17360640.00       | $18075944.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 6.0000%  | 0.0000% | $4682464.00        | $4762821.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 6.0000%  | 0.0000% | $58700961.00       | $60575304.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 6.0000%  | 0.0000% | $33402411.00       | $34212426.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 2.5000%  | 0.0000% | $33134.00          | $27697.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-09-01      | 4.0000%  | 0.0000% | $11074169.00       | $10527704.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-03-01      | 2.5000%  | 0.0000% | $738998.00         | $621290.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 3.0000%  | 0.0000% | $2075.00           | $1835.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 2.5000%  | 0.0000% | $1008.00           | $859.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 6.5000%  | 0.0000% | $5205.00           | $5420.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 6.5000%  | 0.0000% | $6183.00           | $6150.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 6.5000%  | 0.0000% | $9271044.00        | $9042755.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 5.0000%  | 0.0000% | $24022378.00       | $24493860.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 5.0000%  | 0.0000% | $26532397.00       | $27008223.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 5.0000%  | 0.0000% | $7742908.00        | $7856735.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 5.0000%  | 0.0000% | $39846770.00       | $40352855.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 5.0000%  | 0.0000% | $41349625.00       | $41817528.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1024.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 6.0000%  | 0.0000% | $20705480.00       | $21315015.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 6.0000%  | 0.0000% | $1024.00           | $1071.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 6.0000%  | 0.0000% | $45087172.00       | $47218007.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 6.0000%  | 0.0000% | $23091507.00       | $23762069.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-02-01      | 6.0000%  | 0.0000% | $27758197.00       | $28878111.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 6.5000%  | 0.0000% | $42462166.00       | $44595088.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-02-01      | 4.0000%  | 0.0000% | $40256025.00       | $39072426.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 5.0000%  | 0.0000% | $73295833.00       | $74466351.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 6.0000%  | 0.0000% | $29178652.00       | $30153812.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 2.5000%  | 0.0000% | $7064904.00        | $6040994.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-06-01      | 3.5000%  | 0.0000% | $540000.00         | $158359.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-07-01      | 4.5000%  | 0.0000% | $3600000.00        | $557910.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-10-01      | 4.0000%  | 0.0000% | $1000.00           | $290.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-06-01      | 4.5000%  | 0.0000% | $5164682.00        | $425550.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-09-01      | 3.5000%  | 0.0000% | $7000.00           | $1447.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-05-01      | 3.5000%  | 0.0000% | $4864858.00        | $965244.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-06-01      | 2.0000%  | 0.0000% | $13000000.00       | $6254632.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-03-01      | 3.0000%  | 0.0000% | $27000.00          | $9890.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-08-01      | 4.0000%  | 0.0000% | $1000.00           | $310.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-12-01      | 4.0000%  | 0.0000% | $2023600.00        | $651748.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-09-01      | 4.0000%  | 0.0000% | $181000.00         | $52295.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-08-01      | 5.5000%  | 0.0000% | $425000.00         | $103293.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-03-01      | 3.0000%  | 0.0000% | $1552000.00        | $482510.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-05-01      | 3.5000%  | 0.0000% | $121000.00         | $13432.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-05-01      | 3.5000%  | 0.0000% | $1000000.00        | $338536.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-07-01      | 3.0000%  | 0.0000% | $1650000.00        | $586318.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-01-01      | 4.0000%  | 0.0000% | $261000.00         | $68348.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-07-01      | 3.0000%  | 0.0000% | $359599.00         | $103909.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-02-01      | 3.5000%  | 0.0000% | $16210000.00       | $7369769.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-08-01      | 2.5000%  | 0.0000% | $144952.00         | $68059.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-08-01      | 3.5000%  | 0.0000% | $40000.00          | $14762.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-08-01      | 2.5000%  | 0.0000% | $38922.00          | $18306.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-11-01      | 2.5000%  | 0.0000% | $140766.00         | $70724.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-12-01      | 1.5000%  | 0.0000% | $2000.00           | $640.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-01-01      | 2.5000%  | 0.0000% | $487674.00         | $267816.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-10-01      | 5.0000%  | 0.0000% | $780000.00         | $294637.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-03-01      | 4.0000%  | 0.0000% | $2670158.00        | $849597.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-12-01      | 4.0000%  | 0.0000% | $2495000.00        | $1062265.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-02-01      | 2.0000%  | 0.0000% | $30340.00          | $13126.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-11-01      | 3.5000%  | 0.0000% | $10183000.00       | $4102694.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-03-01      | 2.0000%  | 0.0000% | $2600000.00        | $1525912.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-03-01      | 2.0000%  | 0.0000% | $17000.00          | $7229.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-05-01      | 3.0000%  | 0.0000% | $5300000.00        | $2534033.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-01-01      | 4.0000%  | 0.0000% | $26057040.00       | $8664437.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-01-01      | 4.0000%  | 0.0000% | $881000.00         | $259000.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-03-01      | 3.5000%  | 0.0000% | $1000.00           | $366.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-07-01      | 2.5000%  | 0.0000% | $300000.00         | $178674.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-07-01      | 2.0000%  | 0.0000% | $318690.00         | $209066.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-09-01      | 2.0000%  | 0.0000% | $2000.00           | $1006.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-06-01      | 2.0000%  | 0.0000% | $43355.00          | $27970.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-07-01      | 2.0000%  | 0.0000% | $620134.00         | $401752.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-07-01      | 2.5000%  | 0.0000% | $365999.00         | $203487.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-09-01      | 3.0000%  | 0.0000% | $1400000.00        | $794945.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-09-01      | 2.5000%  | 0.0000% | $350000.00         | $213436.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 2.5000%  | 0.0000% | $2200000.00        | $1269578.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-06-01      | 5.0000%  | 0.0000% | $603000.00         | $237639.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-06-01      | 5.0000%  | 0.0000% | $241000.00         | $97454.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-11-01      | 2.5000%  | 0.0000% | $213000.00         | $131174.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 3.0000%  | 0.0000% | $25002.00          | $15689.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-08-01      | 3.0000%  | 0.0000% | $259999.00         | $135145.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-09-01      | 4.5000%  | 0.0000% | $1300000.00        | $728281.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 3.0000%  | 0.0000% | $703885.00         | $450084.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 2.5000%  | 0.0000% | $500000.00         | $311155.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-02-01      | 2.0000%  | 0.0000% | $1000.00           | $578.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-11-01      | 2.5000%  | 0.0000% | $180000.00         | $106665.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 2.5000%  | 0.0000% | $1300000.00        | $872357.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 3.0000%  | 0.0000% | $2000.00           | $1327.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 3.0000%  | 0.0000% | $7000.00           | $4531.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 4.0000%  | 0.0000% | $7000.00           | $5006.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 4.0000%  | 0.0000% | $243684.00         | $154177.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 2.0000%  | 0.0000% | $50034360.00       | $32581832.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-05-01      | 2.5000%  | 0.0000% | $100000.00         | $62817.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 3.5000%  | 0.0000% | $3000000.00        | $1906289.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 4.0000%  | 0.0000% | $295000.00         | $191390.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 2.5000%  | 0.0000% | $150000.00         | $88665.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 3.5000%  | 0.0000% | $500000.00         | $344416.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 2.0000%  | 0.0000% | $3257811.00        | $2138011.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-02-01      | 2.5000%  | 0.0000% | $100000.00         | $64271.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 4.0000%  | 0.0000% | $14000000.00       | $10315531.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-08-01      | 4.0000%  | 0.0000% | $6598992.00        | $4887330.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 4.5000%  | 0.0000% | $1049266.00        | $787103.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 2.5000%  | 0.0000% | $694234.00         | $446207.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 3.0000%  | 0.0000% | $1000000.00        | $675625.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-05-01      | 1.5000%  | 0.0000% | $6619317.00        | $3998975.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-10-01      | 4.0000%  | 0.0000% | $350000.00         | $230673.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 2.5000%  | 0.0000% | $6557.00           | $4557.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 3.0000%  | 0.0000% | $876000.00         | $568492.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $771.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-01-01      | 2.5000%  | 0.0000% | $180096.00         | $113938.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 4.0000%  | 0.0000% | $21526.00          | $16758.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 2.0000%  | 0.0000% | $6000.00           | $3896.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-03-01      | 4.0000%  | 0.0000% | $1000.00           | $706.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-03-01      | 3.5000%  | 0.0000% | $2000.00           | $998.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-07-01      | 2.5000%  | 0.0000% | $7910000.00        | $4559200.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-11-01      | 2.5000%  | 0.0000% | $148248.00         | $97317.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-04-01      | 4.0000%  | 0.0000% | $1700000.00        | $1202660.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 5.5000%  | 0.0000% | $9827078.00        | $7219731.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-08-01      | 3.0000%  | 0.0000% | $658494.00         | $449770.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-03-01      | 2.0000%  | 0.0000% | $2545000.00        | $1599585.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-02-01      | 2.5000%  | 0.0000% | $11000.00          | $6791.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-08-01      | 2.5000%  | 0.0000% | $2015000.00        | $1365831.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 3.0000%  | 0.0000% | $8000.00           | $6005.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-11-01      | 5.0000%  | 0.0000% | $350000.00         | $279301.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-02-01      | 2.5000%  | 0.0000% | $11599.00          | $7272.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-03-01      | 4.5000%  | 0.0000% | $20000.00          | $15427.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 4.0000%  | 0.0000% | $3609000.00        | $2673710.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-07-01      | 3.5000%  | 0.0000% | $1827000.00        | $1366872.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-01-01      | 6.0000%  | 0.0000% | $361000.00         | $252463.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-02-01      | 6.5000%  | 0.0000% | $1000.00           | $717.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $714.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-07-01      | 3.5000%  | 0.0000% | $195000.00         | $140957.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-03-01      | 5.0000%  | 0.0000% | $3000.00           | $2190.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-03-01      | 2.5000%  | 0.0000% | $759000.00         | $551816.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 3.0000%  | 0.0000% | $200000.00         | $149537.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-09-01      | 6.5000%  | 0.0000% | $4096.00           | $2464.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $822.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 2.0000%  | 0.0000% | $8812824.00        | $6377083.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-10-01      | 6.0000%  | 0.0000% | $100000.00         | $69657.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-02-01      | 5.0000%  | 0.0000% | $4000.00           | $3482.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-11-01      | 6.0000%  | 0.0000% | $7250000.00        | $5977245.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 3.5000%  | 0.0000% | $4000.00           | $3224.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 4.0000%  | 0.0000% | $1089605.00        | $953585.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-01-01      | 5.0000%  | 0.0000% | $186700.00         | $154933.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-11-01      | 6.0000%  | 0.0000% | $2370000.00        | $1860316.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 4.0000%  | 0.0000% | $2579000.00        | $1998611.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-08-01      | 6.0000%  | 0.0000% | $3000.00           | $2360.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-05-01      | 6.0000%  | 0.0000% | $4363363.00        | $2979589.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-02-01      | 6.0000%  | 0.0000% | $6880382.00        | $4777449.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 3.5000%  | 0.0000% | $468627.00         | $370876.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-10-01      | 5.0000%  | 0.0000% | $829000.00         | $675568.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 2.5000%  | 0.0000% | $100000.00         | $75668.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-02-01      | 4.0000%  | 0.0000% | $7824032.00        | $6595542.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-08-01      | 6.0000%  | 0.0000% | $5000.00           | $4037.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-08-01      | 6.0000%  | 0.0000% | $1118000.00        | $944815.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 5.0000%  | 0.0000% | $500000.00         | $487019.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-08-01      | 2.5000%  | 0.0000% | $44477.00          | $35916.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 5.5000%  | 0.0000% | $3345135.00        | $2769491.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-03-01      | 3.0000%  | 0.0000% | $3000.00           | $2066.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-03-01      | 3.5000%  | 0.0000% | $146000.00         | $109858.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 6.5000%  | 0.0000% | $120946.00         | $100912.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 6.0000%  | 0.0000% | $6679057.00        | $7041869.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-11-01      | 6.5000%  | 0.0000% | $1943119.00        | $2033825.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-11-01      | 5.0000%  | 0.0000% | $10305983.00       | $10429344.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-11-01      | 5.5000%  | 0.0000% | $14797228.00       | $14842667.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-02-01      | 7.5000%  | 0.0000% | $1027939.00        | $499248.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-02-01      | 6.0000%  | 0.0000% | $5146385.00        | $79153.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-04-01      | 7.0000%  | 0.0000% | $3324360.00        | $361573.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-03-01      | 7.0000%  | 0.0000% | $4130986.00        | $46929.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2028-09-01      | 5.5000%  | 0.0000% | $12547.00          | $290.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-09-01      | 6.5000%  | 0.0000% | $11395.00          | $74.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-08-01      | 6.5000%  | 0.0000% | $7788731.00        | $180846.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-04-01      | 4.5000%  | 0.0000% | $3988.00           | $300.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-08-01      | 4.0000%  | 0.0000% | $25000000.00       | $2866287.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-09-01      | 4.5000%  | 0.0000% | $11114513.00       | $623185.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-06-01      | 4.0000%  | 0.0000% | $170000.00         | $17015.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-08-01      | 3.5000%  | 0.0000% | $25221175.00       | $4285741.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-01-01      | 2.5000%  | 0.0000% | $277115.00         | $55803.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-04-01      | 2.5000%  | 0.0000% | $2007966.00        | $368979.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2031-08-01      | 4.0000%  | 0.0000% | $163000.00         | $5093.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2031-08-01      | 5.0000%  | 0.0000% | $137513.00         | $5737.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-12-01      | 4.5000%  | 0.0000% | $800000.00         | $122909.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-02-01      | 4.5000%  | 0.0000% | $1680.00           | $229.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2032-02-01      | 4.0000%  | 0.0000% | $36917.00          | $1919.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-08-01      | 4.0000%  | 0.0000% | $3000.00           | $278.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-10-01      | 3.0000%  | 0.0000% | $4000.00           | $315.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-09-01      | 4.5000%  | 0.0000% | $1997.00           | $166.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-11-01      | 4.0000%  | 0.0000% | $400000.00         | $42753.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-12-01      | 4.0000%  | 0.0000% | $3400000.00        | $430831.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2033-07-01      | 3.0000%  | 0.0000% | $40000.00          | $4328.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-06-01      | 2.5000%  | 0.0000% | $29787.00          | $6635.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-09-01      | 4.5000%  | 0.0000% | $2000.00           | $316.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-10-01      | 4.5000%  | 0.0000% | $900000.00         | $130579.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2026-05-01      | 3.0000%  | 0.0000% | $16000.00          | $40.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-07-01      | 3.0000%  | 0.0000% | $9000000.00        | $689731.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-04-01      | 4.0000%  | 0.0000% | $669677.00         | $137062.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2033-11-01      | 3.5000%  | 0.0000% | $2000.00           | $137.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-01-01      | 4.0000%  | 0.0000% | $12000.00          | $790.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2026-08-01      | 2.5000%  | 0.0000% | $5000.00           | $40.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-10-01      | 3.0000%  | 0.0000% | $500000.00         | $45786.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-12-01      | 3.0000%  | 0.0000% | $13350000.00       | $1345315.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-01-01      | 3.0000%  | 0.0000% | $1840000.00        | $215389.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2027-08-01      | 3.5000%  | 0.0000% | $4000.00           | $117.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2027-09-01      | 3.5000%  | 0.0000% | $14000.00          | $373.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2028-01-01      | 3.0000%  | 0.0000% | $5000.00           | $194.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-04-01      | 4.0000%  | 0.0000% | $10675000.00       | $1059934.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2028-05-01      | 3.5000%  | 0.0000% | $7000.00           | $322.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-06-01      | 4.5000%  | 0.0000% | $98779561.00       | $9152610.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2028-06-01      | 3.5000%  | 0.0000% | $15000.00          | $707.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-07-01      | 2.0000%  | 0.0000% | $86000.00          | $52131.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-07-01      | 2.5000%  | 0.0000% | $8000.00           | $4632.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-08-01      | 2.0000%  | 0.0000% | $1000.00           | $609.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-10-01      | 2.5000%  | 0.0000% | $3000.00           | $1833.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-12-01      | 2.0000%  | 0.0000% | $16000.00          | $9027.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2029-05-01      | 4.0000%  | 0.0000% | $400000.00         | $55621.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-07-01      | 3.0000%  | 0.0000% | $26504.00          | $2535.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-08-01      | 3.0000%  | 0.0000% | $53000.00          | $4954.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-02-01      | 2.5000%  | 0.0000% | $8000.00           | $1784.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-02-01      | 4.0000%  | 0.0000% | $85000.00          | $11478.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-02-01      | 3.5000%  | 0.0000% | $9000.00           | $1233.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-05-01      | 3.0000%  | 0.0000% | $37000.00          | $9702.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-03-01      | 4.5000%  | 0.0000% | $4001.00           | $478.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-07-01      | 2.5000%  | 0.0000% | $5000.00           | $1484.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-06-01      | 2.5000%  | 0.0000% | $29000.00          | $7943.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-09-01      | 2.5000%  | 0.0000% | $4000.00           | $1608.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2031-01-01      | 1.5000%  | 0.0000% | $4855.00           | $1414.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-02-01      | 2.0000%  | 0.0000% | $2000.00           | $903.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $456.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-04-01      | 2.5000%  | 0.0000% | $14000.00          | $6196.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-06-01      | 2.0000%  | 0.0000% | $16500000.00       | $8521030.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-05-01      | 2.5000%  | 0.0000% | $614130.00         | $333353.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-06-01      | 2.0000%  | 0.0000% | $5000.00           | $3003.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-02-01      | 6.0000%  | 0.0000% | $162267.00         | $106090.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-01-01      | 6.0000%  | 0.0000% | $44489.00          | $19635.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-03-01      | 5.0000%  | 0.0000% | $17000.00          | $15013.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-03-01      | 6.5000%  | 0.0000% | $89209.00          | $46362.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-03-01      | 5.5000%  | 0.0000% | $11000.00          | $5954.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-04-01      | 4.0000%  | 0.0000% | $2000.00           | $1748.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-06-01      | 6.0000%  | 0.0000% | $2730000.00        | $1937681.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-06-01      | 5.5000%  | 0.0000% | $1274445.00        | $739250.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 3.0000%  | 0.0000% | $12000.00          | $7293.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-02-01      | 2.5000%  | 0.0000% | $15098.00          | $8140.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $655.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 2.5000%  | 0.0000% | $1864000.00        | $1217796.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $660.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 2.5000%  | 0.0000% | $4230664.00        | $2858053.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-04-01      | 1.5000%  | 0.0000% | $919000.00         | $560026.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-04-01      | 2.5000%  | 0.0000% | $760000.00         | $452477.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-04-01      | 3.0000%  | 0.0000% | $526289.00         | $295768.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $724.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 4.0000%  | 0.0000% | $6935000.00        | $5122958.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 2.5000%  | 0.0000% | $18000.00          | $12444.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 3.5000%  | 0.0000% | $8000.00           | $5683.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-05-01      | 1.5000%  | 0.0000% | $150000.00         | $95436.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 4.0000%  | 0.0000% | $26000.00          | $17019.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $746.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 4.0000%  | 0.0000% | $5000.00           | $3769.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 4.5000%  | 0.0000% | $68000.00          | $49128.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-06-01      | 1.5000%  | 0.0000% | $273000.00         | $168099.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-09-01      | 2.5000%  | 0.0000% | $6000.00           | $3897.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-08-01      | 4.0000%  | 0.0000% | $5000.00           | $3820.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-08-01      | 4.5000%  | 0.0000% | $1325000.00        | $1003135.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 4.0000%  | 0.0000% | $31000.00          | $23767.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 3.5000%  | 0.0000% | $17000.00          | $13085.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-11-01      | 4.0000%  | 0.0000% | $1264000.00        | $1005204.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-09-01      | 5.0000%  | 0.0000% | $1000.00           | $590.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2032-10-01      | 4.0000%  | 0.0000% | $115000.00         | $48173.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-12-01      | 4.0000%  | 0.0000% | $24681272.00       | $19992209.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-01-01      | 4.5000%  | 0.0000% | $1000.00           | $819.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-01-01      | 5.0000%  | 0.0000% | $798000.00         | $629319.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 5.0000%  | 0.0000% | $1941892.00        | $1552396.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $745.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-03-01      | 5.0000%  | 0.0000% | $63544.00          | $43888.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 5.0000%  | 0.0000% | $1732740.00        | $1420973.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $754.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 4.0000%  | 0.0000% | $5979308.00        | $4940671.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 4.5000%  | 0.0000% | $800000.00         | $662169.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2033-04-01      | 5.5000%  | 0.0000% | $109055.00         | $32828.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-07-01      | 4.0000%  | 0.0000% | $3478.00           | $2293.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-09-01      | 4.5000%  | 0.0000% | $2069.00           | $1788.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1551.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-08-01      | 6.0000%  | 0.0000% | $19753.00          | $13570.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-08-01      | 5.5000%  | 0.0000% | $9000.00           | $4876.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-11-01      | 5.5000%  | 0.0000% | $18000.00          | $9967.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-10-01      | 4.0000%  | 0.0000% | $1000.00           | $836.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-11-01      | 4.5000%  | 0.0000% | $133000.00         | $115918.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-11-01      | 4.0000%  | 0.0000% | $8000.00           | $6831.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-02-01      | 5.5000%  | 0.0000% | $1000.00           | $561.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-07-01      | 5.5000%  | 0.0000% | $96532.00          | $53952.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-07-01      | 6.0000%  | 0.0000% | $5456624.00        | $3830335.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-07-01      | 6.0000%  | 0.0000% | $103387.00         | $48875.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-08-01      | 5.5000%  | 0.0000% | $4403154.00        | $3720960.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-08-01      | 6.0000%  | 0.0000% | $10748974.00       | $7743339.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-08-01      | 5.5000%  | 0.0000% | $226069.00         | $142223.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 4.5000%  | 0.0000% | $2530000.00        | $2337810.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 4.5000%  | 0.0000% | $2337969.00        | $2129262.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-11-01      | 4.5000%  | 0.0000% | $95991.00          | $88184.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-11-01      | 5.0000%  | 0.0000% | $24000.00          | $21995.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-11-01      | 5.5000%  | 0.0000% | $11000.00          | $9539.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-12-01      | 4.5000%  | 0.0000% | $3000.00           | $2790.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 4.0000%  | 0.0000% | $162542.00         | $148346.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-03-01      | 5.5000%  | 0.0000% | $95000.00          | $66785.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 3.5000%  | 0.0000% | $1000.00           | $889.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 4.0000%  | 0.0000% | $173278.00         | $160583.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 4.5000%  | 0.0000% | $5210000.00        | $4922444.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $895.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-06-01      | 6.0000%  | 0.0000% | $1000.00           | $846.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 4.5000%  | 0.0000% | $2550000.00        | $2412578.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-07-01      | 5.5000%  | 0.0000% | $5917846.00        | $5095102.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-08-01      | 5.0000%  | 0.0000% | $422277.00         | $387395.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-07-01      | 5.5000%  | 0.0000% | $1085368.00        | $764971.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-07-01      | 3.5000%  | 0.0000% | $1894936.00        | $1754233.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 4.0000%  | 0.0000% | $1000.00           | $935.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-08-01      | 5.0000%  | 0.0000% | $1538448.00        | $1404439.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-08-01      | 5.5000%  | 0.0000% | $83000.00          | $72193.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 4.5000%  | 0.0000% | $1000.00           | $975.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-09-01      | 5.5000%  | 0.0000% | $1159150.00        | $1029554.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 4.0000%  | 0.0000% | $597349.00         | $567025.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-10-01      | 3.5000%  | 0.0000% | $3991209.00        | $3678941.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-10-01      | 5.5000%  | 0.0000% | $136832.00         | $131170.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 4.0000%  | 0.0000% | $380281.00         | $362771.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 5.0000%  | 0.0000% | $111000000.00      | $110700616.00      | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 6.0000%  | 0.0000% | $202813.00         | $203418.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-11-01      | 5.5000%  | 0.0000% | $915041.00         | $875036.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-12-01      | 3.5000%  | 0.0000% | $544263.00         | $522664.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-11-01      | 5.5000%  | 0.0000% | $126436.00         | $122446.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-02-01      | 3.5000%  | 0.0000% | $700829.00         | $652462.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-02-01      | 4.0000%  | 0.0000% | $15305.00          | $14688.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-02-01      | 4.5000%  | 0.0000% | $11469054.00       | $11306549.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-02-01      | 5.0000%  | 0.0000% | $44626692.00       | $44859455.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 5.5000%  | 0.0000% | $13759593.00       | $13974712.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-01-01      | 3.5000%  | 0.0000% | $1153681.00        | $1097384.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-01-01      | 4.5000%  | 0.0000% | $2020569.00        | $2007792.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-01-01      | 5.5000%  | 0.0000% | $7120570.00        | $7218797.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-02-01      | 4.0000%  | 0.0000% | $219813.00         | $217949.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-02-01      | 5.0000%  | 0.0000% | $37562058.00       | $38169353.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-02-01      | 5.5000%  | 0.0000% | $602963.00         | $619321.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-02-01      | 5.0000%  | 0.0000% | $3043045.00        | $3079454.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 6.5000%  | 0.0000% | $2015685.00        | $2056194.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-04-01      | 5.5000%  | 0.0000% | $31000.00          | $607.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-10-01      | 4.0000%  | 0.0000% | $142454860.00      | $9121662.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-07-01      | 4.0000%  | 0.0000% | $4308989.00        | $505804.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 6.0000%  | 0.0000% | $11516.00          | $9823.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 6.0000%  | 0.0000% | $18530.00          | $18978.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 6.0000%  | 0.0000% | $58006.00          | $49724.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 5.5000%  | 0.0000% | $2001.00           | $1923.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 6.5000%  | 0.0000% | $3000.00           | $3101.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.0000%  | 0.0000% | $32901.00          | $33607.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.5000%  | 0.0000% | $41404.00          | $32994.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.0000%  | 0.0000% | $82327.00          | $84186.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.5000%  | 0.0000% | $3235.00           | $3136.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1025.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $953.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $998.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $702.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 6.5000%  | 0.0000% | $2107.00           | $2212.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 6.5000%  | 0.0000% | $1001.00           | $1060.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 6.0000%  | 0.0000% | $10253.00          | $9409.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1033.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 6.0000%  | 0.0000% | $1023.00           | $1044.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1041.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1023.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 6.0000%  | 0.0000% | $1008.00           | $973.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 6.0000%  | 0.0000% | $1008.00           | $1041.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 5.5000%  | 0.0000% | $2063.00           | $2104.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 4.0000%  | 0.0000% | $49505.00          | $47276.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-10-01      | 5.5000%  | 0.0000% | $1015.00           | $1018.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-10-01      | 5.5000%  | 0.0000% | $5061.00           | $5074.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 6.0000%  | 0.0000% | $2001.00           | $1816.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 6.5000%  | 0.0000% | $31072.00          | $32796.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-11-01      | 5.5000%  | 0.0000% | $2000.00           | $2057.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $922.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-03-01      | 4.0000%  | 0.0000% | $2000.00           | $1786.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-01-01      | 3.5000%  | 0.0000% | $1014.00           | $908.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 5.5000%  | 0.0000% | $1008.00           | $863.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-11-01      | 4.0000%  | 0.0000% | $1008.00           | $950.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-09-01      | 5.0000%  | 0.0000% | $1008.00           | $986.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-05-01      | 4.5000%  | 0.0000% | $1008.00           | $982.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 3.5000%  | 0.0000% | $1008.00           | $913.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-10-01      | 6.5000%  | 0.0000% | $1008.00           | $1065.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-11-01      | 5.5000%  | 0.0000% | $2064.00           | $2135.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-11-01      | 6.0000%  | 0.0000% | $1024.00           | $1053.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-12-01      | 5.5000%  | 0.0000% | $1024.00           | $1036.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-11-01      | 6.0000%  | 0.0000% | $1027.00           | $1069.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-10-01      | 6.5000%  | 0.0000% | $1008.00           | $1002.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.5000%  | 0.0000% | $2079.00           | $2048.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-01-01      | 6.0000%  | 0.0000% | $92416.00          | $97636.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-01-01      | 5.0000%  | 0.0000% | $1024.00           | $1040.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-01-01      | 5.0000%  | 0.0000% | $1024.00           | $1039.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-10-01      | 5.0000%  | 0.0000% | $25000.00          | $22084.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-10-01      | 6.5000%  | 0.0000% | $1024.00           | $995.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.0000%  | 0.0000% | $14597.00          | $12884.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $997.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-12-01      | 5.5000%  | 0.0000% | $4000.00           | $4010.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-10-01      | 5.5000%  | 0.0000% | $1660.00           | $1552.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-11-01      | 5.5000%  | 0.0000% | $85093.00          | $83311.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2041-01-01      | 4.0000%  | 0.0000% | $57126.00          | $56194.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1006.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-12-01      | 5.0000%  | 0.0000% | $4039.00           | $4064.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-01-01      | 5.5000%  | 0.0000% | $1003.00           | $1033.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-01-01      | 5.0000%  | 0.0000% | $1008.00           | $1019.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1028.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2041-03-15      | 4.0000%  | 0.0000% | $1502806.00        | $57705.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2041-08-15      | 5.0000%  | 0.0000% | $119000.00         | $7231.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2043-02-15      | 2.5000%  | 0.0000% | $49183.00          | $12357.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2041-12-15      | 4.0000%  | 0.0000% | $84675.00          | $8445.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2043-02-20      | 3.0000%  | 0.0000% | $100216.00         | $10810.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2043-03-20      | 2.5000%  | 0.0000% | $307119.00         | $41931.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2043-03-20      | 3.0000%  | 0.0000% | $175000.00         | $18837.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2042-08-20      | 3.0000%  | 0.0000% | $890000.00         | $86053.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2042-11-20      | 2.5000%  | 0.0000% | $77566.00          | $9954.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2042-11-20      | 4.0000%  | 0.0000% | $2262.00           | $180.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2044-02-20      | 3.0000%  | 0.0000% | $1000.00           | $139.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2043-06-20      | 4.0000%  | 0.0000% | $850000.00         | $84713.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2043-07-20      | 4.0000%  | 0.0000% | $1103831.00        | $94736.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2043-10-20      | 4.0000%  | 0.0000% | $1000.00           | $54.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2043-11-20      | 3.0000%  | 0.0000% | $513300.00         | $69877.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2044-07-20      | 5.0000%  | 0.0000% | $371061.00         | $17964.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2044-09-20      | 3.5000%  | 0.0000% | $299717.00         | $22493.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2044-12-20      | 3.0000%  | 0.0000% | $226225.00         | $17886.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2045-04-20      | 3.0000%  | 0.0000% | $1024.00           | $90.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2045-07-20      | 3.0000%  | 0.0000% | $308363.00         | $33181.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-01-20      | 3.5000%  | 0.0000% | $1000000.00        | $96846.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-04-20      | 4.0000%  | 0.0000% | $2000.00           | $176.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-04-20      | 5.0000%  | 0.0000% | $230000.00         | $20508.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-05-20      | 4.0000%  | 0.0000% | $680000.00         | $61673.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-10-20      | 6.5000%  | 0.0000% | $1000000.00        | $65812.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-05-20      | 2.5000%  | 0.0000% | $581568.00         | $98520.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-07-20      | 4.0000%  | 0.0000% | $816292.00         | $75624.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-08-20      | 4.0000%  | 0.0000% | $1000.00           | $97.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-09-20      | 4.5000%  | 0.0000% | $768203.00         | $72360.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-01-20      | 2.5000%  | 0.0000% | $2000.00           | $320.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-07-20      | 5.0000%  | 0.0000% | $1430000.00        | $95952.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-07-20      | 4.5000%  | 0.0000% | $1000.00           | $88.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-09-20      | 5.0000%  | 0.0000% | $440000.00         | $38532.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-02-20      | 4.5000%  | 0.0000% | $633666.00         | $51341.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-03-20      | 5.5000%  | 0.0000% | $417400.00         | $49469.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-04-20      | 5.5000%  | 0.0000% | $344585.00         | $36827.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-06-20      | 4.5000%  | 0.0000% | $4560.00           | $326.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-10-20      | 4.0000%  | 0.0000% | $300000.00         | $35258.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-10-20      | 5.5000%  | 0.0000% | $120164.00         | $9489.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-12-20      | 5.0000%  | 0.0000% | $1300000.00        | $77716.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-05-20      | 4.0000%  | 0.0000% | $2045.00           | $165.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-05-20      | 5.0000%  | 0.0000% | $88000.00          | $7709.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-12-20      | 4.5000%  | 0.0000% | $1024.00           | $132.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-02-20      | 4.0000%  | 0.0000% | $157000.00         | $21805.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-02-20      | 4.5000%  | 0.0000% | $100000.00         | $12676.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-07-20      | 3.0000%  | 0.0000% | $1000.00           | $268.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-08-20      | 3.0000%  | 0.0000% | $145384.00         | $41889.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-09-20      | 2.0000%  | 0.0000% | $170000.00         | $76299.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-04-20      | 2.0000%  | 0.0000% | $1000.00           | $624.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-06-20      | 2.5000%  | 0.0000% | $90154.00          | $57004.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-05-20      | 2.0000%  | 0.0000% | $1000.00           | $530.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-09-20      | 1.5000%  | 0.0000% | $50000.00          | $28338.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-11-20      | 1.5000%  | 0.0000% | $23234.00          | $13657.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-03-20      | 4.5000%  | 0.0000% | $140000.00         | $87513.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-05-20      | 3.0000%  | 0.0000% | $74000.00          | $50676.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-08-20      | 3.0000%  | 0.0000% | $2000.00           | $1280.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-11-20      | 6.5000%  | 0.0000% | $3622.00           | $1350.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-03-20      | 5.5000%  | 0.0000% | $14695.00          | $11182.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-06-20      | 6.0000%  | 0.0000% | $75000.00          | $48745.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-05-15      | 4.0000%  | 0.0000% | $77762.00          | $23787.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-09-15      | 4.0000%  | 0.0000% | $50000.00          | $18559.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-01-15      | 4.0000%  | 0.0000% | $67000.00          | $29593.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-10-15      | 4.0000%  | 0.0000% | $58000.00          | $25916.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-12-15      | 4.0000%  | 0.0000% | $68000.00          | $24093.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-01-15      | 3.5000%  | 0.0000% | $490000.00         | $85868.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-04-20      | 4.5000%  | 0.0000% | $1000.00           | $36.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-05-20      | 4.5000%  | 0.0000% | $27545.00          | $2695.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-02-15      | 3.5000%  | 0.0000% | $13692.00          | $973.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-04-15      | 3.0000%  | 0.0000% | $530000.00         | $82687.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2036-03-20      | 5.5000%  | 0.0000% | $1000.00           | $390.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-09-20      | 2.5000%  | 0.0000% | $7115.00           | $4269.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-09-20      | 3.5000%  | 0.0000% | $11760.00          | $5277.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-01-20      | 2.0000%  | 0.0000% | $1000.00           | $667.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2043-05-15      | 3.0000%  | 0.0000% | $378708.00         | $77875.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2043-03-20      | 3.0000%  | 0.0000% | $396000.00         | $62887.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2043-04-15      | 3.0000%  | 0.0000% | $85635.00          | $8337.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2043-10-20      | 4.0000%  | 0.0000% | $1025719.00        | $83943.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2044-09-20      | 4.0000%  | 0.0000% | $1784136.00        | $91107.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $2000.00           | $2066.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $2000.00           | $2069.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-12-20      | 6.0000%  | 0.0000% | $1008.00           | $1045.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 6.0000%  | 0.0000% | $1000.00           | $1038.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 6.0000%  | 0.0000% | $1000.00           | $1043.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 5.5000%  | 0.0000% | $1000.00           | $1024.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 5.5000%  | 0.0000% | $1000.00           | $1020.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 6.0000%  | 0.0000% | $1000.00           | $1046.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 6.5000%  | 0.0000% | $1000.00           | $1047.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 6.0000%  | 0.0000% | $1000.00           | $1037.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 6.0000%  | 0.0000% | $1000.00           | $1009.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 6.0000%  | 0.0000% | $1000.00           | $1045.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 6.5000%  | 0.0000% | $1000.00           | $1055.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 6.5000%  | 0.0000% | $1000.00           | $1055.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 6.0000%  | 0.0000% | $1008.00           | $1052.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-01-20      | 5.5000%  | 0.0000% | $2048.00           | $2102.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 5.5000%  | 0.0000% | $1008.00           | $1039.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-12-20      | 4.5000%  | 0.0000% | $1024.00           | $1005.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-02-20      | 7.0000%  | 0.0000% | $11263.00          | $5818.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 7.0000%  | 0.0000% | $1000.00           | $1029.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 6.5000%  | 0.0000% | $1000.00           | $1059.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-12-20      | 6.0000%  | 0.0000% | $1000.00           | $1037.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 6.0000%  | 0.0000% | $1008.00           | $1053.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 6.0000%  | 0.0000% | $1000.00           | $1037.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-12-20      | 6.0000%  | 0.0000% | $1000.00           | $1044.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-12-20      | 5.5000%  | 0.0000% | $1000.00           | $1025.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-12-20      | 5.0000%  | 0.0000% | $1000.00           | $1006.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-12-20      | 5.5000%  | 0.0000% | $2000.00           | $2051.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-05-20      | 3.0000%  | 0.0000% | $25000.00          | $6515.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-09-15      | 2.5000%  | 0.0000% | $45690.00          | $9069.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-07-20      | 3.0000%  | 0.0000% | $17000.00          | $4881.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-07-20      | 3.0000%  | 0.0000% | $1114203.00        | $96497.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-10-20      | 3.5000%  | 0.0000% | $9171.00           | $2398.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-10-20      | 3.5000%  | 0.0000% | $26592.00          | $6076.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-04-15      | 4.0000%  | 0.0000% | $136602.00         | $33730.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2033-03-15      | 6.0000%  | 0.0000% | $1375000.00        | $23242.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2032-02-15      | 6.0000%  | 0.0000% | $74000.00          | $116.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2032-12-15      | 6.0000%  | 0.0000% | $25000.00          | $284.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2028-05-20      | 7.5000%  | 0.0000% | $75000.00          | $33.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2028-08-20      | 7.0000%  | 0.0000% | $10000000.00       | $5865.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2027-07-20      | 7.5000%  | 0.0000% | $275000.00         | $69.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2034-05-20      | 5.5000%  | 0.0000% | $25000.00          | $337.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2031-05-20      | 6.5000%  | 0.0000% | $27000.00          | $43.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2031-06-20      | 5.5000%  | 0.0000% | $1608413.00        | $2982.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2031-12-20      | 5.5000%  | 0.0000% | $17527922.00       | $74970.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2032-01-20      | 5.5000%  | 0.0000% | $1864168.00        | $7991.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2032-06-20      | 7.0000%  | 0.0000% | $175000.00         | $310.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2032-10-20      | 5.5000%  | 0.0000% | $5557951.00        | $26743.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-04-20      | 4.0000%  | 0.0000% | $164000.00         | $5031.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-07-20      | 4.5000%  | 0.0000% | $167000.00         | $5450.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2035-03-20      | 5.5000%  | 0.0000% | $77000.00          | $1183.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2035-07-20      | 5.5000%  | 0.0000% | $35000.00          | $513.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2035-12-20      | 5.5000%  | 0.0000% | $55075.00          | $786.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2035-12-20      | 6.0000%  | 0.0000% | $57322.00          | $944.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2036-03-20      | 5.0000%  | 0.0000% | $58000.00          | $746.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2036-04-20      | 5.5000%  | 0.0000% | $117624.00         | $1314.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2036-09-20      | 6.0000%  | 0.0000% | $955230.00         | $7712.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2037-06-20      | 6.0000%  | 0.0000% | $100000.00         | $1061.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-09-20      | 6.0000%  | 0.0000% | $2600000.00        | $22163.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2042-02-20      | 3.0000%  | 0.0000% | $25000.00          | $1747.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-09-20      | 5.0000%  | 0.0000% | $18257.00          | $461.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-11-20      | 4.5000%  | 0.0000% | $20000.00          | $700.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2040-02-20      | 4.5000%  | 0.0000% | $79000.00          | $2947.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2040-04-20      | 5.0000%  | 0.0000% | $95000.00          | $3003.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2040-05-20      | 4.5000%  | 0.0000% | $200000.00         | $6809.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2040-10-20      | 5.0000%  | 0.0000% | $50000.00          | $1962.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2040-10-20      | 6.0000%  | 0.0000% | $1000.00           | $18.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2041-01-20      | 4.5000%  | 0.0000% | $100000.00         | $4859.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2041-03-20      | 3.5000%  | 0.0000% | $19503.00          | $1565.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2041-04-20      | 5.0000%  | 0.0000% | $2059000.00        | $65311.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2041-08-20      | 4.0000%  | 0.0000% | $906515.00         | $42609.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2041-07-20      | 5.0000%  | 0.0000% | $1639000.00        | $61886.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2041-07-20      | 6.0000%  | 0.0000% | $107845.00         | $4447.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2041-08-20      | 5.0000%  | 0.0000% | $125000.00         | $4649.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2041-09-20      | 6.0000%  | 0.0000% | $693357.00         | $15739.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2041-11-20      | 5.5000%  | 0.0000% | $1000.00           | $35.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2041-12-20      | 4.0000%  | 0.0000% | $1107725.00        | $55194.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2036-07-15      | 6.5000%  | 0.0000% | $5168630.00        | $73590.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2036-08-15      | 6.5000%  | 0.0000% | $7203994.00        | $57429.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-05-15      | 7.5000%  | 0.0000% | $1135142.00        | $60418.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-11-15      | 6.0000%  | 0.0000% | $1122965.00        | $6499.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2028-06-15      | 6.5000%  | 0.0000% | $475000.00         | $140.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2028-08-15      | 7.0000%  | 0.0000% | $660000.00         | $220.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2028-05-15      | 6.0000%  | 0.0000% | $40000.00          | $307.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2031-06-15      | 6.5000%  | 0.0000% | $40000.00          | $57.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-07-15      | 5.0000%  | 0.0000% | $75000.00          | $2169.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-10-15      | 6.0000%  | 0.0000% | $82103.00          | $290.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-11-15      | 5.0000%  | 0.0000% | $36327.00          | $1143.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2040-12-15      | 3.5000%  | 0.0000% | $40560.00          | $5112.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2040-09-15      | 4.0000%  | 0.0000% | $149636.00         | $9028.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2040-10-15      | 4.0000%  | 0.0000% | $752000.00         | $69575.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2029-08-15      | 6.5000%  | 0.0000% | $65070.00          | $243.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2031-11-15      | 7.5000%  | 0.0000% | $1176388.00        | $19328.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2028-12-15      | 7.0000%  | 0.0000% | $6350000.00        | $3938.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2029-03-15      | 6.0000%  | 0.0000% | $100000.00         | $96.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2029-05-15      | 6.5000%  | 0.0000% | $27000.00          | $23.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2029-05-15      | 6.0000%  | 0.0000% | $38000.00          | $74.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2031-11-15      | 8.0000%  | 0.0000% | $385000.00         | $580.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2033-03-15      | 6.0000%  | 0.0000% | $308503.00         | $1386.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-02-20      | 3.0000%  | 0.0000% | $79539.00          | $9610.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2036-06-15      | 6.0000%  | 0.0000% | $951247.00         | $18748.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-10-20      | 2.5000%  | 0.0000% | $100000.00         | $59888.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-04-20      | 3.0000%  | 0.0000% | $100000.00         | $53068.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-03-20      | 3.0000%  | 0.0000% | $100000.00         | $65653.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-08-20      | 5.0000%  | 0.0000% | $100000.00         | $69911.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-02-20      | 2.5000%  | 0.0000% | $60000.00          | $44141.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-03-20      | 2.5000%  | 0.0000% | $50000.00          | $36694.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2033-03-15      | 3.0000%  | 0.0000% | $420000.00         | $88866.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2035-06-15      | 7.0000%  | 0.0000% | $350000.00         | $9637.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2034-09-15      | 6.5000%  | 0.0000% | $44000.00          | $417.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2035-04-15      | 5.0000%  | 0.0000% | $4077839.00        | $59430.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2035-08-15      | 5.0000%  | 0.0000% | $541613.00         | $9862.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2036-01-15      | 6.0000%  | 0.0000% | $55000.00          | $959.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-07-15      | 6.0000%  | 0.0000% | $2392116.00        | $17061.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-10-15      | 6.5000%  | 0.0000% | $1250000.00        | $8018.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-12-15      | 6.0000%  | 0.0000% | $335317.00         | $6241.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-11-15      | 5.5000%  | 0.0000% | $3500000.00        | $47511.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2036-09-15      | 5.0000%  | 0.0000% | $2000000.00        | $61129.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2040-05-15      | 5.0000%  | 0.0000% | $1473485.00        | $53745.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2040-07-20      | 5.0000%  | 0.0000% | $500000.00         | $16140.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2040-12-15      | 6.0000%  | 0.0000% | $660554.00         | $16622.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2041-06-20      | 6.0000%  | 0.0000% | $45000.00          | $1486.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-08-20      | 6.0000%  | 0.0000% | $1000000.00        | $23031.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2036-12-15      | 6.5000%  | 0.0000% | $252451.00         | $2742.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2037-09-15      | 6.5000%  | 0.0000% | $231986.00         | $2214.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2036-10-15      | 6.0000%  | 0.0000% | $150000.00         | $1985.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2034-01-15      | 5.5000%  | 0.0000% | $72260.00          | $453.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2035-02-15      | 5.5000%  | 0.0000% | $30000.00          | $683.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2035-07-15      | 5.0000%  | 0.0000% | $273482.00         | $4158.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2036-06-15      | 6.0000%  | 0.0000% | $2396314.00        | $15061.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2036-04-15      | 6.5000%  | 0.0000% | $2212600.00        | $38269.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2037-05-15      | 6.0000%  | 0.0000% | $2363930.00        | $28480.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2036-09-15      | 6.5000%  | 0.0000% | $27351.00          | $305.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2037-01-15      | 6.0000%  | 0.0000% | $2027000.00        | $13132.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2037-09-15      | 6.5000%  | 0.0000% | $6189125.00        | $57675.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2037-09-15      | 6.5000%  | 0.0000% | $66169.00          | $1414.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2037-04-15      | 6.0000%  | 0.0000% | $2458014.00        | $95159.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-08-15      | 6.0000%  | 0.0000% | $1050078.00        | $8537.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-05-15      | 6.5000%  | 0.0000% | $1841150.00        | $16075.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-08-15      | 6.5000%  | 0.0000% | $3461153.00        | $88758.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-07-15      | 4.0000%  | 0.0000% | $13034.00          | $1677.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-09-15      | 6.0000%  | 0.0000% | $435656.00         | $1543.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-08-15      | 6.0000%  | 0.0000% | $750755.00         | $9141.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-09-15      | 6.5000%  | 0.0000% | $497597.00         | $4042.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-08-15      | 6.0000%  | 0.0000% | $92000.00          | $224.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-09-15      | 6.0000%  | 0.0000% | $449085.00         | $3170.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-09-15      | 6.0000%  | 0.0000% | $50099.00          | $890.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-11-15      | 6.5000%  | 0.0000% | $2026606.00        | $13320.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-08-15      | 6.0000%  | 0.0000% | $729734.00         | $15892.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-10-15      | 6.5000%  | 0.0000% | $6502819.00        | $11480.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-12-15      | 6.5000%  | 0.0000% | $28697.00          | $304.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-06-15      | 5.0000%  | 0.0000% | $91099.00          | $3378.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-09-15      | 6.5000%  | 0.0000% | $678168.00         | $16968.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-10-15      | 6.0000%  | 0.0000% | $11000000.00       | $29047.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-11-15      | 6.0000%  | 0.0000% | $127499.00         | $1896.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-01-15      | 6.0000%  | 0.0000% | $42017.00          | $1192.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-01-15      | 6.5000%  | 0.0000% | $589915.00         | $2078.00           | Agency Mortgage-Backed Securities   |

### Security 332: NOMURA SECURITIES INTERNATIONAL, INC.

- **C.1 - Title:** NOMURA SECURITIES INTERNATIONAL, INC. 3.670000%
- **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: TPR103802, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: TPR103802779156NOM
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| The Federal Home Loan Banks              | 2026-02-26      | 0.8500%  | 0.0000% | $10000.00          | $10017.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks              | 2027-01-28      | 1.7000%  | 0.0000% | $21200000.00       | $20821717.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks              | 2026-05-29      | 0.0000%  | 0.0000% | $19185000.00       | $18962703.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2026-04-13      | 0.0000%  | 0.0000% | $24996000.00       | $24821953.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-07-15      | 0.0000%  | 0.0000% | $103979000.00      | $79524387.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2028-01-07      | 3.7000%  | 0.0000% | $40646000.00       | $40704038.00       | Agency Debentures and Agency Strips |
| Tennessee Valley Authority               | 2036-04-01      | 5.9800%  | 0.0000% | $2000.00           | $2274.00           | Agency Debentures and Agency Strips |
| Tennessee Valley Authority               | 2056-04-01      | 5.3800%  | 0.0000% | $3000.00           | $3077.00           | Agency Debentures and Agency Strips |
| Tennessee Valley Authority               | 2060-09-15      | 4.6300%  | 0.0000% | $2000.00           | $1804.00           | Agency Debentures and Agency Strips |
| Tennessee Valley Authority               | 2042-12-15      | 3.5000%  | 0.0000% | $8000.00           | $6690.00           | Agency Debentures and Agency Strips |
| Tennessee Valley Authority               | 2065-09-15      | 4.2500%  | 0.0000% | $45000.00          | $37566.00          | Agency Debentures and Agency Strips |
| Tennessee Valley Authority               | 2034-08-01      | 4.3800%  | 0.0000% | $3000.00           | $3088.00           | Agency Debentures and Agency Strips |
| Tennessee Valley Authority               | 2026-09-15      | 0.0000%  | 0.0000% | $15000.00          | $14654.00          | Agency Debentures and Agency Strips |
| Tennessee Valley Authority               | 2036-09-15      | 0.0000%  | 0.0000% | $5000.00           | $3026.00           | Agency Debentures and Agency Strips |
| Tennessee Valley Authority               | 2038-01-15      | 0.0000%  | 0.0000% | $2000.00           | $1117.00           | Agency Debentures and Agency Strips |
| Tennessee Valley Authority               | 2038-06-15      | 0.0000%  | 0.0000% | $15000.00          | $8227.00           | Agency Debentures and Agency Strips |
| Tennessee Valley Authority               | 2039-09-15      | 0.0000%  | 0.0000% | $2000.00           | $1030.00           | Agency Debentures and Agency Strips |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-11-15      | 0.0000%  | 0.0000% | $655100.00         | $637922.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-15      | 0.0000%  | 0.0000% | $13800.00          | $12962.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-11-15      | 0.0000%  | 0.0000% | $1496700.00        | $358837.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-02-15      | 1.0000%  | 0.0000% | $5340500.00        | $5551107.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-07-15      | 0.1300%  | 0.0000% | $24223400.00       | $29241869.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-10-31      | 4.0000%  | 0.0000% | $33800.00          | $34482.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-12-31      | 3.8800%  | 0.0000% | $14983000.00       | $15116369.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $5335800.00        | $5647744.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-09-15      | 3.3800%  | 0.0000% | $33200.00          | $33448.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-15      | 0.0000%  | 0.0000% | $971317.00         | $919409.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-02-15      | 0.0000%  | 0.0000% | $340586.00         | $316523.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-05-15      | 0.0000%  | 0.0000% | $16869093.00       | $4044449.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-02-15      | 0.0000%  | 0.0000% | $26492367.00       | $6220355.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-08-15      | 0.0000%  | 0.0000% | $8388356.00        | $1937685.00        | U.S. Treasuries (including strips)  |

### Security 333: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 3.670000%
- **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: TPR10380A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR10380A779156ECG
- **C.18 - Value (incl. sponsor support):** $900000000.00
- **C.18.a - Value (excl. sponsor support):** $900000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2049-11-20      | 4.0000%  | 0.0000% | $2000000.00        | $251403.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-12-20      | 3.0000%  | 0.0000% | $273380107.00      | $46390932.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-12-20      | 3.5000%  | 0.0000% | $27549189.00       | $3488230.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-01-20      | 3.0000%  | 0.0000% | $5115907.00        | $899564.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-01-20      | 4.5000%  | 0.0000% | $5595000.00        | $698275.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-01-20      | 5.0000%  | 0.0000% | $2959996.00        | $422409.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-02-20      | 2.5000%  | 0.0000% | $540000.00         | $108043.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-02-20      | 3.0000%  | 0.0000% | $320548200.00      | $52161309.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-02-20      | 4.0000%  | 0.0000% | $117050717.00      | $16256940.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-02-20      | 4.5000%  | 0.0000% | $1500000.00        | $190134.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-03-20      | 2.5000%  | 0.0000% | $917000.00         | $186921.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-03-20      | 3.0000%  | 0.0000% | $6061190.00        | $949784.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-03-20      | 3.5000%  | 0.0000% | $12478335.00       | $1832914.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 2.5000%  | 0.0000% | $1230000.00        | $296149.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 3.0000%  | 0.0000% | $98823462.00       | $20874277.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 3.5000%  | 0.0000% | $36874559.00       | $7266030.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 4.0000%  | 0.0000% | $16571213.00       | $3016701.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 4.5000%  | 0.0000% | $3946000.00        | $711045.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-05-20      | 2.0000%  | 0.0000% | $157394.00         | $65300.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-05-20      | 2.5000%  | 0.0000% | $910000.00         | $246894.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-05-20      | 3.0000%  | 0.0000% | $810635361.00      | $194604222.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-05-20      | 3.5000%  | 0.0000% | $87413417.00       | $18526745.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-05-20      | 4.0000%  | 0.0000% | $19457406.00       | $3892865.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-05-20      | 4.5000%  | 0.0000% | $5000000.00        | $955258.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-06-20      | 2.5000%  | 0.0000% | $315183639.00      | $90700265.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-06-20      | 3.0000%  | 0.0000% | $787357736.00      | $195577041.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-06-20      | 3.5000%  | 0.0000% | $17975016.00       | $4038017.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-06-20      | 2.0000%  | 0.0000% | $200000.00         | $74171.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-07-20      | 2.0000%  | 0.0000% | $5166116.00        | $2001708.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-07-20      | 2.5000%  | 0.0000% | $30184142.00       | $9508323.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-07-20      | 3.0000%  | 0.0000% | $56206497.00       | $15042837.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-07-20      | 3.5000%  | 0.0000% | $375000.00         | $92994.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-07-20      | 4.5000%  | 0.0000% | $293000.00         | $69656.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-08-20      | 3.0000%  | 0.0000% | $116914310.00      | $33686154.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-08-20      | 4.0000%  | 0.0000% | $10121508.00       | $2460831.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-09-20      | 3.0000%  | 0.0000% | $40939613.00       | $12553084.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 3.0000%  | 0.0000% | $3710446.00        | $2864892.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 2.5000%  | 0.0000% | $805618.00         | $612616.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 3.0000%  | 0.0000% | $108261.00         | $74645.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 3.0000%  | 0.0000% | $20417569.00       | $14342931.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 3.0000%  | 0.0000% | $5935135.00        | $4543537.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-02-20      | 3.5000%  | 0.0000% | $6900000.00        | $1579414.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-01-15      | 3.5000%  | 0.0000% | $1096540.00        | $747721.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-01-15      | 5.5000%  | 0.0000% | $1199611.00        | $147247.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 4.0000%  | 0.0000% | $1260635.00        | $779653.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-11-20      | 3.0000%  | 0.0000% | $1142575.00        | $499059.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-11-20      | 3.0000%  | 0.0000% | $1202786.00        | $173878.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 3.0000%  | 0.0000% | $1944000.00        | $793617.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-12-20      | 3.0000%  | 0.0000% | $1500000.00        | $140546.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-01-20      | 3.5000%  | 0.0000% | $4867963.00        | $1750705.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-02-20      | 3.0000%  | 0.0000% | $23587424.00       | $7275933.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-03-20      | 5.0000%  | 0.0000% | $1283206.00        | $299646.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-03-15      | 3.5000%  | 0.0000% | $15369441.00       | $1500816.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 4.0000%  | 0.0000% | $1193832.00        | $246998.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 4.0000%  | 0.0000% | $1670611.00        | $872481.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-02-20      | 5.0000%  | 0.0000% | $1223374.00        | $562074.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-05-20      | 3.5000%  | 0.0000% | $820151.00         | $436094.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-06-20      | 2.5000%  | 0.0000% | $1588785.00        | $922206.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-06-20      | 3.0000%  | 0.0000% | $1570613.00        | $956121.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 4.0000%  | 0.0000% | $350002.00         | $76425.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-05-15      | 3.5000%  | 0.0000% | $1300000.00        | $364707.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-02-20      | 5.0000%  | 0.0000% | $1561612.00        | $453673.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-03-20      | 3.0000%  | 0.0000% | $25902942.00       | $5210252.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 4.0000%  | 0.0000% | $2516476.00        | $1220841.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 4.0000%  | 0.0000% | $1154148.00        | $332456.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 4.0000%  | 0.0000% | $1890654.00        | $743100.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 4.0000%  | 0.0000% | $1036203.00        | $430622.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 4.0000%  | 0.0000% | $1953539.00        | $1109244.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 4.0000%  | 0.0000% | $1664224.00        | $435314.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 4.0000%  | 0.0000% | $3029721.00        | $661268.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 4.0000%  | 0.0000% | $2213285.00        | $595878.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 4.0000%  | 0.0000% | $3568828.00        | $1561324.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 4.0000%  | 0.0000% | $1470187.00        | $303422.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-03-20      | 5.0000%  | 0.0000% | $703223.00         | $355615.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 4.0000%  | 0.0000% | $1223332.00        | $704211.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-05-20      | 4.0000%  | 0.0000% | $3700000.00        | $563481.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 4.0000%  | 0.0000% | $1781948.00        | $950278.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 4.0000%  | 0.0000% | $1063567.00        | $802725.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 4.0000%  | 0.0000% | $1053154.00        | $545417.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 4.0000%  | 0.0000% | $1339624.00        | $287224.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-06-20      | 5.5000%  | 0.0000% | $1443417.00        | $781123.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-05-15      | 2.5000%  | 0.0000% | $2354908.00        | $954941.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-05-15      | 2.5000%  | 0.0000% | $200919.00         | $58834.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-06-15      | 3.5000%  | 0.0000% | $1129038.00        | $739650.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-06-20      | 4.0000%  | 0.0000% | $2335300.00        | $617621.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-07-20      | 4.0000%  | 0.0000% | $1019267.00        | $609838.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-06-20      | 3.5000%  | 0.0000% | $1351122.00        | $741110.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-07-20      | 4.0000%  | 0.0000% | $2060488.00        | $697776.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-08-15      | 2.5000%  | 0.0000% | $2031717.00        | $522016.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-02-15      | 3.5000%  | 0.0000% | $2026251.00        | $300395.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-02-15      | 3.5000%  | 0.0000% | $5427926.00        | $3837777.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-11-20      | 4.5000%  | 0.0000% | $1000.00           | $376.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-01-20      | 3.0000%  | 0.0000% | $3300000.00        | $1532193.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-05-20      | 2.0000%  | 0.0000% | $11637697.00       | $4675504.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-03-15      | 4.5000%  | 0.0000% | $66344192.00       | $17800181.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-11-20      | 5.0000%  | 0.0000% | $15242.00          | $3409.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-03-15      | 2.5000%  | 0.0000% | $19826311.00       | $13049427.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-02-15      | 3.0000%  | 0.0000% | $95454387.00       | $66970658.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-15      | 3.0000%  | 0.0000% | $5441679.00        | $4073442.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-03-20      | 3.5000%  | 0.0000% | $149000.00         | $105999.00         | Agency Mortgage-Backed Securities |

### Security 334: WELLS FARGO SECURITIES, LLC

- **C.1 - Title:** WELLS FARGO SECURITIES, LLC 3.670000%
- **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: TPR10380F, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: TPR10380F779156WEL
- **C.18 - Value (incl. sponsor support):** $1130000000.00
- **C.18.a - Value (excl. sponsor support):** $1130000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2042-04-20      | 4.0000%  | 0.0000% | $7196835.00        | $375121.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-01-20      | 5.5000%  | 0.0000% | $78570.00          | $6074.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-01-20      | 3.5000%  | 0.0000% | $5714000.00        | $661720.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-06-20      | 4.0000%  | 0.0000% | $67957760.00       | $5972587.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-03-20      | 4.0000%  | 0.0000% | $616019.00         | $60925.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-08-20      | 4.5000%  | 0.0000% | $339017.00         | $65790.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-02-20      | 2.5000%  | 0.0000% | $14611284.00       | $6514861.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-11-20      | 2.0000%  | 0.0000% | $326625.00         | $50710.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-02-20      | 2.5000%  | 0.0000% | $24125000.00       | $4826907.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 5.0000%  | 0.0000% | $200000.00         | $32683.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 6.0000%  | 0.0000% | $51000.00          | $11360.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-07-20      | 3.0000%  | 0.0000% | $228830237.00      | $61243028.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-07-20      | 4.5000%  | 0.0000% | $10500000.00       | $2496219.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-08-20      | 2.0000%  | 0.0000% | $202795904.00      | $86935052.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-01-20      | 7.0000%  | 0.0000% | $117788.00         | $23141.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-09-20      | 2.5000%  | 0.0000% | $3356000.00        | $1260468.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-10-20      | 3.5000%  | 0.0000% | $2410000.00        | $752283.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-11-20      | 2.5000%  | 0.0000% | $1265000.00        | $423908.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-11-20      | 2.5000%  | 0.0000% | $187550318.00      | $73840321.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 2.5000%  | 0.0000% | $700126.00         | $443132.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 3.0000%  | 0.0000% | $285000.00         | $191231.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-06-20      | 3.0000%  | 0.0000% | $57380513.00       | $28449939.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-06-20      | 1.5000%  | 0.0000% | $60568785.00       | $33914264.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-07-20      | 1.5000%  | 0.0000% | $1667945.00        | $984906.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-08-20      | 6.0000%  | 0.0000% | $130000.00         | $40489.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-09-20      | 4.0000%  | 0.0000% | $164583.00         | $86894.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-12-20      | 1.5000%  | 0.0000% | $112198.00         | $57504.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-02-20      | 3.0000%  | 0.0000% | $45435.00          | $29006.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 2.5000%  | 0.0000% | $410678.00         | $257710.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 4.5000%  | 0.0000% | $319589.00         | $265098.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 6.0000%  | 0.0000% | $551961.00         | $305825.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-07-20      | 4.5000%  | 0.0000% | $88000.00          | $64711.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 4.0000%  | 0.0000% | $130000000.00      | $95373361.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 6.5000%  | 0.0000% | $1724210.00        | $928025.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-10-20      | 4.5000%  | 0.0000% | $300571.00         | $228872.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 5.0000%  | 0.0000% | $4814537.00        | $3645522.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-12-20      | 5.0000%  | 0.0000% | $3485272.00        | $2629300.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-02-20      | 4.0000%  | 0.0000% | $25731.00          | $19859.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-02-20      | 4.5000%  | 0.0000% | $20678358.00       | $16086050.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 3.0000%  | 0.0000% | $10331548.00       | $6848475.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 3.0000%  | 0.0000% | $123451.00         | $100499.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 4.5000%  | 0.0000% | $8030000.00        | $6992007.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 5.0000%  | 0.0000% | $127385819.00      | $106879135.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 3.5000%  | 0.0000% | $1794555.00        | $1297120.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $430000.00         | $132623.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.5000%  | 0.0000% | $1278000.00        | $564936.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 7.0000%  | 0.0000% | $3978452.00        | $1477273.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-07-20      | 6.5000%  | 0.0000% | $38076.00          | $26859.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-11-20      | 5.5000%  | 0.0000% | $224500.00         | $170446.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-07-20      | 3.5000%  | 0.0000% | $420002.00         | $128963.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-11-20      | 3.5000%  | 0.0000% | $466836.00         | $175251.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-12-20      | 5.0000%  | 0.0000% | $400000.00         | $4390.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-09-20      | 2.5000%  | 0.0000% | $6000.00           | $3212.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-12-20      | 3.5000%  | 0.0000% | $1263891.00        | $1040076.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 5.5000%  | 0.0000% | $7192891.00        | $5809720.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-08-20      | 4.0000%  | 0.0000% | $372354.00         | $103440.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 5.5000%  | 0.0000% | $48182372.00       | $41348462.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-02-20      | 5.0000%  | 0.0000% | $9939428.00        | $7993932.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.0000%  | 0.0000% | $1726539.00        | $1189765.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 6.0000%  | 0.0000% | $5164761.00        | $4629864.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 7.0000%  | 0.0000% | $1135058.00        | $1168674.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 7.0000%  | 0.0000% | $1175349.00        | $725333.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 7.0000%  | 0.0000% | $2035879.00        | $1920122.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.5000%  | 0.0000% | $3576684.00        | $3660128.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 7.0000%  | 0.0000% | $1345142.00        | $1404778.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 6.5000%  | 0.0000% | $2023202.00        | $1742278.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 7.0000%  | 0.0000% | $1360829.00        | $1262711.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 7.0000%  | 0.0000% | $2955267.00        | $2881405.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 7.0000%  | 0.0000% | $10682563.00       | $11082350.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.5000%  | 0.0000% | $3524557.00        | $3607716.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.0000%  | 0.0000% | $10934199.00       | $10997702.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.5000%  | 0.0000% | $2146225.00        | $2204432.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $1578615.00        | $1620579.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $12310702.00       | $12637952.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $3822512.00        | $4010381.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $1236009.00        | $1268865.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $1654570.00        | $1717287.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.5000%  | 0.0000% | $5796604.00        | $5895168.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-01-20      | 5.0000%  | 0.0000% | $282475.00         | $286747.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 5.0000%  | 0.0000% | $248286887.00      | $231877316.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 3.5000%  | 0.0000% | $25898918.00       | $23269473.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 4.0000%  | 0.0000% | $15376700.00       | $14241930.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 4.0000%  | 0.0000% | $1994266.00        | $1869284.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 5.5000%  | 0.0000% | $27932152.00       | $24739095.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-09-20      | 6.0000%  | 0.0000% | $4901287.00        | $4695629.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 7.0000%  | 0.0000% | $144359259.00      | $148592201.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $1669927.00        | $1714320.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $1141784.00        | $1149686.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.0000%  | 0.0000% | $6165581.00        | $6219267.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.5000%  | 0.0000% | $17807752.00       | $18120782.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-08-20      | 4.0000%  | 0.0000% | $746042.00         | $111143.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-06-20      | 7.5000%  | 0.0000% | $2800000.00        | $1384.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-10-20      | 4.5000%  | 0.0000% | $91000.00          | $4027.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-01-20      | 4.0000%  | 0.0000% | $11908081.00       | $589617.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-06-20      | 6.0000%  | 0.0000% | $2369141.00        | $57529.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-07-20      | 5.0000%  | 0.0000% | $1263699.00        | $81404.00          | Agency Mortgage-Backed Securities |

### Security 335: BNP PARIBAS

- **C.1 - Title:** Joint Account I 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR103817, C.3 - LEI: N.A., C.5 - Other ID: TPR103817779156BNP
- **C.18 - Value (incl. sponsor support):** $453421052.63
- **C.18.a - Value (excl. sponsor support):** $453421052.63
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 DEPARTMENT OF THE TREASURY | 2026-04-16      | 0.0000%  | 0.0000% | $6760870.63        | $6711773.29        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-06-18      | 0.0000%  | 0.0000% | $7662.82           | $7560.34           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-08-15      | 0.0000%  | 0.0000% | $108095.58         | $51770.26          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-02-15      | 0.0000%  | 0.0000% | $5585603.26        | $2439138.20        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-02-15      | 0.0000%  | 0.0000% | $90.68             | $35.37             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-11-15      | 0.0000%  | 0.0000% | $45.34             | $16.32             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-05-15      | 0.0000%  | 0.0000% | $5537812.68        | $1915191.58        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-08-15      | 0.0000%  | 0.0000% | $45.34             | $15.42             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-11-15      | 0.0000%  | 0.0000% | $90.68             | $30.38             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-08-15      | 0.0000%  | 0.0000% | $45.34             | $14.51             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-08-15      | 0.0000%  | 0.0000% | $90.68             | $26.30             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-11-15      | 0.0000%  | 0.0000% | $45.34             | $13.15             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-11-15      | 0.0000%  | 0.0000% | $45.34             | $11.34             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-02-15      | 0.0000%  | 0.0000% | $4411877.53        | $1047216.28        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-11-15      | 2.7500%  | 0.0000% | $45.34             | $34.91             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $2616239.47        | $1958306.48        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-02-15      | 1.8800%  | 0.0000% | $45.34             | $25.84             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $12341350.24       | $9108246.84        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-15      | 3.1300%  | 0.0000% | $5320896.05        | $5289139.80        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-15      | 0.1300%  | 0.0000% | $132092752.10      | $179090239.20      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $3435299.26        | $3265934.71        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-06-30      | 3.2500%  | 0.0000% | $87378181.61       | $86453927.68       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-09-30      | 3.8800%  | 0.0000% | $56420043.08       | $57500974.38       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-12-31      | 3.8800%  | 0.0000% | $44979.37          | $45392.44          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $120247.26         | $131077.22         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-10-15      | 2.3800%  | 0.0000% | $77632485.53       | $85939312.47       | U.S. Treasuries (including strips) |
| TRFR AX 01/31/26                         | 2026-01-31      | 0.0000%  | 0.0000% | $474369.11         | $479091.03         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-03-31      | 4.1300%  | 0.0000% | $5605191.05        | $5763406.43        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-30      | 3.7700%  | 0.0000% | $45.34             | $45.80             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-08-15      | 0.0000%  | 0.0000% | $3156.26           | $2308.37           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-02-15      | 0.0000%  | 0.0000% | $1001736.78        | $712974.23         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-02-15      | 0.0000%  | 0.0000% | $8.62              | $5.89              | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-08-15      | 0.0000%  | 0.0000% | $245542.01         | $153365.14         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-11-15      | 0.0000%  | 0.0000% | $2212423.14        | $1758482.46        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-02-15      | 0.0000%  | 0.0000% | $2.27              | $2.27              | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-11-15      | 0.0000%  | 0.0000% | $19.95             | $19.50             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-15      | 0.0000%  | 0.0000% | $390.40            | $369.54            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-02-15      | 0.0000%  | 0.0000% | $12.24             | $11.34             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-05-15      | 0.0000%  | 0.0000% | $4.53              | $3.17              | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-02-15      | 0.0000%  | 0.0000% | $242601.12         | $208145.65         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-08-15      | 0.0000%  | 0.0000% | $24.94             | $14.96             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-08-15      | 0.0000%  | 0.0000% | $10.88             | $5.89              | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-02-15      | 0.0000%  | 0.0000% | $12.70             | $6.35              | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-05-15      | 0.0000%  | 0.0000% | $15.42             | $5.89              | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-08-15      | 0.0000%  | 0.0000% | $53.50             | $24.94             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-05-15      | 0.0000%  | 0.0000% | $27895970.78       | $12449357.85       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-05-15      | 0.0000%  | 0.0000% | $2476.59           | $983.02            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-05-15      | 0.0000%  | 0.0000% | $7.25              | $2.72              | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-08-15      | 0.0000%  | 0.0000% | $10.43             | $3.63              | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-02-15      | 0.0000%  | 0.0000% | $15633.50          | $5345.38           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-05-15      | 0.0000%  | 0.0000% | $14.06             | $4.53              | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-05-15      | 0.0000%  | 0.0000% | $40.81             | $13.15             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-08-15      | 0.0000%  | 0.0000% | $148.72            | $47.16             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-08-15      | 0.0000%  | 0.0000% | $13.60             | $4.08              | U.S. Treasuries (including strips) |

### Security 336: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK

- **C.1 - Title:** Joint Account I 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR103817, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: TPR103817779156CRE
- **C.18 - Value (incl. sponsor support):** $136026315.79
- **C.18.a - Value (excl. sponsor support):** $136026315.79
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 DEPARTMENT OF THE TREASURY | 2054-05-15      | 4.6300%  | 0.0000% | $308689.05         | $300363.79         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $27613.34          | $28612.23          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-07-15      | 0.7500%  | 0.0000% | $944249.34         | $1216926.33        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-02-15      | 1.1300%  | 0.0000% | $88507.79          | $78182.94          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-06-30      | 3.2500%  | 0.0000% | $5441052.63        | $5432969.04        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-08-15      | 3.8800%  | 0.0000% | $25620239.18       | $25587578.81       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-08-31      | 3.6300%  | 0.0000% | $100963628.50      | $102279285.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $3674070.79        | $3822923.93        | U.S. Treasuries (including strips) |

### Security 337: THE BANK OF NOVA SCOTIA

- **C.1 - Title:** Joint Account I 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR103817, C.3 - LEI: N.A., C.5 - Other ID: TPR103817779156THE
- **C.18 - Value (incl. sponsor support):** $272052631.58
- **C.18.a - Value (excl. sponsor support):** $272052631.58
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 DEPARTMENT OF THE TREASURY | 2026-07-02      | 0.0000%  | 0.0000% | $33271628.76       | $32780206.95       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-16      | 0.0000%  | 0.0000% | $22312804.66       | $21953992.63       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-11-15      | 4.3800%  | 0.0000% | $362.74            | $359.56            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-05-15      | 4.3800%  | 0.0000% | $272.05            | $268.88            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-05-15      | 3.0000%  | 0.0000% | $362.74            | $293.36            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-02-15      | 3.1300%  | 0.0000% | $45.34             | $37.18             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-05-15      | 2.8800%  | 0.0000% | $181.37            | $141.47            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-02-15      | 3.6300%  | 0.0000% | $45.34             | $39.45             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-05-15      | 3.3800%  | 0.0000% | $45.34             | $37.63             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-11-15      | 3.0000%  | 0.0000% | $181.37            | $141.01            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-11-15      | 2.7500%  | 0.0000% | $45.34             | $32.65             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $45.34             | $34.01             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-05-15      | 2.8800%  | 0.0000% | $42238710.21       | $30480632.20       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-02-15      | 0.2500%  | 0.0000% | $2082472.21        | $1516150.68        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-08-15      | 1.1300%  | 0.0000% | $45.34             | $28.57             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-02-15      | 1.8800%  | 0.0000% | $43591446.58       | $30711864.70       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $90.68             | $55.77             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $45.34             | $38.09             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-02-15      | 3.8800%  | 0.0000% | $90.68             | $82.98             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-05-15      | 3.8800%  | 0.0000% | $362.74            | $327.37            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $181.37            | $166.86            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $13776790.61       | $13569869.64       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $181.37            | $166.86            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $181.37            | $172.30            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-11-15      | 4.6300%  | 0.0000% | $45.34             | $43.98             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-08-15      | 2.8800%  | 0.0000% | $45.34             | $45.34             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-15      | 0.1300%  | 0.0000% | $6727680.21        | $9121332.12        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-11-15      | 1.7500%  | 0.0000% | $117027.97         | $109544.26         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-03-31      | 0.6300%  | 0.0000% | $45.34             | $43.98             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $45.34             | $43.53             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $34006578.95       | $32100810.36       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $7773269.16        | $6804451.65        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-08-31      | 1.1300%  | 0.0000% | $181.37            | $171.39            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-12-31      | 1.2500%  | 0.0000% | $45.34             | $44.44             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-01-31      | 1.7500%  | 0.0000% | $453.42            | $433.47            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-15      | 0.1300%  | 0.0000% | $408.08            | $463.85            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-04-30      | 2.8800%  | 0.0000% | $266112.82         | $261801.24         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $90.68             | $85.24             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-01-15      | 1.1300%  | 0.0000% | $857373.87         | $904588.60         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-15      | 3.6300%  | 0.0000% | $45.34             | $45.80             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-10-31      | 4.8800%  | 0.0000% | $3446.00           | $3649.13           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-08-31      | 3.6300%  | 0.0000% | $45636375.53       | $46234166.30       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-15      | 4.1300%  | 0.0000% | $18091.50          | $18427.94          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-12-31      | 4.5000%  | 0.0000% | $14681909.71       | $15183374.35       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-02-29      | 4.1300%  | 0.0000% | $478495.24         | $491522.93         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $3461869.74        | $3504583.36        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-06-15      | 3.8800%  | 0.0000% | $453.42            | $458.86            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $226755.87         | $228141.52         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-08-31      | 3.8800%  | 0.0000% | $278491.21         | $281136.92         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-08-31      | 3.6300%  | 0.0000% | $31013274.53       | $31282252.51       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-10-31      | 3.7500%  | 0.0000% | $453.42            | $450.70            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-12-31      | 3.8800%  | 0.0000% | $31286.05          | $31114.21          | U.S. Treasuries (including strips) |

### Security 338: BANK OF AMERICA, NATIONAL ASSOCIATION

- **C.1 - Title:** Joint Account III 3.670000%
- **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: TPR103819, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: TPR103819779156BAN
- **C.18 - Value (incl. sponsor support):** $171337500.00
- **C.18.a - Value (excl. sponsor support):** $171337500.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2046-02-01      | 3.5000%  | 0.0000% | $77853530.90       | $17605549.51       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-07-01      | 3.5000%  | 0.0000% | $144205627.80      | $18200773.70       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-08-01      | 3.5000%  | 0.0000% | $122784056.90      | $17501380.88       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-10-01      | 3.5000%  | 0.0000% | $115131165.20      | $17458994.84       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-10-01      | 3.0000%  | 0.0000% | $97693226.03       | $17698984.99       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.0000%  | 0.0000% | $172272074.10      | $17620699.74       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.0000%  | 0.0000% | $139701244.30      | $17090364.49       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-09-01      | 3.0000%  | 0.0000% | $142675554.20      | $17506956.77       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-09-01      | 3.0000%  | 0.0000% | $142505765.00      | $18031912.03       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-06-01      | 3.5000%  | 0.0000% | $138953493.10      | $17762008.63       | Agency Mortgage-Backed Securities |

### Security 339: WELLS FARGO SECURITIES, LLC

- **C.1 - Title:** Joint Account III 3.670000%
- **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: TPR103819, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: TPR103819779156WEL
- **C.18 - Value (incl. sponsor support):** $285562500.00
- **C.18.a - Value (excl. sponsor support):** $285562500.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2043-01-20      | 4.0000%  | 0.0000% | $1544418.52        | $138175.13         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-04-20      | 2.0000%  | 0.0000% | $1142250.00        | $32880.81          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-01-20      | 3.0000%  | 0.0000% | $222738.75         | $25536.14          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-06-20      | 4.5000%  | 0.0000% | $210745.12         | $13825.79          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-10-20      | 4.0000%  | 0.0000% | $527794.89         | $33828.88          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-10-20      | 6.5000%  | 0.0000% | $41909.72          | $2846.49           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-07-20      | 6.5000%  | 0.0000% | $1142250.00        | $130509.49         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-04-20      | 3.0000%  | 0.0000% | $304119493.50      | $26795480.76       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-04-20      | 3.5000%  | 0.0000% | $1565572.99        | $113239.24         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-05-20      | 4.0000%  | 0.0000% | $31498.11          | $2691.14           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-06-20      | 3.0000%  | 0.0000% | $93495283.66       | $9029190.98        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-06-20      | 3.5000%  | 0.0000% | $1013746.88        | $86206.18          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-07-20      | 4.0000%  | 0.0000% | $28829452.21       | $2305708.16        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-09-20      | 2.0000%  | 0.0000% | $41541.92          | $14689.91          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-12-20      | 4.0000%  | 0.0000% | $46493181.65       | $4017193.30        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-01-20      | 3.0000%  | 0.0000% | $32215812.82       | $3600264.63        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-04-20      | 4.5000%  | 0.0000% | $1129963.96        | $87048.59          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-05-20      | 3.0000%  | 0.0000% | $3387342.38        | $476380.50         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-06-20      | 3.5000%  | 0.0000% | $285562.50         | $30532.34          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-09-20      | 6.5000%  | 0.0000% | $39978.75          | $2390.16           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-08-20      | 3.5000%  | 0.0000% | $34267500.00       | $3926539.77        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-11-20      | 5.5000%  | 0.0000% | $70557.92          | $9650.30           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-01-20      | 3.0000%  | 0.0000% | $486150.17         | $67172.87          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-02-20      | 4.0000%  | 0.0000% | $29946939.38       | $2722536.31        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-07-20      | 5.5000%  | 0.0000% | $3908186.10        | $307725.58         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-07-20      | 3.5000%  | 0.0000% | $1187940.00        | $142700.15         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-08-20      | 6.0000%  | 0.0000% | $57112.50          | $5704.40           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-09-20      | 3.0000%  | 0.0000% | $228450.00         | $21928.92          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-04-20      | 3.5000%  | 0.0000% | $2630492.66        | $311226.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-05-20      | 3.0000%  | 0.0000% | $12340573.73       | $1939783.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-09-20      | 4.0000%  | 0.0000% | $206460638.30      | $19084124.74       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-02-20      | 4.0000%  | 0.0000% | $151633.69         | $16440.40          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-03-20      | 4.0000%  | 0.0000% | $71907220.13       | $5802010.90        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-10-20      | 4.5000%  | 0.0000% | $29498.61          | $4375.39           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-05-20      | 4.5000%  | 0.0000% | $1563448.40        | $147923.66         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-08-20      | 3.0000%  | 0.0000% | $9213067.53        | $1233216.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-09-20      | 2.5000%  | 0.0000% | $28584806.25       | $4736852.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-01-20      | 2.0000%  | 0.0000% | $107219539.10      | $52317648.62       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-01-20      | 2.5000%  | 0.0000% | $27924140.27       | $12195598.22       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-12-20      | 3.0000%  | 0.0000% | $76835159.63       | $13038456.50       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-02-20      | 3.0000%  | 0.0000% | $1592397.02        | $218458.17         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-02-20      | 5.0000%  | 0.0000% | $12855042.56       | $1849478.66        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-05-20      | 4.5000%  | 0.0000% | $1370700.00        | $261874.52         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 3.5000%  | 0.0000% | $1991889.25        | $1372446.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-04-20      | 3.0000%  | 0.0000% | $7864329.00        | $3501767.84        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 3.0000%  | 0.0000% | $4815706.01        | $3213055.01        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 6.0000%  | 0.0000% | $1583295.00        | $911991.25         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-10-20      | 4.0000%  | 0.0000% | $1719691.64        | $1039522.89        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-03-20      | 7.0000%  | 0.0000% | $130216.50         | $47522.17          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 6.5000%  | 0.0000% | $1670522.92        | $696037.46         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-08-20      | 3.5000%  | 0.0000% | $814459.66         | $554490.98         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 4.0000%  | 0.0000% | $5309225.98        | $4743753.97        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-11-20      | 3.5000%  | 0.0000% | $1358977.09        | $652898.11         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-11-20      | 4.0000%  | 0.0000% | $25026.13          | $4779.75           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-11-20      | 3.5000%  | 0.0000% | $869303.65         | $382954.16         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-02-20      | 3.5000%  | 0.0000% | $868718.25         | $302308.46         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-01-20      | 3.5000%  | 0.0000% | $288948.70         | $82713.75          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-04-20      | 4.0000%  | 0.0000% | $2471651.38        | $528660.71         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-05-20      | 4.5000%  | 0.0000% | $3862648.02        | $1218583.71        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-01-20      | 4.0000%  | 0.0000% | $7538850.00        | $2017065.58        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-02-20      | 4.0000%  | 0.0000% | $228450.00         | $57543.70          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-12-20      | 2.0000%  | 0.0000% | $1698525.75        | $827801.71         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-03-20      | 2.5000%  | 0.0000% | $171337.50         | $115149.65         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 5.5000%  | 0.0000% | $11585191.24       | $9357394.81        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-02-20      | 4.5000%  | 0.0000% | $614488.24         | $165451.49         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-07-20      | 3.5000%  | 0.0000% | $691990.47         | $157177.03         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-11-20      | 3.0000%  | 0.0000% | $1345421.44        | $271287.23         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-11-20      | 3.5000%  | 0.0000% | $1476841.30        | $196455.01         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 6.0000%  | 0.0000% | $654127.74         | $218530.13         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1046702.50        | $306649.01         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $764924.28         | $198767.49         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.5000%  | 0.0000% | $573964.06         | $119149.81         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.5000%  | 0.0000% | $1017515.73        | $963579.26         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 7.0000%  | 0.0000% | $1479609.54        | $1331092.48        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.0000%  | 0.0000% | $1573445.95        | $1477355.31        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.0000%  | 0.0000% | $1480843.17        | $786655.58         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 7.0000%  | 0.0000% | $1287691.55        | $1237108.15        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 7.0000%  | 0.0000% | $698834.83         | $662112.64         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 7.0000%  | 0.0000% | $1401106.70        | $1023347.49        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 7.0000%  | 0.0000% | $1041541.82        | $658804.68         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.0000%  | 0.0000% | $2536325.00        | $2007923.58        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 6.5000%  | 0.0000% | $877878.52         | $930550.53         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 7.0000%  | 0.0000% | $710261.33         | $685107.27         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 7.0000%  | 0.0000% | $2427733.58        | $2636174.22        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 6.5000%  | 0.0000% | $669215.15         | $700584.76         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $8476781.17        | $8714350.33        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.0000%  | 0.0000% | $1286182.64        | $1333382.12        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.0000%  | 0.0000% | $1356378.47        | $1361341.55        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $855228.85         | $893933.42         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $1601721.78        | $1644298.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $5484243.80        | $5853734.84        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $20289848.43       | $20829224.59       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $1118759.06        | $1126501.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $791918.50         | $830841.24         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $815821.22         | $855918.77         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $703843.60         | $710442.95         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $674639.12         | $680136.20         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $4369747.62        | $4485902.46        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $626476.72         | $657802.93         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $713400.23         | $736474.25         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.0000%  | 0.0000% | $7990362.58        | $8012534.79        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 3.5000%  | 0.0000% | $1509885.45        | $1346218.16        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.0000%  | 0.0000% | $17518601.44       | $10427206.17       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 3.0000%  | 0.0000% | $257439.73         | $232473.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.0000%  | 0.0000% | $1413511.53        | $1429300.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $578319.46         | $583919.91         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $3471716.38        | $3495732.76        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-01-20      | 3.5000%  | 0.0000% | $665280.10         | $248324.58         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-04-20      | 3.5000%  | 0.0000% | $2071988.38        | $402100.56         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-07-20      | 4.5000%  | 0.0000% | $314118.75         | $30745.94          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-05-20      | 3.5000%  | 0.0000% | $7267217.24        | $1524612.48        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-09-20      | 7.0000%  | 0.0000% | $21612571.65       | $16205.67          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-05-20      | 4.0000%  | 0.0000% | $54256.88          | $2001.79           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-06-20      | 5.5000%  | 0.0000% | $28556.25          | $331.82            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-01-20      | 6.0000%  | 0.0000% | $85662.47          | $1027.45           | Agency Mortgage-Backed Securities |

### Security 340: FIXED INCOME CLEARING CORPORATION / BANK OF NEW YORK MELLON (THE)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION / BANK OF NEW YORK MELLON (THE) 3.670000%
- **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: TPR103827, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: TPR103827779156ABN
- **C.18 - Value (incl. sponsor support):** $1750000000.00
- **C.18.a - Value (excl. sponsor support):** $1750000000.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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?:** Yes

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION / BANK OF NEW YORK MELLON (THE)

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

**Collateral:**
| Issuer Name                                   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| The Federal Home Loan Banks                   | 2026-05-26      | 1.0000%  | 0.0000% | $15000000.00       | $14888367.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-07-29      | 1.0000%  | 0.0000% | $19000000.00       | $18746631.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-07-27      | 1.0000%  | 0.0000% | $10000000.00       | $9869633.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-09-28      | 1.1000%  | 0.0000% | $25000000.00       | $24674394.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-03-30      | 1.0000%  | 0.0000% | $15000000.00       | $14983100.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2027-01-15      | 4.1300%  | 0.0000% | $15000000.00       | $15099941.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2028-03-06      | 4.8000%  | 0.0000% | $10000000.00       | $10200760.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2028-09-25      | 4.0200%  | 0.0000% | $15000000.00       | $15193175.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2027-10-21      | 4.1500%  | 0.0000% | $10000000.00       | $10116225.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2030-04-04      | 4.1300%  | 0.0000% | $10000000.00       | $10146217.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-02-13      | 4.2300%  | 0.0000% | $50000000.00       | $50982965.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2030-08-05      | 4.5000%  | 0.0000% | $16550000.00       | $16929740.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2028-03-23      | 3.8600%  | 0.0000% | $25000000.00       | $25318056.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2029-12-03      | 4.0500%  | 0.0000% | $25000000.00       | $25095115.00       | Agency Debentures and Agency Strips |
| FEDERAL AGRICULTURAL MORTGAGE CORPORATION     | 2026-10-15      | 0.0000%  | 0.0000% | $100000000.00      | $97479200.00       | Agency Debentures and Agency Strips |
| FEDERAL AGRICULTURAL MORTGAGE CORPORATION     | 2026-02-13      | 0.0000%  | 0.0000% | $100000000.00      | $99849000.00       | Agency Debentures and Agency Strips |
| FEDERAL AGRICULTURAL MORTGAGE CORPORATION     | 2026-04-15      | 0.0000%  | 0.0000% | $200000000.00      | $198483800.00      | Agency Debentures and Agency Strips |
| FEDERAL AGRICULTURAL MORTGAGE CORPORATION     | 2026-05-15      | 0.0000%  | 0.0000% | $100000000.00      | $98940000.00       | Agency Debentures and Agency Strips |
| FEDERAL AGRICULTURAL MORTGAGE CORPORATION     | 2026-06-15      | 0.0000%  | 0.0000% | $100000000.00      | $98633300.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-05-15      | 0.0000%  | 0.0000% | $200000000.00      | $197894000.00      | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-06-15      | 0.9000%  | 0.0000% | $15000000.00       | $14858325.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-12-14      | 1.6000%  | 0.0000% | $10000000.00       | $9845824.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-04-10      | 4.6300%  | 0.0000% | $25000000.00       | $25396549.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2028-07-13      | 3.7400%  | 0.0000% | $21315000.00       | $21313318.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2028-05-12      | 3.9100%  | 0.0000% | $25000000.00       | $25186642.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2041-01-28      | 4.9300%  | 0.0000% | $9800000.00        | $9777596.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2046-01-29      | 5.1500%  | 0.0000% | $10736000.00       | $10708012.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-06-08      | 3.6000%  | 0.0000% | $25000000.00       | $25116300.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-08-07      | 4.0000%  | 0.0000% | $25000000.00       | $25424431.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-06-23      | 3.6300%  | 0.0000% | $5000000.00        | $5002778.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-09-10      | 3.7500%  | 0.0000% | $15000000.00       | $15212000.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-11-13      | 4.0200%  | 0.0000% | $25000000.00       | $25200208.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-05-14      | 4.1300%  | 0.0000% | $25000000.00       | $25233208.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-04-01      | 4.1800%  | 0.0000% | $10792000.00       | $10931980.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-05-12      | 4.1300%  | 0.0000% | $15000000.00       | $15133643.00       | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2028-08-07      | 4.2500%  | 0.0000% | $10000000.00       | $10216846.00       | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-08-05      | 4.0000%  | 0.0000% | $15000000.00       | $15240708.00       | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-08-12      | 4.0000%  | 0.0000% | $25000000.00       | $25420994.00       | Agency Debentures and Agency Strips |
| FEDERAL AGRICULTURAL MORTGAGE CORPORATION     | 2029-11-19      | 3.7700%  | 0.0000% | $25000000.00       | $25131382.00       | Agency Debentures and Agency Strips |
| FEDERAL AGRICULTURAL MORTGAGE CORPORATION     | 2029-06-29      | 3.7500%  | 0.0000% | $25000000.00       | $25039729.00       | Agency Debentures and Agency Strips |
| FEDERAL AGRICULTURAL MORTGAGE CORPORATION     | 2027-06-16      | 4.1500%  | 0.0000% | $25000000.00       | $25144031.00       | Agency Debentures and Agency Strips |
| FEDERAL AGRICULTURAL MORTGAGE CORPORATION     | 2029-05-25      | 5.0200%  | 0.0000% | $15000000.00       | $15225958.00       | Agency Debentures and Agency Strips |
| FEDERAL AGRICULTURAL MORTGAGE CORPORATION     | 2026-09-15      | 3.7200%  | 0.0000% | $25000000.00       | $25340750.00       | Agency Debentures and Agency Strips |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2029-04-15      | 3.8800%  | 0.0000% | $138852900.00      | $300375209.00      | U.S. Treasuries (including strips)  |

### Security 341: FIXED INCOME CLEARING CORPORATION / BANK OF NEW YORK MELLON (THE)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION / BANK OF NEW YORK MELLON (THE) 3.670000%
- **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: TPR103828, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: TPR103828779156BBN
- **C.18 - Value (incl. sponsor support):** $9000000000.00
- **C.18.a - Value (excl. sponsor support):** $9000000000.00
- **C.19 - Percentage of Net Assets:** 3.1700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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?:** Yes

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION / BANK OF NEW YORK MELLON (THE)

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-09-01      | 5.5000%  | 0.0000% | $21654456.00       | $30785.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-01-01      | 5.0000%  | 0.0000% | $39777.00          | $728.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-12-01      | 7.5000%  | 0.0000% | $5125.00           | $89.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-12-01      | 5.5000%  | 0.0000% | $63852.00          | $2564.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-03-01      | 6.0000%  | 0.0000% | $5496.00           | $25.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-01-01      | 5.0000%  | 0.0000% | $21472.00          | $748.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-11-01      | 6.0000%  | 0.0000% | $33832.00          | $436.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-01-01      | 5.4400%  | 0.0000% | $6014.00           | $150.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-04-01      | 5.7500%  | 0.0000% | $764103.00         | $37516.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-05-01      | 5.0000%  | 0.0000% | $207785.00         | $2327.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-09-01      | 5.5000%  | 0.0000% | $364801.00         | $1017.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-01-01      | 6.0000%  | 0.0000% | $11480048.00       | $276530.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-10-01      | 5.5000%  | 0.0000% | $3295592.00        | $181557.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-09-01      | 6.0000%  | 0.0000% | $2592586.00        | $117653.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-09-01      | 5.5000%  | 0.0000% | $12427757.00       | $230032.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-12-01      | 6.0000%  | 0.0000% | $1035.00           | $28.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-11-01      | 5.5000%  | 0.0000% | $9159.00           | $193.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-11-01      | 6.0000%  | 0.0000% | $50486.00          | $955.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-04-01      | 6.0000%  | 0.0000% | $27222780.00       | $286564.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2029-07-01      | 4.5000%  | 0.0000% | $2650037.00        | $37386.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-01-01      | 5.5000%  | 0.0000% | $2161243.00        | $7258.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-01-01      | 5.5000%  | 0.0000% | $3075.00           | $11.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-01-01      | 5.5000%  | 0.0000% | $3072.00           | $32.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-06-01      | 5.0000%  | 0.0000% | $45869573.00       | $408301.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-07-01      | 5.0000%  | 0.0000% | $1245456.00        | $246106.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-01-01      | 5.5000%  | 0.0000% | $3162.00           | $26.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-01-01      | 5.5000%  | 0.0000% | $2071.00           | $28.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-04-01      | 6.5000%  | 0.0000% | $20058577.00       | $364645.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-04-01      | 6.0000%  | 0.0000% | $157188776.00      | $177284.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-04-01      | 6.0000%  | 0.0000% | $3222.00           | $9.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-05-01      | 6.0000%  | 0.0000% | $3460.00           | $29.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-11-01      | 6.5000%  | 0.0000% | $3120.00           | $43.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-10-01      | 6.0000%  | 0.0000% | $4318.00           | $35.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-11-01      | 6.5000%  | 0.0000% | $13384027.00       | $208616.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-10-01      | 6.5000%  | 0.0000% | $3000.00           | $26.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-10-01      | 7.0000%  | 0.0000% | $3072.00           | $34.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-01-01      | 7.0000%  | 0.0000% | $29506891.00       | $304365.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-02-01      | 6.0000%  | 0.0000% | $3470.00           | $34.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-10-01      | 7.0000%  | 0.0000% | $17592915.00       | $180269.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-11-01      | 7.0000%  | 0.0000% | $34605915.00       | $187565.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-05-01      | 5.5000%  | 0.0000% | $1021.00           | $43.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-08-01      | 4.0000%  | 0.0000% | $960104.00         | $149115.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-12-01      | 3.5000%  | 0.0000% | $3007.00           | $409.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-11-01      | 4.5000%  | 0.0000% | $37617494.00       | $3266398.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-02-01      | 4.5000%  | 0.0000% | $4000.00           | $365.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2030-07-01      | 3.0000%  | 0.0000% | $373000.00         | $34119.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-09-01      | 3.5000%  | 0.0000% | $1379000.00        | $108849.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-04-01      | 4.0000%  | 0.0000% | $410924.00         | $41164.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-04-01      | 3.0000%  | 0.0000% | $202898.00         | $36267.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-11-01      | 3.5000%  | 0.0000% | $3464.00           | $209.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-12-01      | 4.0000%  | 0.0000% | $26901.00          | $1990.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-07-01      | 4.0000%  | 0.0000% | $6277.00           | $563.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-06-01      | 3.5000%  | 0.0000% | $479600.00         | $53721.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-12-01      | 6.0000%  | 0.0000% | $11187534.00       | $136135.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-07-01      | 5.0000%  | 0.0000% | $4042.00           | $51.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-05-01      | 6.0000%  | 0.0000% | $23224712.00       | $229477.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-10-01      | 6.5000%  | 0.0000% | $113927594.00      | $135002.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-01-01      | 6.0000%  | 0.0000% | $47460683.00       | $178940.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-04-01      | 5.0000%  | 0.0000% | $10002625.00       | $219019.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-04-01      | 5.5000%  | 0.0000% | $24686222.00       | $316990.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-06-01      | 5.5000%  | 0.0000% | $4116.00           | $40.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-01-01      | 5.5000%  | 0.0000% | $5121.00           | $18.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-11-01      | 4.0000%  | 0.0000% | $475000.00         | $84518.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2027-01-01      | 3.0000%  | 0.0000% | $4484436.00        | $37532.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2027-01-01      | 3.0000%  | 0.0000% | $7209197.00        | $47545.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-08-01      | 6.0000%  | 0.0000% | $4190.00           | $8.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-09-01      | 5.5000%  | 0.0000% | $16116449.00       | $57742.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-06-01      | 5.0000%  | 0.0000% | $6784.00           | $35.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-10-01      | 6.5000%  | 0.0000% | $1027.00           | $6.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-09-01      | 6.5000%  | 0.0000% | $45136576.00       | $127108.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-10-01      | 7.0000%  | 0.0000% | $5003.00           | $87.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-09-01      | 5.0000%  | 0.0000% | $1291000.00        | $45654.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-08-01      | 4.5000%  | 0.0000% | $100730377.00      | $3207790.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-12-01      | 5.5000%  | 0.0000% | $33007318.00       | $466187.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-12-01      | 4.5000%  | 0.0000% | $1076810.00        | $46032.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-02-01      | 5.5000%  | 0.0000% | $4115.00           | $154.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-10-01      | 4.5000%  | 0.0000% | $4116.00           | $104.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-01-01      | 4.5000%  | 0.0000% | $4096.00           | $155.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-03-01      | 4.5000%  | 0.0000% | $4575383.00        | $189649.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-03-01      | 4.5000%  | 0.0000% | $4004.00           | $546.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2030-05-01      | 8.0000%  | 0.0000% | $1007472.00        | $41386.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-04-01      | 5.5000%  | 0.0000% | $5038.00           | $17.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-08-01      | 5.5000%  | 0.0000% | $18324080.00       | $138489.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-07-01      | 5.0000%  | 0.0000% | $4032.00           | $303.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-04-01      | 5.5000%  | 0.0000% | $22307618.00       | $295341.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-12-01      | 6.5000%  | 0.0000% | $4096.00           | $13.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-04-01      | 5.5000%  | 0.0000% | $33861846.00       | $558555.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-11-01      | 6.5000%  | 0.0000% | $2599005.00        | $156887.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-05-01      | 2.0000%  | 0.0000% | $1600000.00        | $69541.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-02-01      | 4.0000%  | 0.0000% | $3118519.00        | $557128.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-02-01      | 4.0000%  | 0.0000% | $1148420.00        | $198299.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-03-01      | 4.0000%  | 0.0000% | $2233091.00        | $140539.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-03-01      | 4.0000%  | 0.0000% | $4321451.00        | $240941.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-04-01      | 4.0000%  | 0.0000% | $2667487.00        | $105364.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-04-01      | 3.5000%  | 0.0000% | $21599000.00       | $3922254.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-04-01      | 4.0000%  | 0.0000% | $5155661.00        | $676560.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-09-01      | 3.5000%  | 0.0000% | $690000.00         | $80413.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-06-01      | 3.5000%  | 0.0000% | $1473000.00        | $177194.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-09-01      | 4.0000%  | 0.0000% | $1085514.00        | $120648.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-01-01      | 4.0000%  | 0.0000% | $2765007.00        | $260866.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-09-01      | 4.5000%  | 0.0000% | $375129.00         | $56199.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-06-01      | 4.5000%  | 0.0000% | $5000.00           | $1379.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-02-01      | 3.0000%  | 0.0000% | $354000.00         | $69046.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-05-01      | 4.5000%  | 0.0000% | $5036255.00        | $1026029.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-05-01      | 4.5000%  | 0.0000% | $1155.00           | $179.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-05-01      | 4.5000%  | 0.0000% | $1646849.00        | $223525.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-06-01      | 4.5000%  | 0.0000% | $1395058.00        | $494423.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-10-01      | 4.5000%  | 0.0000% | $5000.00           | $1074.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-07-01      | 4.0000%  | 0.0000% | $11379.00          | $1098.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-07-01      | 4.5000%  | 0.0000% | $1651561.00        | $484515.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-09-01      | 4.5000%  | 0.0000% | $2256460.00        | $442743.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-09-01      | 4.5000%  | 0.0000% | $2020095.00        | $464262.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-09-01      | 4.5000%  | 0.0000% | $4003.00           | $644.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-12-01      | 4.5000%  | 0.0000% | $4000.00           | $935.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-01-01      | 4.5000%  | 0.0000% | $4001.00           | $1276.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-01-01      | 4.5000%  | 0.0000% | $4000.00           | $1216.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-01-01      | 3.5000%  | 0.0000% | $2406249.00        | $226991.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-10-01      | 4.5000%  | 0.0000% | $4000.00           | $1296.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-11-01      | 4.5000%  | 0.0000% | $1923878.00        | $577773.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-11-01      | 4.0000%  | 0.0000% | $1600000.00        | $196814.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-12-01      | 3.5000%  | 0.0000% | $8102513.00        | $1634648.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-02-01      | 4.5000%  | 0.0000% | $1003.00           | $258.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-07-01      | 4.5000%  | 0.0000% | $5000.00           | $1642.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-07-01      | 4.5000%  | 0.0000% | $4000.00           | $1441.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-09-01      | 4.5000%  | 0.0000% | $5000.00           | $1352.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-07-01      | 4.5000%  | 0.0000% | $5000.00           | $1353.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-07-01      | 4.5000%  | 0.0000% | $1953580.00        | $411828.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-07-01      | 4.5000%  | 0.0000% | $2000.00           | $433.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-07-01      | 4.5000%  | 0.0000% | $1384508.00        | $447935.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-07-01      | 4.5000%  | 0.0000% | $1994620.00        | $631509.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-07-01      | 4.5000%  | 0.0000% | $1000008.00        | $171143.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-07-01      | 5.0000%  | 0.0000% | $1059041.00        | $458582.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $363.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-01-01      | 5.8600%  | 0.0000% | $2930609.00        | $38675.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-09-01      | 4.5000%  | 0.0000% | $1762000.00        | $155497.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-09-01      | 4.5000%  | 0.0000% | $1251352.00        | $233103.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-10-01      | 4.5000%  | 0.0000% | $1086827.00        | $109102.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-12-01      | 3.0000%  | 0.0000% | $1020862.00        | $314953.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-09-01      | 4.0000%  | 0.0000% | $220077.00         | $70272.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-06-01      | 3.0000%  | 0.0000% | $1000.00           | $115.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-11-01      | 3.0000%  | 0.0000% | $1580618.00        | $322029.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-06-01      | 3.0000%  | 0.0000% | $1000.00           | $95.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-07-01      | 3.0000%  | 0.0000% | $1000.00           | $122.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-01-01      | 3.5000%  | 0.0000% | $1500000.00        | $138995.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-07-01      | 3.0000%  | 0.0000% | $1312773.00        | $235932.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-10-01      | 4.0000%  | 0.0000% | $3098000.00        | $346857.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-12-01      | 4.0000%  | 0.0000% | $2295044.00        | $189643.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-02-01      | 4.0000%  | 0.0000% | $4114766.00        | $1043211.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-10-01      | 4.0000%  | 0.0000% | $2049.00           | $511.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-11-01      | 4.5000%  | 0.0000% | $1661424.00        | $506102.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-02-01      | 4.5000%  | 0.0000% | $1004172.00        | $478864.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $229.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-02-01      | 4.5000%  | 0.0000% | $1018796.00        | $373829.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-02-01      | 4.5000%  | 0.0000% | $2436376.00        | $283077.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-02-01      | 4.5000%  | 0.0000% | $1258628.00        | $382773.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-02-01      | 4.5000%  | 0.0000% | $1435770.00        | $554923.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-02-01      | 4.5000%  | 0.0000% | $7454157.00        | $1731785.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-03-01      | 4.5000%  | 0.0000% | $1029914.00        | $434480.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-03-01      | 4.5000%  | 0.0000% | $5021624.00        | $1169741.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-03-01      | 4.5000%  | 0.0000% | $2183556.00        | $577142.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-04-01      | 4.5000%  | 0.0000% | $1965563.00        | $379541.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-04-01      | 4.5000%  | 0.0000% | $1663189.00        | $604160.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-03-01      | 4.5000%  | 0.0000% | $1120008.00        | $256008.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-04-01      | 4.5000%  | 0.0000% | $286000.00         | $68093.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-04-01      | 4.5000%  | 0.0000% | $769000.00         | $137832.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-04-01      | 4.5000%  | 0.0000% | $831322.00         | $55163.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-04-01      | 4.5000%  | 0.0000% | $1392852.00        | $385532.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-04-01      | 4.5000%  | 0.0000% | $995074.00         | $229018.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $251.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-05-01      | 4.5000%  | 0.0000% | $1234173.00        | $484949.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-05-01      | 4.5000%  | 0.0000% | $1023193.00        | $71559.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-05-01      | 4.5000%  | 0.0000% | $42909236.00       | $7853930.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-05-01      | 4.5000%  | 0.0000% | $2596557.00        | $426430.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-05-01      | 4.5000%  | 0.0000% | $1685000.00        | $580093.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-06-01      | 3.5000%  | 0.0000% | $40411879.00       | $4194045.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2027-02-01      | 3.0000%  | 0.0000% | $7853215.00        | $43006.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-06-01      | 5.5000%  | 0.0000% | $9604.00           | $46.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-10-01      | 3.5000%  | 0.0000% | $1141998.00        | $108706.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-06-01      | 4.0000%  | 0.0000% | $10479040.00       | $955735.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-06-01      | 4.0000%  | 0.0000% | $60479106.00       | $4733503.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-08-01      | 4.5000%  | 0.0000% | $13660024.00       | $3349406.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-01-01      | 4.5000%  | 0.0000% | $1194631.00        | $111059.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-04-01      | 3.5000%  | 0.0000% | $578220.00         | $241707.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-12-01      | 5.5000%  | 0.0000% | $36717943.00       | $54205.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-03-01      | 6.5000%  | 0.0000% | $2947879.00        | $53879.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-01-01      | 5.5000%  | 0.0000% | $2502000.00        | $26850.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-04-01      | 3.5000%  | 0.0000% | $594769.00         | $90980.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-05-01      | 5.5000%  | 0.0000% | $380000.00         | $28229.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-11-01      | 4.0000%  | 0.0000% | $829000.00         | $103735.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-12-01      | 3.0000%  | 0.0000% | $955000.00         | $139660.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-06-01      | 3.5000%  | 0.0000% | $1000.00           | $87.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-05-01      | 3.5000%  | 0.0000% | $1010000.00        | $129444.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-09-01      | 3.0000%  | 0.0000% | $225545.00         | $49759.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-05-01      | 6.0000%  | 0.0000% | $1000.00           | $25.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-07-01      | 3.5000%  | 0.0000% | $1353000.00        | $205311.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-03-01      | 3.0000%  | 0.0000% | $710000.00         | $165807.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-02-01      | 5.0000%  | 0.0000% | $628405.00         | $73060.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-05-01      | 5.0000%  | 0.0000% | $512000.00         | $102010.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-02-01      | 3.5000%  | 0.0000% | $4560859.00        | $1561405.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-01-01      | 4.0000%  | 0.0000% | $726181.00         | $179562.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-09-01      | 3.0000%  | 0.0000% | $1516248.00        | $167558.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-07-01      | 3.5000%  | 0.0000% | $330000.00         | $78405.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-02-01      | 4.0000%  | 0.0000% | $366790.00         | $61993.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-06-01      | 3.5000%  | 0.0000% | $2003716.00        | $1454509.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-01-01      | 1.5000%  | 0.0000% | $445000.00         | $326966.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-06-01      | 3.5000%  | 0.0000% | $1162929.00        | $158563.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-02-01      | 3.0000%  | 0.0000% | $219349.00         | $29749.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-10-01      | 2.0000%  | 0.0000% | $802236.00         | $327545.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-04-01      | 1.5000%  | 0.0000% | $117689.00         | $49590.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-04-01      | 1.5000%  | 0.0000% | $586007.00         | $262027.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-03-01      | 3.5000%  | 0.0000% | $124000.00         | $25177.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-05-01      | 2.5000%  | 0.0000% | $650000.00         | $267404.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-01-01      | 4.5000%  | 0.0000% | $253258.00         | $143431.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-03-01      | 4.0000%  | 0.0000% | $14738.00          | $12875.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-08-01      | 2.0000%  | 0.0000% | $10000.00          | $3923.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-08-01      | 2.0000%  | 0.0000% | $211000.00         | $82920.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-02-01      | 3.5000%  | 0.0000% | $2090615.00        | $809048.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $429.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-01-01      | 3.0000%  | 0.0000% | $1200.00           | $762.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 2.5000%  | 0.0000% | $2738000.00        | $1790287.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-11-01      | 3.0000%  | 0.0000% | $400000.00         | $277767.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 4.5000%  | 0.0000% | $27924192.00       | $20794691.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 4.5000%  | 0.0000% | $5739567.00        | $4306621.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | 0.0000% | $200000.00         | $149483.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 4.5000%  | 0.0000% | $988630.00         | $709053.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-02-01      | 3.5000%  | 0.0000% | $1000000.00        | $683972.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 5.0000%  | 0.0000% | $79000.00          | $60457.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 6.0000%  | 0.0000% | $1020.00           | $671.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 5.5000%  | 0.0000% | $100000.00         | $70500.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-01-01      | 3.0000%  | 0.0000% | $1562886.00        | $1134036.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.0000%  | 0.0000% | $147000.00         | $118109.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 5.5000%  | 0.0000% | $595000.00         | $510393.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.0000%  | 0.0000% | $397000.00         | $325220.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.0000%  | 0.0000% | $21643.00          | $18119.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 5.5000%  | 0.0000% | $79000.00          | $60026.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $807.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 6.0000%  | 0.0000% | $177972.00         | $140752.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $787.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 6.5000%  | 0.0000% | $288623.00         | $205048.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 5.0000%  | 0.0000% | $1008.00           | $845.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $669.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 5.5000%  | 0.0000% | $71947392.00       | $63486498.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 5.5000%  | 0.0000% | $100000.00         | $90266.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-12-01      | 2.0000%  | 0.0000% | $100000.00         | $69233.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.0000%  | 0.0000% | $3293.00           | $3149.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 5.0000%  | 0.0000% | $1008.00           | $970.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.5000%  | 0.0000% | $32010066.00       | $26889191.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $954.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-09-01      | 4.0000%  | 0.0000% | $1000.00           | $188.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.0000%  | 0.0000% | $31891.00          | $30719.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-08-01      | 3.5000%  | 0.0000% | $209566.00         | $38105.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.5000%  | 0.0000% | $1915840.00        | $1795954.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $944.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 4.0000%  | 0.0000% | $2509066.00        | $1938750.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 5.5000%  | 0.0000% | $57696832.00       | $43999028.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 4.5000%  | 0.0000% | $227000.00         | $186454.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.0000%  | 0.0000% | $35002.00          | $28446.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 4.0000%  | 0.0000% | $6000.00           | $5449.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 6.5000%  | 0.0000% | $7255517.00        | $6130093.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.0000%  | 0.0000% | $84425740.00       | $65316193.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 3.5000%  | 0.0000% | $390043.00         | $294122.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.0000%  | 0.0000% | $36670.00          | $31856.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $743.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 6.0000%  | 0.0000% | $541172.00         | $442670.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-08-01      | 4.0000%  | 0.0000% | $8227056.00        | $787555.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-08-01      | 4.0000%  | 0.0000% | $6105258.00        | $604511.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-09-01      | 4.0000%  | 0.0000% | $8973320.00        | $795019.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-09-01      | 4.0000%  | 0.0000% | $3607996.00        | $381273.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-03-01      | 4.0000%  | 0.0000% | $1651110.00        | $191475.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-03-01      | 4.0000%  | 0.0000% | $3813373.00        | $477698.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-09-01      | 4.0000%  | 0.0000% | $2939492.00        | $706649.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-10-01      | 4.0000%  | 0.0000% | $4683780.00        | $563331.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-07-01      | 3.5000%  | 0.0000% | $3966902.00        | $372849.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-02-01      | 3.5000%  | 0.0000% | $622975.00         | $137446.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-03-01      | 4.0000%  | 0.0000% | $1282230.00        | $62742.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-04-01      | 4.0000%  | 0.0000% | $1490898.00        | $70485.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-04-01      | 4.0000%  | 0.0000% | $5841957.00        | $741727.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-04-01      | 4.0000%  | 0.0000% | $2058355.00        | $354592.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-04-01      | 4.0000%  | 0.0000% | $2510183.00        | $282386.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-04-01      | 4.0000%  | 0.0000% | $4219245.00        | $780600.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-05-01      | 4.0000%  | 0.0000% | $1365362.00        | $269484.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-07-01      | 4.0000%  | 0.0000% | $6381175.00        | $534455.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-07-01      | 4.0000%  | 0.0000% | $5827031.00        | $252020.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-07-01      | 4.0000%  | 0.0000% | $1995020.00        | $335848.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-07-01      | 4.0000%  | 0.0000% | $1317082.00        | $180324.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-04-01      | 4.0000%  | 0.0000% | $16887200.00       | $4667578.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-07-01      | 4.0000%  | 0.0000% | $4571270.00        | $484993.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-09-01      | 4.0000%  | 0.0000% | $1024.00           | $206.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-09-01      | 4.0000%  | 0.0000% | $491092.00         | $132077.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-09-01      | 4.0000%  | 0.0000% | $1055.00           | $284.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-06-01      | 4.0000%  | 0.0000% | $4659428.00        | $654819.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-06-01      | 4.5000%  | 0.0000% | $1154.00           | $149.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-12-01      | 4.5000%  | 0.0000% | $7051.00           | $952.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-02-01      | 4.0000%  | 0.0000% | $11328120.00       | $1357771.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-12-01      | 4.0000%  | 0.0000% | $43622763.00       | $5694839.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-02-01      | 4.5000%  | 0.0000% | $1039.00           | $83.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-05-01      | 4.5000%  | 0.0000% | $18258402.00       | $2315249.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-08-01      | 4.0000%  | 0.0000% | $19014061.00       | $2694759.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-10-01      | 4.0000%  | 0.0000% | $2000.00           | $221.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-10-01      | 4.0000%  | 0.0000% | $1156050.00        | $363867.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-09-01      | 3.5000%  | 0.0000% | $2151067.00        | $736831.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-02-01      | 4.0000%  | 0.0000% | $3675968.00        | $436298.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-05-01      | 4.0000%  | 0.0000% | $17580643.00       | $2620034.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-09-01      | 4.5000%  | 0.0000% | $4300149.00        | $685390.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-10-01      | 4.0000%  | 0.0000% | $5000.00           | $548.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-11-01      | 4.0000%  | 0.0000% | $5049.00           | $822.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-03-01      | 4.0000%  | 0.0000% | $7571800.00        | $1230748.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-02-01      | 5.0000%  | 0.0000% | $1738148.00        | $609932.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-02-01      | 5.0000%  | 0.0000% | $3000.00           | $1016.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-03-01      | 4.0000%  | 0.0000% | $1013675.00        | $216750.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-02-01      | 4.5000%  | 0.0000% | $1471470.00        | $313166.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-03-01      | 5.0000%  | 0.0000% | $1999712.00        | $596480.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-03-01      | 4.0000%  | 0.0000% | $1000.00           | $119.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-03-01      | 4.5000%  | 0.0000% | $5043030.00        | $276078.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-03-01      | 4.5000%  | 0.0000% | $3392823.00        | $826343.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-04-01      | 4.5000%  | 0.0000% | $2229004.00        | $328403.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-05-01      | 4.0000%  | 0.0000% | $1024.00           | $318.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-05-01      | 3.5000%  | 0.0000% | $3161156.00        | $1020903.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-04-01      | 4.5000%  | 0.0000% | $6003.00           | $1736.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-04-01      | 4.0000%  | 0.0000% | $3100161.00        | $748120.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-04-01      | 5.0000%  | 0.0000% | $1001.00           | $96.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-04-01      | 4.0000%  | 0.0000% | $2762109.00        | $806183.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-04-01      | 4.5000%  | 0.0000% | $1721996.00        | $331565.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-04-01      | 4.0000%  | 0.0000% | $2000.00           | $529.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-04-01      | 5.0000%  | 0.0000% | $1862732.00        | $586674.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-05-01      | 4.0000%  | 0.0000% | $1000.00           | $369.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-05-01      | 3.5000%  | 0.0000% | $3371584.00        | $1257054.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-05-01      | 4.5000%  | 0.0000% | $2327657.00        | $454653.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-08-01      | 3.5000%  | 0.0000% | $7599000.00        | $1019895.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-07-01      | 3.5000%  | 0.0000% | $15068720.00       | $2633866.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-07-01      | 3.5000%  | 0.0000% | $5669308.00        | $775286.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-11-01      | 4.0000%  | 0.0000% | $1000.00           | $258.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-03-01      | 4.0000%  | 0.0000% | $12006499.00       | $3147683.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-04-01      | 4.0000%  | 0.0000% | $4710912.00        | $1186929.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-04-01      | 4.0000%  | 0.0000% | $14450185.00       | $3963802.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-05-01      | 4.0000%  | 0.0000% | $11323580.00       | $3051078.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-05-01      | 4.0000%  | 0.0000% | $2577432.00        | $657994.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-05-01      | 4.0000%  | 0.0000% | $1368346.00        | $223268.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $316.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-06-01      | 4.0000%  | 0.0000% | $1003.00           | $362.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-06-01      | 4.5000%  | 0.0000% | $3550836.00        | $924380.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-06-01      | 3.5000%  | 0.0000% | $1597960.00        | $390596.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-06-01      | 4.0000%  | 0.0000% | $3138772.00        | $685540.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-06-01      | 3.5000%  | 0.0000% | $1218944.00        | $552723.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-06-01      | 3.5000%  | 0.0000% | $1144602.00        | $218159.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-06-01      | 4.0000%  | 0.0000% | $2518683.00        | $875472.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-06-01      | 3.5000%  | 0.0000% | $1249776.00        | $249655.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-07-01      | 4.0000%  | 0.0000% | $2816204.00        | $1078439.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-07-01      | 4.0000%  | 0.0000% | $4002.00           | $1511.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-08-01      | 4.0000%  | 0.0000% | $9706247.00        | $2814932.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-06-01      | 4.5000%  | 0.0000% | $8183577.00        | $1715094.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-03-01      | 3.5000%  | 0.0000% | $83624229.00       | $17720535.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-04-01      | 3.5000%  | 0.0000% | $3725000.00        | $858615.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-09-01      | 4.0000%  | 0.0000% | $1602624.00        | $690020.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-10-01      | 4.0000%  | 0.0000% | $3413293.00        | $924907.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-12-01      | 4.0000%  | 0.0000% | $3450332.00        | $827759.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-11-01      | 4.0000%  | 0.0000% | $1270724.00        | $441746.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-01-01      | 4.5000%  | 0.0000% | $2175822.00        | $740088.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-12-01      | 4.5000%  | 0.0000% | $1474482.00        | $514792.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-12-01      | 4.0000%  | 0.0000% | $2637262.00        | $854220.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-08-01      | 5.0000%  | 0.0000% | $1871246.00        | $533478.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-08-01      | 5.0000%  | 0.0000% | $1496721.00        | $398523.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-05-01      | 4.0000%  | 0.0000% | $995975.00         | $159270.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-05-01      | 4.0000%  | 0.0000% | $3331596.00        | $940657.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-07-01      | 4.0000%  | 0.0000% | $3077016.00        | $1038949.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-08-01      | 5.0000%  | 0.0000% | $2271800.00        | $166278.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-08-01      | 5.0000%  | 0.0000% | $2168724.00        | $719710.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-07-01      | 4.5000%  | 0.0000% | $1562296.00        | $412642.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-09-01      | 5.0000%  | 0.0000% | $1530724.00        | $193834.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-09-01      | 5.0000%  | 0.0000% | $2602776.00        | $774618.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-09-01      | 4.5000%  | 0.0000% | $559430.00         | $130445.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-09-01      | 4.5000%  | 0.0000% | $35807.00          | $23018.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-09-01      | 5.0000%  | 0.0000% | $1298255.00        | $481232.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-09-01      | 5.0000%  | 0.0000% | $1000.00           | $339.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-11-01      | 5.0000%  | 0.0000% | $4001.00           | $1579.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-11-01      | 5.0000%  | 0.0000% | $1782245.00        | $351293.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-11-01      | 5.0000%  | 0.0000% | $4002.00           | $1145.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-11-01      | 5.0000%  | 0.0000% | $1474034.00        | $254584.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-11-01      | 5.0000%  | 0.0000% | $5001.00           | $1503.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-11-01      | 4.0000%  | 0.0000% | $4004.00           | $819.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-07-01      | 3.5000%  | 0.0000% | $4000.00           | $944.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-06-01      | 4.5000%  | 0.0000% | $5000.00           | $1073.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-06-01      | 3.5000%  | 0.0000% | $4003.00           | $1154.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-05-01      | 5.0000%  | 0.0000% | $4000.00           | $666.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-06-01      | 4.5000%  | 0.0000% | $4000.00           | $1416.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-06-01      | 3.5000%  | 0.0000% | $1596341.00        | $595143.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-06-01      | 4.5000%  | 0.0000% | $5001.00           | $578.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-06-01      | 3.5000%  | 0.0000% | $4000.00           | $1122.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-06-01      | 4.5000%  | 0.0000% | $5000.00           | $1701.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-07-01      | 3.5000%  | 0.0000% | $4002.00           | $1439.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-07-01      | 4.5000%  | 0.0000% | $1134522.00        | $246967.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-07-01      | 5.0000%  | 0.0000% | $2000.00           | $370.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-07-01      | 3.5000%  | 0.0000% | $4000.00           | $1292.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-07-01      | 3.5000%  | 0.0000% | $5058.00           | $1368.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-07-01      | 3.5000%  | 0.0000% | $4001.00           | $662.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-08-01      | 3.5000%  | 0.0000% | $3999000.00        | $804704.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-08-01      | 4.5000%  | 0.0000% | $5000.00           | $1476.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-09-01      | 3.5000%  | 0.0000% | $4001.00           | $1336.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-04-01      | 4.0000%  | 0.0000% | $27863761.00       | $3801664.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-09-01      | 3.5000%  | 0.0000% | $6208402.00        | $1639346.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-07-01      | 3.5000%  | 0.0000% | $2056132.00        | $417895.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-09-01      | 3.5000%  | 0.0000% | $3162481.00        | $517550.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-11-01      | 3.5000%  | 0.0000% | $4028555.00        | $1576362.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-10-01      | 3.0000%  | 0.0000% | $487334.00         | $129412.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-11-01      | 3.0000%  | 0.0000% | $666591.00         | $237108.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-10-01      | 4.5000%  | 0.0000% | $4000.00           | $1268.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-01-01      | 3.5000%  | 0.0000% | $5003.00           | $1487.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-01-01      | 3.5000%  | 0.0000% | $4000.00           | $1535.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-01-01      | 4.0000%  | 0.0000% | $4000.00           | $559.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-01-01      | 4.0000%  | 0.0000% | $1404480.00        | $791678.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-01-01      | 4.0000%  | 0.0000% | $5000.00           | $1616.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-12-01      | 3.5000%  | 0.0000% | $12985597.00       | $3198329.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-12-01      | 3.5000%  | 0.0000% | $5003.00           | $1896.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-12-01      | 4.5000%  | 0.0000% | $4001.00           | $376.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-12-01      | 3.5000%  | 0.0000% | $2261430.00        | $782510.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-12-01      | 3.5000%  | 0.0000% | $4000.00           | $1663.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-12-01      | 3.5000%  | 0.0000% | $4000.00           | $540.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $455.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-01-01      | 3.5000%  | 0.0000% | $4000.00           | $1607.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-01-01      | 3.5000%  | 0.0000% | $4000.00           | $2277.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-12-01      | 3.5000%  | 0.0000% | $1512542.00        | $605824.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-02-01      | 3.5000%  | 0.0000% | $4001.00           | $1753.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-02-01      | 3.0000%  | 0.0000% | $3397990.00        | $761888.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-03-01      | 4.0000%  | 0.0000% | $10399321.00       | $3801423.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-07-01      | 2.0000%  | 0.0000% | $7208000.00        | $3412570.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-02-01      | 2.5000%  | 0.0000% | $1001.00           | $458.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-06-01      | 3.0000%  | 0.0000% | $4001.00           | $2628.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-08-01      | 3.5000%  | 0.0000% | $175000.00         | $89008.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-08-01      | 2.5000%  | 0.0000% | $25005856.00       | $12787976.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-11-01      | 2.0000%  | 0.0000% | $90000.00          | $57174.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-11-01      | 2.5000%  | 0.0000% | $4000.00           | $2572.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-11-01      | 3.0000%  | 0.0000% | $1709277.00        | $1056373.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-12-01      | 2.5000%  | 0.0000% | $2000.00           | $1199.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-11-01      | 3.0000%  | 0.0000% | $5000.00           | $2355.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-12-01      | 3.0000%  | 0.0000% | $1485560.00        | $871923.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-01-01      | 2.5000%  | 0.0000% | $349753.00         | $229196.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 3.5000%  | 0.0000% | $810000.00         | $551419.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 3.0000%  | 0.0000% | $210684.00         | $134135.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 4.0000%  | 0.0000% | $1550000.00        | $995522.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 3.5000%  | 0.0000% | $4001.00           | $2502.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 5.0000%  | 0.0000% | $4001.00           | $3466.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 5.0000%  | 0.0000% | $1083698.00        | $850093.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 5.0000%  | 0.0000% | $1374358.00        | $897370.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 5.0000%  | 0.0000% | $190721.00         | $147185.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 4.0000%  | 0.0000% | $47953.00          | $38069.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 5.0000%  | 0.0000% | $12000.00          | $9947.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 5.0000%  | 0.0000% | $12000.00          | $9931.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 5.0000%  | 0.0000% | $1393620.00        | $660951.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 5.0000%  | 0.0000% | $4000.00           | $3081.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 4.0000%  | 0.0000% | $1025464.00        | $786825.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 5.0000%  | 0.0000% | $5000.00           | $3866.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 5.0000%  | 0.0000% | $197117.00         | $139577.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 5.0000%  | 0.0000% | $6000.00           | $5127.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 4.0000%  | 0.0000% | $62502.00          | $39827.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 5.0000%  | 0.0000% | $5000.00           | $3095.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 5.0000%  | 0.0000% | $1980958.00        | $1693234.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 5.0000%  | 0.0000% | $4088528.00        | $3253729.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 4.5000%  | 0.0000% | $4000.00           | $2022.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 4.5000%  | 0.0000% | $89148.00          | $68638.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 4.5000%  | 0.0000% | $14695000.00       | $12191672.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 5.0000%  | 0.0000% | $1059300.00        | $717793.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | 0.0000% | $40409616.00       | $26405935.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 4.5000%  | 0.0000% | $11001.00          | $8511.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 4.5000%  | 0.0000% | $1703751.00        | $867390.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 4.5000%  | 0.0000% | $1307204.00        | $825926.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | 0.0000% | $4000.00           | $2485.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | 0.0000% | $4000.00           | $2807.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 5.0000%  | 0.0000% | $5000.00           | $3040.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | 0.0000% | $1027304.00        | $980794.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | 0.0000% | $1210636.00        | $1175646.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | 0.0000% | $4000.00           | $2459.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1668.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 5.0000%  | 0.0000% | $1049894.00        | $762757.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | 0.0000% | $5000.00           | $3241.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | 0.0000% | $6000.00           | $3781.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | 0.0000% | $796253.00         | $681806.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | 0.0000% | $12000.00          | $9935.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 5.0000%  | 0.0000% | $1020492.00        | $580532.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | 0.0000% | $5000.00           | $4715.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | 0.0000% | $5000.00           | $3462.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 4.0000%  | 0.0000% | $1413370.00        | $526917.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | 0.0000% | $1167750.00        | $898649.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | 0.0000% | $1237130.00        | $1072348.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | 0.0000% | $992275.00         | $778233.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | 0.0000% | $1073644.00        | $1000294.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | 0.0000% | $4314792.00        | $3026719.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 4.5000%  | 0.0000% | $3820082.00        | $3016030.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | 0.0000% | $1127146.00        | $1082417.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | 0.0000% | $1124994.00        | $548834.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | 0.0000% | $3003.00           | $1812.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | 0.0000% | $1111076.00        | $728807.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | 0.0000% | $1292885.00        | $1116905.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 4.5000%  | 0.0000% | $6000.00           | $5343.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | 0.0000% | $1271750.00        | $826696.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.0000%  | 0.0000% | $1219280.00        | $712458.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | 0.0000% | $1134565.00        | $904238.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | 0.0000% | $12000000.00       | $8359462.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | 0.0000% | $8000.00           | $6188.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | 0.0000% | $1067835.00        | $670894.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | 0.0000% | $1215000.00        | $922032.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | 0.0000% | $1008.00           | $832.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $572.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.0000%  | 0.0000% | $1881260.00        | $1267863.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.0000%  | 0.0000% | $1187840.00        | $703565.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | 0.0000% | $1081716.00        | $840924.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.0000%  | 0.0000% | $1412983.00        | $1030045.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.0000%  | 0.0000% | $2906600.00        | $1932762.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.0000%  | 0.0000% | $1034159.00        | $933187.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.0000%  | 0.0000% | $1152066.00        | $478133.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.5000%  | 0.0000% | $1008.00           | $698.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.0000%  | 0.0000% | $1558668.00        | $981729.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.0000%  | 0.0000% | $1063276.00        | $695630.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 5.5000%  | 0.0000% | $1137714.00        | $795625.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 5.5000%  | 0.0000% | $1169260.00        | $814808.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 5.0000%  | 0.0000% | $1084132.00        | $746355.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 6.0000%  | 0.0000% | $1325648.00        | $324215.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 5.5000%  | 0.0000% | $1465321.00        | $1147826.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $777.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 5.5000%  | 0.0000% | $1121238.00        | $856440.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 6.0000%  | 0.0000% | $1145000.00        | $847982.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 6.5000%  | 0.0000% | $1272980.00        | $845247.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 6.5000%  | 0.0000% | $10652264.00       | $5468638.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 6.5000%  | 0.0000% | $5658171.00        | $2458504.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 5.5000%  | 0.0000% | $5485643.00        | $4693695.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 5.5000%  | 0.0000% | $1172909.00        | $1042155.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 6.0000%  | 0.0000% | $1121038.00        | $789487.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 6.0000%  | 0.0000% | $1032680.00        | $552697.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 5.5000%  | 0.0000% | $11831872.00       | $9956665.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 6.0000%  | 0.0000% | $4001.00           | $1704.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 5.5000%  | 0.0000% | $1459275.00        | $1174615.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 5.0000%  | 0.0000% | $17292405.00       | $15430612.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 5.5000%  | 0.0000% | $1001.00           | $616.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 6.5000%  | 0.0000% | $1000.00           | $775.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 5.5000%  | 0.0000% | $1035394.00        | $439241.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 5.0000%  | 0.0000% | $202448.00         | $195376.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 6.0000%  | 0.0000% | $8767889.00        | $4089614.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 5.5000%  | 0.0000% | $4419996.00        | $2736348.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 5.5000%  | 0.0000% | $7846580.00        | $6718436.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $545.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 5.5000%  | 0.0000% | $1179904.00        | $854899.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 5.5000%  | 0.0000% | $1501874.00        | $1121900.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $689.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 6.0000%  | 0.0000% | $3671511.00        | $3270318.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 6.5000%  | 0.0000% | $1062250.00        | $421411.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 6.0000%  | 0.0000% | $1008.00           | $793.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 5.5000%  | 0.0000% | $10325971.00       | $9530138.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 6.5000%  | 0.0000% | $1107659.00        | $644368.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $874.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 5.5000%  | 0.0000% | $1116982.00        | $851324.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 6.5000%  | 0.0000% | $1000.00           | $684.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 6.0000%  | 0.0000% | $1199530.00        | $606239.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 6.0000%  | 0.0000% | $1717843.00        | $900478.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 6.0000%  | 0.0000% | $1071785.00        | $597106.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 4.5000%  | 0.0000% | $1000.00           | $855.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 6.5000%  | 0.0000% | $1003088.00        | $673388.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 6.0000%  | 0.0000% | $6791952.00        | $4169251.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 5.5000%  | 0.0000% | $1042116.00        | $567545.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 6.5000%  | 0.0000% | $1177118.00        | $1208281.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 6.0000%  | 0.0000% | $1002527.00        | $849741.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 6.0000%  | 0.0000% | $1360411.00        | $686597.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 6.0000%  | 0.0000% | $1105750.00        | $783170.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 4.5000%  | 0.0000% | $1000.00           | $939.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 5.5000%  | 0.0000% | $1270396.00        | $764205.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 5.0000%  | 0.0000% | $9421200.00        | $8631240.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 6.5000%  | 0.0000% | $1249681.00        | $848816.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 5.0000%  | 0.0000% | $206310.00         | $163338.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 5.5000%  | 0.0000% | $5038200.00        | $5000062.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.5000%  | 0.0000% | $1548279.00        | $1264761.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.5000%  | 0.0000% | $1074963.00        | $882667.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.5000%  | 0.0000% | $1183042.00        | $669063.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 6.5000%  | 0.0000% | $1999.00           | $1089.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.5000%  | 0.0000% | $33307640.00       | $26755679.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $968.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 5.5000%  | 0.0000% | $1865685.00        | $1190780.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $857.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.0000%  | 0.0000% | $1023441.00        | $999115.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.0000%  | 0.0000% | $1540832.00        | $1169951.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 6.0000%  | 0.0000% | $2010.00           | $1302.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.0000%  | 0.0000% | $19485115.00       | $15917445.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 6.0000%  | 0.0000% | $1533000.00        | $1533365.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 6.0000%  | 0.0000% | $38168320.00       | $22341251.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $774.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $685.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $723.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 5.5000%  | 0.0000% | $1207864.00        | $876667.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $617.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 5.5000%  | 0.0000% | $1125234.00        | $824721.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.5000%  | 0.0000% | $1008594.00        | $295614.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 6.0000%  | 0.0000% | $3000.00           | $2409.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 6.0000%  | 0.0000% | $1107444.00        | $967405.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 6.0000%  | 0.0000% | $1956126.00        | $1673261.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.5000%  | 0.0000% | $10623277.00       | $9465451.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 6.5000%  | 0.0000% | $1011358.00        | $596633.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.5000%  | 0.0000% | $5945848.00        | $4631035.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 6.5000%  | 0.0000% | $10945600.00       | $8119502.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.5000%  | 0.0000% | $50000000.00       | $38028708.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $829.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 6.5000%  | 0.0000% | $1234435.00        | $539991.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $667.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.5000%  | 0.0000% | $250000.00         | $230782.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 6.5000%  | 0.0000% | $1053381.00        | $755115.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 6.5000%  | 0.0000% | $1332661.00        | $1099502.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $704.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 6.5000%  | 0.0000% | $1058632.00        | $792418.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.5000%  | 0.0000% | $8631814.00        | $7096701.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 6.5000%  | 0.0000% | $2000.00           | $1025.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 6.0000%  | 0.0000% | $7005000.00        | $6830999.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 6.5000%  | 0.0000% | $1085533.00        | $809613.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.5000%  | 0.0000% | $13362592.00       | $11447858.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.0000%  | 0.0000% | $2122126.00        | $1537624.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 6.0000%  | 0.0000% | $1236381.00        | $997807.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 6.5000%  | 0.0000% | $998396.00         | $792504.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 6.5000%  | 0.0000% | $1053880.00        | $855828.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.5000%  | 0.0000% | $1078687.00        | $704022.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $769.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $904.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 6.0000%  | 0.0000% | $78554.00          | $71721.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 6.5000%  | 0.0000% | $1204150.00        | $746534.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 6.5000%  | 0.0000% | $1001.00           | $736.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 6.5000%  | 0.0000% | $1098146.00        | $772940.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 6.5000%  | 0.0000% | $4568216.00        | $3884636.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 6.5000%  | 0.0000% | $1065788.00        | $1046225.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 6.5000%  | 0.0000% | $1006296.00        | $633133.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 5.0000%  | 0.0000% | $75303424.00       | $61659665.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 5.0000%  | 0.0000% | $94101.00          | $65984.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 6.0000%  | 0.0000% | $4055312.00        | $3627798.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 6.5000%  | 0.0000% | $1025383.00        | $1059789.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 6.5000%  | 0.0000% | $1277030.00        | $1312039.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-12-01      | 6.5000%  | 0.0000% | $1361582.00        | $1091738.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-12-01      | 6.0000%  | 0.0000% | $3723256.00        | $2782573.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-12-01      | 6.5000%  | 0.0000% | $8654230.00        | $6598892.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 6.5000%  | 0.0000% | $1937366.00        | $997385.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 4.5000%  | 0.0000% | $6000.00           | $5746.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 7.0000%  | 0.0000% | $2000.00           | $1479.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 6.0000%  | 0.0000% | $5492928.00        | $5224567.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 6.0000%  | 0.0000% | $220000.00         | $182423.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 5.0000%  | 0.0000% | $52217552.00       | $48675283.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.0000%  | 0.0000% | $6599307.00        | $6228258.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.5000%  | 0.0000% | $18750104.00       | $17416576.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-01-01      | 2.0000%  | 0.0000% | $1001.00           | $492.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $603.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-09-01      | 4.0000%  | 0.0000% | $89848.00          | $43344.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-12-01      | 2.0000%  | 0.0000% | $1056.00           | $658.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-02-01      | 3.0000%  | 0.0000% | $198100.00         | $132041.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-03-01      | 3.5000%  | 0.0000% | $1002.00           | $707.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 4.5000%  | 0.0000% | $2730224.00        | $1703165.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 5.0000%  | 0.0000% | $154000.00         | $112320.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 5.0000%  | 0.0000% | $1024.00           | $667.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 6.0000%  | 0.0000% | $2048.00           | $1655.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 5.5000%  | 0.0000% | $1026.00           | $858.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 5.5000%  | 0.0000% | $3958200.00        | $3074827.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 5.5000%  | 0.0000% | $29131825.00       | $24859216.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 6.5000%  | 0.0000% | $9493613.00        | $6779579.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 5.5000%  | 0.0000% | $1304000.00        | $1088470.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 6.0000%  | 0.0000% | $99999982.00       | $77676293.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.0000%  | 0.0000% | $1196294.00        | $1031686.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.5000%  | 0.0000% | $13576560.00       | $11299708.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 6.0000%  | 0.0000% | $12070645.00       | $9510445.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.5000%  | 0.0000% | $21625206.00       | $18021699.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.5000%  | 0.0000% | $60192099.00       | $51246495.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.5000%  | 0.0000% | $18252622.00       | $14550665.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 6.0000%  | 0.0000% | $6592640.00        | $4932576.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $753.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.5000%  | 0.0000% | $69068382.00       | $58369365.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $800.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 6.5000%  | 0.0000% | $792752.00         | $683745.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 6.5000%  | 0.0000% | $7379.00           | $5758.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 6.0000%  | 0.0000% | $47872616.00       | $38061360.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-10-01      | 2.0000%  | 0.0000% | $51503.00          | $28543.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-12-01      | 5.0000%  | 0.0000% | $3037777.00        | $2939456.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-06-01      | 3.0000%  | 0.0000% | $1073300.00        | $477172.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-08-01      | 3.0000%  | 0.0000% | $58000.00          | $27350.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-04-01      | 3.0000%  | 0.0000% | $654700.00         | $298385.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-10-01      | 4.5000%  | 0.0000% | $749069.00         | $346956.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-12-01      | 5.0000%  | 0.0000% | $363419.00         | $140703.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-05-01      | 5.0000%  | 0.0000% | $346581.00         | $157250.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-10-01      | 4.5000%  | 0.0000% | $135000.00         | $49020.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-11-01      | 5.0000%  | 0.0000% | $272282.00         | $187725.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-04-01      | 5.5000%  | 0.0000% | $5036790.00        | $4002916.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-05-01      | 2.0000%  | 0.0000% | $41000.00          | $22816.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-11-01      | 4.0000%  | 0.0000% | $922785.00         | $819588.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2030-03-01      | 2.0000%  | 0.0000% | $1055727.00        | $116467.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-10-01      | 2.5000%  | 0.0000% | $980745.00         | $281582.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-01-01      | 3.0000%  | 0.0000% | $1000.00           | $905.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2029-06-01      | 4.0000%  | 0.0000% | $1285006.00        | $302829.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 5.0000%  | 0.0000% | $396859.00         | $368314.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 5.0000%  | 0.0000% | $25670906.00       | $23216024.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 5.0000%  | 0.0000% | $10265456.00       | $9077351.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 6.0000%  | 0.0000% | $3000.00           | $2318.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 5.5000%  | 0.0000% | $17768992.00       | $17317842.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 6.0000%  | 0.0000% | $1434010.00        | $1329327.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 6.5000%  | 0.0000% | $16833152.00       | $13672095.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 6.5000%  | 0.0000% | $1255602.00        | $1154932.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 5.5000%  | 0.0000% | $5867896.00        | $5504725.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 5.5000%  | 0.0000% | $4524893.00        | $4059071.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 5.5000%  | 0.0000% | $1171271.00        | $947490.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 6.0000%  | 0.0000% | $594792.00         | $608967.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 5.5000%  | 0.0000% | $12021568.00       | $11558444.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 6.0000%  | 0.0000% | $2016.00           | $1639.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 5.5000%  | 0.0000% | $17344928.00       | $14698260.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 6.0000%  | 0.0000% | $5032165.00        | $3786047.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.5000%  | 0.0000% | $1314372.00        | $1097974.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 5.5000%  | 0.0000% | $426060.00         | $366018.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $585.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.0000%  | 0.0000% | $2000.00           | $1839.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-11-01      | 3.5000%  | 0.0000% | $830510.00         | $362659.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-11-01      | 4.0000%  | 0.0000% | $2040796.00        | $520000.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-12-01      | 3.5000%  | 0.0000% | $1576662.00        | $769545.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-03-01      | 5.5000%  | 0.0000% | $7086.00           | $47.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-09-01      | 5.0000%  | 0.0000% | $6400000.00        | $193926.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-05-01      | 4.5000%  | 0.0000% | $2189340.00        | $344724.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-04-01      | 4.0000%  | 0.0000% | $354000.00         | $270044.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-10-01      | 8.0000%  | 0.0000% | $9589.00           | $4.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-08-01      | 7.5000%  | 0.0000% | $2410.00           | $1.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-07-01      | 7.0000%  | 0.0000% | $34041457.00       | $40810.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-10-01      | 6.5000%  | 0.0000% | $3324.00           | $4.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-06-01      | 5.5000%  | 0.0000% | $4272800.00        | $17440.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-06-01      | 7.0000%  | 0.0000% | $19496683.00       | $11591.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-01-01      | 4.0000%  | 0.0000% | $1130810.00        | $67824.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-05-01      | 5.0000%  | 0.0000% | $1000.00           | $87.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-06-01      | 4.5000%  | 0.0000% | $10093204.00       | $657572.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-06-01      | 4.0000%  | 0.0000% | $13670314.00       | $223217.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-10-01      | 4.0000%  | 0.0000% | $7537000.00        | $838037.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-12-01      | 3.5000%  | 0.0000% | $629000.00         | $55139.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-12-01      | 3.5000%  | 0.0000% | $73496880.00       | $4755582.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-01-01      | 4.0000%  | 0.0000% | $2014.00           | $47.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-03-01      | 4.0000%  | 0.0000% | $4753000.00        | $450888.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-02-01      | 4.0000%  | 0.0000% | $1000.00           | $114.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-02-01      | 3.5000%  | 0.0000% | $5320200.00        | $829866.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-03-01      | 3.5000%  | 0.0000% | $183809792.00      | $13019850.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-03-01      | 3.5000%  | 0.0000% | $1075056843.00     | $82154306.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-03-01      | 3.5000%  | 0.0000% | $43602899.00       | $3168608.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-09-01      | 4.0000%  | 0.0000% | $32435940.00       | $2157451.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-05-01      | 6.5000%  | 0.0000% | $8481930.00        | $199464.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-11-01      | 3.5000%  | 0.0000% | $2250000.00        | $329709.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2027-06-01      | 3.5000%  | 0.0000% | $5900.00           | $58.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-01-01      | 3.5000%  | 0.0000% | $2177996.00        | $286151.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-02-01      | 4.5000%  | 0.0000% | $17388768.00       | $1722122.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-04-01      | 4.5000%  | 0.0000% | $2564000.00        | $325791.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-09-01      | 4.0000%  | 0.0000% | $29299912.00       | $5250697.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-10-01      | 3.5000%  | 0.0000% | $41641216.00       | $7781230.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-07-01      | 5.0000%  | 0.0000% | $2091673.00        | $317866.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-04-01      | 3.0000%  | 0.0000% | $481347.00         | $40780.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-01-01      | 4.0000%  | 0.0000% | $4000.00           | $545.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-08-01      | 3.5000%  | 0.0000% | $82328160.00       | $14987687.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 3.5000%  | 0.0000% | $37384384.00       | $7747363.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 3.5000%  | 0.0000% | $50244880.00       | $7380971.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-12-01      | 3.5000%  | 0.0000% | $122882049.00      | $20877746.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-12-01      | 3.5000%  | 0.0000% | $41249840.00       | $7249363.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-02-01      | 3.5000%  | 0.0000% | $346978.00         | $34439.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-08-01      | 3.5000%  | 0.0000% | $2000.00           | $162.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-12-01      | 4.0000%  | 0.0000% | $2527000.00        | $458468.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-02-01      | 3.0000%  | 0.0000% | $2000000.00        | $217011.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-04-01      | 4.0000%  | 0.0000% | $42913088.00       | $5912016.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-05-01      | 4.0000%  | 0.0000% | $12052593.00       | $851112.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-06-01      | 3.0000%  | 0.0000% | $5476512.00        | $539849.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-06-01      | 3.5000%  | 0.0000% | $5360992.00        | $565943.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-06-01      | 3.5000%  | 0.0000% | $10623072.00       | $1236960.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-07-01      | 3.5000%  | 0.0000% | $1282.00           | $118.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-07-01      | 3.5000%  | 0.0000% | $45029504.00       | $7051594.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-06-01      | 3.5000%  | 0.0000% | $17209041.00       | $1046707.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-08-01      | 3.0000%  | 0.0000% | $1539820.00        | $194338.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-08-01      | 3.0000%  | 0.0000% | $952810.00         | $196197.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-08-01      | 3.5000%  | 0.0000% | $16997127.00       | $1530199.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-08-01      | 3.5000%  | 0.0000% | $46774080.00       | $7277515.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-08-01      | 4.0000%  | 0.0000% | $9042912.00        | $1355321.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-08-01      | 4.0000%  | 0.0000% | $6275104.00        | $639305.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-09-01      | 3.5000%  | 0.0000% | $61650944.00       | $7764572.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-09-01      | 3.5000%  | 0.0000% | $95075456.00       | $14313699.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-10-01      | 4.0000%  | 0.0000% | $5874456.00        | $549703.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-11-01      | 3.0000%  | 0.0000% | $50331904.00       | $6537505.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-12-01      | 3.5000%  | 0.0000% | $1130.00           | $57.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-11-01      | 3.5000%  | 0.0000% | $5049000.00        | $955276.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-11-01      | 3.5000%  | 0.0000% | $4627200.00        | $156529.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-11-01      | 3.5000%  | 0.0000% | $4756416.00        | $817394.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-04-01      | 3.0000%  | 0.0000% | $1975380.00        | $337887.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-11-01      | 3.0000%  | 0.0000% | $4002.00           | $260.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-12-01      | 4.0000%  | 0.0000% | $3072.00           | $430.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-01-01      | 4.0000%  | 0.0000% | $3396830.00        | $712735.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-12-01      | 3.5000%  | 0.0000% | $2546422.00        | $605989.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-01-01      | 3.0000%  | 0.0000% | $897927.00         | $159566.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-12-01      | 3.5000%  | 0.0000% | $12802760.00       | $1396762.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-12-01      | 3.5000%  | 0.0000% | $82258400.00       | $9550222.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-12-01      | 4.0000%  | 0.0000% | $8266370.00        | $779850.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-11-01      | 4.0000%  | 0.0000% | $1487370.00        | $174372.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-02-01      | 2.5000%  | 0.0000% | $1800000.00        | $306110.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.0000%  | 0.0000% | $21690400.00       | $19335174.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-02-01      | 3.5000%  | 0.0000% | $4937032.00        | $1199932.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-01-01      | 3.0000%  | 0.0000% | $1000.00           | $171.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-02-01      | 3.5000%  | 0.0000% | $119375232.00      | $15614260.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-02-01      | 3.0000%  | 0.0000% | $115205120.00      | $20921867.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-02-01      | 3.5000%  | 0.0000% | $24928288.00       | $3792426.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-02-01      | 3.5000%  | 0.0000% | $1000.00           | $134.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-03-01      | 3.5000%  | 0.0000% | $10885120.00       | $1020498.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-02-01      | 3.5000%  | 0.0000% | $8887200.00        | $814908.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-01-01      | 3.0000%  | 0.0000% | $2000.00           | $455.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-02-01      | 3.0000%  | 0.0000% | $325000.00         | $66884.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-03-01      | 3.0000%  | 0.0000% | $1413276.00        | $299506.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-12-01      | 3.0000%  | 0.0000% | $2000000.00        | $421475.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-03-01      | 3.5000%  | 0.0000% | $18255102.00       | $2998058.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-06-01      | 3.0000%  | 0.0000% | $1000.00           | $177.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-03-01      | 4.0000%  | 0.0000% | $4727552.00        | $1074948.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-03-01      | 3.0000%  | 0.0000% | $41176061.00       | $8208798.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-04-01      | 3.5000%  | 0.0000% | $1564129.00        | $86113.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-02-01      | 3.5000%  | 0.0000% | $2547010.00        | $687603.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-04-01      | 4.0000%  | 0.0000% | $1738046.00        | $212518.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-04-01      | 4.0000%  | 0.0000% | $1154178.00        | $444708.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-04-01      | 3.5000%  | 0.0000% | $130936.00         | $21089.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-12-01      | 4.5000%  | 0.0000% | $150103840.00      | $7134496.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-04-01      | 4.0000%  | 0.0000% | $49923520.00       | $6727858.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-05-01      | 4.0000%  | 0.0000% | $4800000.00        | $480867.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-07-01      | 4.0000%  | 0.0000% | $803458.00         | $94303.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-02-01      | 3.5000%  | 0.0000% | $686920.00         | $57263.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-01-01      | 3.5000%  | 0.0000% | $86068640.00       | $13604190.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-01-01      | 3.5000%  | 0.0000% | $33015936.00       | $5687887.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-01-01      | 3.5000%  | 0.0000% | $155502000.00      | $15662698.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-07-01      | 3.5000%  | 0.0000% | $75743744.00       | $15949113.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-03-01      | 3.5000%  | 0.0000% | $1938024.00        | $385537.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-03-01      | 3.5000%  | 0.0000% | $121068378.00      | $8736472.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-03-01      | 3.5000%  | 0.0000% | $150306816.00      | $12526350.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-03-01      | 3.5000%  | 0.0000% | $68024683.00       | $5902502.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-03-01      | 3.5000%  | 0.0000% | $2046.00           | $192.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-04-01      | 3.5000%  | 0.0000% | $70600832.00       | $16057973.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-05-01      | 3.5000%  | 0.0000% | $57785000.00       | $4156799.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-05-01      | 3.5000%  | 0.0000% | $23319428.00       | $3793504.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-05-01      | 3.0000%  | 0.0000% | $241107525.00      | $33964097.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-05-01      | 3.0000%  | 0.0000% | $95288725.00       | $12714227.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-05-01      | 3.5000%  | 0.0000% | $124992384.00      | $26268430.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-05-01      | 4.0000%  | 0.0000% | $50960.00          | $5508.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-06-01      | 3.0000%  | 0.0000% | $221511424.00      | $28108079.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-06-01      | 3.5000%  | 0.0000% | $50491451.00       | $8980449.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-06-01      | 3.5000%  | 0.0000% | $3729140.00        | $1104697.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-11-01      | 3.5000%  | 0.0000% | $60174656.00       | $9262093.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-11-01      | 3.5000%  | 0.0000% | $63892736.00       | $15347722.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-11-01      | 3.5000%  | 0.0000% | $47000000.00       | $3689998.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-12-01      | 3.5000%  | 0.0000% | $46624896.00       | $8409555.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-07-01      | 3.5000%  | 0.0000% | $19269316.00       | $3160614.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-07-01      | 3.5000%  | 0.0000% | $100977920.00      | $9699562.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-08-01      | 3.5000%  | 0.0000% | $59108869.00       | $13023589.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-08-01      | 3.5000%  | 0.0000% | $60097792.00       | $15176395.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 3.5000%  | 0.0000% | $50092000.00       | $11318786.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 3.5000%  | 0.0000% | $250342400.00      | $15105767.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 3.5000%  | 0.0000% | $34607581.00       | $3182476.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 3.5000%  | 0.0000% | $27534560.00       | $4756960.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-10-01      | 3.5000%  | 0.0000% | $75162880.00       | $8382483.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-10-01      | 3.5000%  | 0.0000% | $129179392.00      | $27458085.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-10-01      | 3.5000%  | 0.0000% | $164949760.00      | $24509262.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-10-01      | 3.5000%  | 0.0000% | $1322523.00        | $156253.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-10-01      | 3.5000%  | 0.0000% | $72832384.00       | $7295643.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-12-01      | 3.5000%  | 0.0000% | $1024.00           | $224.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-12-01      | 3.5000%  | 0.0000% | $89064640.00       | $17444418.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-01-01      | 3.5000%  | 0.0000% | $114707328.00      | $8117105.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-02-01      | 4.0000%  | 0.0000% | $447097.00         | $30623.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-03-01      | 3.5000%  | 0.0000% | $37198400.00       | $6817774.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-04-01      | 3.0000%  | 0.0000% | $58732928.00       | $7163617.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.5000%  | 0.0000% | $2649750.00        | $850423.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | 0.0000% | $100708224.00      | $26169633.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | 0.0000% | $150328320.00      | $19619728.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-10-01      | 3.0000%  | 0.0000% | $2000.00           | $800.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-10-01      | 3.5000%  | 0.0000% | $15215488.00       | $3820967.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-10-01      | 3.0000%  | 0.0000% | $17753162.00       | $3952278.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-05-01      | 3.0000%  | 0.0000% | $61908480.00       | $7415459.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-06-01      | 3.5000%  | 0.0000% | $1024.00           | $284.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-07-01      | 3.5000%  | 0.0000% | $83860000.00       | $7297449.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-07-01      | 3.0000%  | 0.0000% | $4353178.00        | $620347.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-07-01      | 3.5000%  | 0.0000% | $15000000.00       | $4070326.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-07-01      | 3.5000%  | 0.0000% | $47479440.00       | $8207102.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-08-01      | 3.0000%  | 0.0000% | $1000.00           | $222.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-08-01      | 3.0000%  | 0.0000% | $418317314.00      | $58071854.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | 0.0000% | $3290884.00        | $758576.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | 0.0000% | $22348320.00       | $3127212.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | 0.0000% | $71239462.00       | $10622200.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | 0.0000% | $251971584.00      | $35382269.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | 0.0000% | $129648514.00      | $19148557.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-03-01      | 3.0000%  | 0.0000% | $2048.00           | $439.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-03-01      | 3.5000%  | 0.0000% | $1000.00           | $200.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-10-01      | 3.0000%  | 0.0000% | $90442128.00       | $23513899.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-11-01      | 2.5000%  | 0.0000% | $254492.00         | $31386.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-11-01      | 3.0000%  | 0.0000% | $144624940.00      | $24897444.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-11-01      | 3.0000%  | 0.0000% | $1627270.00        | $270515.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-11-01      | 3.0000%  | 0.0000% | $14136632.00       | $4077697.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-12-01      | 3.0000%  | 0.0000% | $46241088.00       | $13863019.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-12-01      | 3.0000%  | 0.0000% | $2806604.00        | $572520.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-02-01      | 3.5000%  | 0.0000% | $56797728.00       | $12771742.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-02-01      | 3.0000%  | 0.0000% | $27026520.00       | $8097734.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-06-01      | 3.5000%  | 0.0000% | $2804.00           | $589.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-04-01      | 3.0000%  | 0.0000% | $49766656.00       | $10453240.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-05-01      | 4.0000%  | 0.0000% | $6725009.00        | $518147.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $220.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-06-01      | 3.5000%  | 0.0000% | $99001984.00       | $15238283.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-06-01      | 3.5000%  | 0.0000% | $108751744.00      | $11893298.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-07-01      | 3.5000%  | 0.0000% | $70919552.00       | $16562740.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-07-01      | 3.5000%  | 0.0000% | $62911104.00       | $18414177.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-05-01      | 3.5000%  | 0.0000% | $52829952.00       | $9462897.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-05-01      | 3.5000%  | 0.0000% | $1152.00           | $209.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-04-01      | 4.0000%  | 0.0000% | $1310838.00        | $144567.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-05-01      | 3.0000%  | 0.0000% | $36247360.00       | $6457655.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-04-01      | 3.0000%  | 0.0000% | $2016.00           | $366.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-03-01      | 3.0000%  | 0.0000% | $3258188.00        | $564344.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-04-01      | 4.0000%  | 0.0000% | $1431638.00        | $207658.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-05-01      | 3.0000%  | 0.0000% | $32859264.00       | $7144488.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-05-01      | 4.0000%  | 0.0000% | $2577024.00        | $291204.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-05-01      | 3.5000%  | 0.0000% | $14084592.00       | $1137629.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-05-01      | 3.0000%  | 0.0000% | $3743800.00        | $877027.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-06-01      | 3.5000%  | 0.0000% | $298846362.00      | $35852188.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-06-01      | 3.0000%  | 0.0000% | $504818688.00      | $89378326.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-06-01      | 3.5000%  | 0.0000% | $156927200.00      | $27272430.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-07-01      | 3.0000%  | 0.0000% | $106462720.00      | $18654431.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-06-01      | 3.5000%  | 0.0000% | $20593040.00       | $4025627.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-06-01      | 3.5000%  | 0.0000% | $273002.00         | $59866.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-06-01      | 3.5000%  | 0.0000% | $3840916.00        | $479355.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-07-01      | 4.0000%  | 0.0000% | $1000.00           | $117.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-08-01      | 3.5000%  | 0.0000% | $1000.00           | $184.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-07-01      | 3.0000%  | 0.0000% | $1000.00           | $231.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-07-01      | 3.5000%  | 0.0000% | $1000.00           | $118.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-08-01      | 4.0000%  | 0.0000% | $3606984.00        | $325855.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-07-01      | 4.0000%  | 0.0000% | $1445670.00        | $161346.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-08-01      | 3.5000%  | 0.0000% | $1364847.00        | $159887.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-10-01      | 3.5000%  | 0.0000% | $8914542.00        | $1746866.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-08-01      | 4.0000%  | 0.0000% | $1021.00           | $109.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-10-01      | 4.0000%  | 0.0000% | $4194471.00        | $542401.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-11-01      | 4.0000%  | 0.0000% | $2628568.00        | $686694.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-12-01      | 3.5000%  | 0.0000% | $1000.00           | $213.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-08-01      | 3.0000%  | 0.0000% | $1375078.00        | $170007.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-12-01      | 4.0000%  | 0.0000% | $1000.00           | $240.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-09-01      | 4.0000%  | 0.0000% | $3021960.00        | $409627.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-02-01      | 4.5000%  | 0.0000% | $1000.00           | $167.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-05-01      | 4.5000%  | 0.0000% | $41505856.00       | $1516598.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 4.0000%  | 0.0000% | $1142044.00        | $295636.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-06-01      | 3.5000%  | 0.0000% | $1000.00           | $51.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-06-01      | 4.5000%  | 0.0000% | $1509969.00        | $171183.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-08-01      | 4.0000%  | 0.0000% | $1660830.00        | $273918.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-07-01      | 4.0000%  | 0.0000% | $1008.00           | $138.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-07-01      | 3.5000%  | 0.0000% | $245890.00         | $33778.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-10-01      | 3.5000%  | 0.0000% | $2506872.00        | $567128.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-10-01      | 4.0000%  | 0.0000% | $1727054.00        | $601560.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-09-01      | 4.0000%  | 0.0000% | $2813555.00        | $334767.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-08-01      | 3.5000%  | 0.0000% | $5064851.00        | $744638.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-11-01      | 4.0000%  | 0.0000% | $14849318.00       | $1582540.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-01-01      | 3.5000%  | 0.0000% | $116851968.00      | $10976467.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-01-01      | 3.5000%  | 0.0000% | $116471040.00      | $17348059.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-01-01      | 4.0000%  | 0.0000% | $2000.00           | $361.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-04-01      | 4.0000%  | 0.0000% | $65722.00          | $10485.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-05-01      | 3.5000%  | 0.0000% | $9991488.00        | $923006.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-05-01      | 3.5000%  | 0.0000% | $1657258.00        | $96806.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-04-01      | 3.0000%  | 0.0000% | $157237.00         | $26159.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-04-01      | 3.0000%  | 0.0000% | $97350237.00       | $13322668.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-05-01      | 4.0000%  | 0.0000% | $146472.00         | $13915.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-08-01      | 3.5000%  | 0.0000% | $107098720.00      | $16807640.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-05-01      | 3.0000%  | 0.0000% | $1613500.00        | $619649.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-07-01      | 3.5000%  | 0.0000% | $12498960.00       | $2388978.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-05-01      | 3.5000%  | 0.0000% | $97748784.00       | $15288526.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-05-01      | 3.5000%  | 0.0000% | $69788160.00       | $7461873.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-08-01      | 3.5000%  | 0.0000% | $4289264.00        | $656236.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-11-01      | 3.5000%  | 0.0000% | $2000.00           | $438.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-06-01      | 3.0000%  | 0.0000% | $3000.00           | $152.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-10-01      | 4.0000%  | 0.0000% | $1024.00           | $241.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 3.5000%  | 0.0000% | $17018599.00       | $3213393.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-03-01      | 3.5000%  | 0.0000% | $2000.00           | $497.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-02-01      | 5.5000%  | 0.0000% | $53617.00          | $287.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-07-01      | 5.5000%  | 0.0000% | $1007.00           | $11.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-10-01      | 6.0000%  | 0.0000% | $4032.00           | $176.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-10-01      | 5.5000%  | 0.0000% | $14997999.00       | $92693.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-03-01      | 5.5000%  | 0.0000% | $8390185.00        | $60577.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-04-01      | 6.0000%  | 0.0000% | $33381310.00       | $137901.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-02-01      | 6.0000%  | 0.0000% | $51631876.00       | $394587.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-03-01      | 6.0000%  | 0.0000% | $1000.00           | $6.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-04-01      | 6.0000%  | 0.0000% | $10059.00          | $120.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-05-01      | 6.0000%  | 0.0000% | $61649342.00       | $480341.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-08-01      | 5.4500%  | 0.0000% | $127172.00         | $26244.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-01-01      | 6.0000%  | 0.0000% | $29749934.00       | $500508.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-01-01      | 6.0000%  | 0.0000% | $44762425.00       | $416109.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-04-01      | 6.0000%  | 0.0000% | $14296498.00       | $151128.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-04-01      | 6.0000%  | 0.0000% | $22900352.00       | $148448.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-04-01      | 6.0000%  | 0.0000% | $54326524.00       | $286654.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-01-01      | 6.0000%  | 0.0000% | $38847169.00       | $286345.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-04-01      | 6.0000%  | 0.0000% | $20024804.00       | $473799.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-05-01      | 6.0000%  | 0.0000% | $69858689.00       | $96755.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-03-01      | 6.0000%  | 0.0000% | $40317505.00       | $113251.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-05-01      | 6.0000%  | 0.0000% | $80508166.00       | $705709.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-05-01      | 6.0000%  | 0.0000% | $90801536.00       | $619864.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-05-01      | 6.0000%  | 0.0000% | $48316480.00       | $279291.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-08-01      | 6.0000%  | 0.0000% | $23464240.00       | $93317.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-04-01      | 6.0000%  | 0.0000% | $70032000.00       | $656543.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-04-01      | 6.0000%  | 0.0000% | $56234268.00       | $425644.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-02-01      | 6.0000%  | 0.0000% | $60324270.00       | $645592.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-02-01      | 6.0000%  | 0.0000% | $22706784.00       | $277147.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-03-01      | 6.0000%  | 0.0000% | $3835968.00        | $51922.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-03-01      | 6.0000%  | 0.0000% | $45267520.00       | $445788.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-04-01      | 6.0000%  | 0.0000% | $59487746.00       | $111097.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-04-01      | 6.0000%  | 0.0000% | $23408704.00       | $79910.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-04-01      | 6.0000%  | 0.0000% | $22426400.00       | $248442.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-10-01      | 6.0000%  | 0.0000% | $72708611.00       | $175193.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-04-01      | 6.0000%  | 0.0000% | $31001536.00       | $136312.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-04-01      | 6.0000%  | 0.0000% | $57707589.00       | $359425.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-04-01      | 6.0000%  | 0.0000% | $3079.00           | $36.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-03-01      | 6.5000%  | 0.0000% | $23601966.00       | $124285.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-03-01      | 6.0000%  | 0.0000% | $38733952.00       | $240550.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.5000%  | 0.0000% | $1658300.00        | $1235924.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.5000%  | 0.0000% | $5080278.00        | $3455228.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.0000%  | 0.0000% | $501007.00         | $261924.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $791.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 5.5000%  | 0.0000% | $502292.00         | $346153.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | 0.0000% | $710181.00         | $383834.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $845.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.5000%  | 0.0000% | $6214184.00        | $5668161.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 7.5000%  | 0.0000% | $1134110.00        | $535706.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.5000%  | 0.0000% | $1006470.00        | $690973.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 6.5000%  | 0.0000% | $1428255.00        | $1179201.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.5000%  | 0.0000% | $1494664.00        | $1320227.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 5.5000%  | 0.0000% | $1000.00           | $843.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 6.5000%  | 0.0000% | $2000.00           | $717.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 5.5000%  | 0.0000% | $220165.00         | $197056.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 7.0000%  | 0.0000% | $2714064.00        | $1139594.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 6.5000%  | 0.0000% | $2235920.00        | $1580788.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 5.5000%  | 0.0000% | $734734.00         | $622531.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 5.5000%  | 0.0000% | $2000660.00        | $1561509.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 6.5000%  | 0.0000% | $21860116.00       | $16300598.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.0000%  | 0.0000% | $19973312.00       | $19327562.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.0000%  | 0.0000% | $21049920.00       | $19848132.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1045.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 5.0000%  | 0.0000% | $2000.00           | $1841.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 6.0000%  | 0.0000% | $301919.00         | $290833.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.0000%  | 0.0000% | $15010887.00       | $14622977.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1076.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 6.0000%  | 0.0000% | $147930.00         | $153191.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 5.5000%  | 0.0000% | $10666581.00       | $9855144.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.0000%  | 0.0000% | $17823365.00       | $16273337.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 7.0000%  | 0.0000% | $1110956.00        | $876303.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 7.0000%  | 0.0000% | $718245.00         | $430694.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.0000%  | 0.0000% | $4747704.00        | $4156079.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 6.0000%  | 0.0000% | $10578300.00       | $8077373.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 4.5000%  | 0.0000% | $1392483.00        | $1361513.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.5000%  | 0.0000% | $8229746.00        | $5745673.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.5000%  | 0.0000% | $1021218.00        | $1025132.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 5.5000%  | 0.0000% | $16007351.00       | $13108721.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 7.0000%  | 0.0000% | $1431174.00        | $1481038.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.0000%  | 0.0000% | $6987880.00        | $6472040.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.5000%  | 0.0000% | $1089734.00        | $919800.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $887.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 4.0000%  | 0.0000% | $1153230.00        | $1084611.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $616.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 7.0000%  | 0.0000% | $1103210.00        | $1151486.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 5.5000%  | 0.0000% | $1071790.00        | $880361.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.0000%  | 0.0000% | $1274568.00        | $1109022.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.5000%  | 0.0000% | $922834.00         | $686042.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.5000%  | 0.0000% | $7335136.00        | $6534624.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 7.0000%  | 0.0000% | $1210426.00        | $757350.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.0000%  | 0.0000% | $9927.00           | $8099.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.0000%  | 0.0000% | $997000.00         | $858771.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 5.5000%  | 0.0000% | $122000.00         | $102290.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $639.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.0000%  | 0.0000% | $1239448.00        | $1085940.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.0000%  | 0.0000% | $544229.00         | $557103.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-07-01      | 6.5000%  | 0.0000% | $1000.00           | $364.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.5000%  | 0.0000% | $1048172.00        | $664980.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.0000%  | 0.0000% | $28353.00          | $25343.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 5.5000%  | 0.0000% | $1302750.00        | $1288427.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.5000%  | 0.0000% | $1465750.00        | $1522635.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.5000%  | 0.0000% | $5611192.00        | $5371590.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $993.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 7.0000%  | 0.0000% | $1185347.00        | $733216.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.0000%  | 0.0000% | $336500.00         | $303734.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 7.0000%  | 0.0000% | $1120080.00        | $1165170.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 5.5000%  | 0.0000% | $11802192.00       | $10645712.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.5000%  | 0.0000% | $6000.00           | $5182.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 7.5000%  | 0.0000% | $1360841.00        | $627342.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1020.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 7.5000%  | 0.0000% | $4000.00           | $4255.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.5000%  | 0.0000% | $341761.00         | $124376.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.5000%  | 0.0000% | $774948.00         | $784030.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | 0.0000% | $28544.00          | $28958.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 4.5000%  | 0.0000% | $1001.00           | $820.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | 0.0000% | $2748372.00        | $1923828.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.0000%  | 0.0000% | $502000.00         | $379200.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.0000%  | 0.0000% | $14220016.00       | $12370331.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $870.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.5000%  | 0.0000% | $1139183.00        | $807087.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $830.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | 0.0000% | $12439387.00       | $11839976.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.0000%  | 0.0000% | $1892923.00        | $1873533.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.5000%  | 0.0000% | $1000940.00        | $942527.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 6.0000%  | 0.0000% | $3000.00           | $2717.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.0000%  | 0.0000% | $1233896.00        | $1264486.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.5000%  | 0.0000% | $1110233.00        | $513088.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | 0.0000% | $5324352.00        | $4824632.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 6.5000%  | 0.0000% | $1370187.00        | $904474.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 4.5000%  | 0.0000% | $1204136.00        | $1055332.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.5000%  | 0.0000% | $24671328.00       | $22231980.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | 0.0000% | $14332960.00       | $14247713.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.0000%  | 0.0000% | $836866.00         | $548839.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.5000%  | 0.0000% | $1460127.00        | $1468124.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 6.0000%  | 0.0000% | $4843424.00        | $3936699.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 4.5000%  | 0.0000% | $5313272.00        | $4785968.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | 0.0000% | $735589.00         | $729285.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | 0.0000% | $11386728.00       | $11287829.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | 0.0000% | $600000.00         | $590752.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.5000%  | 0.0000% | $5461672.00        | $4670116.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 4.0000%  | 0.0000% | $1147779.00        | $936288.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 6.0000%  | 0.0000% | $1771275.00        | $1811332.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 7.0000%  | 0.0000% | $1000.00           | $985.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.5000%  | 0.0000% | $7788352.00        | $7369307.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 4.5000%  | 0.0000% | $1002.00           | $908.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 6.5000%  | 0.0000% | $1340459.00        | $1057051.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.5000%  | 0.0000% | $1888193.00        | $1266642.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 4.0000%  | 0.0000% | $205557.00         | $193543.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | 0.0000% | $875460.00         | $869396.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 6.0000%  | 0.0000% | $6120608.00        | $5128898.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 6.0000%  | 0.0000% | $1039099.00        | $1056163.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $862.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.0000%  | 0.0000% | $39072544.00       | $35690657.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.0000%  | 0.0000% | $1001.00           | $1008.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 6.5000%  | 0.0000% | $420088.00         | $437065.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | 0.0000% | $1189437.00        | $1228901.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 6.5000%  | 0.0000% | $635540.00         | $661634.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.0000%  | 0.0000% | $1891422.00        | $1737335.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 6.5000%  | 0.0000% | $1000.00           | $459.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 5.5000%  | 0.0000% | $1191301.00        | $1091350.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | 0.0000% | $3564496.00        | $3748086.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | 0.0000% | $544852.00         | $555221.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | 0.0000% | $7894600.00        | $8059395.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $953.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 7.0000%  | 0.0000% | $1000.00           | $632.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.5000%  | 0.0000% | $1041620.00        | $1061610.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.5000%  | 0.0000% | $387228.00         | $342312.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.5000%  | 0.0000% | $69738.00          | $67677.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | 0.0000% | $3230820.00        | $3347539.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 5.5000%  | 0.0000% | $1859855.00        | $1897010.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.0000%  | 0.0000% | $2287813.00        | $2378577.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $817.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.0000%  | 0.0000% | $1196744.00        | $1193145.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 7.0000%  | 0.0000% | $1284730.00        | $1387144.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.5000%  | 0.0000% | $1326839.00        | $1155207.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.0000%  | 0.0000% | $1549589.00        | $1549875.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.0000%  | 0.0000% | $166649.00         | $167769.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | 0.0000% | $5964512.00        | $5363552.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1192.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 5.5000%  | 0.0000% | $127623.00         | $121503.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.0000%  | 0.0000% | $1000.00           | $1002.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 7.0000%  | 0.0000% | $2000.00           | $2118.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 7.0000%  | 0.0000% | $1293897.00        | $1362526.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 5.0000%  | 0.0000% | $1052.00           | $1056.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 6.5000%  | 0.0000% | $3000.00           | $1108.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 5.5000%  | 0.0000% | $108586.00         | $106126.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.5000%  | 0.0000% | $4607579.00        | $4069157.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $919.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 7.0000%  | 0.0000% | $1000.00           | $1052.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.5000%  | 0.0000% | $2000.00           | $2036.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $1526907.00        | $1155443.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | 0.0000% | $21641184.00       | $19714531.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1023.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.5000%  | 0.0000% | $1693158.00        | $1713105.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 7.0000%  | 0.0000% | $1114160.00        | $1172638.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.5000%  | 0.0000% | $1986219.00        | $1605983.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | 0.0000% | $1918603.00        | $1967137.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | 0.0000% | $1041014.00        | $1065783.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.5000%  | 0.0000% | $3824796.00        | $3759256.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | 0.0000% | $2853000.00        | $2364408.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 4.5000%  | 0.0000% | $873559.00         | $853507.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.5000%  | 0.0000% | $1581595.00        | $1612434.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.0000%  | 0.0000% | $4777283.00        | $4472874.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | 0.0000% | $30580.00          | $29091.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.5000%  | 0.0000% | $4143858.00        | $2819231.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | 0.0000% | $935365.00         | $549566.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.0000%  | 0.0000% | $1257750.00        | $1301789.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | 0.0000% | $22072064.00       | $22157470.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.5000%  | 0.0000% | $15900568.00       | $14024650.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1042.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | 0.0000% | $1313240.00        | $1330225.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.5000%  | 0.0000% | $1510384.00        | $1398443.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | 0.0000% | $1001.00           | $1039.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.0000%  | 0.0000% | $1570300.00        | $1648643.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $967.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $2000.00           | $2067.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $935.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.0000%  | 0.0000% | $8366368.00        | $8558799.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | 0.0000% | $1433536.00        | $1219404.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | 0.0000% | $9152609.00        | $8941515.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.5000%  | 0.0000% | $21431200.00       | $21362142.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.0000%  | 0.0000% | $3000.00           | $2736.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.5000%  | 0.0000% | $7774864.00        | $7809017.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 4.5000%  | 0.0000% | $1517162.00        | $1434797.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.5000%  | 0.0000% | $1039584.00        | $972794.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.0000%  | 0.0000% | $2437120.00        | $2458624.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | 0.0000% | $3403885.00        | $3534009.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.0000%  | 0.0000% | $1112566.00        | $1157627.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.0000%  | 0.0000% | $1134303.00        | $1176398.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 5.5000%  | 0.0000% | $339920.00         | $298117.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.5000%  | 0.0000% | $19499760.00       | $19531026.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 5.0000%  | 0.0000% | $1001.00           | $1006.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $3014276.00        | $3123147.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $9593033.00        | $9902109.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.5000%  | 0.0000% | $152927.00         | $154016.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.5000%  | 0.0000% | $1021150.00        | $1067441.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | 0.0000% | $1256474.00        | $1294537.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.0000%  | 0.0000% | $4453799.00        | $4418869.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 4.5000%  | 0.0000% | $1009317.00        | $978960.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 5.5000%  | 0.0000% | $3245115.00        | $2942692.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.5000%  | 0.0000% | $1001.00           | $1051.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $2341949.00        | $1887890.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $957.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.0000%  | 0.0000% | $998900.00         | $948312.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.5000%  | 0.0000% | $112888.00         | $119154.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $936.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.0000%  | 0.0000% | $1089178.00        | $1072523.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.0000%  | 0.0000% | $1007016.00        | $1034511.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $634.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | 0.0000% | $10532880.00       | $10588486.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.5000%  | 0.0000% | $3000.00           | $3110.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $6762530.00        | $6940363.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.5000%  | 0.0000% | $6832904.00        | $6393964.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.5000%  | 0.0000% | $1289987.00        | $1257936.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 5.5000%  | 0.0000% | $2238898.00        | $2310307.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $297473.00         | $304843.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.5000%  | 0.0000% | $694507.00         | $720642.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $1188526.00        | $1207871.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $20204640.00       | $20271294.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.0000%  | 0.0000% | $3045100.00        | $2343910.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | 0.0000% | $4944186.00        | $5070318.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 4.5000%  | 0.0000% | $1199212.00        | $1181078.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | 0.0000% | $2919427.00        | $2998991.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.5000%  | 0.0000% | $3000.00           | $3150.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.5000%  | 0.0000% | $2088003.00        | $2139891.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.5000%  | 0.0000% | $3000.00           | $2501.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 7.5000%  | 0.0000% | $1000.00           | $1070.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | 0.0000% | $1016000.00        | $1033074.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.5000%  | 0.0000% | $1679024.00        | $1740820.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | 0.0000% | $1131075.00        | $1174222.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.5000%  | 0.0000% | $1080450.00        | $1104040.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.0000%  | 0.0000% | $1000.00           | $1004.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | 0.0000% | $5558592.00        | $4640875.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | 0.0000% | $3000.00           | $3047.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.5000%  | 0.0000% | $2001.00           | $2119.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | 0.0000% | $133752.00         | $137579.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.5000%  | 0.0000% | $1142596.00        | $1201941.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.5000%  | 0.0000% | $3862896.00        | $3945002.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $932.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.0000%  | 0.0000% | $1203872.00        | $893045.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.0000%  | 0.0000% | $1027975.00        | $1058401.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $995.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.0000%  | 0.0000% | $4936688.00        | $4967857.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | 0.0000% | $117127.00         | $109046.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | 0.0000% | $1157000.00        | $1177485.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.0000%  | 0.0000% | $1409000.00        | $1428811.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | 0.0000% | $4000.00           | $4116.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.5000%  | 0.0000% | $2199550.00        | $2303883.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | 0.0000% | $1137625.00        | $1168622.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.5000%  | 0.0000% | $2297433.00        | $2403838.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | 0.0000% | $1346632.00        | $1383224.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.5000%  | 0.0000% | $3085216.00        | $3165526.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.0000%  | 0.0000% | $2895652.00        | $2910951.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.0000%  | 0.0000% | $4603000.00        | $4722089.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | 0.0000% | $38305.00          | $30038.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.5000%  | 0.0000% | $1003740.00        | $1053423.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.5000%  | 0.0000% | $657905.00         | $689391.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1050.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-10-01      | 4.5000%  | 0.0000% | $33992.00          | $29449.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.5000%  | 0.0000% | $1586844.00        | $1628099.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.0000%  | 0.0000% | $6545632.00        | $6572192.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.5000%  | 0.0000% | $675075.00         | $686133.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.5000%  | 0.0000% | $1173975.00        | $927988.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 4.5000%  | 0.0000% | $1256120.00        | $1234920.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.0000%  | 0.0000% | $1017.00           | $1061.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.5000%  | 0.0000% | $193001.00         | $199706.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1006.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.0000%  | 0.0000% | $3613238.00        | $3594458.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1040.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 4.5000%  | 0.0000% | $3914525.00        | $3852634.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.5000%  | 0.0000% | $1019720.00        | $1045459.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.5000%  | 0.0000% | $1150.00           | $1170.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.5000%  | 0.0000% | $1159934.00        | $1191796.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1039.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-11-01      | 3.5000%  | 0.0000% | $2417148.00        | $265735.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-11-01      | 4.5000%  | 0.0000% | $1000.00           | $296.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-02-01      | 3.0000%  | 0.0000% | $2373000.00        | $520257.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-10-01      | 4.0000%  | 0.0000% | $1001.00           | $103.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-12-01      | 4.0000%  | 0.0000% | $533114.00         | $79226.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-07-01      | 3.5000%  | 0.0000% | $1273906.00        | $327826.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-12-01      | 3.5000%  | 0.0000% | $390000.00         | $48821.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-03-01      | 3.5000%  | 0.0000% | $155422720.00      | $21696508.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-12-01      | 3.5000%  | 0.0000% | $100463744.00      | $17990615.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-01-01      | 3.5000%  | 0.0000% | $1000.00           | $139.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-02-01      | 3.5000%  | 0.0000% | $542000.00         | $197693.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | 0.0000% | $87468800.00       | $14213619.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-03-01      | 4.0000%  | 0.0000% | $84992.00          | $13379.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-11-01      | 3.5000%  | 0.0000% | $160530944.00      | $43977670.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-04-01      | 4.5000%  | 0.0000% | $3524436.00        | $279674.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.5000%  | 0.0000% | $6732120.00        | $1589938.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-05-01      | 4.5000%  | 0.0000% | $1087786.00        | $333141.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-02-01      | 3.5000%  | 0.0000% | $164414976.00      | $23715630.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-07-01      | 3.5000%  | 0.0000% | $1579802.00        | $343004.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | 0.0000% | $2000.00           | $212.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.5000%  | 0.0000% | $1315612.00        | $197575.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | 0.0000% | $42308160.00       | $8778681.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-07-01      | 3.5000%  | 0.0000% | $1457096.00        | $442560.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 2.5000%  | 0.0000% | $1000.00           | $277.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-10-01      | 2.5000%  | 0.0000% | $799000.00         | $85152.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-12-01      | 3.0000%  | 0.0000% | $1216410.00        | $238613.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-12-01      | 3.5000%  | 0.0000% | $339000.00         | $113347.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-08-01      | 4.5000%  | 0.0000% | $1191698.00        | $134964.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | 0.0000% | $1251884.00        | $626257.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | 0.0000% | $1068670.00        | $232314.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $99.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-06-01      | 4.0000%  | 0.0000% | $47091904.00       | $11033489.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-11-01      | 3.0000%  | 0.0000% | $1066608.00        | $228064.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-01-01      | 3.0000%  | 0.0000% | $3001.00           | $197.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-02-01      | 4.0000%  | 0.0000% | $3036164.00        | $660123.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-04-01      | 4.5000%  | 0.0000% | $8421343.00        | $1061793.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-03-01      | 4.0000%  | 0.0000% | $1881502.00        | $288692.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-05-01      | 3.5000%  | 0.0000% | $130000.00         | $42792.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2064-06-01      | 4.5000%  | 0.0000% | $1121706.00        | $1049056.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-07-01      | 5.0000%  | 0.0000% | $455000.00         | $57299.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-07-01      | 4.0000%  | 0.0000% | $181000.00         | $49606.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 4.5000%  | 0.0000% | $846999.00         | $196427.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 4.0000%  | 0.0000% | $7911604.00        | $2977942.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-11-01      | 3.5000%  | 0.0000% | $1000.00           | $160.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-10-01      | 4.0000%  | 0.0000% | $1024.00           | $257.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-08-01      | 3.5000%  | 0.0000% | $504311.00         | $151401.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-03-01      | 3.5000%  | 0.0000% | $1038000.00        | $322614.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-02-01      | 4.5000%  | 0.0000% | $998954.00         | $278748.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-01-01      | 4.5000%  | 0.0000% | $20772027.00       | $5590704.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-06-01      | 3.0000%  | 0.0000% | $201475.00         | $71302.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-06-01      | 4.0000%  | 0.0000% | $986749.00         | $269681.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-01-01      | 2.5000%  | 0.0000% | $1000000.00        | $425398.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-01-01      | 3.5000%  | 0.0000% | $20382555.00       | $6934188.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-02-01      | 3.5000%  | 0.0000% | $2048.00           | $600.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-09-01      | 3.0000%  | 0.0000% | $364768.00         | $116927.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-09-01      | 3.5000%  | 0.0000% | $235199.00         | $74713.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-04-01      | 4.0000%  | 0.0000% | $1000.00           | $201.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 4.0000%  | 0.0000% | $119794445.00      | $35847766.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-02-01      | 3.5000%  | 0.0000% | $1716184.00        | $408614.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-01-01      | 4.0000%  | 0.0000% | $158784996.00      | $37203376.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2058-05-01      | 3.5000%  | 0.0000% | $171000.00         | $57069.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-05-01      | 3.0000%  | 0.0000% | $1194000.00        | $484649.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2059-01-01      | 3.0000%  | 0.0000% | $351000.00         | $122267.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2059-01-01      | 5.5000%  | 0.0000% | $134348.00         | $64508.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 3.0000%  | 0.0000% | $544856.00         | $301659.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-02-01      | 4.0000%  | 0.0000% | $14430249.00       | $8446313.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2062-03-01      | 5.0000%  | 0.0000% | $445813.00         | $318761.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2062-03-01      | 2.5000%  | 0.0000% | $57346528.00       | $38285157.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2062-12-01      | 2.5000%  | 0.0000% | $412970.00         | $280193.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2062-09-01      | 2.5000%  | 0.0000% | $10277.00          | $6445.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2063-06-01      | 3.5000%  | 0.0000% | $11172726.00       | $8473962.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-03-01      | 3.5000%  | 0.0000% | $2000.00           | $349.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-04-01      | 4.0000%  | 0.0000% | $2000.00           | $385.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-06-01      | 4.5000%  | 0.0000% | $1081177.00        | $237770.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-08-01      | 3.5000%  | 0.0000% | $2048.00           | $309.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-05-01      | 4.0000%  | 0.0000% | $3418960.00        | $886032.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-07-01      | 4.0000%  | 0.0000% | $5484792.00        | $1148793.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-11-01      | 4.5000%  | 0.0000% | $1015590.00        | $382887.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-09-01      | 4.0000%  | 0.0000% | $17651820.00       | $5207839.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-04-01      | 4.5000%  | 0.0000% | $1773513.00        | $506288.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-06-01      | 4.5000%  | 0.0000% | $1495260.00        | $619469.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-08-01      | 4.0000%  | 0.0000% | $18235960.00       | $3710179.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-06-01      | 4.5000%  | 0.0000% | $22000.00          | $8410.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-08-01      | 3.5000%  | 0.0000% | $1000.00           | $353.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-07-01      | 4.0000%  | 0.0000% | $18917305.00       | $605341.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-08-01      | 3.5000%  | 0.0000% | $5846.00           | $841.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-08-01      | 4.0000%  | 0.0000% | $1739542.00        | $496558.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-10-01      | 4.5000%  | 0.0000% | $1486719.00        | $530500.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-10-01      | 4.5000%  | 0.0000% | $1069340.00        | $314307.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-03-01      | 4.5000%  | 0.0000% | $21258273.00       | $5597407.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-01-01      | 4.5000%  | 0.0000% | $1845341.00        | $641942.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.5000%  | 0.0000% | $1176727.00        | $1093982.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-11-01      | 3.5000%  | 0.0000% | $1647084.00        | $693408.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-04-01      | 4.0000%  | 0.0000% | $3613761.00        | $846964.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-11-01      | 4.0000%  | 0.0000% | $1560633.00        | $420027.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-05-01      | 4.0000%  | 0.0000% | $1000.00           | $455.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-02-01      | 4.5000%  | 0.0000% | $17103911.00       | $3291203.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-03-01      | 3.5000%  | 0.0000% | $1384086.00        | $195056.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-03-01      | 4.0000%  | 0.0000% | $1000000.00        | $196230.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-10-01      | 4.0000%  | 0.0000% | $40744320.00       | $6568839.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 4.5000%  | 0.0000% | $1001.00           | $326.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 4.5000%  | 0.0000% | $6712384.00        | $1270298.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-01-01      | 4.5000%  | 0.0000% | $1801372.00        | $924903.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 3.5000%  | 0.0000% | $2056714.00        | $828691.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 3.5000%  | 0.0000% | $697418.00         | $186657.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-02-01      | 3.5000%  | 0.0000% | $195000.00         | $41511.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-09-01      | 3.5000%  | 0.0000% | $3044745.00        | $728527.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-02-01      | 3.0000%  | 0.0000% | $2000.00           | $377.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-06-01      | 4.5000%  | 0.0000% | $1615567.00        | $564026.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-01-01      | 3.0000%  | 0.0000% | $2000.00           | $806.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-07-01      | 4.0000%  | 0.0000% | $2002.00           | $392.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 2.5000%  | 0.0000% | $1008.00           | $397.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-03-01      | 4.5000%  | 0.0000% | $2048.00           | $444.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-04-01      | 4.5000%  | 0.0000% | $2016.00           | $367.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-05-01      | 4.5000%  | 0.0000% | $23592158.00       | $4597430.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-05-01      | 3.0000%  | 0.0000% | $2109.00           | $322.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-06-01      | 4.5000%  | 0.0000% | $2000.00           | $410.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 4.0000%  | 0.0000% | $1271.00           | $202.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-05-01      | 3.0000%  | 0.0000% | $2000.00           | $715.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-05-01      | 4.5000%  | 0.0000% | $17886050.00       | $3922369.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $421.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 4.5000%  | 0.0000% | $3275236.00        | $1021103.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | 0.0000% | $2144380.00        | $1000998.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 4.5000%  | 0.0000% | $1764108.00        | $877812.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 4.5000%  | 0.0000% | $1760842.00        | $942587.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-07-01      | 4.5000%  | 0.0000% | $1671695.00        | $562785.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-07-01      | 4.5000%  | 0.0000% | $2755272.00        | $841392.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-08-01      | 4.5000%  | 0.0000% | $3750685.00        | $386417.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-06-01      | 4.5000%  | 0.0000% | $1363722.00        | $482933.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-07-01      | 4.5000%  | 0.0000% | $1127792.00        | $398101.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 4.5000%  | 0.0000% | $1473586.00        | $255988.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 4.5000%  | 0.0000% | $2001028.00        | $965680.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | 0.0000% | $1389052.00        | $539371.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-07-01      | 4.5000%  | 0.0000% | $304580.00         | $77004.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-10-01      | 4.5000%  | 0.0000% | $1260088.00        | $560106.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-10-01      | 4.5000%  | 0.0000% | $2146872.00        | $879512.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-10-01      | 4.5000%  | 0.0000% | $2163372.00        | $534917.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-09-01      | 4.0000%  | 0.0000% | $2001.00           | $468.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-10-01      | 4.5000%  | 0.0000% | $26999319.00       | $3159602.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.5000%  | 0.0000% | $6499000.00        | $3908102.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-07-01      | 4.5000%  | 0.0000% | $1940518.00        | $414376.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 4.5000%  | 0.0000% | $2017.00           | $398.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-08-01      | 4.5000%  | 0.0000% | $35448592.00       | $6377787.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 4.5000%  | 0.0000% | $2100716.00        | $621968.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-10-01      | 4.0000%  | 0.0000% | $11489880.00       | $2164175.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-08-01      | 4.5000%  | 0.0000% | $2650144.00        | $237097.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-03-01      | 3.0000%  | 0.0000% | $774000.00         | $128040.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-05-01      | 3.5000%  | 0.0000% | $504704.00         | $68315.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-01-01      | 4.0000%  | 0.0000% | $700000.00         | $159877.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 4.0000%  | 0.0000% | $1514785.00        | $327297.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-05-01      | 3.5000%  | 0.0000% | $18139032.00       | $5355795.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-06-01      | 4.0000%  | 0.0000% | $2010640.00        | $537930.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-04-01      | 3.5000%  | 0.0000% | $2000.00           | $262.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-05-01      | 3.5000%  | 0.0000% | $4036471.00        | $1226019.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-02-01      | 4.0000%  | 0.0000% | $29899425.00       | $8841311.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-03-01      | 3.5000%  | 0.0000% | $86474496.00       | $23457354.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-12-01      | 2.5000%  | 0.0000% | $660000.00         | $116986.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | 0.0000% | $30258739.00       | $7986288.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-01-01      | 3.5000%  | 0.0000% | $2224000.00        | $502765.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-02-01      | 3.5000%  | 0.0000% | $2005.00           | $311.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-02-01      | 3.5000%  | 0.0000% | $1295000.00        | $374621.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-10-01      | 4.5000%  | 0.0000% | $5048.00           | $880.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-10-01      | 4.0000%  | 0.0000% | $2000.00           | $407.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-03-01      | 3.5000%  | 0.0000% | $55327599.00       | $15964295.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.0000%  | 0.0000% | $17995990.00       | $3391554.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-01-01      | 4.5000%  | 0.0000% | $5120.00           | $972.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-01-01      | 3.5000%  | 0.0000% | $3000.00           | $574.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-05-01      | 4.0000%  | 0.0000% | $221445583.00      | $51980977.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-03-01      | 4.5000%  | 0.0000% | $2848891.00        | $742634.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-10-01      | 3.0000%  | 0.0000% | $2000.00           | $462.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-05-01      | 3.5000%  | 0.0000% | $1000.00           | $376.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-05-01      | 4.0000%  | 0.0000% | $2031976.00        | $1461326.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 2.5000%  | 0.0000% | $500000.00         | $387087.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.5000%  | 0.0000% | $5715496.00        | $4069337.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-06-01      | 4.5000%  | 0.0000% | $4888474.00        | $4541818.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | 0.0000% | $5138356.00        | $732845.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 5.0000%  | 0.0000% | $2183331.00        | $208562.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 4.5000%  | 0.0000% | $27003.00          | $7969.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 5.0000%  | 0.0000% | $1001.00           | $654.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-03-01      | 5.0000%  | 0.0000% | $308605.00         | $29211.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $255.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.0000%  | 0.0000% | $2653464.00        | $702073.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-10-01      | 4.5000%  | 0.0000% | $1479944.00        | $662195.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | 0.0000% | $3261764.00        | $873836.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | 0.0000% | $52064028.00       | $12552295.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 4.5000%  | 0.0000% | $1376060.00        | $573101.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | 0.0000% | $1170.00           | $231.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | 0.0000% | $1055540.00        | $438616.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | 0.0000% | $2305377.00        | $575271.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $366.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 4.5000%  | 0.0000% | $1157622.00        | $177591.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-01-01      | 5.5000%  | 0.0000% | $973614.00         | $221004.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-02-01      | 5.0000%  | 0.0000% | $1000.00           | $183.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-03-01      | 4.0000%  | 0.0000% | $5933318.00        | $1357031.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 4.0000%  | 0.0000% | $2856371.00        | $152189.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-03-01      | 5.0000%  | 0.0000% | $21258000.00       | $5697761.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-03-01      | 4.5000%  | 0.0000% | $2214956.00        | $573890.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-02-01      | 4.5000%  | 0.0000% | $1707680.00        | $388958.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-01-01      | 4.5000%  | 0.0000% | $2048121.00        | $765609.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-01-01      | 5.0000%  | 0.0000% | $1001.00           | $308.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 4.5000%  | 0.0000% | $1479246.00        | $682723.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 4.5000%  | 0.0000% | $8229837.00        | $2151750.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 4.5000%  | 0.0000% | $47000.00          | $17463.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 4.5000%  | 0.0000% | $5159421.00        | $628350.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-01-01      | 4.5000%  | 0.0000% | $3555693.00        | $630921.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-07-01      | 3.0000%  | 0.0000% | $1868000.00        | $280669.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-06-01      | 3.5000%  | 0.0000% | $1337836.00        | $348505.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 4.5000%  | 0.0000% | $1001.00           | $477.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-03-01      | 5.0000%  | 0.0000% | $993535.00         | $162468.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 4.5000%  | 0.0000% | $2908005.00        | $921724.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-06-01      | 4.5000%  | 0.0000% | $4130294.00        | $938464.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-02-01      | 4.5000%  | 0.0000% | $2115828.00        | $588267.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-02-01      | 4.5000%  | 0.0000% | $1913963.00        | $408455.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-02-01      | 4.5000%  | 0.0000% | $1535513.00        | $397646.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-02-01      | 4.5000%  | 0.0000% | $2261083.00        | $538487.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-03-01      | 4.5000%  | 0.0000% | $1649496.00        | $529750.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 5.0000%  | 0.0000% | $1007112.00        | $124577.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 4.5000%  | 0.0000% | $1010470.00        | $350489.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 4.5000%  | 0.0000% | $1814775.00        | $559482.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 4.5000%  | 0.0000% | $991237.00         | $359941.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 3.5000%  | 0.0000% | $1280827.00        | $560051.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-06-01      | 3.5000%  | 0.0000% | $1426184.00        | $588525.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-06-01      | 3.5000%  | 0.0000% | $4694374.00        | $1146571.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 3.5000%  | 0.0000% | $1000.00           | $238.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 4.5000%  | 0.0000% | $426328.00         | $19335.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 4.5000%  | 0.0000% | $1281808.00        | $273970.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 4.5000%  | 0.0000% | $1308749.00        | $316244.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 3.5000%  | 0.0000% | $8436240.00        | $1302487.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 4.0000%  | 0.0000% | $1595283.00        | $317537.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 5.0000%  | 0.0000% | $1049590.00        | $429457.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 4.5000%  | 0.0000% | $1444517.00        | $421243.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 4.5000%  | 0.0000% | $1635304.00        | $512969.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 4.5000%  | 0.0000% | $1508170.00        | $730874.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 4.5000%  | 0.0000% | $1001.00           | $343.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 4.5000%  | 0.0000% | $1698086.00        | $258447.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-06-01      | 3.5000%  | 0.0000% | $2711540.00        | $649567.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 3.5000%  | 0.0000% | $1304348.00        | $370114.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-08-01      | 4.0000%  | 0.0000% | $23197000.00       | $3630140.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-11-01      | 3.5000%  | 0.0000% | $1228994.00        | $228243.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-11-01      | 3.5000%  | 0.0000% | $1024692.00        | $505736.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 3.5000%  | 0.0000% | $1257908.00        | $532694.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-11-01      | 3.0000%  | 0.0000% | $18548512.00       | $6517610.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 3.5000%  | 0.0000% | $1405206.00        | $470994.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-11-01      | 3.5000%  | 0.0000% | $1002294.00        | $181243.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-02-01      | 3.5000%  | 0.0000% | $429852.00         | $143701.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 3.5000%  | 0.0000% | $1853212.00        | $763256.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 3.5000%  | 0.0000% | $1001206.00        | $408725.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $514.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-11-01      | 3.5000%  | 0.0000% | $1163506.00        | $539655.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-11-01      | 3.5000%  | 0.0000% | $1160272.00        | $142665.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-11-01      | 3.5000%  | 0.0000% | $1702730.00        | $633572.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-11-01      | 3.5000%  | 0.0000% | $5347592.00        | $937652.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 3.5000%  | 0.0000% | $1340268.00        | $309828.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 3.5000%  | 0.0000% | $1137122.00        | $522686.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 3.5000%  | 0.0000% | $1003.00           | $418.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 3.0000%  | 0.0000% | $1887668.00        | $489342.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $395.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 3.5000%  | 0.0000% | $1562762.00        | $599627.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 3.5000%  | 0.0000% | $1003.00           | $322.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 4.0000%  | 0.0000% | $1047998.00        | $279308.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $444.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 3.5000%  | 0.0000% | $2458570.00        | $877455.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 3.5000%  | 0.0000% | $1037356.00        | $449307.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 4.0000%  | 0.0000% | $1701895.00        | $726783.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 3.5000%  | 0.0000% | $1001.00           | $503.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 3.5000%  | 0.0000% | $1164392.00        | $422035.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-03-01      | 2.5000%  | 0.0000% | $3000.00           | $694.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-03-01      | 2.5000%  | 0.0000% | $1000.00           | $234.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-06-01      | 3.5000%  | 0.0000% | $1091027.00        | $457444.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-03-01      | 3.5000%  | 0.0000% | $738000.00         | $309919.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-06-01      | 2.5000%  | 0.0000% | $859000.00         | $295084.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-06-01      | 2.5000%  | 0.0000% | $1120.00           | $429.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-06-01      | 2.5000%  | 0.0000% | $129927904.00      | $50448507.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 2.0000%  | 0.0000% | $1025.00           | $441.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 4.0000%  | 0.0000% | $1000.00           | $217.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-07-01      | 2.5000%  | 0.0000% | $25287932.00       | $9314366.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-06-01      | 3.0000%  | 0.0000% | $1210000.00        | $548875.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-08-01      | 2.0000%  | 0.0000% | $4096.00           | $1849.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-07-01      | 5.0000%  | 0.0000% | $1000.00           | $349.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | 0.0000% | $7698318.00        | $3936410.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-08-01      | 2.0000%  | 0.0000% | $1015.00           | $236.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 3.0000%  | 0.0000% | $1165163.00        | $416790.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $325000.00         | $186533.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 2.0000%  | 0.0000% | $1030074.00        | $585562.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-03-01      | 2.0000%  | 0.0000% | $87870710.00       | $48994557.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 2.0000%  | 0.0000% | $170115840.00      | $97327480.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 2.5000%  | 0.0000% | $2048.00           | $1194.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-03-01      | 2.0000%  | 0.0000% | $2000.00           | $1132.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 3.0000%  | 0.0000% | $1061325.00        | $451245.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-03-01      | 2.0000%  | 0.0000% | $1024.00           | $590.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $590.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 3.0000%  | 0.0000% | $2004.00           | $780.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 3.0000%  | 0.0000% | $6437911.00        | $2156726.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 2.5000%  | 0.0000% | $5999000.00        | $3487288.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 2.5000%  | 0.0000% | $998997.00         | $479270.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-05-01      | 2.0000%  | 0.0000% | $43000.00          | $17961.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-09-01      | 2.5000%  | 0.0000% | $1024.00           | $638.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 2.5000%  | 0.0000% | $2000.00           | $1344.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 2.5000%  | 0.0000% | $455247.00         | $238840.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.0000%  | 0.0000% | $2501640.00        | $1253749.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $6275384.00        | $4798028.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $6011.00           | $5368.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $5114523.00        | $4114843.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 2.0000%  | 0.0000% | $181000.00         | $111962.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 6.5000%  | 0.0000% | $1000.00           | $753.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | 0.0000% | $13177380.00       | $10477509.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | 0.0000% | $7511232.00        | $5765145.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.0000%  | 0.0000% | $5796055.00        | $4297382.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.0000%  | 0.0000% | $10772785.00       | $6984204.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 6.5000%  | 0.0000% | $9972700.00        | $6490135.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.0000%  | 0.0000% | $15247184.00       | $13684368.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 5.5000%  | 0.0000% | $7772216.00        | $6511204.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 4.5000%  | 0.0000% | $3375911.00        | $3226737.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 3.0000%  | 0.0000% | $1488690.00        | $1067337.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-02-01      | 5.5000%  | 0.0000% | $2849950.00        | $2499054.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 2.5000%  | 0.0000% | $1437370.00        | $725611.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 3.0000%  | 0.0000% | $5281340.00        | $3224344.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 3.0000%  | 0.0000% | $692000.00         | $353060.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.0000%  | 0.0000% | $102113.00         | $74613.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.0000%  | 0.0000% | $74464.00          | $65647.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | 0.0000% | $1008.00           | $823.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $1541150.00        | $1471010.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 4.0000%  | 0.0000% | $282432.00         | $188302.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.0000%  | 0.0000% | $15432423.00       | $14142795.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.0000%  | 0.0000% | $12848352.00       | $9676606.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.0000%  | 0.0000% | $1901324.00        | $1244312.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.0000%  | 0.0000% | $1054042.00        | $788764.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 4.0000%  | 0.0000% | $7927736.00        | $6425804.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.0000%  | 0.0000% | $26027785.00       | $17308643.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 3.5000%  | 0.0000% | $1145638.00        | $917083.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.5000%  | 0.0000% | $5097888.00        | $5199055.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.5000%  | 0.0000% | $3534240.00        | $2780961.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1920.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.5000%  | 0.0000% | $1002.00           | $1018.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.5000%  | 0.0000% | $14705781.00       | $14902132.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $971.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 4.5000%  | 0.0000% | $1292813.00        | $933617.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $822.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $3000.00           | $2202.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | 0.0000% | $1547003.00        | $1124376.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $740.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.0000%  | 0.0000% | $5794480.00        | $3635558.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $675.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.0000%  | 0.0000% | $1418000.00        | $1007560.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 5.0000%  | 0.0000% | $1153878.00        | $770651.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 5.0000%  | 0.0000% | $1085974.00        | $787599.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1400.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.5000%  | 0.0000% | $31225088.00       | $22615030.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 4.0000%  | 0.0000% | $9455640.00        | $5744492.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 5.0000%  | 0.0000% | $36806709.00       | $29904258.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.0000%  | 0.0000% | $584468.00         | $418685.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 5.0000%  | 0.0000% | $1500000.00        | $971925.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $302369.00         | $221449.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.5000%  | 0.0000% | $5944022.00        | $4056470.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 5.0000%  | 0.0000% | $148000.00         | $116335.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 5.0000%  | 0.0000% | $1335686.00        | $1136548.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $5001.00           | $4002.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.0000%  | 0.0000% | $1308768.00        | $1070682.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $397000.00         | $305588.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.0000%  | 0.0000% | $1706094.00        | $1256620.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.5000%  | 0.0000% | $27502032.00       | $21335796.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 5.0000%  | 0.0000% | $1454560.00        | $1073489.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 4.5000%  | 0.0000% | $1000.00           | $944.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 5.0000%  | 0.0000% | $1029202.00        | $879306.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 5.0000%  | 0.0000% | $1165668.00        | $782157.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 5.0000%  | 0.0000% | $1046202.00        | $612101.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $1456150.00        | $635619.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.5000%  | 0.0000% | $1206400.00        | $1058455.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $1043103.00        | $351370.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | 0.0000% | $1157441.00        | $1171567.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 5.0000%  | 0.0000% | $1155928.00        | $1037911.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 2.5000%  | 0.0000% | $272992.00         | $218807.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 4.5000%  | 0.0000% | $1009386.00        | $954140.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $633.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $1014.00           | $810.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 6.0000%  | 0.0000% | $518055.00         | $228252.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.0000%  | 0.0000% | $237000.00         | $180083.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $500000.00         | $375234.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $4596432.00        | $3589656.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $4224128.00        | $2490105.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.5000%  | 0.0000% | $6979223.00        | $5176116.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $6032000.00        | $5187868.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 5.0000%  | 0.0000% | $4099952.00        | $3252581.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.5000%  | 0.0000% | $1856010.00        | $1659220.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $959.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $1020542.00        | $678362.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $11075449.00       | $5423349.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $206009.00         | $97438.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $1914846.00        | $1023591.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $1110710.00        | $485567.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $1176520.00        | $705236.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $895.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $1699100.00        | $1212821.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $2285928.00        | $622146.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | 0.0000% | $1280408.00        | $674688.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $1459474.00        | $814572.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $1000406.00        | $960035.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $1806000.00        | $1174659.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $2001.00           | $1473.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.5000%  | 0.0000% | $27204857.00       | $25335827.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | 0.0000% | $6894060.00        | $5754746.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $1138702.00        | $385122.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $1120738.00        | $1094031.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $21001.00          | $16566.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $101000.00         | $68377.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $866.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $709.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | 0.0000% | $472513.00         | $300306.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $2053737.00        | $1297790.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | 0.0000% | $9000.00           | $7565.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $1145808.00        | $934341.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | 0.0000% | $1328986.00        | $1113998.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $1852169.00        | $1574047.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $1109580.00        | $712186.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $1668280.00        | $1461865.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | 0.0000% | $2575501.00        | $2421511.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $1321000.00        | $998414.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $1008.00           | $865.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $1286425.00        | $1138158.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $7140847.00        | $4220268.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $1284712.00        | $972774.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $1555508.00        | $1242828.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $5893000.00        | $5082033.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $774.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $16000.00          | $13127.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $8999.00           | $6496.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $1276424.00        | $991248.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.5000%  | 0.0000% | $2075.00           | $1391.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $1002.00           | $963.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $961.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $1003633.00        | $813887.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $1353832.00        | $1303294.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $21001.00          | $15826.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $1257912.00        | $886615.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $20790.00          | $20005.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.5000%  | 0.0000% | $1549240.00        | $1199736.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $1062653.00        | $815789.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $18001.00          | $11394.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $969.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.5000%  | 0.0000% | $1180503.00        | $1078350.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $143475.00         | $89049.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.5000%  | 0.0000% | $624669.00         | $525919.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.5000%  | 0.0000% | $1411538.00        | $907587.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $810.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.0000%  | 0.0000% | $1459570.00        | $1319750.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.0000%  | 0.0000% | $1325632.00        | $919409.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $3001.00           | $1320.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $1131766.00        | $428537.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $1411694.00        | $962618.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.0000%  | 0.0000% | $7003.00           | $6868.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | 0.0000% | $777160.00         | $621170.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $8811.00           | $3955.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $2001.00           | $1453.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $1091028.00        | $667942.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.5000%  | 0.0000% | $211748.00         | $171829.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.5000%  | 0.0000% | $1056631.00        | $904140.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $677.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $1668732.00        | $1246532.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $1254006.00        | $676441.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $4001.00           | $2464.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.5000%  | 0.0000% | $1001972.00        | $777633.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $2001.00           | $1453.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.0000%  | 0.0000% | $12003.00          | $9023.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $1193794.00        | $843395.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.0000%  | 0.0000% | $1138138.00        | $770027.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $607.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.5000%  | 0.0000% | $1275053.00        | $823361.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 7.0000%  | 0.0000% | $841978.00         | $386283.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 6.0000%  | 0.0000% | $991571.00         | $386304.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 5.5000%  | 0.0000% | $784598.00         | $698691.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 5.5000%  | 0.0000% | $10001.00          | $6668.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 6.0000%  | 0.0000% | $1435984.00        | $582256.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | 0.0000% | $1635904.00        | $945724.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.0000%  | 0.0000% | $1003283.00        | $963169.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.0000%  | 0.0000% | $10049928.00       | $7877668.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $778.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 4.5000%  | 0.0000% | $1040810.00        | $812668.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | 0.0000% | $2862686.00        | $1768299.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $497.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 6.5000%  | 0.0000% | $1000.00           | $900.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.0000%  | 0.0000% | $99000.00          | $72004.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $599.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 6.0000%  | 0.0000% | $1051050.00        | $765419.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | 0.0000% | $33858615.00       | $27552843.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.5000%  | 0.0000% | $2673586.00        | $2459292.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.5000%  | 0.0000% | $1028788.00        | $1015949.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.0000%  | 0.0000% | $7498310.00        | $4857861.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 4.5000%  | 0.0000% | $1000.00           | $766.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 6.0000%  | 0.0000% | $1133256.00        | $1124686.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.0000%  | 0.0000% | $1475832.00        | $1210546.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.0000%  | 0.0000% | $24821472.00       | $18516410.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.0000%  | 0.0000% | $15023692.00       | $10060696.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.5000%  | 0.0000% | $1071778.00        | $702604.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $749.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.0000%  | 0.0000% | $20001.00          | $10850.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.5000%  | 0.0000% | $19720.00          | $16093.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $490.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 5.5000%  | 0.0000% | $1001.00           | $813.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 4.5000%  | 0.0000% | $533231.00         | $289730.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.5000%  | 0.0000% | $35586.00          | $29848.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.5000%  | 0.0000% | $2799016.00        | $1988555.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 5.5000%  | 0.0000% | $999069.00         | $603668.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.5000%  | 0.0000% | $1621316.00        | $789904.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1553.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 6.0000%  | 0.0000% | $1172936.00        | $562799.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $886.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 6.0000%  | 0.0000% | $1036731.00        | $582975.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.0000%  | 0.0000% | $49204341.00       | $26138025.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.0000%  | 0.0000% | $1585721.00        | $818222.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.5000%  | 0.0000% | $1056897.00        | $850381.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.5000%  | 0.0000% | $1057706.00        | $867294.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 6.0000%  | 0.0000% | $9227664.00        | $7351565.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.5000%  | 0.0000% | $1301494.00        | $1102950.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.5000%  | 0.0000% | $1053700.00        | $766609.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.5000%  | 0.0000% | $1369452.00        | $790065.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 6.0000%  | 0.0000% | $162000.00         | $91542.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 4.5000%  | 0.0000% | $1517530.00        | $815762.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.0000%  | 0.0000% | $1145669.00        | $988372.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.0000%  | 0.0000% | $280209.00         | $191870.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 6.5000%  | 0.0000% | $1001246.00        | $486277.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | 0.0000% | $1178467.00        | $690494.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.5000%  | 0.0000% | $494000.00         | $381633.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | 0.0000% | $1093622.00        | $861283.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | 0.0000% | $1096520.00        | $696264.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | 0.0000% | $26001.00          | $19075.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | 0.0000% | $1249429.00        | $927934.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | 0.0000% | $19001.00          | $15804.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.5000%  | 0.0000% | $4521532.00        | $3169373.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $762.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $711.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | 0.0000% | $1177161.00        | $946639.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.5000%  | 0.0000% | $1390991.00        | $1092710.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.5000%  | 0.0000% | $1251938.00        | $1195589.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 6.0000%  | 0.0000% | $1398382.00        | $899848.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-03-01      | 4.5000%  | 0.0000% | $263306.00         | $127039.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | 0.0000% | $11931152.00       | $9486516.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.5000%  | 0.0000% | $1100000.00        | $854312.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | 0.0000% | $680287.00         | $543029.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.5000%  | 0.0000% | $1029467.00        | $1012699.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.5000%  | 0.0000% | $1428742.00        | $1041023.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.0000%  | 0.0000% | $1564209.00        | $786938.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 6.0000%  | 0.0000% | $1305201.00        | $1077737.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.5000%  | 0.0000% | $1244650.00        | $967011.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | 0.0000% | $1528675.00        | $1220854.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | 0.0000% | $572340.00         | $439534.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $750.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | 0.0000% | $5803315.00        | $4551237.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 6.0000%  | 0.0000% | $3015760.00        | $1932851.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 6.5000%  | 0.0000% | $465948.00         | $277749.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.0000%  | 0.0000% | $7000.00           | $3983.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $869.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.5000%  | 0.0000% | $1195484.00        | $692043.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 6.0000%  | 0.0000% | $1164310.00        | $934969.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $754.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.5000%  | 0.0000% | $1771906.00        | $850920.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | 0.0000% | $1489936.00        | $842961.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $773.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | 0.0000% | $17507480.00       | $13434155.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | 0.0000% | $2000.00           | $1398.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 6.5000%  | 0.0000% | $1079408.00        | $702195.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | 0.0000% | $1401458.00        | $1146146.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.5000%  | 0.0000% | $1004322.00        | $592475.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | 0.0000% | $1240679.00        | $1195041.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | 0.0000% | $1908943.00        | $1345842.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 6.0000%  | 0.0000% | $1634745.00        | $1473299.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 6.0000%  | 0.0000% | $1644015.00        | $1239482.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 5.0000%  | 0.0000% | $5243256.00        | $4549503.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $889.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.5000%  | 0.0000% | $1799879.00        | $911904.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | 0.0000% | $4475024.00        | $3467360.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | 0.0000% | $9000.00           | $9103.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | 0.0000% | $1249390.00        | $882561.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.0000%  | 0.0000% | $2000.00           | $1175.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.5000%  | 0.0000% | $1070036.00        | $845797.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.5000%  | 0.0000% | $1070370.00        | $875217.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 6.5000%  | 0.0000% | $1146599.00        | $1023998.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $843.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1032.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 6.5000%  | 0.0000% | $1093154.00        | $636732.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $810.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.0000%  | 0.0000% | $27961.00          | $22476.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.5000%  | 0.0000% | $2059259.00        | $1717133.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.5000%  | 0.0000% | $8232883.00        | $6115594.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.5000%  | 0.0000% | $24001.00          | $19552.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.5000%  | 0.0000% | $1127066.00        | $1022841.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 4.5000%  | 0.0000% | $1000.00           | $925.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 4.5000%  | 0.0000% | $1178551.00        | $1110346.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | 0.0000% | $1048320.00        | $838191.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.0000%  | 0.0000% | $1241460.00        | $1025242.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.0000%  | 0.0000% | $36870145.00       | $25917781.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.5000%  | 0.0000% | $1181937.00        | $937827.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $880.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $881.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.0000%  | 0.0000% | $1276650.00        | $1290218.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | 0.0000% | $2001.00           | $1290.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | 0.0000% | $844190.00         | $669733.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | 0.0000% | $8058.00           | $6719.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.0000%  | 0.0000% | $2000.00           | $1395.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-06-01      | 4.5000%  | 0.0000% | $57260.00          | $33777.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.0000%  | 0.0000% | $4539288.00        | $3523506.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | 0.0000% | $24857667.00       | $20113653.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | 0.0000% | $316742.00         | $257393.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.5000%  | 0.0000% | $1032388.00        | $616820.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $558.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.5000%  | 0.0000% | $1087887.00        | $992631.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $866.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | 0.0000% | $1151806.00        | $786227.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $578.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | 0.0000% | $128000.00         | $119539.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.0000%  | 0.0000% | $164181.00         | $141999.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | 0.0000% | $1483308.00        | $756553.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.5000%  | 0.0000% | $1044168.00        | $714211.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | 0.0000% | $805086.00         | $749454.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | 0.0000% | $1319254.00        | $959458.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 4.5000%  | 0.0000% | $472266.00         | $449370.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | 0.0000% | $1001.00           | $808.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 6.0000%  | 0.0000% | $1915732.00        | $1560030.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | 0.0000% | $1113156.00        | $1150437.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 4.5000%  | 0.0000% | $3578000.00        | $2766165.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 6.0000%  | 0.0000% | $1545006.00        | $1047454.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | 0.0000% | $1724376.00        | $1407353.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | 0.0000% | $55082.00          | $39046.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 4.5000%  | 0.0000% | $264763.00         | $209249.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.5000%  | 0.0000% | $600001.00         | $463966.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $845.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.0000%  | 0.0000% | $1398250.00        | $538794.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.5000%  | 0.0000% | $2000.00           | $1324.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | 0.0000% | $3000.00           | $2528.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 5.5000%  | 0.0000% | $709000.00         | $614617.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | 0.0000% | $4954987.00        | $4892736.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | 0.0000% | $1082396.00        | $1080244.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 6.0000%  | 0.0000% | $820199.00         | $559781.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | 0.0000% | $1024919.00        | $851331.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.0000%  | 0.0000% | $438242.00         | $312046.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $874.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | 0.0000% | $1001.00           | $880.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | 0.0000% | $9889008.00        | $9381539.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.0000%  | 0.0000% | $11149254.00       | $9032462.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.5000%  | 0.0000% | $1492474.00        | $418347.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1032.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.0000%  | 0.0000% | $787888.00         | $798776.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.5000%  | 0.0000% | $100000.00         | $52357.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.0000%  | 0.0000% | $3000.00           | $2294.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.0000%  | 0.0000% | $1098536.00        | $795503.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.0000%  | 0.0000% | $1541860.00        | $359490.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.5000%  | 0.0000% | $1049047.00        | $860893.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.0000%  | 0.0000% | $873175.00         | $780359.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | 0.0000% | $10000.00          | $7566.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | 0.0000% | $1198141.00        | $726724.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.5000%  | 0.0000% | $1006345.00        | $1037118.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 8.0000%  | 0.0000% | $511475.00         | $466288.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-11-01      | 3.5000%  | 0.0000% | $1024.00           | $150.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-11-01      | 3.5000%  | 0.0000% | $200254510.00      | $36881085.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-07-01      | 4.0000%  | 0.0000% | $370000.00         | $111960.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-08-01      | 4.0000%  | 0.0000% | $7289.00           | $1409.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-08-01      | 4.0000%  | 0.0000% | $2680180.00        | $289695.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-09-01      | 3.5000%  | 0.0000% | $3074.00           | $334.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-09-01      | 3.5000%  | 0.0000% | $200263360.00      | $24766459.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-09-01      | 4.0000%  | 0.0000% | $890000.00         | $213974.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-10-01      | 3.5000%  | 0.0000% | $801105.00         | $176982.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-05-01      | 4.0000%  | 0.0000% | $9480641.00        | $1672700.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-01-01      | 4.0000%  | 0.0000% | $2000.00           | $573.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-01-01      | 4.0000%  | 0.0000% | $1017.00           | $146.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-01-01      | 3.5000%  | 0.0000% | $206550272.00      | $26877752.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-01-01      | 3.5000%  | 0.0000% | $300032509.00      | $36001716.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-04-01      | 3.5000%  | 0.0000% | $1000.00           | $152.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-05-01      | 3.5000%  | 0.0000% | $150000.00         | $51111.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | 0.0000% | $53987.00          | $17928.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.0000%  | 0.0000% | $24053.00          | $6171.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | 0.0000% | $154483968.00      | $35463771.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-06-01      | 4.0000%  | 0.0000% | $135367680.00      | $13062188.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-06-01      | 4.5000%  | 0.0000% | $3438796.00        | $805058.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-06-01      | 4.5000%  | 0.0000% | $1000.00           | $245.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-07-01      | 4.0000%  | 0.0000% | $540847.00         | $40932.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-07-01      | 4.0000%  | 0.0000% | $37746200.00       | $9884055.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-07-01      | 4.5000%  | 0.0000% | $23269426.00       | $4178754.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-07-01      | 4.5000%  | 0.0000% | $12709984.00       | $4067628.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-08-01      | 4.5000%  | 0.0000% | $1024.00           | $302.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-08-01      | 4.5000%  | 0.0000% | $289000.00         | $63105.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-08-01      | 4.5000%  | 0.0000% | $170000.00         | $30216.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-08-01      | 4.5000%  | 0.0000% | $240888832.00      | $34610830.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-09-01      | 4.0000%  | 0.0000% | $316000.00         | $32916.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-10-01      | 4.5000%  | 0.0000% | $240000.00         | $49604.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-10-01      | 4.5000%  | 0.0000% | $700000.00         | $122951.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 3.5000%  | 0.0000% | $200246000.00      | $22515834.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-02-01      | 5.5000%  | 0.0000% | $1000.00           | $62.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 4.0000%  | 0.0000% | $100796847.00      | $12941350.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-12-01      | 5.5000%  | 0.0000% | $879000.00         | $157626.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-01-01      | 4.5000%  | 0.0000% | $1000.00           | $200.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-12-01      | 3.5000%  | 0.0000% | $4934904.00        | $697820.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-01-01      | 3.5000%  | 0.0000% | $446000.00         | $90873.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-02-01      | 4.5000%  | 0.0000% | $1024.00           | $67.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-02-01      | 4.5000%  | 0.0000% | $88513152.00       | $24911378.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-02-01      | 4.0000%  | 0.0000% | $13503787.00       | $2578924.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-03-01      | 4.5000%  | 0.0000% | $111668352.00      | $26673715.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-03-01      | 4.0000%  | 0.0000% | $1330600.00        | $893302.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 4.5000%  | 0.0000% | $16056162.00       | $4148452.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 4.5000%  | 0.0000% | $9295860.00        | $2823064.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 4.5000%  | 0.0000% | $6149.00           | $1726.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 3.5000%  | 0.0000% | $429000.00         | $98991.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-10-01      | 4.5000%  | 0.0000% | $1000.00           | $137.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 3.5000%  | 0.0000% | $227002.00         | $26054.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-08-01      | 3.0000%  | 0.0000% | $344000.00         | $111699.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-09-01      | 3.5000%  | 0.0000% | $196028018.00      | $49330182.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-09-01      | 3.0000%  | 0.0000% | $92392000.00       | $30539714.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-09-01      | 3.0000%  | 0.0000% | $1096868.00        | $113805.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-10-01      | 3.0000%  | 0.0000% | $1750000.00        | $374358.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-10-01      | 3.0000%  | 0.0000% | $1169722.00        | $452708.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-10-01      | 3.5000%  | 0.0000% | $37275000.00       | $13630919.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $239.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $317.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-03-01      | 4.0000%  | 0.0000% | $29803040.00       | $11052912.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-11-01      | 3.0000%  | 0.0000% | $486071040.00      | $99854528.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-11-01      | 4.0000%  | 0.0000% | $1315000.00        | $415613.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 3.0000%  | 0.0000% | $1176150.00        | $432968.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 3.0000%  | 0.0000% | $2245000.00        | $690973.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-02-01      | 3.5000%  | 0.0000% | $102176601.00      | $47600983.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-06-01      | 2.5000%  | 0.0000% | $621724.00         | $241810.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-03-01      | 3.0000%  | 0.0000% | $441460.00         | $132207.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-04-01      | 4.0000%  | 0.0000% | $3072.00           | $1026.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-04-01      | 3.0000%  | 0.0000% | $18168042.00       | $4991574.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 2.5000%  | 0.0000% | $15882184.00       | $7084410.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 3.5000%  | 0.0000% | $1024.00           | $487.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 3.5000%  | 0.0000% | $84746496.00       | $39242386.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-06-01      | 2.5000%  | 0.0000% | $51202048.00       | $21731449.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-06-01      | 2.5000%  | 0.0000% | $2166088.00        | $868969.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-06-01      | 2.5000%  | 0.0000% | $226224991.00      | $90505049.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 5.0000%  | 0.0000% | $356817.00         | $74917.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 4.5000%  | 0.0000% | $126711.00         | $58108.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.5000%  | 0.0000% | $278879.00         | $122229.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-07-01      | 2.5000%  | 0.0000% | $1663275.00        | $619659.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-07-01      | 2.0000%  | 0.0000% | $44102763.00       | $20108937.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-07-01      | 2.5000%  | 0.0000% | $142496480.00      | $53266659.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.5000%  | 0.0000% | $187288394.00      | $69150357.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.5000%  | 0.0000% | $1042.00           | $421.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.5000%  | 0.0000% | $27654560.00       | $11534359.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.5000%  | 0.0000% | $132829312.00      | $51947258.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.0000%  | 0.0000% | $3232271.00        | $1562176.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | 0.0000% | $31057795.00       | $16066950.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | 0.0000% | $18296736.00       | $8935455.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | 0.0000% | $34060154.00       | $16605986.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.5000%  | 0.0000% | $22649229.00       | $10730836.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | 0.0000% | $87891360.00       | $41698463.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.5000%  | 0.0000% | $57783.00          | $28888.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | 0.0000% | $5714861.00        | $2913650.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | 0.0000% | $71357568.00       | $37893955.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | 0.0000% | $82726272.00       | $44338003.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | 0.0000% | $100933120.00      | $53711029.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.5000%  | 0.0000% | $1000.00           | $474.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.5000%  | 0.0000% | $25375618.00       | $13143375.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.5000%  | 0.0000% | $1800894.00        | $940848.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | 0.0000% | $39941056.00       | $20081220.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | 0.0000% | $11693151.00       | $6484940.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | 0.0000% | $16165400.00       | $8517861.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $534.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | 0.0000% | $15982080.00       | $8495291.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $529.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | 0.0000% | $183544883.00      | $96108090.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $1024.00           | $573.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-12-01      | 3.0000%  | 0.0000% | $1215758.00        | $543240.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.0000%  | 0.0000% | $25322790.00       | $14208160.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $82965433.00       | $43430340.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-01-01      | 2.5000%  | 0.0000% | $11447179.00       | $4304084.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $397000.00         | $227564.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $48473956.00       | $27176095.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 3.0000%  | 0.0000% | $26966746.00       | $14811802.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-06-01      | 2.0000%  | 0.0000% | $67986240.00       | $38520834.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 2.5000%  | 0.0000% | $30861973.00       | $17788989.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 2.5000%  | 0.0000% | $1024.00           | $586.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 2.0000%  | 0.0000% | $2003.00           | $1181.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-09-01      | 2.5000%  | 0.0000% | $1040.00           | $632.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-09-01      | 2.5000%  | 0.0000% | $1536.00           | $924.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 2.5000%  | 0.0000% | $51046994.00       | $31005002.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 2.5000%  | 0.0000% | $1000.00           | $592.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 3.0000%  | 0.0000% | $16618360.00       | $11896573.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 3.0000%  | 0.0000% | $1155075.00        | $621460.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-09-01      | 3.0000%  | 0.0000% | $1669770.00        | $1027675.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-09-01      | 2.5000%  | 0.0000% | $90333720.00       | $54745627.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-09-01      | 2.5000%  | 0.0000% | $70000.00          | $43887.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-09-01      | 2.0000%  | 0.0000% | $1024.00           | $639.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 2.5000%  | 0.0000% | $56597239.00       | $34321104.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 2.0000%  | 0.0000% | $47352536.00       | $28648603.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 2.5000%  | 0.0000% | $25771015.00       | $15862389.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 2.0000%  | 0.0000% | $1024.00           | $629.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 2.5000%  | 0.0000% | $19702261.00       | $12243512.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $651.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $646.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 2.5000%  | 0.0000% | $1601218.00        | $1102899.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-01-01      | 2.0000%  | 0.0000% | $996978.00         | $643603.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 3.0000%  | 0.0000% | $560944.00         | $382422.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.5000%  | 0.0000% | $179217.00         | $124068.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $642.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.5000%  | 0.0000% | $33000.00          | $21305.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.0000%  | 0.0000% | $65000.00          | $43746.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.0000%  | 0.0000% | $500000.00         | $343452.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 2.5000%  | 0.0000% | $14848144.00       | $10191808.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | 0.0000% | $2846428.00        | $2320849.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.5000%  | 0.0000% | $9711.00           | $6998.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $742.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-05-01      | 2.5000%  | 0.0000% | $60014.00          | $37795.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.0000%  | 0.0000% | $982000.00         | $706359.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.5000%  | 0.0000% | $384000.00         | $278516.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.5000%  | 0.0000% | $41284563.00       | $30010080.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 5.0000%  | 0.0000% | $12861200.00       | $9446081.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.0000%  | 0.0000% | $4592992.00        | $3520597.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | 0.0000% | $63280048.00       | $48444274.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 3.5000%  | 0.0000% | $6359940.00        | $4824371.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 6.0000%  | 0.0000% | $29957784.00       | $20865158.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 6.0000%  | 0.0000% | $46397383.00       | $32641431.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 6.0000%  | 0.0000% | $915383.00         | $662732.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 6.0000%  | 0.0000% | $21488676.00       | $16652766.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 6.0000%  | 0.0000% | $500000.00         | $414077.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.5000%  | 0.0000% | $560323.00         | $445800.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $5506775.00        | $4326315.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.5000%  | 0.0000% | $296000.00         | $232381.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.5000%  | 0.0000% | $1575727.00        | $1559170.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $11359232.00       | $8057504.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $1120.00           | $816.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $24378976.00       | $18387801.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $1040.00           | $807.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $27022368.00       | $21255057.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.0000%  | 0.0000% | $143000.00         | $107876.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.5000%  | 0.0000% | $1008.00           | $773.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.0000%  | 0.0000% | $17219776.00       | $13325715.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.5000%  | 0.0000% | $1170662.00        | $1015662.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.5000%  | 0.0000% | $25239040.00       | $19599071.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.5000%  | 0.0000% | $893648.00         | $660033.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 6.0000%  | 0.0000% | $1024.00           | $812.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | 0.0000% | $8290450.00        | $6632605.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 6.0000%  | 0.0000% | $995999.00         | $892209.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 4.5000%  | 0.0000% | $957376.00         | $747880.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | 0.0000% | $1024.00           | $876.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | 0.0000% | $1323000.00        | $1097021.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | 0.0000% | $7624310.00        | $6010729.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | 0.0000% | $97536.00          | $74909.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | 0.0000% | $6466431.00        | $4895451.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 5.5000%  | 0.0000% | $8007216.00        | $6821830.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.0000%  | 0.0000% | $21429418.00       | $15437138.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.0000%  | 0.0000% | $1334940.00        | $966442.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.0000%  | 0.0000% | $29676865.00       | $21619509.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.0000%  | 0.0000% | $64279804.00       | $51518647.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.5000%  | 0.0000% | $7162.00           | $6004.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.0000%  | 0.0000% | $1643090.00        | $1459086.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 6.5000%  | 0.0000% | $2678000.00        | $1722392.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.5000%  | 0.0000% | $24221500.00       | $20510181.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.0000%  | 0.0000% | $27090592.00       | $19203922.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.0000%  | 0.0000% | $2245204.00        | $1607770.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.5000%  | 0.0000% | $31794240.00       | $21084636.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.5000%  | 0.0000% | $19264779.00       | $13082448.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.5000%  | 0.0000% | $6392000.00        | $4780427.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 4.5000%  | 0.0000% | $14676328.00       | $10999124.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.0000%  | 0.0000% | $790144.00         | $538943.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.5000%  | 0.0000% | $1261972.00        | $1010454.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.0000%  | 0.0000% | $49980672.00       | $36717089.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | 0.0000% | $2864360.00        | $2249172.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | 0.0000% | $874000.00         | $685727.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.0000%  | 0.0000% | $459302.00         | $237331.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.5000%  | 0.0000% | $13827696.00       | $10717520.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.0000%  | 0.0000% | $16558.00          | $13400.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.0000%  | 0.0000% | $32637207.00       | $24848909.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | 0.0000% | $18957037.00       | $14428928.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | 0.0000% | $3555200.00        | $2983198.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | 0.0000% | $5590569.00        | $4234225.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.5000%  | 0.0000% | $266770.00         | $226990.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | 0.0000% | $1016672.00        | $878483.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.5000%  | 0.0000% | $13326720.00       | $12174734.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.5000%  | 0.0000% | $35891648.00       | $26637666.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.5000%  | 0.0000% | $27238.00          | $18878.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | 0.0000% | $19528099.00       | $15183940.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.5000%  | 0.0000% | $55668364.00       | $45502068.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $787.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | 0.0000% | $6072.00           | $4732.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | 0.0000% | $1024.00           | $751.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 6.0000%  | 0.0000% | $6084.00           | $4764.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 6.0000%  | 0.0000% | $16016.00          | $11608.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | 0.0000% | $17242313.00       | $14185151.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | 0.0000% | $49495209.00       | $40435351.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | 0.0000% | $1008.00           | $873.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 4.5000%  | 0.0000% | $21939741.00       | $18927652.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 4.5000%  | 0.0000% | $4000.00           | $3574.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | 0.0000% | $2163328.00        | $1913011.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | 0.0000% | $27169.00          | $23772.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 6.0000%  | 0.0000% | $21001036.00       | $16584832.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.0000%  | 0.0000% | $79009152.00       | $64482248.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | 0.0000% | $57788736.00       | $46236087.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $822.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.0000%  | 0.0000% | $3770.00           | $3015.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | 0.0000% | $6144.00           | $5295.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.0000%  | 0.0000% | $4000.00           | $3566.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.0000%  | 0.0000% | $8948260.00        | $7548475.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.0000%  | 0.0000% | $2176.00           | $1819.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.0000%  | 0.0000% | $24995384.00       | $21758206.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.5000%  | 0.0000% | $4984576.00        | $3801397.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 4.5000%  | 0.0000% | $1216390.00        | $1059688.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | 0.0000% | $1320.00           | $1110.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | 0.0000% | $1008.00           | $781.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.0000%  | 0.0000% | $37299200.00       | $29684118.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $809.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 5.0000%  | 0.0000% | $29958280.00       | $27012319.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 6.5000%  | 0.0000% | $1000.00           | $790.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 7.0000%  | 0.0000% | $20496448.00       | $14946854.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 5.5000%  | 0.0000% | $10402816.00       | $9021643.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 5.5000%  | 0.0000% | $14913768.00       | $12977500.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.5000%  | 0.0000% | $23664200.00       | $16096188.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.5000%  | 0.0000% | $17476440.00       | $12814524.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $777.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.5000%  | 0.0000% | $50000000.00       | $40015875.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $840.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.0000%  | 0.0000% | $846000.00         | $689753.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.0000%  | 0.0000% | $350272.00         | $293207.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-10-01      | 5.0000%  | 0.0000% | $24055.00          | $17908.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.5000%  | 0.0000% | $89856330.00       | $62349181.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.0000%  | 0.0000% | $34474238.00       | $29110997.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.5000%  | 0.0000% | $33858664.00       | $26095765.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.0000%  | 0.0000% | $37526912.00       | $30382058.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.0000%  | 0.0000% | $5511623.00        | $4615684.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 5.5000%  | 0.0000% | $2037659.00        | $1705300.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 6.5000%  | 0.0000% | $31842624.00       | $20837930.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 6.0000%  | 0.0000% | $2416148.00        | $1893480.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 5.5000%  | 0.0000% | $8698.00           | $6847.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 6.0000%  | 0.0000% | $4496408.00        | $3740249.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 6.0000%  | 0.0000% | $75000.00          | $50673.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 6.5000%  | 0.0000% | $364576.00         | $266302.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 6.0000%  | 0.0000% | $4322000.00        | $3107571.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 7.5000%  | 0.0000% | $8946898.00        | $5789111.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 5.5000%  | 0.0000% | $18450365.00       | $16138231.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $510.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 4.5000%  | 0.0000% | $2083348.00        | $1981916.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.0000%  | 0.0000% | $4172168.00        | $3343674.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $808.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1884.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 5.0000%  | 0.0000% | $3538584.00        | $3460055.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 5.0000%  | 0.0000% | $43919592.00       | $36767255.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 5.5000%  | 0.0000% | $2080.00           | $1855.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 5.5000%  | 0.0000% | $75000.00          | $64175.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 5.5000%  | 0.0000% | $110776.00         | $93060.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 6.0000%  | 0.0000% | $1089000.00        | $809976.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 6.5000%  | 0.0000% | $5655047.00        | $3727355.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 6.0000%  | 0.0000% | $2028000.00        | $1636544.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 5.0000%  | 0.0000% | $1350431.00        | $1198764.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 6.5000%  | 0.0000% | $13217960.00       | $10455452.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 6.5000%  | 0.0000% | $43786432.00       | $31448951.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 6.5000%  | 0.0000% | $3117432.00        | $2533989.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 7.0000%  | 0.0000% | $14336.00          | $8778.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 6.0000%  | 0.0000% | $8286.00           | $7353.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 6.0000%  | 0.0000% | $48994048.00       | $42624614.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 6.0000%  | 0.0000% | $613933.00         | $526360.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 6.5000%  | 0.0000% | $4428851.00        | $3623782.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 5.5000%  | 0.0000% | $1080409.00        | $1090420.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 4.5000%  | 0.0000% | $1018821.00        | $917465.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.5000%  | 0.0000% | $37991872.00       | $24627866.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.0000%  | 0.0000% | $353994.00         | $311866.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 5.5000%  | 0.0000% | $15640184.00       | $14074222.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $848.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $861.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 5.5000%  | 0.0000% | $7205107.00        | $6666051.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 5.5000%  | 0.0000% | $24680359.00       | $23363978.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $953.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.5000%  | 0.0000% | $43331573.00       | $31608105.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.0000%  | 0.0000% | $1024.00           | $918.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $883.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.5000%  | 0.0000% | $10505840.00       | $8747368.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 5.0000%  | 0.0000% | $4574451.00        | $4303266.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.5000%  | 0.0000% | $594770.00         | $545573.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-09-01      | 6.0000%  | 0.0000% | $2759704.00        | $2328478.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 7.0000%  | 0.0000% | $1008.00           | $554.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.0000%  | 0.0000% | $42572809.00       | $39083144.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.0000%  | 0.0000% | $1024.00           | $983.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | 0.0000% | $48619024.00       | $46241934.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 4.5000%  | 0.0000% | $11510294.00       | $9880260.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $955.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 6.0000%  | 0.0000% | $3019.00           | $2812.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.5000%  | 0.0000% | $42363389.00       | $39621502.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | 0.0000% | $32227712.00       | $30357978.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $1009.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1027.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1024.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1024.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1025.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1030.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1028.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1038.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $989.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1028.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1027.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1037.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.5000%  | 0.0000% | $1423861.00        | $1452667.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1005.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.0000%  | 0.0000% | $1024.00           | $1038.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.0000%  | 0.0000% | $1024.00           | $965.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.5000%  | 0.0000% | $44780867.00       | $40224314.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.0000%  | 0.0000% | $3024.00           | $2813.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.5000%  | 0.0000% | $1081.00           | $999.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.0000%  | 0.0000% | $38608341.00       | $33877590.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 4.5000%  | 0.0000% | $18576370.00       | $16719494.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $921.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $836.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $863.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.0000%  | 0.0000% | $1008.00           | $957.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.5000%  | 0.0000% | $2124148.00        | $2035350.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.5000%  | 0.0000% | $571512.00         | $508344.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 4.5000%  | 0.0000% | $39494288.00       | $37237416.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $881.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 3.0000%  | 0.0000% | $2008.00           | $1700.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.5000%  | 0.0000% | $7796568.00        | $7124705.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.0000%  | 0.0000% | $1024.00           | $997.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.0000%  | 0.0000% | $2043317.00        | $1692984.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | 0.0000% | $48441090.00       | $44162172.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.0000%  | 0.0000% | $11706080.00       | $11414368.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 5.5000%  | 0.0000% | $3775076.00        | $3634425.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 7.0000%  | 0.0000% | $20981.00          | $17638.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.5000%  | 0.0000% | $1024.00           | $814.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.0000%  | 0.0000% | $6183.00           | $5842.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.5000%  | 0.0000% | $8701226.00        | $7626781.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-02-01      | 3.0000%  | 0.0000% | $1427576.00        | $1205059.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-08-01      | 2.5000%  | 0.0000% | $5407352.00        | $4075559.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.0000%  | 0.0000% | $648478.00         | $491006.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $964.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 2.0000%  | 0.0000% | $50696.00          | $39301.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 3.5000%  | 0.0000% | $31963471.00       | $27889511.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 4.5000%  | 0.0000% | $24611040.00       | $23062483.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 5.0000%  | 0.0000% | $8633360.00        | $7595142.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 4.5000%  | 0.0000% | $8000.00           | $7391.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-06-01      | 2.5000%  | 0.0000% | $7000.00           | $5845.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | 0.0000% | $1024.00           | $923.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 5.5000%  | 0.0000% | $15678832.00       | $15622420.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.0000%  | 0.0000% | $24950909.00       | $24206053.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | 0.0000% | $7378400.00        | $6897888.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 6.0000%  | 0.0000% | $1590439.00        | $1276175.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.5000%  | 0.0000% | $62002680.00       | $56322785.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.5000%  | 0.0000% | $10475284.00       | $9374381.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.0000%  | 0.0000% | $10903005.00       | $10683307.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 3.5000%  | 0.0000% | $2875440.00        | $2535484.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-05-01      | 6.5000%  | 0.0000% | $4983494.00        | $4506705.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | 0.0000% | $24662329.00       | $23487043.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $893.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 3.5000%  | 0.0000% | $6094032.00        | $5427384.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.5000%  | 0.0000% | $8197.00           | $7593.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.0000%  | 0.0000% | $12656043.00       | $8656853.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $979.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | 0.0000% | $9351.00           | $9721.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.0000%  | 0.0000% | $10794640.00       | $10589197.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.0000%  | 0.0000% | $5145.00           | $5020.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 5.0000%  | 0.0000% | $1000.00           | $966.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 5.5000%  | 0.0000% | $2064.00           | $2026.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 5.5000%  | 0.0000% | $1024.00           | $1020.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | 0.0000% | $56071669.00       | $56416414.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | 0.0000% | $8365968.00        | $8262383.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 3.0000%  | 0.0000% | $8222.00           | $7132.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.5000%  | 0.0000% | $6000.00           | $6164.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-02-01      | 3.5000%  | 0.0000% | $1589163.00        | $1490839.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.0000%  | 0.0000% | $32480663.00       | $32825063.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.0000%  | 0.0000% | $27999544.00       | $27864495.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.0000%  | 0.0000% | $10097608.00       | $9959795.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-10-01      | 4.5000%  | 0.0000% | $24000.00          | $23210.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.5000%  | 0.0000% | $1008.00           | $1019.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 2.5000%  | 0.0000% | $1000.00           | $850.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.0000%  | 0.0000% | $2371020.00        | $2383335.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.0000%  | 0.0000% | $9000.00           | $8932.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 4.0000%  | 0.0000% | $8000.00           | $7619.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 5.0000%  | 0.0000% | $9004.00           | $9181.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1023.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.0000%  | 0.0000% | $1024.00           | $1030.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.0000%  | 0.0000% | $1024.00           | $1036.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.0000%  | 0.0000% | $1024.00           | $1051.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.0000%  | 0.0000% | $1024.00           | $1041.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.0000%  | 0.0000% | $17925168.00       | $18081705.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.0000%  | 0.0000% | $1024.00           | $1029.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 3.5000%  | 0.0000% | $60480.00          | $56679.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 3.5000%  | 0.0000% | $3892096.00        | $3614237.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-12-01      | 3.5000%  | 0.0000% | $1008.00           | $927.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 3.5000%  | 0.0000% | $1008.00           | $934.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 4.5000%  | 0.0000% | $1000.00           | $996.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.0000%  | 0.0000% | $26432.00          | $26640.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-03-01      | 2.0000%  | 0.0000% | $10004.00          | $9135.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | 0.0000% | $9006.00           | $9299.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 2.5000%  | 0.0000% | $1008.00           | $863.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-12-01      | 3.0000%  | 0.0000% | $1000.00           | $228.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-01-01      | 3.5000%  | 0.0000% | $197000.00         | $49526.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-07-01      | 3.5000%  | 0.0000% | $1023.00           | $185.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 3.5000%  | 0.0000% | $377000.00         | $49563.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-12-01      | 3.0000%  | 0.0000% | $1000.00           | $226.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-10-01      | 4.0000%  | 0.0000% | $1000.00           | $290.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-08-01      | 3.5000%  | 0.0000% | $71997.00          | $6505.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-08-01      | 3.5000%  | 0.0000% | $1000.00           | $187.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-12-01      | 3.0000%  | 0.0000% | $3728000.00        | $844222.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-04-01      | 4.5000%  | 0.0000% | $6718276.00        | $1942254.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-09-01      | 3.5000%  | 0.0000% | $325612.00         | $50860.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.0000%  | 0.0000% | $131000.00         | $12721.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-07-01      | 4.0000%  | 0.0000% | $405000.00         | $69022.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-04-01      | 2.5000%  | 0.0000% | $1000.00           | $412.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-07-01      | 4.5000%  | 0.0000% | $1024.00           | $153.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 4.0000%  | 0.0000% | $1650128.00        | $287699.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-04-01      | 3.5000%  | 0.0000% | $280000.00         | $92249.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-10-01      | 5.0000%  | 0.0000% | $90000.00          | $27274.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.0000%  | 0.0000% | $198000.00         | $27936.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 3.0000%  | 0.0000% | $1000.00           | $400.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-02-01      | 3.5000%  | 0.0000% | $121999.00         | $43483.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-05-01      | 3.5000%  | 0.0000% | $59882.00          | $6648.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-12-01      | 3.5000%  | 0.0000% | $130000.00         | $24834.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-09-01      | 3.0000%  | 0.0000% | $1025000.00        | $405681.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-06-01      | 3.0000%  | 0.0000% | $299001.00         | $49394.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-08-01      | 2.5000%  | 0.0000% | $1960.00           | $613.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-07-01      | 3.0000%  | 0.0000% | $5250000.00        | $2354412.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 4.5000%  | 0.0000% | $6720032.00        | $1462632.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 3.0000%  | 0.0000% | $4212927.00        | $1445248.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.5000%  | 0.0000% | $82000.00          | $42489.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-11-01      | 2.0000%  | 0.0000% | $3594100.00        | $1619231.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | 0.0000% | $4516000.00        | $2378225.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | 0.0000% | $1550000.00        | $839753.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 3.0000%  | 0.0000% | $216026.00         | $74892.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-03-01      | 3.5000%  | 0.0000% | $355000.00         | $99273.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.0000%  | 0.0000% | $155000.00         | $83817.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-03-01      | 2.0000%  | 0.0000% | $989374.00         | $498041.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-09-01      | 4.0000%  | 0.0000% | $157000.00         | $35970.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 4.0000%  | 0.0000% | $127345.00         | $38725.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 4.0000%  | 0.0000% | $127014.00         | $30415.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $160000.00         | $93179.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-03-01      | 3.0000%  | 0.0000% | $799000.00         | $272708.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 2.0000%  | 0.0000% | $109989.00         | $49986.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $554.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-07-01      | 3.0000%  | 0.0000% | $533167.00         | $264345.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 4.0000%  | 0.0000% | $495000.00         | $145522.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 2.5000%  | 0.0000% | $399000.00         | $218260.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-02-01      | 2.5000%  | 0.0000% | $515000.00         | $239905.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 2.0000%  | 0.0000% | $8999.00           | $5669.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-04-01      | 2.0000%  | 0.0000% | $1000.00           | $441.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-06-01      | 2.0000%  | 0.0000% | $180000.00         | $106335.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 3.5000%  | 0.0000% | $55004.00          | $20149.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $750.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $746.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.5000%  | 0.0000% | $10731700.00       | $10618910.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.0000%  | 0.0000% | $845980.00         | $858211.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-02-01      | 6.5000%  | 0.0000% | $1998.00           | $650.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-05-01      | 6.5000%  | 0.0000% | $1000.00           | $0.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-04-01      | 5.5000%  | 0.0000% | $1008.00           | $16.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-06-01      | 4.0000%  | 0.0000% | $1024.00           | $135.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-07-01      | 6.0000%  | 0.0000% | $1040.00           | $4.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-11-01      | 6.5000%  | 0.0000% | $1000.00           | $4.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-02-01      | 6.5000%  | 0.0000% | $1018.00           | $10.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-02-01      | 6.5000%  | 0.0000% | $1024.00           | $8.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-08-01      | 7.0000%  | 0.0000% | $38658411.00       | $426586.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-03-01      | 5.5000%  | 0.0000% | $3131588.00        | $5362.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-08-01      | 7.0000%  | 0.0000% | $38258352.00       | $1093677.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-07-01      | 6.5000%  | 0.0000% | $1023.00           | $8.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-08-01      | 6.5000%  | 0.0000% | $1024.00           | $3.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-05-01      | 6.0000%  | 0.0000% | $1036.00           | $10.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 5.5000%  | 0.0000% | $5120.00           | $32.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-11-01      | 6.0000%  | 0.0000% | $1000.00           | $14.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-01-01      | 3.5000%  | 0.0000% | $29993800.00       | $2977547.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-07-01      | 4.0000%  | 0.0000% | $1000.00           | $142.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-10-01      | 4.0000%  | 0.0000% | $1000.00           | $139.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-02-01      | 4.0000%  | 0.0000% | $3040504.00        | $528589.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 2.0000%  | 0.0000% | $15477577.00       | $10134195.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 5.5000%  | 0.0000% | $1009.00           | $730.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-12-01      | 6.0000%  | 0.0000% | $108992.00         | $50436.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | 0.0000% | $3788057.00        | $3626198.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1062.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $454506.00         | $453799.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.5000%  | 0.0000% | $11987024.00       | $12057612.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | 0.0000% | $9520019.00        | $9403920.00        | Agency Mortgage-Backed Securities |

### Security 342: FIXED INCOME CLEARING CORPORATION / MORGAN STANLEY & CO. LLC

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION / MORGAN STANLEY & CO. LLC 3.670000%
- **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: TPR10382A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: TPR10382A7791562MO
- **C.18 - Value (incl. sponsor support):** $8000000000.00
- **C.18.a - Value (excl. sponsor support):** $8000000000.00
- **C.19 - Percentage of Net Assets:** 2.8200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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?:** Yes

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION / MORGAN STANLEY & CO. LLC

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-12-01      | 5.5000%  | 0.0000% | $1032.00           | $2.00              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-07-01      | 5.5000%  | 0.0000% | $755000.00         | $16033.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-10-01      | 5.5000%  | 0.0000% | $2063.00           | $7.00              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-03-01      | 5.0000%  | 0.0000% | $23260488.00       | $158333.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-07-01      | 5.0000%  | 0.0000% | $1002.00           | $9.00              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-01-01      | 6.0000%  | 0.0000% | $29998000.00       | $197988.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-06-01      | 5.0000%  | 0.0000% | $100506845.00      | $549754.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-08-01      | 5.5000%  | 0.0000% | $9699000.00        | $374634.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-12-01      | 5.5000%  | 0.0000% | $29998000.00       | $264754.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-01-01      | 4.0000%  | 0.0000% | $1630550.00        | $124122.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-02-01      | 3.0000%  | 0.0000% | $1100000.00        | $127176.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-07-01      | 3.0000%  | 0.0000% | $2045099.00        | $290258.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-08-01      | 3.0000%  | 0.0000% | $1301000.00        | $194768.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-12-01      | 3.5000%  | 0.0000% | $9999000.00        | $1062003.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-06-01      | 3.0000%  | 0.0000% | $6272357.00        | $908817.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-01-01      | 4.0000%  | 0.0000% | $3314796.00        | $481208.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-02-01      | 4.5000%  | 0.0000% | $9489237.00        | $910838.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-03-01      | 4.5000%  | 0.0000% | $11827375.00       | $1118322.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-01-01      | 2.5000%  | 0.0000% | $2000.00           | $215.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-11-01      | 3.5000%  | 0.0000% | $38000.00          | $6414.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-04-01      | 5.0000%  | 0.0000% | $1001338.00        | $38243.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-08-01      | 5.0000%  | 0.0000% | $2273000.00        | $84379.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-09-01      | 4.0000%  | 0.0000% | $1013000.00        | $39909.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-04-01      | 5.0000%  | 0.0000% | $19492810.00       | $204222.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2026-11-01      | 3.5000%  | 0.0000% | $5000000.00        | $33384.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2026-11-01      | 3.5000%  | 0.0000% | $12924063.00       | $84398.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2028-11-01      | 3.5000%  | 0.0000% | $12391763.00       | $328943.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-02-01      | 3.5000%  | 0.0000% | $11539353.00       | $669094.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-05-01      | 3.5000%  | 0.0000% | $8455690.00        | $443731.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-09-01      | 3.5000%  | 0.0000% | $798000.00         | $44942.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2028-01-01      | 3.0000%  | 0.0000% | $2000000.00        | $15867.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2028-06-01      | 2.0000%  | 0.0000% | $632410.00         | $28756.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-02-01      | 2.5000%  | 0.0000% | $3422600.00        | $530239.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-10-01      | 3.0000%  | 0.0000% | $770000.00         | $185689.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-06-01      | 3.5000%  | 0.0000% | $895000.00         | $105737.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-04-01      | 2.5000%  | 0.0000% | $1401942.00        | $895614.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-06-01      | 2.5000%  | 0.0000% | $40000.00          | $22954.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-12-01      | 4.0000%  | 0.0000% | $7000.00           | $6280.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 2.5000%  | 0.0000% | $400000.00         | $247873.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-06-01      | 2.0000%  | 0.0000% | $3650000.00        | $2286352.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 3.0000%  | 0.0000% | $9060.00           | $6186.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-05-01      | 4.5000%  | 0.0000% | $11000.00          | $6781.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 4.5000%  | 0.0000% | $33043343.00       | $28553533.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 4.5000%  | 0.0000% | $14352000.00       | $11513948.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.5000%  | 0.0000% | $30133341.00       | $21518659.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 6.0000%  | 0.0000% | $484480.00         | $315774.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.5000%  | 0.0000% | $34000000.00       | $27006783.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 3.0000%  | 0.0000% | $430000.00         | $334168.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 7.0000%  | 0.0000% | $39978558.00       | $18503574.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.5000%  | 0.0000% | $115983232.00      | $101466491.00      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 6.0000%  | 0.0000% | $3499000.00        | $3141338.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 6.0000%  | 0.0000% | $21574091.00       | $15617005.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 5.5000%  | 0.0000% | $49953759.00       | $47127496.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 5.5000%  | 0.0000% | $82690256.00       | $76014293.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 3.0000%  | 0.0000% | $48067.00          | $39639.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 6.0000%  | 0.0000% | $737000.00         | $659740.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 6.0000%  | 0.0000% | $33000.00          | $29199.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-07-01      | 3.5000%  | 0.0000% | $69847.00          | $6225.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-11-01      | 2.5000%  | 0.0000% | $5730000.00        | $3510622.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 2.5000%  | 0.0000% | $2290000.00        | $1437528.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 3.0000%  | 0.0000% | $740400.00         | $480250.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 4.0000%  | 0.0000% | $112763136.00      | $83607494.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-11-01      | 1.5000%  | 0.0000% | $4081000.00        | $2216091.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-05-01      | 2.0000%  | 0.0000% | $555320.00         | $322132.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 2.5000%  | 0.0000% | $2186597.00        | $1398455.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 2.0000%  | 0.0000% | $3408010.00        | $2215571.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 2.0000%  | 0.0000% | $66710392.00       | $43460550.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 2.5000%  | 0.0000% | $222225581.00      | $146554168.00      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 2.0000%  | 0.0000% | $42427136.00       | $28206723.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 3.0000%  | 0.0000% | $3078000.00        | $2182415.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 2.0000%  | 0.0000% | $2061.00           | $1398.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.5000%  | 0.0000% | $239000.00         | $178272.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 3.0000%  | 0.0000% | $69034.00          | $52712.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-03-01      | 6.5000%  | 0.0000% | $1995620.00        | $986200.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 2.5000%  | 0.0000% | $72656.00          | $51914.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 4.0000%  | 0.0000% | $75514.00          | $60614.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.5000%  | 0.0000% | $7000.00           | $5573.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-12-01      | 6.0000%  | 0.0000% | $188812881.00      | $121451016.00      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.5000%  | 0.0000% | $12629802.00       | $10195576.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 5.5000%  | 0.0000% | $48838142.00       | $40614596.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 5.5000%  | 0.0000% | $147003580.00      | $119550391.00      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 4.0000%  | 0.0000% | $4689005.00        | $4247583.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 6.0000%  | 0.0000% | $66850000.00       | $48589281.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 5.5000%  | 0.0000% | $40340.00          | $34295.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 7.5000%  | 0.0000% | $2654966.00        | $1901614.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 7.5000%  | 0.0000% | $1638749.00        | $1072734.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 5.5000%  | 0.0000% | $11923466.00       | $10402528.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.5000%  | 0.0000% | $6930.00           | $6271.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 4.5000%  | 0.0000% | $4155000.00        | $3429929.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 5.5000%  | 0.0000% | $89633199.00       | $74612880.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 5.5000%  | 0.0000% | $33660372.00       | $28003544.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-04-01      | 3.5000%  | 0.0000% | $90000.00          | $12205.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-01-01      | 6.0000%  | 0.0000% | $4298000.00        | $214032.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-08-01      | 3.0000%  | 0.0000% | $799000.00         | $170705.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-10-01      | 4.0000%  | 0.0000% | $4130000.00        | $387975.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-04-01      | 4.0000%  | 0.0000% | $1998611.00        | $330924.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-12-01      | 3.0000%  | 0.0000% | $2574000.00        | $606203.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-08-01      | 2.5000%  | 0.0000% | $106126.00         | $22654.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-07-01      | 3.0000%  | 0.0000% | $2000000.00        | $445591.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-07-01      | 3.0000%  | 0.0000% | $1199000.00        | $183019.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-09-01      | 4.0000%  | 0.0000% | $1083000.00        | $120511.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-11-01      | 3.5000%  | 0.0000% | $459000.00         | $74172.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-12-01      | 3.0000%  | 0.0000% | $48001.00          | $14863.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-12-01      | 3.5000%  | 0.0000% | $997999.00         | $142640.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-03-01      | 4.0000%  | 0.0000% | $1000.00           | $115.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-05-01      | 3.5000%  | 0.0000% | $1000000.00        | $211205.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-09-01      | 3.5000%  | 0.0000% | $853000.00         | $154708.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-02-01      | 3.5000%  | 0.0000% | $689000.00         | $124245.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-04-01      | 4.0000%  | 0.0000% | $840000.00         | $104781.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-11-01      | 4.0000%  | 0.0000% | $2000.00           | $286.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-03-01      | 3.5000%  | 0.0000% | $45000.00          | $13250.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-03-01      | 3.5000%  | 0.0000% | $45000.00          | $8793.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-07-01      | 4.0000%  | 0.0000% | $7689000.00        | $950715.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-06-01      | 3.5000%  | 0.0000% | $45000.00          | $8680.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-04-01      | 3.0000%  | 0.0000% | $859000.00         | $157365.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-08-01      | 3.0000%  | 0.0000% | $53433.00          | $7710.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-03-01      | 3.5000%  | 0.0000% | $771000.00         | $145723.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-09-01      | 4.0000%  | 0.0000% | $1603000.00        | $200525.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-03-01      | 4.5000%  | 0.0000% | $3626000.00        | $663038.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-05-01      | 3.5000%  | 0.0000% | $387000.00         | $92136.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-08-01      | 3.0000%  | 0.0000% | $1636000.00        | $476678.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-07-01      | 3.5000%  | 0.0000% | $39998000.00       | $8129327.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-04-01      | 3.0000%  | 0.0000% | $350000.00         | $76783.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-04-01      | 4.5000%  | 0.0000% | $1998000.00        | $315420.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-12-01      | 2.0000%  | 0.0000% | $2203948.00        | $1312487.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-03-01      | 2.0000%  | 0.0000% | $51528.00          | $29839.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-12-01      | 2.0000%  | 0.0000% | $2787325.00        | $1917473.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 2.0000%  | 0.0000% | $2891734.00        | $1978540.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 2.0000%  | 0.0000% | $6336645.00        | $4132353.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 2.0000%  | 0.0000% | $21554007.00       | $13865628.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 5.0000%  | 0.0000% | $1001601.00        | $830262.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 2.0000%  | 0.0000% | $2491566.00        | $1628084.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.5000%  | 0.0000% | $7862767.00        | $6505978.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 4.5000%  | 0.0000% | $42735.00          | $27463.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 4.5000%  | 0.0000% | $34503.00          | $32373.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 6.5000%  | 0.0000% | $3097178.00        | $2296365.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 3.0000%  | 0.0000% | $6507762.00        | $5092874.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 6.0000%  | 0.0000% | $3097465.00        | $2940405.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 5.5000%  | 0.0000% | $5539929.00        | $5136708.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 7.5000%  | 0.0000% | $2049072.00        | $1137086.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-06-01      | 2.0000%  | 0.0000% | $1070000.00        | $606911.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-08-01      | 2.0000%  | 0.0000% | $1215844.00        | $794713.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-08-01      | 2.0000%  | 0.0000% | $678673.00         | $434620.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-01-01      | 2.0000%  | 0.0000% | $504025.00         | $299295.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-01-01      | 2.0000%  | 0.0000% | $1005278.00        | $655577.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-06-01      | 3.0000%  | 0.0000% | $208275.00         | $88530.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-08-01      | 2.5000%  | 0.0000% | $4594491.00        | $2128423.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-04-01      | 2.0000%  | 0.0000% | $2000000.00        | $1086595.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-05-01      | 2.0000%  | 0.0000% | $81917.00          | $52643.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-11-01      | 3.0000%  | 0.0000% | $20998000.00       | $13301648.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 5.0000%  | 0.0000% | $7075000.00        | $6079712.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 6.5000%  | 0.0000% | $40635319.00       | $24175558.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 6.0000%  | 0.0000% | $1870280.00        | $1007071.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 6.0000%  | 0.0000% | $2233466.00        | $1999999.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-09-01      | 5.5000%  | 0.0000% | $9277984.00        | $8749607.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-04-01      | 2.0000%  | 0.0000% | $107000000.00      | $60365461.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-02-01      | 5.0000%  | 0.0000% | $1817096.00        | $1849598.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 6.5000%  | 0.0000% | $24916931.00       | $6829248.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 6.5000%  | 0.0000% | $79725530.00       | $82810439.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 6.5000%  | 0.0000% | $64248031.00       | $66734051.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 5.5000%  | 0.0000% | $19357681.00       | $18074897.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-09-01      | 4.0000%  | 0.0000% | $79119.00          | $55554.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-05-01      | 2.0000%  | 0.0000% | $4768060.00        | $2885817.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-10-01      | 4.0000%  | 0.0000% | $72488.00          | $69499.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-10-01      | 4.0000%  | 0.0000% | $455340.00         | $444029.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-12-01      | 4.0000%  | 0.0000% | $2491086.00        | $2460587.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-01-01      | 4.0000%  | 0.0000% | $1692415.00        | $1678074.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-01-01      | 4.0000%  | 0.0000% | $931999.00         | $924101.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-02-01      | 5.5000%  | 0.0000% | $1083433.00        | $1113407.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.5000%  | 0.0000% | $4629051.00        | $3219050.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-09-01      | 6.0000%  | 0.0000% | $1300000.00        | $66222.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-06-01      | 3.5000%  | 0.0000% | $270000.00         | $43482.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-12-01      | 3.5000%  | 0.0000% | $135000.00         | $6435.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-06-01      | 4.0000%  | 0.0000% | $3450000.00        | $496394.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-02-01      | 3.0000%  | 0.0000% | $492560.00         | $52621.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-01-01      | 3.0000%  | 0.0000% | $1250000.00        | $129978.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-07-01      | 3.0000%  | 0.0000% | $2325000.00        | $416430.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-02-01      | 4.0000%  | 0.0000% | $2000000.00        | $175007.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-10-01      | 3.0000%  | 0.0000% | $250000.00         | $41114.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-06-01      | 3.0000%  | 0.0000% | $4700000.00        | $608357.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-06-01      | 4.0000%  | 0.0000% | $2725000.00        | $286310.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-07-01      | 4.0000%  | 0.0000% | $1750000.00        | $123831.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-07-01      | 4.0000%  | 0.0000% | $1900000.00        | $142695.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-07-01      | 4.0000%  | 0.0000% | $3341000.00        | $422055.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-10-01      | 4.0000%  | 0.0000% | $2045000.00        | $226583.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-12-01      | 3.0000%  | 0.0000% | $505000.00         | $97490.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-05-01      | 3.0000%  | 0.0000% | $478000.00         | $92960.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-04-01      | 3.5000%  | 0.0000% | $500000.00         | $33939.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.5000%  | 0.0000% | $1611348.00        | $1172347.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.0000%  | 0.0000% | $1637946.00        | $1026465.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 5.5000%  | 0.0000% | $1835428.00        | $1774456.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 7.5000%  | 0.0000% | $18709756.00       | $3393575.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.5000%  | 0.0000% | $1461818.00        | $730611.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 7.0000%  | 0.0000% | $1054720.00        | $861868.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 7.5000%  | 0.0000% | $369324.00         | $182118.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 5.0000%  | 0.0000% | $5237909.00        | $4831452.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 6.0000%  | 0.0000% | $645638.00         | $486401.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.0000%  | 0.0000% | $210378.00         | $214667.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.0000%  | 0.0000% | $1006988.00        | $992856.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.5000%  | 0.0000% | $2500707.00        | $2361542.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.0000%  | 0.0000% | $91630.00          | $90218.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.5000%  | 0.0000% | $6257044.00        | $6429948.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.0000%  | 0.0000% | $1276363.00        | $1275706.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.0000%  | 0.0000% | $1287307.00        | $997585.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $4971000.00        | $4822107.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.0000%  | 0.0000% | $9077681.00        | $8803827.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.5000%  | 0.0000% | $1237362.00        | $1295228.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 7.5000%  | 0.0000% | $397663.00         | $355951.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.0000%  | 0.0000% | $3912802.00        | $3462212.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.5000%  | 0.0000% | $15319000.00       | $14539484.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.0000%  | 0.0000% | $4731988.00        | $4511247.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-12-01      | 4.5000%  | 0.0000% | $4557263.00        | $4529515.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $3359228.00        | $3491954.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 5.5000%  | 0.0000% | $641678.00         | $569914.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 5.5000%  | 0.0000% | $365790.00         | $327851.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 4.5000%  | 0.0000% | $225091.00         | $215087.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 4.5000%  | 0.0000% | $150187.00         | $147874.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-01-01      | 4.0000%  | 0.0000% | $4307114.00        | $4270616.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $2353807.00        | $2335077.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $18819.00          | $19600.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.0000%  | 0.0000% | $3032356.00        | $2996303.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.5000%  | 0.0000% | $6570777.00        | $6430877.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.5000%  | 0.0000% | $4354570.00        | $4214922.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.5000%  | 0.0000% | $1552245.00        | $1411961.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 7.0000%  | 0.0000% | $4658600.00        | $4898163.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 7.0000%  | 0.0000% | $2471400.00        | $2596648.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.0000%  | 0.0000% | $887808.00         | $930887.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.5000%  | 0.0000% | $69340.00          | $64270.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 4.0000%  | 0.0000% | $1933253.00        | $1850825.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.5000%  | 0.0000% | $1074706.00        | $747022.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 6.0000%  | 0.0000% | $2048991.00        | $2161207.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 6.0000%  | 0.0000% | $1042197.00        | $1077916.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.5000%  | 0.0000% | $1030309.00        | $1053041.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 7.0000%  | 0.0000% | $1346226.00        | $1420465.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 6.0000%  | 0.0000% | $1317238.00        | $1374188.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 4.5000%  | 0.0000% | $704932.00         | $694944.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 4.5000%  | 0.0000% | $69055.00          | $67997.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-11-01      | 4.0000%  | 0.0000% | $3300000.00        | $316841.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-03-01      | 4.0000%  | 0.0000% | $1350000.00        | $153123.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-07-01      | 3.5000%  | 0.0000% | $171936.00         | $6850.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-10-01      | 4.0000%  | 0.0000% | $1763893.00        | $176817.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-05-01      | 4.0000%  | 0.0000% | $2635000.00        | $261775.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-09-01      | 5.5000%  | 0.0000% | $300000.00         | $86126.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 4.5000%  | 0.0000% | $148156.00         | $43468.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2061-09-01      | 2.5000%  | 0.0000% | $100000.00         | $59491.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2063-03-01      | 2.5000%  | 0.0000% | $44391963.00       | $28659571.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-12-01      | 4.0000%  | 0.0000% | $13468431.00       | $2995673.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-07-01      | 3.5000%  | 0.0000% | $500000.00         | $135387.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-06-01      | 4.0000%  | 0.0000% | $104240.00         | $29124.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-12-01      | 4.0000%  | 0.0000% | $49200.00          | $6583.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.0000%  | 0.0000% | $1720000.00        | $1103626.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 2.5000%  | 0.0000% | $4075000.00        | $1619358.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 1.5000%  | 0.0000% | $32555.00          | $19930.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-06-01      | 3.0000%  | 0.0000% | $1292885.00        | $758259.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 2.0000%  | 0.0000% | $4000000.00        | $2359911.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-06-01      | 2.0000%  | 0.0000% | $165784.00         | $104197.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-06-01      | 2.0000%  | 0.0000% | $300000.00         | $179484.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-04-01      | 2.0000%  | 0.0000% | $7738921.00        | $4866369.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 2.5000%  | 0.0000% | $6262510.00        | $3785803.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-02-01      | 2.0000%  | 0.0000% | $1217506.00        | $764480.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 2.5000%  | 0.0000% | $113000.00         | $68715.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-08-01      | 2.0000%  | 0.0000% | $393673.00         | $246831.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.0000%  | 0.0000% | $6872266.00        | $6375289.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 7.5000%  | 0.0000% | $2869600.00        | $1840457.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.0000%  | 0.0000% | $150000.00         | $94095.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.0000%  | 0.0000% | $1190729.00        | $774368.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.5000%  | 0.0000% | $9010921.00        | $8890547.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 4.0000%  | 0.0000% | $1253543.00        | $1187974.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.5000%  | 0.0000% | $2608568.00        | $1863241.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.5000%  | 0.0000% | $4229734.00        | $2501007.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.0000%  | 0.0000% | $12611295.00       | $8236185.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-02-01      | 2.0000%  | 0.0000% | $1000166.00        | $571595.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-03-01      | 2.0000%  | 0.0000% | $25784.00          | $13899.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 3.0000%  | 0.0000% | $8074861.00        | $7158936.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 6.5000%  | 0.0000% | $2596367.00        | $2729891.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-04-01      | 2.0000%  | 0.0000% | $89292.00          | $55733.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.5000%  | 0.0000% | $20004171.00       | $16492444.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 3.0000%  | 0.0000% | $2965768.00        | $2380431.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.5000%  | 0.0000% | $2672318.00        | $2737155.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-12-01      | 2.0000%  | 0.0000% | $1371048.00        | $1269508.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $1450000.00        | $993483.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 3.0000%  | 0.0000% | $490297.00         | $324817.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $100000.00         | $69190.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.5000%  | 0.0000% | $474990.00         | $300479.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 3.0000%  | 0.0000% | $677147.00         | $563157.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 6.5000%  | 0.0000% | $1284996.00        | $1026630.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 7.0000%  | 0.0000% | $1064569.00        | $921060.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 7.0000%  | 0.0000% | $1177781.00        | $568635.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 7.0000%  | 0.0000% | $1515437.00        | $936417.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 3.0000%  | 0.0000% | $1041243.00        | $670883.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 6.5000%  | 0.0000% | $6397096.00        | $3752087.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-01-01      | 3.0000%  | 0.0000% | $4035000.00        | $839530.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-04-01      | 3.0000%  | 0.0000% | $3060000.00        | $459935.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 3.0000%  | 0.0000% | $2839185.00        | $874843.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.5000%  | 0.0000% | $72781247.00       | $36676924.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.0000%  | 0.0000% | $202696960.00      | $107757229.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.5000%  | 0.0000% | $4440990.00        | $2366250.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 3.0000%  | 0.0000% | $9999000.00        | $5115540.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 3.0000%  | 0.0000% | $32094.00          | $19885.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-04-01      | 2.0000%  | 0.0000% | $25998442.00       | $14544378.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-04-01      | 2.5000%  | 0.0000% | $1000000.00        | $566836.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-06-01      | 3.0000%  | 0.0000% | $85000.00          | $49972.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-06-01      | 1.5000%  | 0.0000% | $175000.00         | $100798.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 2.5000%  | 0.0000% | $174543680.00      | $106039446.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 2.5000%  | 0.0000% | $205152511.00      | $126307782.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 2.5000%  | 0.0000% | $270392320.00      | $164666648.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 2.0000%  | 0.0000% | $42875008.00       | $26145364.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 2.5000%  | 0.0000% | $300000.00         | $194338.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.5000%  | 0.0000% | $2065150.00        | $1301199.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 2.5000%  | 0.0000% | $245433305.00      | $150608602.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 3.0000%  | 0.0000% | $364270.00         | $234023.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.5000%  | 0.0000% | $18815000.00       | $11677714.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.0000%  | 0.0000% | $35474.00          | $22545.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.0000%  | 0.0000% | $4315254.00        | $3376319.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.0000%  | 0.0000% | $76127.00          | $54437.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.5000%  | 0.0000% | $24936306.00       | $17585367.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.5000%  | 0.0000% | $695000.00         | $560199.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.0000%  | 0.0000% | $1476411.00        | $1381444.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 2.5000%  | 0.0000% | $31979.00          | $25287.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 6.5000%  | 0.0000% | $539000.00         | $401031.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 6.5000%  | 0.0000% | $11233791.00       | $9373022.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 6.0000%  | 0.0000% | $52225835.00       | $41987191.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 5.0000%  | 0.0000% | $3047000.00        | $2955894.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 5.5000%  | 0.0000% | $20367088.00       | $19018159.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 5.5000%  | 0.0000% | $13127670.00       | $10411990.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 5.5000%  | 0.0000% | $119546752.00      | $111572385.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.0000%  | 0.0000% | $5478529.00        | $4412386.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 4.5000%  | 0.0000% | $14433536.00       | $13522145.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.5000%  | 0.0000% | $160000.00         | $151521.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.0000%  | 0.0000% | $55339981.00       | $50679311.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.0000%  | 0.0000% | $1161491.00        | $1175786.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.0000%  | 0.0000% | $1533944.00        | $1550311.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-01-01      | 4.0000%  | 0.0000% | $1131579.00        | $1121990.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 6.5000%  | 0.0000% | $1310096.00        | $1378969.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 6.5000%  | 0.0000% | $5990.00           | $6287.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 4.5000%  | 0.0000% | $2153010.00        | $2129581.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-01-01      | 4.0000%  | 0.0000% | $1155344.00        | $1145549.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 4.5000%  | 0.0000% | $1118724.00        | $1105067.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.0000%  | 0.0000% | $4875178.00        | $4942727.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.5000%  | 0.0000% | $7922537.00        | $8076857.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-02-01      | 5.5000%  | 0.0000% | $1058308.00        | $1088938.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.5000%  | 0.0000% | $1690271.00        | $1741800.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.5000%  | 0.0000% | $7656523.00        | $7805661.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-10-01      | 2.0000%  | 0.0000% | $44000000.00       | $34918934.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 4.0000%  | 0.0000% | $6000000.00        | $5461809.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.5000%  | 0.0000% | $250000.00         | $223105.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.5000%  | 0.0000% | $27415895.00       | $22776387.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.0000%  | 0.0000% | $100405935.00      | $90305623.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.5000%  | 0.0000% | $1998476.00        | $1660191.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 4.5000%  | 0.0000% | $33912329.00       | $32363837.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 3.0000%  | 0.0000% | $72740.00          | $64442.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 7.0000%  | 0.0000% | $14141014.00       | $14951858.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 7.0000%  | 0.0000% | $19771284.00       | $20820386.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 4.0000%  | 0.0000% | $11728886.00       | $11380541.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 6.0000%  | 0.0000% | $5120.00           | $5348.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-10-01      | 3.0000%  | 0.0000% | $75000.00          | $19295.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-12-01      | 3.5000%  | 0.0000% | $95000.00          | $26295.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-08-01      | 4.0000%  | 0.0000% | $26000.00          | $5752.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-03-01      | 2.5000%  | 0.0000% | $194050.00         | $46870.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-11-01      | 3.0000%  | 0.0000% | $2350000.00        | $610433.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $1155000.00        | $589416.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.5000%  | 0.0000% | $114000.00         | $49962.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.0000%  | 0.0000% | $1087629.00        | $635958.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-11-01      | 4.0000%  | 0.0000% | $24000.00          | $9759.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 2.5000%  | 0.0000% | $3675000.00        | $2065693.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-03-01      | 2.0000%  | 0.0000% | $7700000.00        | $4517165.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-02-01      | 4.5000%  | 0.0000% | $8447586.00        | $3173547.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 2.0000%  | 0.0000% | $30922.00          | $19193.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 2.0000%  | 0.0000% | $10073816.00       | $6488375.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-06-01      | 2.0000%  | 0.0000% | $1272024.00        | $820642.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 2.5000%  | 0.0000% | $8125110.00        | $4652228.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 2.0000%  | 0.0000% | $1035000.00        | $591411.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 1.5000%  | 0.0000% | $25168996.00       | $14994036.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 3.0000%  | 0.0000% | $100000.00         | $56782.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.5000%  | 0.0000% | $800000.00         | $506405.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.0000%  | 0.0000% | $1024000.00        | $673717.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-07-01      | 3.5000%  | 0.0000% | $260000.00         | $177679.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-05-01      | 2.0000%  | 0.0000% | $3663405.00        | $2231557.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.5000%  | 0.0000% | $3655000.00        | $2358996.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 4.5000%  | 0.0000% | $33971800.00       | $26788700.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 6.0000%  | 0.0000% | $64552133.00       | $47534269.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.0000%  | 0.0000% | $37191462.00       | $29952994.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-09-01      | 3.0000%  | 0.0000% | $151570.00         | $98618.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 4.5000%  | 0.0000% | $18000.00          | $13498.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.0000%  | 0.0000% | $8003760.00        | $6811171.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-06-01      | 2.5000%  | 0.0000% | $948000.00         | $627619.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-07-01      | 5.0000%  | 0.0000% | $8000.00           | $5967.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 6.0000%  | 0.0000% | $50431035.00       | $34982759.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 6.0000%  | 0.0000% | $22213983.00       | $18514487.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 5.5000%  | 0.0000% | $25000000.00       | $22073404.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 5.5000%  | 0.0000% | $27787742.00       | $24336135.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-04-01      | 3.5000%  | 0.0000% | $454200.00         | $352635.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 3.5000%  | 0.0000% | $34229040.00       | $28356288.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 5.5000%  | 0.0000% | $99291866.00       | $90745438.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 5.5000%  | 0.0000% | $48263846.00       | $43333217.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 6.5000%  | 0.0000% | $62920371.00       | $65442352.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.5000%  | 0.0000% | $99999000.00       | $98711590.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $45901931.00       | $44318337.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $18031021.00       | $17500168.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.5000%  | 0.0000% | $46511680.00       | $41914560.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.5000%  | 0.0000% | $45000000.00       | $40491919.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 4.5000%  | 0.0000% | $947786.00         | $932390.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.0000%  | 0.0000% | $137831632.00      | $138879916.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.0000%  | 0.0000% | $34121482.00       | $34107491.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $79420034.00       | $80002347.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $157326843.00      | $157799950.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.5000%  | 0.0000% | $8598.00           | $8685.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 4.5000%  | 0.0000% | $6930.00           | $6881.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-12-01      | 6.5000%  | 0.0000% | $6967000.00        | $46263.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-09-01      | 3.0000%  | 0.0000% | $70000.00          | $5658.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-10-01      | 6.0000%  | 0.0000% | $3224122.00        | $16032.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-10-01      | 4.5000%  | 0.0000% | $4663000.00        | $378657.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-01-01      | 4.0000%  | 0.0000% | $25173014.00       | $1472380.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 3.0000%  | 0.0000% | $5830891.00        | $726587.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-10-01      | 3.0000%  | 0.0000% | $114375.00         | $18534.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-01-01      | 4.0000%  | 0.0000% | $1366899.00        | $177751.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-02-01      | 3.0000%  | 0.0000% | $2600000.00        | $540918.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-03-01      | 4.5000%  | 0.0000% | $4348000.00        | $527077.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.0000%  | 0.0000% | $35815000.00       | $21710099.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-08-01      | 2.5000%  | 0.0000% | $7106010.00        | $3718812.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-11-01      | 2.0000%  | 0.0000% | $32809710.00       | $18219875.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-05-01      | 3.0000%  | 0.0000% | $1237000.00        | $304471.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 1.5000%  | 0.0000% | $1267990.00        | $672078.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 2.5000%  | 0.0000% | $1995990.00        | $866646.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 2.0000%  | 0.0000% | $566000.00         | $306972.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-04-01      | 1.5000%  | 0.0000% | $1792030.00        | $912465.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 4.0000%  | 0.0000% | $6522810.00        | $5695364.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-01-01      | 2.0000%  | 0.0000% | $39264524.00       | $22343046.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.0000%  | 0.0000% | $31611387.00       | $23351666.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 2.5000%  | 0.0000% | $140395000.00      | $97057531.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-05-01      | 2.0000%  | 0.0000% | $4702945.00        | $2863876.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-05-01      | 2.5000%  | 0.0000% | $9000.00           | $5510.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-06-01      | 2.5000%  | 0.0000% | $846668.00         | $522410.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-08-01      | 2.0000%  | 0.0000% | $16559124.00       | $10864356.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.0000%  | 0.0000% | $11000.00          | $8434.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-01-01      | 3.5000%  | 0.0000% | $25000.00          | $15930.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-02-01      | 2.0000%  | 0.0000% | $510614.00         | $316280.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 6.0000%  | 0.0000% | $13716980.00       | $9548400.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 5.5000%  | 0.0000% | $31302484.00       | $24270046.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 5.5000%  | 0.0000% | $105486576.00      | $81787889.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 4.0000%  | 0.0000% | $25680.00          | $21458.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 5.5000%  | 0.0000% | $7040.00           | $5949.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 5.5000%  | 0.0000% | $327890944.00      | $274805640.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 7.5000%  | 0.0000% | $19096402.00       | $9398368.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-07-01      | 4.5000%  | 0.0000% | $65097.00          | $41905.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.0000%  | 0.0000% | $112636904.00      | $104104234.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 6.5000%  | 0.0000% | $990000.00         | $658450.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-12-01      | 4.0000%  | 0.0000% | $589105.00         | $495761.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 4.0000%  | 0.0000% | $8236406.00        | $7564175.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 5.5000%  | 0.0000% | $106928056.00      | $95462430.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.0000%  | 0.0000% | $15000.00          | $12260.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-04-01      | 7.5000%  | 0.0000% | $990275.00         | $478647.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.0000%  | 0.0000% | $5651937.00        | $5064270.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 5.5000%  | 0.0000% | $49000.00          | $46329.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.0000%  | 0.0000% | $71700.00          | $65631.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 7.0000%  | 0.0000% | $531642.00         | $450179.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.0000%  | 0.0000% | $5870.00           | $5764.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.5000%  | 0.0000% | $495918.00         | $472192.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $3677120.00        | $3627575.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-09-01      | 4.5000%  | 0.0000% | $423960.00         | $416705.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 4.0000%  | 0.0000% | $25663503.00       | $24629577.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.0000%  | 0.0000% | $74258505.00       | $74645821.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-01-01      | 4.0000%  | 0.0000% | $21432460.00       | $21082190.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-11-01      | 6.5000%  | 0.0000% | $90624.00          | $93938.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-02-01      | 6.0000%  | 0.0000% | $559718.00         | $582791.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-02-01      | 4.0000%  | 0.0000% | $1753706.00        | $1745941.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-12-01      | 4.0000%  | 0.0000% | $245000.00         | $19624.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 6.5000%  | 0.0000% | $1000.00           | $554.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.0000%  | 0.0000% | $12260.00          | $10923.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.0000%  | 0.0000% | $1558434.00        | $1097063.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 4.0000%  | 0.0000% | $3518510.00        | $3000568.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.5000%  | 0.0000% | $3852495.00        | $3459818.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 4.0000%  | 0.0000% | $818376.00         | $773711.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 7.5000%  | 0.0000% | $1020703.00        | $1074408.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $30117698.00       | $27483343.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.0000%  | 0.0000% | $1713191.00        | $1710793.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $6693789.00        | $6615879.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.0000%  | 0.0000% | $10337197.00       | $10301749.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.5000%  | 0.0000% | $5121520.00        | $5109511.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 7.0000%  | 0.0000% | $2442712.00        | $2183885.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.0000%  | 0.0000% | $1577114.00        | $1471687.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $19045114.00       | $18855439.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 5.0000%  | 0.0000% | $1770499.00        | $1670137.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.5000%  | 0.0000% | $8360.00           | $8748.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 7.5000%  | 0.0000% | $1752027.00        | $1874132.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 4.0000%  | 0.0000% | $1551866.00        | $1480826.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.5000%  | 0.0000% | $9046050.00        | $9413570.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.5000%  | 0.0000% | $4926704.00        | $4831876.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.5000%  | 0.0000% | $1189761.00        | $1254267.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 4.5000%  | 0.0000% | $1396028.00        | $1374706.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 7.0000%  | 0.0000% | $610202.00         | $658917.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.5000%  | 0.0000% | $1530096.00        | $1614274.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.5000%  | 0.0000% | $132881.00         | $140353.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.5000%  | 0.0000% | $1028055.00        | $1055989.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.0000%  | 0.0000% | $1173403.00        | $1223196.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.0000%  | 0.0000% | $5093489.00        | $5258934.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.0000%  | 0.0000% | $1608637.00        | $1463102.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.5000%  | 0.0000% | $9618.00           | $9848.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.5000%  | 0.0000% | $1803058.00        | $1908706.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.5000%  | 0.0000% | $1279458.00        | $1337011.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 4.5000%  | 0.0000% | $11370756.00       | $10172073.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 6.5000%  | 0.0000% | $108804317.00      | $91629896.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.5000%  | 0.0000% | $23996140.00       | $22201576.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-03-01      | 4.5000%  | 0.0000% | $1053.00           | $954.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.0000%  | 0.0000% | $99599743.00       | $95673304.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-12-01      | 4.5000%  | 0.0000% | $6010.00           | $5579.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $37183112.00       | $37041684.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $84222387.00       | $79632799.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.5000%  | 0.0000% | $3353519.00        | $3191241.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.0000%  | 0.0000% | $103010176.00      | $102032137.00      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $60640909.00       | $59234054.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $86990300.00       | $87095673.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 6.0000%  | 0.0000% | $530000.00         | $526466.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.5000%  | 0.0000% | $144500876.00      | $145149805.00      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 4.5000%  | 0.0000% | $4752697.00        | $4598420.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.5000%  | 0.0000% | $51003144.00       | $51000001.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 2.0000%  | 0.0000% | $11324121.00       | $9358108.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 6.0000%  | 0.0000% | $776085.00         | $812550.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 2.0000%  | 0.0000% | $15366968.00       | $12713847.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 7.0000%  | 0.0000% | $11957109.00       | $12628463.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 7.0000%  | 0.0000% | $5839965.00        | $6179430.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 4.0000%  | 0.0000% | $35197.00          | $31523.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.5000%  | 0.0000% | $1784586.00        | $1009676.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 5.5000%  | 0.0000% | $10044161.00       | $9658275.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 5.0000%  | 0.0000% | $225000.00         | $196725.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 5.5000%  | 0.0000% | $16647199.00       | $14273288.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 5.5000%  | 0.0000% | $92766976.00       | $87955690.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 5.5000%  | 0.0000% | $97125164.00       | $88671623.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.0000%  | 0.0000% | $1153908.00        | $1152546.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.0000%  | 0.0000% | $36397.00          | $33563.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 4.5000%  | 0.0000% | $251210.00         | $225995.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 5.5000%  | 0.0000% | $5900.00           | $5740.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $120654976.00      | $120826134.00      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.5000%  | 0.0000% | $28288110.00       | $25521275.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $100608640.00      | $91113913.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.5000%  | 0.0000% | $155109015.00      | $152710259.00      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.0000%  | 0.0000% | $21949557.00       | $21351277.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $101919581.00      | $101595068.00      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 5.0000%  | 0.0000% | $24214990.00       | $24131912.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.5000%  | 0.0000% | $169205156.00      | $169696356.00      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.5000%  | 0.0000% | $103220188.00      | $103974895.00      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.0000%  | 0.0000% | $1029626.00        | $1020001.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.5000%  | 0.0000% | $11330.00          | $9856.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.0000%  | 0.0000% | $92920518.00       | $95987943.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 4.5000%  | 0.0000% | $7866501.00        | $7804489.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 7.5000%  | 0.0000% | $2818917.00        | $1986673.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 7.0000%  | 0.0000% | $60622247.00       | $58970630.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.0000%  | 0.0000% | $191583.00         | $190478.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 5.5000%  | 0.0000% | $14955607.00       | $14401738.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 5.5000%  | 0.0000% | $503703040.00      | $485048796.00      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 5.5000%  | 0.0000% | $105434512.00      | $102833377.00      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 7.0000%  | 0.0000% | $3287511.00        | $3077311.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 4.5000%  | 0.0000% | $646124.00         | $636969.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.5000%  | 0.0000% | $2604527.00        | $2655259.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.5000%  | 0.0000% | $10348181.00       | $10264821.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $1202774.00        | $1205740.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 7.0000%  | 0.0000% | $4282467.00        | $4561281.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-02-01      | 4.0000%  | 0.0000% | $4222831.00        | $4187031.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-12-01      | 5.5000%  | 0.0000% | $516222.00         | $513565.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.0000%  | 0.0000% | $1548653.00        | $1562466.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.5000%  | 0.0000% | $1849525.00        | $1699971.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 6.5000%  | 0.0000% | $1389587.00        | $1452609.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.0000%  | 0.0000% | $1435041.00        | $1449855.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 6.5000%  | 0.0000% | $301879.00         | $316070.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 7.0000%  | 0.0000% | $3777601.00        | $3987427.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.0000%  | 0.0000% | $201751.00         | $204040.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 4.5000%  | 0.0000% | $352262.00         | $347226.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $1243277.00        | $1277067.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $4994.00           | $5161.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 4.5000%  | 0.0000% | $3078754.00        | $3036669.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 4.5000%  | 0.0000% | $130906.00         | $129002.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 6.5000%  | 0.0000% | $1033986.00        | $1091727.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.0000%  | 0.0000% | $1063138.00        | $1074481.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.0000%  | 0.0000% | $2720398.00        | $2737049.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 6.0000%  | 0.0000% | $1482805.00        | $1548113.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 6.0000%  | 0.0000% | $1602133.00        | $1659689.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $1573100.00        | $1611744.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.0000%  | 0.0000% | $11740209.00       | $11817046.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $1853250.00        | $1911217.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.5000%  | 0.0000% | $7354141.00        | $7578336.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.5000%  | 0.0000% | $1101750.00        | $1137556.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 6.0000%  | 0.0000% | $1866600.00        | $1921135.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 6.0000%  | 0.0000% | $1173000.00        | $1228441.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 6.0000%  | 0.0000% | $2731884.00        | $2844777.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $1009100.00        | $1035886.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $1050906.00        | $1086341.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $1257425.00        | $1295988.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.5000%  | 0.0000% | $5734031.00        | $5906388.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 6.0000%  | 0.0000% | $1144049.00        | $1192271.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 6.5000%  | 0.0000% | $1905245.00        | $2005985.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.5000%  | 0.0000% | $1255753.00        | $1292350.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $10267374.00       | $10570986.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $11619573.00       | $11953247.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 6.5000%  | 0.0000% | $1131250.00        | $1185341.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.5000%  | 0.0000% | $1463100.00        | $1505835.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.5000%  | 0.0000% | $2000.00           | $2061.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.5000%  | 0.0000% | $1127250.00        | $1161134.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.5000%  | 0.0000% | $1006670.00        | $1034718.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 6.0000%  | 0.0000% | $1167603.00        | $1225037.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.0000%  | 0.0000% | $5907667.00        | $5998159.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.0000%  | 0.0000% | $2037099.00        | $2071063.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.5000%  | 0.0000% | $2000.00           | $2061.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 6.0000%  | 0.0000% | $2500750.00        | $2620449.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 6.5000%  | 0.0000% | $2568548.00        | $2709071.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 6.0000%  | 0.0000% | $3905505.00        | $4093619.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 6.0000%  | 0.0000% | $2758611.00        | $2900611.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.5000%  | 0.0000% | $3182922.00        | $3280662.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 6.0000%  | 0.0000% | $1906635.00        | $1992162.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.5000%  | 0.0000% | $1417868.00        | $1452755.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 6.0000%  | 0.0000% | $1861373.00        | $1927233.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.5000%  | 0.0000% | $606453.00         | $623516.00         | Agency Mortgage-Backed Securities  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-04-30      | 3.5000%  | 0.0000% | $1000.00           | $1007.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-10-15      | 3.5000%  | 0.0000% | $103401600.00      | $104203010.00      | U.S. Treasuries (including strips) |

### Security 343: FIXED INCOME CLEARING CORPORATION / MORGAN STANLEY & CO. LLC

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION / MORGAN STANLEY & CO. LLC 3.670000%
- **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: TPR10382B, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: TPR10382B7791561MO
- **C.18 - Value (incl. sponsor support):** $6000000000.00
- **C.18.a - Value (excl. sponsor support):** $6000000000.00
- **C.19 - Percentage of Net Assets:** 2.1100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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?:** Yes

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION / MORGAN STANLEY & CO. LLC

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-05-01      | 3.5000%  | 0.0000% | $49998000.00       | $34628190.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 5.0000%  | 0.0000% | $32833024.00       | $28521883.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 6.0000%  | 0.0000% | $78072160.00       | $55878995.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 6.0000%  | 0.0000% | $52700000.00       | $46103815.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.0000%  | 0.0000% | $50000000.00       | $47765166.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.0000%  | 0.0000% | $16020026.00       | $15017649.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.0000%  | 0.0000% | $34593472.00       | $31628392.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 5.5000%  | 0.0000% | $75571245.00       | $58372990.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 6.0000%  | 0.0000% | $62383488.00       | $44955582.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 5.5000%  | 0.0000% | $66077150.00       | $53076527.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 6.0000%  | 0.0000% | $32346240.00       | $22830551.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-06-01      | 4.0000%  | 0.0000% | $135160611.00      | $22522386.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-07-01      | 3.5000%  | 0.0000% | $196276242.00      | $32547203.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 5.0000%  | 0.0000% | $32307550.00       | $30953577.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $633.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.5000%  | 0.0000% | $55605037.00       | $40919888.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 5.0000%  | 0.0000% | $60220480.00       | $50343119.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-08-01      | 2.0000%  | 0.0000% | $67317632.00       | $36422821.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 6.0000%  | 0.0000% | $19564001.00       | $17472911.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $323.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.5000%  | 0.0000% | $38050304.00       | $26460244.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-05-01      | 3.0000%  | 0.0000% | $207894272.00      | $26528533.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-11-01      | 4.0000%  | 0.0000% | $64337806.00       | $14670084.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-07-01      | 3.5000%  | 0.0000% | $72909280.00       | $16118720.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.5000%  | 0.0000% | $12569918.00       | $12123246.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $20160303.00       | $20290323.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.0000%  | 0.0000% | $17414848.00       | $16501949.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $45061760.00       | $42726305.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.0000%  | 0.0000% | $24744112.00       | $24259866.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2057-02-01      | 3.5000%  | 0.0000% | $123703200.00      | $36222275.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-11-01      | 4.0000%  | 0.0000% | $123136368.00      | $31375727.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-04-01      | 3.5000%  | 0.0000% | $46134720.00       | $13323482.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 2.0000%  | 0.0000% | $64222720.00       | $31733643.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $31786672.00       | $29847329.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-02-01      | 4.5000%  | 0.0000% | $83362048.00       | $21272156.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 2.5000%  | 0.0000% | $40985713.00       | $18745082.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.5000%  | 0.0000% | $91068928.00       | $45892703.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 6.0000%  | 0.0000% | $35910144.00       | $26394570.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 4.5000%  | 0.0000% | $19764125.00       | $16151980.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.5000%  | 0.0000% | $18476160.00       | $14709119.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.0000%  | 0.0000% | $25508260.00       | $20328123.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 6.0000%  | 0.0000% | $24564752.00       | $21456998.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.5000%  | 0.0000% | $58674255.00       | $55997061.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 5.5000%  | 0.0000% | $22045056.00       | $20594301.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 5.0000%  | 0.0000% | $37034280.00       | $33817479.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.5000%  | 0.0000% | $44692672.00       | $45607132.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.5000%  | 0.0000% | $13592389.00       | $13424092.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.0000%  | 0.0000% | $27606688.00       | $27269499.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.0000%  | 0.0000% | $22769144.00       | $22858931.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.0000%  | 0.0000% | $14941344.00       | $15002045.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.0000%  | 0.0000% | $14793704.00       | $14870865.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.5000%  | 0.0000% | $51528029.00       | $52793947.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.5000%  | 0.0000% | $19362240.00       | $13327065.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.5000%  | 0.0000% | $66998976.00       | $50647878.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 7.0000%  | 0.0000% | $33904400.00       | $23114777.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 6.0000%  | 0.0000% | $48737344.00       | $40631865.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.5000%  | 0.0000% | $48908715.00       | $40793176.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 4.0000%  | 0.0000% | $26757584.00       | $23530344.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.5000%  | 0.0000% | $15155104.00       | $13631025.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.0000%  | 0.0000% | $58442100.00       | $55236443.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.5000%  | 0.0000% | $49994880.00       | $46555059.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.5000%  | 0.0000% | $20819552.00       | $21218151.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.5000%  | 0.0000% | $43853056.00       | $44784358.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 6.0000%  | 0.0000% | $25575968.00       | $25915005.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $24384640.00       | $24939734.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.5000%  | 0.0000% | $27134040.00       | $27247818.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.0000%  | 0.0000% | $29774688.00       | $30337906.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $23104064.00       | $23370408.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.0000%  | 0.0000% | $52058880.00       | $52349150.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-02-01      | 3.5000%  | 0.0000% | $99997000.00       | $14003070.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-03-01      | 3.5000%  | 0.0000% | $100912730.00      | $13822287.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 2.5000%  | 0.0000% | $21925344.00       | $13154815.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 2.0000%  | 0.0000% | $51856500.00       | $30554559.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 5.5000%  | 0.0000% | $25193413.00       | $19965719.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.5000%  | 0.0000% | $41096636.00       | $26849420.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.5000%  | 0.0000% | $35375581.00       | $26627678.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.0000%  | 0.0000% | $18505408.00       | $14793680.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.0000%  | 0.0000% | $79958912.00       | $54447873.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.5000%  | 0.0000% | $15147261.00       | $11815309.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 6.0000%  | 0.0000% | $23020968.00       | $15815386.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 5.5000%  | 0.0000% | $16936000.00       | $13768137.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.0000%  | 0.0000% | $52624572.00       | $48228756.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.5000%  | 0.0000% | $15967499.00       | $15396795.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $15851896.00       | $15084541.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-09-01      | 5.0000%  | 0.0000% | $20366356.00       | $19187974.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $63447936.00       | $63234723.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-02-01      | 4.5000%  | 0.0000% | $16457960.00       | $16379159.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.0000%  | 0.0000% | $20281700.00       | $19852359.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 6.5000%  | 0.0000% | $1000.00           | $554.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.5000%  | 0.0000% | $29718720.00       | $23171333.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.5000%  | 0.0000% | $16296730.00       | $14756541.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.0000%  | 0.0000% | $15092898.00       | $14422592.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.5000%  | 0.0000% | $19694000.00       | $18831797.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.5000%  | 0.0000% | $22910912.00       | $23458373.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 5.0000%  | 0.0000% | $19881640.00       | $18918200.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 5.5000%  | 0.0000% | $17589560.00       | $16402066.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 6.5000%  | 0.0000% | $17543488.00       | $16154723.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.5000%  | 0.0000% | $82551728.00       | $71180267.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 6.0000%  | 0.0000% | $43406400.00       | $34993793.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%  | 0.0000% | $19121464.00       | $17711908.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 4.5000%  | 0.0000% | $42668800.00       | $38815114.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-05-01      | 3.5000%  | 0.0000% | $26126144.00       | $22832815.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $41393216.00       | $40236407.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%  | 0.0000% | $70019944.00       | $61367414.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.5000%  | 0.0000% | $33798208.00       | $32284410.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 5.5000%  | 0.0000% | $45432740.00       | $41754367.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.0000%  | 0.0000% | $26277720.00       | $24915175.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $19998008.00       | $18776507.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 3.0000%  | 0.0000% | $18103299.00       | $15578912.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $48595584.00       | $46053785.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 5.0000%  | 0.0000% | $26437568.00       | $25973412.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.5000%  | 0.0000% | $58696576.00       | $59403148.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.5000%  | 0.0000% | $23779304.00       | $24364620.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $59440350.00       | $60613250.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-12-01      | 5.5000%  | 0.0000% | $16995385.00       | $17304793.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.5000%  | 0.0000% | $58172174.00       | $56801442.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.5000%  | 0.0000% | $27710914.00       | $26754692.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.0000%  | 0.0000% | $13875905.00       | $14061219.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.0000%  | 0.0000% | $47884110.00       | $47301637.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.0000%  | 0.0000% | $29001760.00       | $30080448.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.0000%  | 0.0000% | $50551360.00       | $52207354.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $48250368.00       | $49126844.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.5000%  | 0.0000% | $26968425.00       | $26966763.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-08-01      | 3.0000%  | 0.0000% | $17238406.00       | $15251078.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $28592134.00       | $29650143.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-10-01      | 3.5000%  | 0.0000% | $16360640.00       | $15397549.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-06-01      | 3.5000%  | 0.0000% | $16510800.00       | $15353050.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-07-01      | 4.0000%  | 0.0000% | $25906014.00       | $24963090.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-03-01      | 3.5000%  | 0.0000% | $14183344.00       | $13398767.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.0000%  | 0.0000% | $45711454.00       | $46203665.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 6.5000%  | 0.0000% | $43682604.00       | $38632313.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 6.5000%  | 0.0000% | $81550848.00       | $67785095.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 6.0000%  | 0.0000% | $19707012.00       | $14971926.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 6.5000%  | 0.0000% | $18773864.00       | $14819207.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 5.0000%  | 0.0000% | $32292044.00       | $25332486.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 6.0000%  | 0.0000% | $49994902.00       | $42370521.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 5.5000%  | 0.0000% | $63203848.00       | $56445108.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 5.5000%  | 0.0000% | $16823232.00       | $13211347.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 5.0000%  | 0.0000% | $44278208.00       | $39953553.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 6.5000%  | 0.0000% | $24656672.00       | $15579323.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 6.5000%  | 0.0000% | $43068442.00       | $30778791.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 5.5000%  | 0.0000% | $21735920.00       | $19996133.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.0000%  | 0.0000% | $25759971.00       | $20734683.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 6.5000%  | 0.0000% | $42259222.00       | $35628411.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 7.0000%  | 0.0000% | $20089047.00       | $17409944.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 5.5000%  | 0.0000% | $40769344.00       | $37161365.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.5000%  | 0.0000% | $28013098.00       | $23601975.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 6.0000%  | 0.0000% | $35489262.00       | $33360459.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 6.0000%  | 0.0000% | $34046592.00       | $31790493.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.5000%  | 0.0000% | $48000000.00       | $44901083.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.5000%  | 0.0000% | $48585274.00       | $41404655.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.0000%  | 0.0000% | $55163392.00       | $49142338.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.5000%  | 0.0000% | $32349440.00       | $30079427.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.5000%  | 0.0000% | $43719901.00       | $41224217.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.5000%  | 0.0000% | $17810652.00       | $16240942.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.0000%  | 0.0000% | $62299520.00       | $60037035.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.0000%  | 0.0000% | $41187568.00       | $39886568.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.0000%  | 0.0000% | $63966808.00       | $58901035.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.5000%  | 0.0000% | $39208375.00       | $32468956.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $15880384.00       | $14613925.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.5000%  | 0.0000% | $51332305.00       | $42685630.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.5000%  | 0.0000% | $24098488.00       | $16453552.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 5.5000%  | 0.0000% | $17381540.00       | $16472805.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 5.5000%  | 0.0000% | $30358412.00       | $29595694.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.5000%  | 0.0000% | $58567776.00       | $56852166.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.0000%  | 0.0000% | $35466985.00       | $34889702.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 5.5000%  | 0.0000% | $49999787.00       | $47227054.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $20511200.00       | $20520584.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.5000%  | 0.0000% | $69979417.00       | $65321090.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.0000%  | 0.0000% | $33576560.00       | $33097967.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.0000%  | 0.0000% | $33386366.00       | $33415194.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.0000%  | 0.0000% | $72708870.00       | $72029180.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.5000%  | 0.0000% | $36859924.00       | $32064067.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.0000%  | 0.0000% | $49962176.00       | $51605322.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.0000%  | 0.0000% | $50019136.00       | $50272842.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 4.5000%  | 0.0000% | $26183515.00       | $25843139.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.0000%  | 0.0000% | $48698800.00       | $49088204.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.0000%  | 0.0000% | $45774864.00       | $46208296.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 4.5000%  | 0.0000% | $26665619.00       | $26348298.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.0000%  | 0.0000% | $35591095.00       | $35993836.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 6.5000%  | 0.0000% | $12999000.00       | $13667501.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.0000%  | 0.0000% | $27665664.00       | $27852041.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 4.5000%  | 0.0000% | $31005600.00       | $30569506.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.0000%  | 0.0000% | $22913723.00       | $20733440.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.5000%  | 0.0000% | $37264433.00       | $36583851.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 4.0000%  | 0.0000% | $69533519.00       | $66520535.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-02-01      | 4.5000%  | 0.0000% | $28627456.00       | $28780642.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.0000%  | 0.0000% | $14682604.00       | $14773143.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.0000%  | 0.0000% | $28105137.00       | $28323545.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $22755455.00       | $23204891.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $17387290.00       | $17757053.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $12835938.00       | $13095343.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $16339646.00       | $16496197.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.0000%  | 0.0000% | $14395746.00       | $14475431.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $38190208.00       | $39069625.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.5000%  | 0.0000% | $26326955.00       | $26844232.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $15631664.00       | $15943185.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.0000%  | 0.0000% | $12958100.00       | $13057862.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.0000%  | 0.0000% | $67907470.00       | $68261660.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.0000%  | 0.0000% | $21770467.00       | $22010111.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.5000%  | 0.0000% | $599600.00         | $619763.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.5000%  | 0.0000% | $2768975.00        | $2835482.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.5000%  | 0.0000% | $10017000.00       | $10340094.00       | Agency Mortgage-Backed Securities  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-11-15      | 1.3800%  | 0.0000% | $200.00            | $174.00            | U.S. Treasuries (including strips) |

### Security 344: FIXED INCOME CLEARING CORPORATION / STATE STREET BANK AND TRUST COMPANY

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION / STATE STREET BANK AND TRUST COMPANY 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR10382E, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: TPR10382E779156SSB
- **C.18 - Value (incl. sponsor support):** $164000000.00
- **C.18.a - Value (excl. sponsor support):** $164000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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?:** Yes

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION / STATE STREET BANK AND TRUST COMPANY

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $77513500.00       | $77871686.57       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-10-15      | 1.6300%  | 0.0000% | $84764500.00       | $89408313.44       | U.S. Treasuries (including strips) |

### Security 345: FIXED INCOME CLEARING CORPORATION / STATE STREET BANK AND TRUST COMPANY

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION / STATE STREET BANK AND TRUST COMPANY 3.670000%
- **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: TPR103832, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: TPR103832779156STA
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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?:** Yes

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION / STATE STREET BANK AND TRUST COMPANY

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-03-01      | 5.7000%  | 0.0000% | $1000.00           | $27.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-07-01      | 6.0500%  | 0.0000% | $1390.00           | $51.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-09-01      | 5.5000%  | 0.0000% | $1267.00           | $4.00              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-07-01      | 4.0000%  | 0.0000% | $313738.00         | $28126.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-05-01      | 3.5000%  | 0.0000% | $1000.00           | $108.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-03-01      | 3.5000%  | 0.0000% | $1214.00           | $127.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-07-01      | 3.5000%  | 0.0000% | $3090.00           | $841.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-06-01      | 4.5000%  | 0.0000% | $1330.00           | $346.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-12-01      | 3.5000%  | 0.0000% | $1001.00           | $202.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-09-01      | 4.5000%  | 0.0000% | $1204.00           | $321.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-11-01      | 5.8500%  | 0.0000% | $1013.00           | $24.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-10-01      | 3.5000%  | 0.0000% | $13003.00          | $2238.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-01-01      | 3.5000%  | 0.0000% | $13000.00          | $2470.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-03-01      | 4.5000%  | 0.0000% | $1839.00           | $407.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-04-01      | 4.5000%  | 0.0000% | $2049.00           | $759.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-05-01      | 4.5000%  | 0.0000% | $1014.00           | $291.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-12-01      | 3.5000%  | 0.0000% | $2722.00           | $118.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-08-01      | 3.0000%  | 0.0000% | $1000.00           | $31.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-01-01      | 4.5000%  | 0.0000% | $99228803.00       | $19171976.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-06-01      | 4.5000%  | 0.0000% | $1086.00           | $191.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-08-01      | 4.5000%  | 0.0000% | $1079.00           | $265.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-11-01      | 3.5000%  | 0.0000% | $2112.00           | $259.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-06-01      | 5.5000%  | 0.0000% | $1000.00           | $93.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-03-01      | 4.0000%  | 0.0000% | $1009.00           | $106.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-05-01      | 3.5000%  | 0.0000% | $1002.00           | $103.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-01-01      | 3.5000%  | 0.0000% | $1001.00           | $125.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-08-01      | 3.5000%  | 0.0000% | $2288.00           | $244.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-04-01      | 3.5000%  | 0.0000% | $1251.00           | $150.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-07-01      | 4.0000%  | 0.0000% | $1200.00           | $255.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-07-01      | 6.0000%  | 0.0000% | $1000.00           | $269.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-01-01      | 4.0000%  | 0.0000% | $1000.00           | $247.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2028-08-01      | 3.0000%  | 0.0000% | $1275.00           | $47.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-04-01      | 3.5000%  | 0.0000% | $1000.00           | $85.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-09-01      | 3.5000%  | 0.0000% | $1000.00           | $72.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-03-01      | 3.5000%  | 0.0000% | $13002.00          | $1863.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-01-01      | 2.5000%  | 0.0000% | $1000.00           | $294.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-07-01      | 3.0000%  | 0.0000% | $1000.00           | $544.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-07-01      | 3.5000%  | 0.0000% | $1000.00           | $577.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-02-01      | 6.5000%  | 0.0000% | $1004.00           | $677.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-05-01      | 2.0000%  | 0.0000% | $1000.00           | $484.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-08-01      | 2.0000%  | 0.0000% | $1000.00           | $392.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-01-01      | 3.5000%  | 0.0000% | $1024.00           | $391.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $761.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $770.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $668.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 5.5000%  | 0.0000% | $1045.00           | $816.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 2.5000%  | 0.0000% | $2008.00           | $1273.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $657.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $752.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-01-01      | 2.5000%  | 0.0000% | $1000.00           | $676.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $677.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-07-01      | 5.5000%  | 0.0000% | $1000.00           | $629.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 3.5000%  | 0.0000% | $7011.00           | $4840.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 5.0000%  | 0.0000% | $1024.00           | $732.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 4.0000%  | 0.0000% | $2000.00           | $1446.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $676.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 4.5000%  | 0.0000% | $1054.00           | $756.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $783.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $725.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $683.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $767.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.5000%  | 0.0000% | $1008.00           | $783.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 3.5000%  | 0.0000% | $1004.00           | $747.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $723.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 5.5000%  | 0.0000% | $1020.00           | $784.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $716.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 5.0000%  | 0.0000% | $1000.00           | $815.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $807.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $858.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $853.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $777.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $689.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1723.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.5000%  | 0.0000% | $1037.00           | $832.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $713.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $717.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $861.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1729.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.0000%  | 0.0000% | $2016.00           | $1779.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 3.5000%  | 0.0000% | $1031.00           | $860.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $868.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-12-01      | 5.5000%  | 0.0000% | $1000.00           | $790.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1737.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 5.5000%  | 0.0000% | $12110.00          | $10445.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 5.0000%  | 0.0000% | $2217.00           | $1929.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $843.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 2.0000%  | 0.0000% | $1000.00           | $742.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 5.5000%  | 0.0000% | $1024.00           | $904.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 6.0000%  | 0.0000% | $4114.00           | $3506.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 5.5000%  | 0.0000% | $4000.00           | $3660.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $921.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 5.0000%  | 0.0000% | $1024.00           | $928.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.0000%  | 0.0000% | $1008.00           | $880.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $755.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 6.0000%  | 0.0000% | $525330.00         | $380275.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.0000%  | 0.0000% | $1034.00           | $975.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 6.0000%  | 0.0000% | $1025.00           | $983.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $916.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 4.5000%  | 0.0000% | $1000.00           | $905.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 6.0000%  | 0.0000% | $1024.00           | $864.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $878.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $901.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-07-01      | 3.5000%  | 0.0000% | $1988.00           | $177.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-08-01      | 4.0000%  | 0.0000% | $1003.00           | $100.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-10-01      | 3.0000%  | 0.0000% | $3016.00           | $445.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-07-01      | 2.5000%  | 0.0000% | $1000.00           | $352.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-09-01      | 3.0000%  | 0.0000% | $1000.00           | $303.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $896.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $938.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.5000%  | 0.0000% | $1044.00           | $987.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-11-01      | 3.0000%  | 0.0000% | $1013.00           | $363.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-10-01      | 3.5000%  | 0.0000% | $1000.00           | $295.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-11-01      | 2.5000%  | 0.0000% | $1024.00           | $627.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $649.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $753.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 4.0000%  | 0.0000% | $1024.00           | $754.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 4.0000%  | 0.0000% | $1001.00           | $742.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 5.5000%  | 0.0000% | $1046.00           | $808.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 5.5000%  | 0.0000% | $8820992.00        | $7388218.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 5.5000%  | 0.0000% | $1007.00           | $856.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 6.0000%  | 0.0000% | $2117.00           | $1812.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 6.5000%  | 0.0000% | $1000.00           | $747.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $966.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-02-01      | 2.0000%  | 0.0000% | $2000.00           | $1097.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $580.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $639.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $742.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 2.5000%  | 0.0000% | $8043.00           | $5304.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $693.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 3.0000%  | 0.0000% | $1000.00           | $745.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $780.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 4.5000%  | 0.0000% | $1706001.00        | $1322376.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $768.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 4.0000%  | 0.0000% | $1002.00           | $774.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 4.5000%  | 0.0000% | $139072.00         | $107447.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $2144007.00        | $1630775.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 5.5000%  | 0.0000% | $1093.00           | $817.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $763.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 6.0000%  | 0.0000% | $1024.00           | $691.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 4.5000%  | 0.0000% | $1000.00           | $825.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.5000%  | 0.0000% | $1965.00           | $1550.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 6.0000%  | 0.0000% | $1002.00           | $693.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.5000%  | 0.0000% | $1008.00           | $802.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $721.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-12-01      | 5.0000%  | 0.0000% | $2018.00           | $1790.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $803.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $706.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 5.5000%  | 0.0000% | $10066.00          | $8008.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 6.0000%  | 0.0000% | $6346.00           | $4374.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $862.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 5.0000%  | 0.0000% | $1000.00           | $885.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1418.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 4.0000%  | 0.0000% | $18000.00          | $16305.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 6.5000%  | 0.0000% | $8192.00           | $4806.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.5000%  | 0.0000% | $1024.00           | $687.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.5000%  | 0.0000% | $1155.00           | $1045.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.0000%  | 0.0000% | $1046.00           | $1007.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $770.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 4.5000%  | 0.0000% | $1041.00           | $881.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.5000%  | 0.0000% | $3134.00           | $2636.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-03-01      | 6.0000%  | 0.0000% | $1000.00           | $256.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-07-01      | 4.5000%  | 0.0000% | $1024.00           | $80.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-05-01      | 3.5000%  | 0.0000% | $1000.00           | $135.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-02-01      | 4.0000%  | 0.0000% | $1004.00           | $224.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-10-01      | 4.5000%  | 0.0000% | $1049.00           | $46.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-02-01      | 4.0000%  | 0.0000% | $1005.00           | $17.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-11-01      | 3.5000%  | 0.0000% | $1055.00           | $144.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-09-01      | 3.5000%  | 0.0000% | $1024.00           | $152.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-02-01      | 4.0000%  | 0.0000% | $1031.00           | $196.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-03-01      | 4.0000%  | 0.0000% | $1009.00           | $253.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-03-01      | 4.5000%  | 0.0000% | $2000.00           | $344.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-08-01      | 4.0000%  | 0.0000% | $1024.00           | $158.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-03-01      | 4.0000%  | 0.0000% | $1008.00           | $268.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-07-01      | 4.0000%  | 0.0000% | $1024.00           | $172.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-03-01      | 3.5000%  | 0.0000% | $1000.00           | $212.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-11-01      | 4.0000%  | 0.0000% | $2027.00           | $594.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-03-01      | 4.5000%  | 0.0000% | $1011.00           | $242.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-09-01      | 4.5000%  | 0.0000% | $3072.00           | $442.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-09-01      | 6.5000%  | 0.0000% | $1000.00           | $146.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-02-01      | 3.5000%  | 0.0000% | $1000.00           | $280.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-07-01      | 3.5000%  | 0.0000% | $1027.00           | $209.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-12-20      | 5.8800%  | 0.0000% | $1003.00           | $100.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-08-20      | 5.0000%  | 0.0000% | $1000.00           | $146.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-12-01      | 3.0000%  | 0.0000% | $1024.00           | $381.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $520.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-09-01      | 3.0000%  | 0.0000% | $1000.00           | $590.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $647.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $564.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-12-01      | 2.5000%  | 0.0000% | $1008.00           | $604.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $662.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $652.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $681.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 3.5000%  | 0.0000% | $1022.00           | $715.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $754.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 4.0000%  | 0.0000% | $1011.00           | $777.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $802.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 4.5000%  | 0.0000% | $6627614.00        | $4995208.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $666.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $779.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $719.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $566.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $646.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 4.5000%  | 0.0000% | $1015.00           | $830.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 5.0000%  | 0.0000% | $1003.00           | $663.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 5.0000%  | 0.0000% | $1013.00           | $711.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 5.0000%  | 0.0000% | $1003.00           | $774.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 4.5000%  | 0.0000% | $3211360.00        | $2435830.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $641.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.5000%  | 0.0000% | $1049.00           | $692.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.5000%  | 0.0000% | $3521.00           | $2181.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $844.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 5.5000%  | 0.0000% | $1021.00           | $810.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $713.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $799.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 6.0000%  | 0.0000% | $2000.00           | $986.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $772.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $730.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 5.0000%  | 0.0000% | $1008.00           | $766.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $700.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 6.5000%  | 0.0000% | $1008.00           | $383.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 6.0000%  | 0.0000% | $2000.00           | $1107.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 6.0000%  | 0.0000% | $1024.00           | $676.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $856.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 5.5000%  | 0.0000% | $1008.00           | $677.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 5.5000%  | 0.0000% | $1024.00           | $652.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $803.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 5.5000%  | 0.0000% | $1008.00           | $779.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 6.0000%  | 0.0000% | $2000.00           | $1181.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $637.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 5.0000%  | 0.0000% | $1023.00           | $755.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $874.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 6.0000%  | 0.0000% | $6209.00           | $3811.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $711.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $637.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 6.0000%  | 0.0000% | $1024.00           | $599.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $685.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 3.0000%  | 0.0000% | $1000.00           | $755.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $874.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 6.5000%  | 0.0000% | $1008.00           | $857.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $923.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 6.0000%  | 0.0000% | $1018.00           | $973.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $768.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1058.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $876.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 6.5000%  | 0.0000% | $1008.00           | $857.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $844.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $594.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 5.5000%  | 0.0000% | $201157.00         | $190218.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-12-01      | 6.0000%  | 0.0000% | $1000.00           | $959.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-12-01      | 6.0000%  | 0.0000% | $1008.00           | $870.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 6.0000%  | 0.0000% | $2960.00           | $2164.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $887.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 4.5000%  | 0.0000% | $1000.00           | $958.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 5.5000%  | 0.0000% | $1020.00           | $938.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $972.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 6.5000%  | 0.0000% | $1000.00           | $800.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 5.5000%  | 0.0000% | $1024.00           | $759.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 5.5000%  | 0.0000% | $1024.00           | $871.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $828.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 6.0000%  | 0.0000% | $1029.00           | $792.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $908.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.0000%  | 0.0000% | $1008.00           | $964.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 5.5000%  | 0.0000% | $1755598.00        | $1784220.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $474.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $577.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-09-01      | 3.0000%  | 0.0000% | $1000.00           | $627.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $717.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $649.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $826.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $748.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 3.5000%  | 0.0000% | $5200.00           | $3563.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $703.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $723.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $776.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $758.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $788.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.5000%  | 0.0000% | $1024.00           | $778.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $859.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 6.0000%  | 0.0000% | $1024.00           | $831.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 5.5000%  | 0.0000% | $1002.00           | $778.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 5.5000%  | 0.0000% | $1120.00           | $946.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 6.0000%  | 0.0000% | $1359.00           | $1094.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $824.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 5.5000%  | 0.0000% | $1024.00           | $819.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 6.0000%  | 0.0000% | $1001.00           | $753.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.5000%  | 0.0000% | $24925300.00       | $20730908.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.0000%  | 0.0000% | $1009.00           | $834.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.5000%  | 0.0000% | $1030.00           | $929.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $839.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 6.0000%  | 0.0000% | $1024.00           | $929.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-11-01      | 5.0000%  | 0.0000% | $1001.00           | $998.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-10-01      | 2.5000%  | 0.0000% | $1000.00           | $597.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-05-01      | 2.0000%  | 0.0000% | $1000.00           | $343.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-04-01      | 5.5000%  | 0.0000% | $1000.00           | $795.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-11-01      | 2.0000%  | 0.0000% | $1001.00           | $489.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-04-01      | 4.5000%  | 0.0000% | $1000.00           | $52.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 4.5000%  | 0.0000% | $1000.00           | $892.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 5.0000%  | 0.0000% | $1000.00           | $928.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $867.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 7.0000%  | 0.0000% | $1000.00           | $771.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 6.5000%  | 0.0000% | $1000.00           | $767.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 6.0000%  | 0.0000% | $1051.00           | $732.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $916.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 6.5000%  | 0.0000% | $571130.00         | $469015.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 5.5000%  | 0.0000% | $1039.00           | $880.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 5.5000%  | 0.0000% | $1012.00           | $869.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-12-01      | 5.5000%  | 0.0000% | $7695160.00        | $22093.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-01-01      | 5.0000%  | 0.0000% | $25582.00          | $82.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-01-01      | 3.5000%  | 0.0000% | $1000.00           | $139.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-05-01      | 5.0000%  | 0.0000% | $1000.00           | $61.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-12-01      | 3.5000%  | 0.0000% | $1000.00           | $45.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-12-01      | 3.5000%  | 0.0000% | $1001.00           | $65.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-12-01      | 4.0000%  | 0.0000% | $1024.00           | $91.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-05-01      | 4.0000%  | 0.0000% | $2010.00           | $108.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-07-01      | 6.0000%  | 0.0000% | $2000.00           | $62.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-08-01      | 3.5000%  | 0.0000% | $1024.00           | $126.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-09-01      | 3.5000%  | 0.0000% | $2161.00           | $266.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 3.5000%  | 0.0000% | $1000.00           | $151.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-01-01      | 3.5000%  | 0.0000% | $1000.00           | $131.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-02-01      | 3.0000%  | 0.0000% | $1024.00           | $230.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-10-01      | 4.0000%  | 0.0000% | $1000.00           | $65.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-08-01      | 4.0000%  | 0.0000% | $3002.00           | $254.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-11-01      | 3.5000%  | 0.0000% | $1149.00           | $210.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-02-01      | 3.5000%  | 0.0000% | $1000.00           | $170.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-01-01      | 4.0000%  | 0.0000% | $1002.00           | $136.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-11-01      | 3.5000%  | 0.0000% | $1000.00           | $96.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-10-01      | 6.5000%  | 0.0000% | $1000.00           | $117.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-03-01      | 8.0000%  | 0.0000% | $3000.00           | $281.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-09-01      | 3.5000%  | 0.0000% | $3002.00           | $309.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-03-01      | 4.0000%  | 0.0000% | $1000.00           | $168.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-08-01      | 3.0000%  | 0.0000% | $1024.00           | $186.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-08-01      | 3.5000%  | 0.0000% | $1000.00           | $81.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-09-01      | 3.5000%  | 0.0000% | $1024.00           | $263.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $266.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-06-01      | 3.5000%  | 0.0000% | $1000.00           | $88.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-06-01      | 3.5000%  | 0.0000% | $1000.00           | $196.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-02-01      | 2.7800%  | 0.0000% | $1000.00           | $260.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-05-01      | 4.0000%  | 0.0000% | $1143.00           | $102.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-06-01      | 4.0000%  | 0.0000% | $1000.00           | $145.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-08-01      | 3.0000%  | 0.0000% | $1024.00           | $96.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-07-01      | 3.5000%  | 0.0000% | $1024.00           | $105.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-07-01      | 3.5000%  | 0.0000% | $1120.00           | $133.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-08-01      | 3.5000%  | 0.0000% | $1000.00           | $93.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-10-01      | 3.5000%  | 0.0000% | $2024.00           | $335.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-11-01      | 3.0000%  | 0.0000% | $1000.00           | $159.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-12-01      | 3.5000%  | 0.0000% | $1000.00           | $115.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-12-01      | 3.5000%  | 0.0000% | $1000.00           | $149.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-06-01      | 3.0000%  | 0.0000% | $1000.00           | $88.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-12-01      | 3.5000%  | 0.0000% | $1040.00           | $143.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.5000%  | 0.0000% | $2234147.00        | $1965087.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-02-01      | 3.5000%  | 0.0000% | $1052.00           | $160.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-01-01      | 3.0000%  | 0.0000% | $1000.00           | $177.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-04-01      | 3.5000%  | 0.0000% | $1001.00           | $156.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-06-01      | 3.5000%  | 0.0000% | $1024.00           | $184.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-06-01      | 3.5000%  | 0.0000% | $1024.00           | $156.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-06-01      | 3.5000%  | 0.0000% | $1000.00           | $225.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-04-01      | 3.5000%  | 0.0000% | $1000.00           | $55.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-04-01      | 3.5000%  | 0.0000% | $1025.00           | $110.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-08-01      | 3.5000%  | 0.0000% | $2089.00           | $280.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-09-01      | 4.5000%  | 0.0000% | $1034.00           | $165.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-02-01      | 3.5000%  | 0.0000% | $1056.00           | $181.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-11-01      | 4.0000%  | 0.0000% | $1000.00           | $118.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-01-01      | 3.5000%  | 0.0000% | $1024.00           | $162.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-07-01      | 4.0000%  | 0.0000% | $1000.00           | $209.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-04-01      | 3.5000%  | 0.0000% | $1024.00           | $89.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-04-01      | 3.5000%  | 0.0000% | $1000.00           | $179.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-04-01      | 3.5000%  | 0.0000% | $1000.00           | $157.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-05-01      | 3.5000%  | 0.0000% | $1024.00           | $88.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-05-01      | 3.0000%  | 0.0000% | $1024.00           | $131.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-05-01      | 3.5000%  | 0.0000% | $1085.00           | $92.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-05-01      | 3.5000%  | 0.0000% | $1023.00           | $83.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-06-01      | 3.0000%  | 0.0000% | $1024.00           | $130.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-06-01      | 3.5000%  | 0.0000% | $1024.00           | $105.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-06-01      | 3.5000%  | 0.0000% | $1008.00           | $172.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-06-01      | 3.5000%  | 0.0000% | $1024.00           | $233.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-06-01      | 3.5000%  | 0.0000% | $1120.00           | $118.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-11-01      | 3.5000%  | 0.0000% | $3083.00           | $618.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-07-01      | 3.5000%  | 0.0000% | $1120.00           | $120.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-09-01      | 3.5000%  | 0.0000% | $19537329.00       | $3070999.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-09-01      | 3.5000%  | 0.0000% | $1000.00           | $187.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-09-01      | 3.5000%  | 0.0000% | $1000.00           | $173.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-12-01      | 3.5000%  | 0.0000% | $1000.00           | $111.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-01-01      | 2.5000%  | 0.0000% | $1000.00           | $94.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-10-01      | 3.0000%  | 0.0000% | $1024.00           | $278.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-10-01      | 3.5000%  | 0.0000% | $1024.00           | $235.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-06-01      | 3.0000%  | 0.0000% | $1057.00           | $150.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-07-01      | 3.5000%  | 0.0000% | $1089.00           | $89.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-08-01      | 3.0000%  | 0.0000% | $1000.00           | $150.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-09-01      | 3.0000%  | 0.0000% | $1024.00           | $277.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-09-01      | 3.0000%  | 0.0000% | $1024.00           | $159.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-09-01      | 3.0000%  | 0.0000% | $1000.00           | $164.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-03-01      | 3.5000%  | 0.0000% | $1000.00           | $203.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-03-01      | 3.5000%  | 0.0000% | $1000.00           | $200.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-03-01      | 4.0000%  | 0.0000% | $1035.00           | $244.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-03-01      | 4.5000%  | 0.0000% | $1000.00           | $160.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-10-01      | 3.0000%  | 0.0000% | $1024.00           | $222.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $172.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-11-01      | 3.5000%  | 0.0000% | $1120.00           | $250.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-01-01      | 3.5000%  | 0.0000% | $1054.00           | $237.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-06-01      | 4.5000%  | 0.0000% | $8077900.00        | $2000870.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-06-01      | 4.0000%  | 0.0000% | $1000.00           | $75.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-03-01      | 3.0000%  | 0.0000% | $1004.00           | $136.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-04-01      | 3.5000%  | 0.0000% | $1024.00           | $307.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-04-01      | 3.5000%  | 0.0000% | $3000.00           | $465.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-04-01      | 4.0000%  | 0.0000% | $1299.00           | $202.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-05-01      | 4.0000%  | 0.0000% | $2002.00           | $350.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-05-01      | 3.0000%  | 0.0000% | $1008.00           | $175.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-05-01      | 3.5000%  | 0.0000% | $1023.00           | $201.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-05-01      | 3.5000%  | 0.0000% | $1024.00           | $162.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-06-01      | 3.5000%  | 0.0000% | $15657.00          | $2832.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-07-01      | 3.5000%  | 0.0000% | $1024.00           | $199.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-11-01      | 3.5000%  | 0.0000% | $1000.00           | $43.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-02-01      | 4.5000%  | 0.0000% | $1000.00           | $167.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-04-01      | 3.0000%  | 0.0000% | $1001.00           | $42.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-06-01      | 3.5000%  | 0.0000% | $1024.00           | $128.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-04-01      | 3.0000%  | 0.0000% | $1024.00           | $145.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-04-01      | 3.0000%  | 0.0000% | $1024.00           | $160.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-04-01      | 3.5000%  | 0.0000% | $1408.00           | $280.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-04-01      | 3.0000%  | 0.0000% | $1000.00           | $176.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-06-01      | 3.5000%  | 0.0000% | $1024.00           | $195.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-06-01      | 3.0000%  | 0.0000% | $1000.00           | $295.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-05-01      | 3.0000%  | 0.0000% | $3072.00           | $321.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-06-01      | 3.5000%  | 0.0000% | $1024.00           | $291.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-07-01      | 3.5000%  | 0.0000% | $1024.00           | $193.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-07-01      | 3.5000%  | 0.0000% | $1000.00           | $127.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-09-01      | 3.5000%  | 0.0000% | $1024.00           | $332.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-09-01      | 3.5000%  | 0.0000% | $1024.00           | $178.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-09-01      | 3.5000%  | 0.0000% | $1024.00           | $186.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-10-01      | 3.5000%  | 0.0000% | $1000.00           | $104.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-07-01      | 3.5000%  | 0.0000% | $1000.00           | $136.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-06-01      | 6.0000%  | 0.0000% | $1304564.00        | $24765.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-07-01      | 5.0000%  | 0.0000% | $2280128.00        | $21374.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-05-01      | 8.5000%  | 0.0000% | $1308907.00        | $26364.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-10-01      | 6.0000%  | 0.0000% | $1037.00           | $20.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-12-01      | 6.0000%  | 0.0000% | $1001.00           | $16.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-03-01      | 6.0000%  | 0.0000% | $1009.00           | $9.00              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $646.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 4.5000%  | 0.0000% | $1007.00           | $918.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.5000%  | 0.0000% | $1002.00           | $869.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.0000%  | 0.0000% | $1019.00           | $941.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $900.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 5.5000%  | 0.0000% | $1001.00           | $1001.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $620.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $498.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 6.0000%  | 0.0000% | $3000.00           | $1361.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1061.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1042.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1034.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 4.5000%  | 0.0000% | $1007.00           | $924.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $876.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $868.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 5.5000%  | 0.0000% | $84072.00          | $71046.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $875.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1025.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1038.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $919.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $865.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 7.0000%  | 0.0000% | $1001.00           | $617.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $823.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.5000%  | 0.0000% | $2000.00           | $1550.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 5.5000%  | 0.0000% | $1003.00           | $1019.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1626.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.0000%  | 0.0000% | $1022.00           | $993.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $851.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.5000%  | 0.0000% | $2025.00           | $1694.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.5000%  | 0.0000% | $2427000.00        | $2443921.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $412.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $868.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $770.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $908.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $871.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $904.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $930.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1016.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.5000%  | 0.0000% | $1024.00           | $919.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1015.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $737.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $994.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1030.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $839.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1040.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.0000%  | 0.0000% | $1001.00           | $929.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $838.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.5000%  | 0.0000% | $1003.00           | $1037.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 6.0000%  | 0.0000% | $2000.00           | $1676.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $752.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $973.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $932.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $917.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $944.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $621.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1038.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $962.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1039.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 5.0000%  | 0.0000% | $4000.00           | $4027.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $941.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 7.0000%  | 0.0000% | $2001.00           | $2106.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.5000%  | 0.0000% | $2000.00           | $1056.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 5.5000%  | 0.0000% | $1001.00           | $807.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1955.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.5000%  | 0.0000% | $1002.00           | $1005.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $918.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1022.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1038.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $1008.00           | $796.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.0000%  | 0.0000% | $1001.00           | $1000.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $1028.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $971.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $1000.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.0000%  | 0.0000% | $1023.00           | $1024.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.5000%  | 0.0000% | $1011.00           | $1037.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 7.0000%  | 0.0000% | $2000.00           | $2123.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $990.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $925.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 5.5000%  | 0.0000% | $1024.00           | $987.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1040.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1056.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1054.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1040.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1025.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1033.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1023.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1054.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $1002.00           | $1017.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1029.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $1062.00           | $1098.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $1238926.00        | $845951.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1028.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $10714544.00       | $10939310.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $1001.00           | $1026.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1028.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $1036.00           | $1067.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $862627.00         | $878004.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 6.5000%  | 0.0000% | $307349.00         | $326125.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1057.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.5000%  | 0.0000% | $964723.00         | $987997.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-04-01      | 3.5000%  | 0.0000% | $1000.00           | $132.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-08-01      | 3.0000%  | 0.0000% | $35176090.00       | $6575252.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-10-01      | 3.0000%  | 0.0000% | $2000.00           | $456.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-10-01      | 2.5000%  | 0.0000% | $1000.00           | $137.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-07-01      | 3.5000%  | 0.0000% | $1000.00           | $396.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-12-01      | 3.0000%  | 0.0000% | $2000.00           | $559.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-02-01      | 3.5000%  | 0.0000% | $1000.00           | $396.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-05-01      | 4.0000%  | 0.0000% | $1008.00           | $245.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-06-01      | 4.0000%  | 0.0000% | $1034.00           | $114.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-07-01      | 3.0000%  | 0.0000% | $1000.00           | $123.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2062-10-01      | 2.5000%  | 0.0000% | $1120.00           | $877.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-07-01      | 4.0000%  | 0.0000% | $1040.00           | $340.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 4.0000%  | 0.0000% | $1041.00           | $307.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-11-01      | 3.5000%  | 0.0000% | $1000.00           | $160.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-07-01      | 6.0000%  | 0.0000% | $1000.00           | $186.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-09-01      | 5.5000%  | 0.0000% | $1000.00           | $287.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-08-01      | 5.5000%  | 0.0000% | $1000.00           | $244.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2057-01-01      | 3.5000%  | 0.0000% | $1000.00           | $340.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2057-02-01      | 3.5000%  | 0.0000% | $1006.00           | $295.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2057-09-01      | 4.5000%  | 0.0000% | $1000.00           | $288.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 4.0000%  | 0.0000% | $2000.00           | $598.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-02-01      | 3.5000%  | 0.0000% | $1048.00           | $250.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2058-01-01      | 3.5000%  | 0.0000% | $1000.00           | $405.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-06-01      | 4.5000%  | 0.0000% | $3000.00           | $859.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-07-01      | 4.0000%  | 0.0000% | $1000.00           | $319.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-01-01      | 3.0000%  | 0.0000% | $1000.00           | $291.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $397.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 4.0000%  | 0.0000% | $1000.00           | $390.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-02-01      | 3.5000%  | 0.0000% | $1024.00           | $426.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2060-06-01      | 2.5000%  | 0.0000% | $6621178.00        | $3062175.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-02-01      | 2.5000%  | 0.0000% | $1000.00           | $419.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 2.5000%  | 0.0000% | $1000.00           | $600.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2060-09-01      | 3.0000%  | 0.0000% | $1000.00           | $398.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2061-11-01      | 4.0000%  | 0.0000% | $1001.00           | $755.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2062-09-01      | 3.5000%  | 0.0000% | $1024.00           | $731.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $290.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-08-01      | 4.0000%  | 0.0000% | $1000.00           | $130.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-09-01      | 4.0000%  | 0.0000% | $1000.00           | $295.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-11-01      | 3.0000%  | 0.0000% | $1000.00           | $156.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-08-01      | 4.0000%  | 0.0000% | $1000.00           | $116.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-11-01      | 3.0000%  | 0.0000% | $1000.00           | $227.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-09-01      | 2.5000%  | 0.0000% | $1000.00           | $70.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-05-01      | 4.5000%  | 0.0000% | $1000.00           | $93.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-06-01      | 4.0000%  | 0.0000% | $1003.00           | $121.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 4.0000%  | 0.0000% | $1024.00           | $220.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-10-01      | 4.0000%  | 0.0000% | $1024.00           | $165.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-05-01      | 2.5000%  | 0.0000% | $2176.00           | $858.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-04-01      | 4.5000%  | 0.0000% | $3025.00           | $564.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-07-01      | 4.5000%  | 0.0000% | $1069.00           | $191.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-09-01      | 4.0000%  | 0.0000% | $2000.00           | $173.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-11-01      | 4.5000%  | 0.0000% | $3084.00           | $833.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-05-01      | 4.0000%  | 0.0000% | $3092.00           | $598.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-06-01      | 4.0000%  | 0.0000% | $1024.00           | $274.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.5000%  | 0.0000% | $3245.00           | $856.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-09-01      | 4.0000%  | 0.0000% | $1008.00           | $82.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-01-01      | 4.0000%  | 0.0000% | $1037.00           | $230.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-10-01      | 4.0000%  | 0.0000% | $1000.00           | $167.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-09-01      | 4.5000%  | 0.0000% | $4114.00           | $947.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-03-01      | 4.0000%  | 0.0000% | $1000.00           | $333.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-12-01      | 3.5000%  | 0.0000% | $1009.00           | $270.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-03-01      | 3.5000%  | 0.0000% | $1046.00           | $302.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-11-01      | 3.0000%  | 0.0000% | $1000.00           | $190.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-02-01      | 4.0000%  | 0.0000% | $1002.00           | $90.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-02-01      | 5.0000%  | 0.0000% | $1000.00           | $180.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $318.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-12-01      | 4.5000%  | 0.0000% | $1008.00           | $272.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-09-01      | 3.0000%  | 0.0000% | $1000.00           | $283.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-09-01      | 4.0000%  | 0.0000% | $2000.00           | $1387.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-07-01      | 4.5000%  | 0.0000% | $1000.00           | $430.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.5000%  | 0.0000% | $5281.00           | $1115.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.5000%  | 0.0000% | $1008.00           | $243.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-10-01      | 4.5000%  | 0.0000% | $2000.00           | $670.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-04-01      | 4.5000%  | 0.0000% | $1028.00           | $244.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-04-01      | 3.5000%  | 0.0000% | $2049.00           | $592.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-06-01      | 4.5000%  | 0.0000% | $1000.00           | $289.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-06-01      | 4.5000%  | 0.0000% | $5824.00           | $1323.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-05-01      | 4.0000%  | 0.0000% | $1024.00           | $205.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $330.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $112.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-08-01      | 3.5000%  | 0.0000% | $2001.00           | $318.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-09-01      | 3.0000%  | 0.0000% | $1000.00           | $179.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-09-01      | 4.0000%  | 0.0000% | $2000.00           | $320.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $207.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-11-01      | 5.0000%  | 0.0000% | $1000.00           | $403.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-11-01      | 4.0000%  | 0.0000% | $1000.00           | $470.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-04-01      | 5.0000%  | 0.0000% | $1000.00           | $170.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-03-01      | 2.5000%  | 0.0000% | $1000.00           | $231.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-06-01      | 3.0000%  | 0.0000% | $1000.00           | $247.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-05-01      | 2.5000%  | 0.0000% | $1280.00           | $495.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 2.0000%  | 0.0000% | $1024.00           | $486.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 2.0000%  | 0.0000% | $1020.00           | $490.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 2.0000%  | 0.0000% | $1006.00           | $499.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.0000%  | 0.0000% | $1024.00           | $572.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $504.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.0000%  | 0.0000% | $2000.00           | $1009.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-02-01      | 2.0000%  | 0.0000% | $1000.00           | $511.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 2.0000%  | 0.0000% | $1000.00           | $568.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-12-01      | 1.5000%  | 0.0000% | $1020.00           | $594.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-11-01      | 1.5000%  | 0.0000% | $1000.00           | $451.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $416.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $381.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 2.0000%  | 0.0000% | $1027.00           | $607.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $600.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-04-01      | 1.5000%  | 0.0000% | $1000.00           | $498.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 2.5000%  | 0.0000% | $6964919.00        | $3693978.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 2.0000%  | 0.0000% | $1001.00           | $630.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $563.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $543.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $499.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $603.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $508.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $569.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 2.0000%  | 0.0000% | $2000.00           | $1028.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $564.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-06-01      | 2.5000%  | 0.0000% | $1000.00           | $503.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 3.0000%  | 0.0000% | $700406.00         | $393929.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-06-01      | 2.5000%  | 0.0000% | $1000.00           | $684.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-10-01      | 6.0000%  | 0.0000% | $1000.00           | $933.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $634.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $851.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $1011.00           | $912.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 4.0000%  | 0.0000% | $1000.00           | $465.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $661.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $661.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $585.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1008.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.5000%  | 0.0000% | $1004.00           | $760.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.0000%  | 0.0000% | $1008.00           | $905.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.0000%  | 0.0000% | $1002.00           | $788.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $781.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 7.0000%  | 0.0000% | $1000.00           | $629.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 7.5000%  | 0.0000% | $1003.00           | $479.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 7.5000%  | 0.0000% | $1001.00           | $689.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 5.0000%  | 0.0000% | $1000.00           | $856.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $933.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 4.5000%  | 0.0000% | $1000.00           | $965.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-03-01      | 6.0000%  | 0.0000% | $1000.00           | $992.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.5000%  | 0.0000% | $1001.00           | $662.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $685.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 3.5000%  | 0.0000% | $1001.00           | $863.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $644.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $668.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $734.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $837.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.5000%  | 0.0000% | $75003.00          | $49985.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $649.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $659.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $615.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $2938000.00        | $1800899.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.5000%  | 0.0000% | $1000.00           | $658.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $545.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $606.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $721.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.5000%  | 0.0000% | $1000.00           | $735.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $822.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-07-01      | 2.0000%  | 0.0000% | $282676.00         | $202600.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $740.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $701.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $630.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $665.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $638.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $2212.00           | $1620.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $607.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $663.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.0000%  | 0.0000% | $1064.00           | $870.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $770.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 4.5000%  | 0.0000% | $2018.00           | $1692.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $758.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $828.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.5000%  | 0.0000% | $1000.00           | $689.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.5000%  | 0.0000% | $1013.00           | $786.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 5.0000%  | 0.0000% | $1000.00           | $959.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $874.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $734.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $786.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $922.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $662.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $793.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.5000%  | 0.0000% | $1005.00           | $826.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $640.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1179.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $757.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $824.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.0000%  | 0.0000% | $1000.00           | $709.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 4.5000%  | 0.0000% | $1000.00           | $948.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $730.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $692.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $771.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $509.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $677.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $693.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $768.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $675.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 5.5000%  | 0.0000% | $1013.00           | $739.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 6.0000%  | 0.0000% | $1003.00           | $813.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 6.5000%  | 0.0000% | $1000.00           | $895.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $591.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 6.0000%  | 0.0000% | $1053.00           | $734.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 6.0000%  | 0.0000% | $1024.00           | $528.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $664.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $800.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.5000%  | 0.0000% | $1127731.00        | $1122763.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-02-01      | 4.5000%  | 0.0000% | $1000.00           | $609.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $777.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.0000%  | 0.0000% | $2000.00           | $1568.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $960.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $612.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $707.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $511.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $715.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $675.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $962.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $830.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $863.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $773.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $2000.00           | $1398.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $802.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $992.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $1001.00           | $890.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-01-01      | 6.5000%  | 0.0000% | $1000.00           | $377.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1459.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $843.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $249837.00         | $220818.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $835.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $949.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $993.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $881.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.0000%  | 0.0000% | $1041.00           | $868.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.0000%  | 0.0000% | $1008.00           | $782.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $771.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.5000%  | 0.0000% | $2024.00           | $1638.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $992.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1005.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $816.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1018.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.5000%  | 0.0000% | $1001.00           | $890.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-07-01      | 3.5000%  | 0.0000% | $2000.00           | $371.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-07-01      | 2.0000%  | 0.0000% | $1000.00           | $205.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-10-01      | 3.5000%  | 0.0000% | $1000.00           | $221.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-10-01      | 3.0000%  | 0.0000% | $1000.00           | $196.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-10-01      | 4.5000%  | 0.0000% | $2009.00           | $534.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-11-01      | 4.0000%  | 0.0000% | $1000.00           | $215.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-11-01      | 3.5000%  | 0.0000% | $1000.00           | $101.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-05-01      | 4.0000%  | 0.0000% | $1024.00           | $218.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-05-01      | 4.0000%  | 0.0000% | $1000.00           | $176.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $287.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-03-01      | 4.0000%  | 0.0000% | $1011.00           | $142.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-03-01      | 4.0000%  | 0.0000% | $1000.00           | $143.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-03-01      | 4.5000%  | 0.0000% | $1024.00           | $127.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-04-01      | 4.5000%  | 0.0000% | $1201.00           | $234.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-04-01      | 4.0000%  | 0.0000% | $1008.00           | $274.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-05-01      | 3.5000%  | 0.0000% | $198000.00         | $67466.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 5.0000%  | 0.0000% | $1000.00           | $114.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-06-01      | 4.5000%  | 0.0000% | $1015.00           | $261.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-06-01      | 4.0000%  | 0.0000% | $1000.00           | $137.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-07-01      | 4.0000%  | 0.0000% | $1024.00           | $77.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-07-01      | 4.0000%  | 0.0000% | $1016.00           | $255.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-07-01      | 4.5000%  | 0.0000% | $1008.00           | $213.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $199.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 4.5000%  | 0.0000% | $13422.00          | $1928.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-10-01      | 4.0000%  | 0.0000% | $2000.00           | $377.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-03-01      | 5.5000%  | 0.0000% | $3000.00           | $748.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-04-01      | 3.5000%  | 0.0000% | $1000.00           | $146.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-04-01      | 5.0000%  | 0.0000% | $4096.00           | $1364.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-04-01      | 4.5000%  | 0.0000% | $2010.00           | $610.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-11-01      | 3.0000%  | 0.0000% | $1000.00           | $338.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $367.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $115.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-08-01      | 3.5000%  | 0.0000% | $1000.00           | $124.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-08-01      | 3.0000%  | 0.0000% | $1000.00           | $232.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-08-01      | 4.0000%  | 0.0000% | $2000.00           | $328.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-09-01      | 3.0000%  | 0.0000% | $3000.00           | $891.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-09-01      | 3.0000%  | 0.0000% | $1000.00           | $331.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-09-01      | 3.0000%  | 0.0000% | $1048.00           | $109.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-03-01      | 3.5000%  | 0.0000% | $2000.00           | $811.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-12-01      | 4.0000%  | 0.0000% | $1000.00           | $283.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-12-01      | 3.0000%  | 0.0000% | $259000.00         | $60152.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-12-01      | 4.5000%  | 0.0000% | $1000.00           | $208.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-12-01      | 3.5000%  | 0.0000% | $96000.00          | $27180.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-03-01      | 2.5000%  | 0.0000% | $1000.00           | $161.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-04-01      | 3.0000%  | 0.0000% | $1000.00           | $317.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-05-01      | 2.5000%  | 0.0000% | $1120.00           | $528.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-05-01      | 2.5000%  | 0.0000% | $152216575.00      | $67897750.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $486.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $400.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $337.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-07-01      | 2.5000%  | 0.0000% | $1024.00           | $366.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 2.5000%  | 0.0000% | $2150.00           | $785.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-07-01      | 2.5000%  | 0.0000% | $1000.00           | $406.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 2.5000%  | 0.0000% | $1024.00           | $397.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 2.0000%  | 0.0000% | $1565.00           | $812.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $503.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $401.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.0000%  | 0.0000% | $3074.00           | $1590.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.0000%  | 0.0000% | $1024.00           | $500.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.5000%  | 0.0000% | $1024.00           | $495.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $495.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.5000%  | 0.0000% | $22999342.00       | $11381983.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 3.5000%  | 0.0000% | $1000.00           | $484.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $538.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.0000%  | 0.0000% | $5681627.00        | $3028762.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $503.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.0000%  | 0.0000% | $1022.00           | $578.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.0000%  | 0.0000% | $1024.00           | $623.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.5000%  | 0.0000% | $225000.00         | $111814.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $505.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $512.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $1007.00           | $503.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.5000%  | 0.0000% | $3001.00           | $1583.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $493.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $6089854.00        | $3036679.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $1120.00           | $562.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $392059.00         | $200331.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.5000%  | 0.0000% | $1066.00           | $552.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $568.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $1051.00           | $574.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $10174870.00       | $5476548.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $2016.00           | $1048.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $1045.00           | $543.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $531.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $27057556.00       | $14168142.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $1119.00           | $591.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $3002.00           | $1550.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $81037441.00       | $43252184.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 2.0000%  | 0.0000% | $3167330.00        | $1737311.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-10-01      | 3.0000%  | 0.0000% | $1000.00           | $404.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 2.0000%  | 0.0000% | $2113.00           | $1127.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 3.0000%  | 0.0000% | $1006.00           | $561.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $516.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $547.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $547.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 2.5000%  | 0.0000% | $1000.00           | $574.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 2.5000%  | 0.0000% | $1000.00           | $481.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 2.0000%  | 0.0000% | $1000.00           | $570.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 4.0000%  | 0.0000% | $1013.00           | $429.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 4.0000%  | 0.0000% | $1000.00           | $351.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 2.0000%  | 0.0000% | $1024.00           | $575.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $575.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $588.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-03-01      | 2.5000%  | 0.0000% | $1000.00           | $547.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-03-01      | 2.5000%  | 0.0000% | $1000.00           | $472.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-03-01      | 2.5000%  | 0.0000% | $1000.00           | $512.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-03-01      | 1.5000%  | 0.0000% | $1000.00           | $491.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $774.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-04-01      | 2.5000%  | 0.0000% | $1000.00           | $587.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-05-01      | 2.5000%  | 0.0000% | $1000.00           | $603.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $566.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 2.5000%  | 0.0000% | $1001.00           | $629.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 3.0000%  | 0.0000% | $1000.00           | $571.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-05-01      | 2.0000%  | 0.0000% | $1000.00           | $510.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $581.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-06-01      | 2.5000%  | 0.0000% | $8035696.00        | $5272454.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $644.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.5000%  | 0.0000% | $125000.00         | $77797.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 3.0000%  | 0.0000% | $1000.00           | $675.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.0000%  | 0.0000% | $2000.00           | $1176.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.5000%  | 0.0000% | $2000.00           | $1215.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $619.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 2.0000%  | 0.0000% | $1001.00           | $610.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 3.0000%  | 0.0000% | $1000.00           | $716.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $639.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $630.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 3.0000%  | 0.0000% | $1000.00           | $606.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 3.0000%  | 0.0000% | $2004.00           | $1185.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 3.5000%  | 0.0000% | $2019.00           | $1046.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-11-01      | 2.5000%  | 0.0000% | $2000.00           | $1265.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 3.0000%  | 0.0000% | $1001.00           | $654.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $612.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $663.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.5000%  | 0.0000% | $1253994.00        | $856524.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-12-01      | 2.5000%  | 0.0000% | $1020.00           | $517.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $650.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.0000%  | 0.0000% | $114153.00         | $81319.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $709.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 4.0000%  | 0.0000% | $29951.00          | $21373.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $700.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.0000%  | 0.0000% | $675700.00         | $488916.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.0000%  | 0.0000% | $181576.00         | $117827.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $633.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $639.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $614.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $598.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $590.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-03-01      | 2.0000%  | 0.0000% | $1000.00           | $587.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $709.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.5000%  | 0.0000% | $3000.00           | $2077.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $701.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $669.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.5000%  | 0.0000% | $3000.00           | $1937.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.5000%  | 0.0000% | $1000.00           | $659.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.5000%  | 0.0000% | $2000.00           | $1288.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $790000.00         | $515937.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.5000%  | 0.0000% | $1001.00           | $628.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.5000%  | 0.0000% | $1015.00           | $671.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $688.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $667.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $670.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $665.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.0000%  | 0.0000% | $1032.00           | $698.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 4.5000%  | 0.0000% | $1000.00           | $733.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-04-01      | 3.0000%  | 0.0000% | $1008.00           | $688.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $725.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $656.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $714.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-08-01      | 4.0000%  | 0.0000% | $1000.00           | $759.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $770.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.0000%  | 0.0000% | $2000.00           | $1431.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $719.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 5.0000%  | 0.0000% | $2000.00           | $1332.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.5000%  | 0.0000% | $1000.00           | $727.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $726.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $767.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.0000%  | 0.0000% | $1008.00           | $725.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $815.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $745.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $767.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $713.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $732.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.0000%  | 0.0000% | $1001.00           | $765.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $792.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $618.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $785.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $740.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.0000%  | 0.0000% | $1011.00           | $720.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.5000%  | 0.0000% | $1024.00           | $724.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 6.0000%  | 0.0000% | $1008.00           | $709.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $724.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 6.0000%  | 0.0000% | $1024.00           | $753.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $775.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 6.5000%  | 0.0000% | $1029.00           | $828.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-09-01      | 4.5000%  | 0.0000% | $1000.00           | $541.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $752.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $796.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1541.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $719.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $785.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1000.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.0000%  | 0.0000% | $1035.00           | $764.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.5000%  | 0.0000% | $3000.00           | $2094.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $1024.00           | $794.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $752.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $762.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $735.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $780.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $802.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.5000%  | 0.0000% | $47395472.00       | $34592979.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-11-01      | 4.5000%  | 0.0000% | $1000.00           | $598.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-10-01      | 4.5000%  | 0.0000% | $1000.00           | $510.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $728.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.5000%  | 0.0000% | $1090.00           | $838.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.5000%  | 0.0000% | $1069.00           | $807.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $821.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $793.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $781.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 6.5000%  | 0.0000% | $1008.00           | $605.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 6.5000%  | 0.0000% | $1000.00           | $672.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 6.5000%  | 0.0000% | $1028.00           | $682.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.5000%  | 0.0000% | $1024.00           | $816.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $829.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.0000%  | 0.0000% | $1205.00           | $937.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $788.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $1008.00           | $855.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $846.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $739.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.0000%  | 0.0000% | $1034.00           | $783.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $679.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $830.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 5.5000%  | 0.0000% | $14415739.00       | $12040524.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 6.0000%  | 0.0000% | $1034.00           | $753.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 6.0000%  | 0.0000% | $1024.00           | $821.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 6.5000%  | 0.0000% | $1000.00           | $643.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $791.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $675.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 6.0000%  | 0.0000% | $1046.00           | $759.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 6.0000%  | 0.0000% | $75000000.00       | $51749615.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 4.5000%  | 0.0000% | $4144.00           | $3386.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 6.0000%  | 0.0000% | $97592704.00       | $65398586.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 6.5000%  | 0.0000% | $1032.00           | $745.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $837.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $875.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 4.5000%  | 0.0000% | $8622836.00        | $6943499.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 6.0000%  | 0.0000% | $1065.00           | $763.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 6.5000%  | 0.0000% | $1000.00           | $679.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 4.5000%  | 0.0000% | $1000.00           | $844.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 6.0000%  | 0.0000% | $1001.00           | $856.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-03-01      | 5.0000%  | 0.0000% | $1000.00           | $523.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $870.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $745.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.5000%  | 0.0000% | $1024.00           | $794.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $768.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $862.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $805.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $829.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.0000%  | 0.0000% | $1052.00           | $801.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $831.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $873.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 4.5000%  | 0.0000% | $203000.00         | $176989.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.0000%  | 0.0000% | $2000.00           | $1469.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $781.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 6.0000%  | 0.0000% | $1034.00           | $916.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $834.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.5000%  | 0.0000% | $1008.00           | $875.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.0000%  | 0.0000% | $1087.00           | $810.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.5000%  | 0.0000% | $1008.00           | $823.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 4.5000%  | 0.0000% | $1024.00           | $915.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 6.0000%  | 0.0000% | $1024.00           | $829.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $754.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.0000%  | 0.0000% | $8000.00           | $7080.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.5000%  | 0.0000% | $1087.00           | $870.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 6.0000%  | 0.0000% | $9812283.00        | $7802490.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.5000%  | 0.0000% | $1007.00           | $868.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $844.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1688.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 6.0000%  | 0.0000% | $1024.00           | $814.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.5000%  | 0.0000% | $1010.00           | $798.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $786.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $713.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $733.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 5.5000%  | 0.0000% | $1029.00           | $888.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $767.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $840.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.5000%  | 0.0000% | $1070.00           | $795.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 5.5000%  | 0.0000% | $1052.00           | $925.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 5.5000%  | 0.0000% | $1087.00           | $946.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.0000%  | 0.0000% | $1008.00           | $809.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $837.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 6.0000%  | 0.0000% | $1000.00           | $717.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 5.0000%  | 0.0000% | $1000.00           | $859.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 7.0000%  | 0.0000% | $2048.00           | $1677.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 5.0000%  | 0.0000% | $1000.00           | $937.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1857.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1784.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 6.5000%  | 0.0000% | $1000.00           | $788.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 6.0000%  | 0.0000% | $1073.00           | $866.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 6.5000%  | 0.0000% | $1000.00           | $641.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $881.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 5.0000%  | 0.0000% | $2000.00           | $1816.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 6.0000%  | 0.0000% | $1022.00           | $783.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 6.0000%  | 0.0000% | $1057.00           | $877.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $684.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1642.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $909.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $812.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 4.5000%  | 0.0000% | $1000.00           | $901.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 5.5000%  | 0.0000% | $1001.00           | $842.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $947.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.0000%  | 0.0000% | $1005.00           | $958.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.0000%  | 0.0000% | $1024.00           | $964.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.5000%  | 0.0000% | $2048.00           | $1955.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.0000%  | 0.0000% | $1024.00           | $910.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $850.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 5.5000%  | 0.0000% | $1024.00           | $950.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $877.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 5.0000%  | 0.0000% | $2048.00           | $1941.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 6.5000%  | 0.0000% | $1021.00           | $752.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $904.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.0000%  | 0.0000% | $1024.00           | $957.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $912.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $986.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $930.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 5.5000%  | 0.0000% | $1075.00           | $1033.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 6.0000%  | 0.0000% | $2024.00           | $1920.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 4.5000%  | 0.0000% | $1024.00           | $934.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $952.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $930.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $761.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 3.5000%  | 0.0000% | $50000.00          | $43518.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $994.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.0000%  | 0.0000% | $1001.00           | $971.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 5.5000%  | 0.0000% | $1014.00           | $967.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $816.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.5000%  | 0.0000% | $1074.00           | $1047.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.5000%  | 0.0000% | $1036.00           | $998.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $959.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $945.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 6.0000%  | 0.0000% | $2000.00           | $1823.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.0000%  | 0.0000% | $2034.00           | $1920.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $975.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 4.0000%  | 0.0000% | $1000.00           | $865.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-01-01      | 5.5000%  | 0.0000% | $1000.00           | $893.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 4.0000%  | 0.0000% | $1011.00           | $902.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.0000%  | 0.0000% | $1008.00           | $952.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-07-01      | 3.0000%  | 0.0000% | $1646636.00        | $1390477.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $963.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 6.0000%  | 0.0000% | $1031.00           | $974.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-11-01      | 5.0000%  | 0.0000% | $1000.00           | $922.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-02-01      | 3.0000%  | 0.0000% | $1013.00           | $855.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-07-01      | 2.5000%  | 0.0000% | $1006.00           | $759.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.0000%  | 0.0000% | $1002.00           | $960.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 4.5000%  | 0.0000% | $1000.00           | $924.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $1031.00           | $981.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $957.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.0000%  | 0.0000% | $1004.00           | $806.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.5000%  | 0.0000% | $2081.00           | $1862.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 3.5000%  | 0.0000% | $13634495.00       | $12022523.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 4.5000%  | 0.0000% | $1024.00           | $954.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.0000%  | 0.0000% | $1024.00           | $1001.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.5000%  | 0.0000% | $1024.00           | $943.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 5.0000%  | 0.0000% | $1050.00           | $1014.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.5000%  | 0.0000% | $1033.00           | $1031.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 5.5000%  | 0.0000% | $2064.00           | $2026.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 5.5000%  | 0.0000% | $1282.00           | $1303.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1025.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-09-01      | 3.0000%  | 0.0000% | $1000.00           | $885.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 3.0000%  | 0.0000% | $1034.00           | $897.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-04-01      | 5.5000%  | 0.0000% | $1000.00           | $884.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1005.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.0000%  | 0.0000% | $1039.00           | $1025.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.5000%  | 0.0000% | $1024.00           | $980.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 6.0000%  | 0.0000% | $14960.00          | $14925.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 4.5000%  | 0.0000% | $36841653.00       | $36293811.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1024.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $315.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-10-01      | 4.5000%  | 0.0000% | $1000.00           | $222.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-10-01      | 3.0000%  | 0.0000% | $1000.00           | $106.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-10-01      | 6.5000%  | 0.0000% | $1000.00           | $340.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-06-01      | 5.5000%  | 0.0000% | $1000.00           | $243.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $366.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-05-01      | 4.5000%  | 0.0000% | $1000.00           | $277.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-09-01      | 3.5000%  | 0.0000% | $2000.00           | $414.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-09-01      | 3.5000%  | 0.0000% | $1000.00           | $156.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $298.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-10-01      | 4.0000%  | 0.0000% | $273135.00         | $72954.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-07-01      | 4.0000%  | 0.0000% | $1024.00           | $289.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-08-01      | 4.0000%  | 0.0000% | $1000.00           | $228.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-03-01      | 3.5000%  | 0.0000% | $1000.00           | $192.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $446.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $298.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-03-01      | 4.5000%  | 0.0000% | $1000.00           | $201.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-07-01      | 4.0000%  | 0.0000% | $161003.00         | $28071.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-08-01      | 4.0000%  | 0.0000% | $2016.00           | $576.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-04-01      | 3.5000%  | 0.0000% | $1000.00           | $190.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-05-01      | 3.5000%  | 0.0000% | $1000.00           | $111.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-02-01      | 3.5000%  | 0.0000% | $1006.00           | $236.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-05-01      | 3.0000%  | 0.0000% | $1740.00           | $535.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-12-01      | 3.5000%  | 0.0000% | $1000.00           | $191.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-09-01      | 4.0000%  | 0.0000% | $1000.00           | $240.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-03-01      | 4.0000%  | 0.0000% | $1000.00           | $150.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-06-01      | 3.0000%  | 0.0000% | $1000.00           | $165.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-08-01      | 2.5000%  | 0.0000% | $1000.00           | $305.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-08-01      | 2.5000%  | 0.0000% | $1000.00           | $357.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $148.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 3.5000%  | 0.0000% | $2000.00           | $569.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-04-01      | 3.5000%  | 0.0000% | $559112.00         | $214302.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-06-01      | 4.0000%  | 0.0000% | $1000.00           | $114.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 3.0000%  | 0.0000% | $1000.00           | $394.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $511.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-05-01      | 3.5000%  | 0.0000% | $1024.00           | $262.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-05-01      | 5.5000%  | 0.0000% | $1000.00           | $233.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $504.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 3.0000%  | 0.0000% | $1000.00           | $433.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.0000%  | 0.0000% | $463155.00         | $265986.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-03-01      | 2.0000%  | 0.0000% | $1000.00           | $478.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-06-01      | 4.5000%  | 0.0000% | $1000.00           | $300.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-04-01      | 5.5000%  | 0.0000% | $1000.00           | $272.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 3.0000%  | 0.0000% | $1000.00           | $483.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 4.0000%  | 0.0000% | $1000.00           | $593.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 4.0000%  | 0.0000% | $1000.00           | $304.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-09-01      | 5.0000%  | 0.0000% | $1000.00           | $438.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-06-01      | 3.0000%  | 0.0000% | $1017.00           | $343.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-12-01      | 1.5000%  | 0.0000% | $1000.00           | $427.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-01-01      | 2.0000%  | 0.0000% | $1000.00           | $430.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-05-01      | 4.5000%  | 0.0000% | $1000.00           | $233.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-01-01      | 4.5000%  | 0.0000% | $1000.00           | $330.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-01-01      | 4.5000%  | 0.0000% | $2000.00           | $854.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-09-01      | 4.5000%  | 0.0000% | $1000.00           | $357.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-04-01      | 5.5000%  | 0.0000% | $3000.00           | $1094.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-03-01      | 2.5000%  | 0.0000% | $1000.00           | $418.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $630.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-02-01      | 3.0000%  | 0.0000% | $4374623.00        | $1933388.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-03-01      | 4.0000%  | 0.0000% | $1000.00           | $326.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 3.5000%  | 0.0000% | $1010.00           | $335.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-07-01      | 2.0000%  | 0.0000% | $1000.00           | $560.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $644.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 4.0000%  | 0.0000% | $1000.00           | $448.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-01-01      | 4.0000%  | 0.0000% | $1000.00           | $406.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-06-01      | 4.0000%  | 0.0000% | $1000.00           | $465.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 2.5000%  | 0.0000% | $1000.00           | $559.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 3.5000%  | 0.0000% | $1000.00           | $466.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 3.5000%  | 0.0000% | $1024.00           | $443.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 2.5000%  | 0.0000% | $2000.00           | $1343.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-09-01      | 2.0000%  | 0.0000% | $1000.00           | $503.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 2.5000%  | 0.0000% | $1000.00           | $633.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 2.0000%  | 0.0000% | $1000.00           | $583.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 3.0000%  | 0.0000% | $1000.00           | $602.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-07-01      | 4.5000%  | 0.0000% | $1006.00           | $335.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 3.0000%  | 0.0000% | $1000.00           | $406.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 3.0000%  | 0.0000% | $1000.00           | $568.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 3.5000%  | 0.0000% | $1001.00           | $519.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $627.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $649.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-12-01      | 2.0000%  | 0.0000% | $1000.00           | $618.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-05-01      | 3.0000%  | 0.0000% | $1000.00           | $380.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $648.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-03-01      | 4.0000%  | 0.0000% | $1000.00           | $484.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.0000%  | 0.0000% | $2000.00           | $1141.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 3.0000%  | 0.0000% | $1010.00           | $615.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $611.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $659.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $701.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 3.5000%  | 0.0000% | $1000.00           | $503.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $1047.00           | $757.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.5000%  | 0.0000% | $1001.00           | $658.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-10-01      | 2.0000%  | 0.0000% | $1000.00           | $548.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.5000%  | 0.0000% | $2000.00           | $1291.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 3.0000%  | 0.0000% | $1036.00           | $671.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $534.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $607.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 4.5000%  | 0.0000% | $2000.00           | $1120.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-11-01      | 2.0000%  | 0.0000% | $1000.00           | $606.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 3.0000%  | 0.0000% | $1112.00           | $653.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $603.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $633.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $619.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $639.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $556.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $591.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $593.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $590.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $593.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $661.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $587.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $663.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $647.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-02-01      | 2.5000%  | 0.0000% | $1000.00           | $600.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $537.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 3.5000%  | 0.0000% | $2000.00           | $1200.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.5000%  | 0.0000% | $3072.00           | $2045.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $580.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $715.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-03-01      | 2.5000%  | 0.0000% | $1000.00           | $639.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $622.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $2000.00           | $1270.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $696.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $608.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-01-01      | 3.5000%  | 0.0000% | $2000.00           | $1272.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $621.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 3.5000%  | 0.0000% | $1000.00           | $718.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $2000.00           | $1284.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 3.0000%  | 0.0000% | $1008.00           | $719.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $694.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 3.5000%  | 0.0000% | $1000.00           | $632.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $723.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-02-01      | 3.0000%  | 0.0000% | $12000.00          | $7444.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 5.0000%  | 0.0000% | $1000.00           | $557.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $698.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $702.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $844.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $700.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $679.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $751.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $744.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $676.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $716.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.5000%  | 0.0000% | $5000.00           | $3775.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.0000%  | 0.0000% | $1003.00           | $717.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 3.0000%  | 0.0000% | $1000.00           | $647.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $676.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 3.0000%  | 0.0000% | $1016.00           | $642.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-01-01      | 4.0000%  | 0.0000% | $2046.00           | $1311.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $748.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.0000%  | 0.0000% | $3000.00           | $2185.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $715.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $674.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $740.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $629.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.5000%  | 0.0000% | $1101.00           | $767.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $759.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.5000%  | 0.0000% | $2016.00           | $1265.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-03-01      | 4.0000%  | 0.0000% | $2000.00           | $47.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $649.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 3.0000%  | 0.0000% | $1040.00           | $711.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-10-01      | 5.5000%  | 0.0000% | $3000.00           | $289.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $732.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.5000%  | 0.0000% | $1037.00           | $836.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-02-01      | 3.5000%  | 0.0000% | $1000.00           | $684.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 3.5000%  | 0.0000% | $1024.00           | $692.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $679.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-06-01      | 2.0000%  | 0.0000% | $1000.00           | $651.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $753.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-07-01      | 3.0000%  | 0.0000% | $1000.00           | $538.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $686.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.5000%  | 0.0000% | $3000.00           | $2245.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-05-01      | 2.0000%  | 0.0000% | $1000.00           | $668.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 4.5000%  | 0.0000% | $1001.00           | $756.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 3.5000%  | 0.0000% | $2000.00           | $1485.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $726.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $715.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $811.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $629.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $629.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-04-01      | 1.5000%  | 0.0000% | $2000.00           | $1287.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.5000%  | 0.0000% | $1008.00           | $775.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.0000%  | 0.0000% | $1000.00           | $769.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 4.0000%  | 0.0000% | $5008.00           | $3743.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.0000%  | 0.0000% | $3001.00           | $2253.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-02-01      | 2.5000%  | 0.0000% | $1000.00           | $661.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $666.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-11-01      | 4.0000%  | 0.0000% | $1040.00           | $693.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $826.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $751.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $767.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-12-01      | 2.5000%  | 0.0000% | $1000.00           | $582.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 4.5000%  | 0.0000% | $2000.00           | $1485.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 4.5000%  | 0.0000% | $1001.00           | $724.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 6.0000%  | 0.0000% | $1030.00           | $737.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $700.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 5.0000%  | 0.0000% | $1000.00           | $731.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $698.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1573.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-07-01      | 6.0000%  | 0.0000% | $1000.00           | $667.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.0000%  | 0.0000% | $1024.00           | $754.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 5.0000%  | 0.0000% | $1007.00           | $781.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $796.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.5000%  | 0.0000% | $1021.00           | $761.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $814.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $776.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $672.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $766.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $808.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $694.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $747.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 3.0000%  | 0.0000% | $1015212.00        | $719384.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $865.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-12-01      | 5.0000%  | 0.0000% | $1000.00           | $664.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.0000%  | 0.0000% | $1024.00           | $812.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $798.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 6.5000%  | 0.0000% | $1024.00           | $728.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-04-01      | 3.0000%  | 0.0000% | $1000.00           | $657.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $2016.00           | $1558.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $720.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-06-01      | 3.5000%  | 0.0000% | $1064.00           | $801.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $705.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.0000%  | 0.0000% | $2043.00           | $1522.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $739.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $721.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $709.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.0000%  | 0.0000% | $1024.00           | $842.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 4.5000%  | 0.0000% | $1000.00           | $827.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 5.5000%  | 0.0000% | $1016.00           | $857.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.5000%  | 0.0000% | $1024.00           | $938.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $643.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.0000%  | 0.0000% | $1120.00           | $968.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $720.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $746.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 6.5000%  | 0.0000% | $2053.00           | $1404.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.0000%  | 0.0000% | $1001.00           | $785.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 4.5000%  | 0.0000% | $2000.00           | $1601.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 6.0000%  | 0.0000% | $1024.00           | $833.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.0000%  | 0.0000% | $3012224.00        | $2214420.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.5000%  | 0.0000% | $1040.00           | $720.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $771.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 3.5000%  | 0.0000% | $1000.00           | $791.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-12-01      | 2.5000%  | 0.0000% | $1000.00           | $661.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $831.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-02-01      | 4.5000%  | 0.0000% | $2000.00           | $1470.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 5.0000%  | 0.0000% | $1000.00           | $856.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 5.0000%  | 0.0000% | $1000.00           | $870.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $766.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 6.5000%  | 0.0000% | $1110.00           | $738.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $798.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-03-01      | 2.0000%  | 0.0000% | $1050.00           | $712.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $757.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $824.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 6.0000%  | 0.0000% | $1000.00           | $824.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 3.5000%  | 0.0000% | $1024.00           | $782.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $759.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.5000%  | 0.0000% | $1001.00           | $818.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $770.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.0000%  | 0.0000% | $4000.00           | $2927.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 6.5000%  | 0.0000% | $2033.00           | $1416.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $808.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $823.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $698.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 6.0000%  | 0.0000% | $2024.00           | $1688.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.0000%  | 0.0000% | $3000.00           | $2326.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $895.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $776.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $897.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 5.5000%  | 0.0000% | $1003.00           | $904.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $861.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $807.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 5.0000%  | 0.0000% | $1000.00           | $847.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 4.5000%  | 0.0000% | $1000.00           | $812.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 4.5000%  | 0.0000% | $1014.00           | $835.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.0000%  | 0.0000% | $1003.00           | $904.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 5.0000%  | 0.0000% | $32915200.00       | $27906008.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 7.0000%  | 0.0000% | $1000.00           | $832.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 5.5000%  | 0.0000% | $1105.00           | $987.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 6.0000%  | 0.0000% | $200000.00         | $121292.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 7.0000%  | 0.0000% | $650832.00         | $521666.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 4.0000%  | 0.0000% | $1000.00           | $714.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $777.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-09-01      | 1.5000%  | 0.0000% | $3001.00           | $1883.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-07-01      | 3.5000%  | 0.0000% | $1000.00           | $606.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-12-01      | 3.5000%  | 0.0000% | $1008.00           | $796.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $768.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 6.5000%  | 0.0000% | $1069.00           | $833.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $776.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $937.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $900.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $734.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.0000%  | 0.0000% | $1039.00           | $919.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-04-01      | 4.0000%  | 0.0000% | $1000.00           | $882.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 3.5000%  | 0.0000% | $1000.00           | $872.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 3.5000%  | 0.0000% | $3254152.00        | $2695830.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $888.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $810.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-09-01      | 6.5000%  | 0.0000% | $1000.00           | $800.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.5000%  | 0.0000% | $2000.00           | $1545.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 2.5000%  | 0.0000% | $1000.00           | $779.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $691.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 4.5000%  | 0.0000% | $1000.00           | $896.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-02-01      | 3.0000%  | 0.0000% | $1038.00           | $829.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-01-01      | 3.0000%  | 0.0000% | $1000.00           | $778.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.5000%  | 0.0000% | $1056.00           | $980.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.5000%  | 0.0000% | $2223865.00        | $1918187.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $919.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 5.5000%  | 0.0000% | $1001.00           | $845.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 5.0000%  | 0.0000% | $1001.00           | $872.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.0000%  | 0.0000% | $1001.00           | $817.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.0000%  | 0.0000% | $1003.00           | $900.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.5000%  | 0.0000% | $10745654.00       | $9950824.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.0000%  | 0.0000% | $1024.00           | $967.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.5000%  | 0.0000% | $1015.00           | $939.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $779.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $810.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-11-01      | 5.0000%  | 0.0000% | $1000.00           | $780.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $863.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $931.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.5000%  | 0.0000% | $1052.00           | $1007.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $899.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 6.0000%  | 0.0000% | $2051.00           | $1714.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.5000%  | 0.0000% | $1008.00           | $690.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.5000%  | 0.0000% | $4243126.00        | $3052796.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 3.5000%  | 0.0000% | $1061.00           | $823.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 3.5000%  | 0.0000% | $1000.00           | $805.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.0000%  | 0.0000% | $1043.00           | $997.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1020.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-04-01      | 6.0000%  | 0.0000% | $1008.00           | $946.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.0000%  | 0.0000% | $1000.00           | $971.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.5000%  | 0.0000% | $2149.00           | $2121.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $984.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $865.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.0000%  | 0.0000% | $2048.00           | $2092.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $1005.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $1037.00           | $1029.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $1004.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $1092.00           | $1068.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $1007.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $1017.00           | $981.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.0000%  | 0.0000% | $1013.00           | $1009.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.0000%  | 0.0000% | $1024.00           | $1018.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $975.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.0000%  | 0.0000% | $1024.00           | $1045.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.5000%  | 0.0000% | $26947894.00       | $27520183.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.0000%  | 0.0000% | $1000.00           | $1010.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $5726984.00        | $5772083.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $3020644.00        | $3060000.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 4.5000%  | 0.0000% | $1024.00           | $997.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.0000%  | 0.0000% | $1024.00           | $1023.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.0000%  | 0.0000% | $1024.00           | $1008.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $1024.00           | $1014.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.0000%  | 0.0000% | $1024.00           | $1049.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 6.5000%  | 0.0000% | $63423906.00       | $66424898.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-01-01      | 6.5000%  | 0.0000% | $1000.00           | $421.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 5.5000%  | 0.0000% | $1001.00           | $586.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 7.0000%  | 0.0000% | $1000.00           | $704.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $776.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 7.0000%  | 0.0000% | $1535849.00        | $1111877.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-10-01      | 5.0000%  | 0.0000% | $1005.00           | $12.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-04-01      | 5.5000%  | 0.0000% | $1024.00           | $16.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-12-01      | 6.5000%  | 0.0000% | $1001.00           | $34.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-04-01      | 8.0000%  | 0.0000% | $1008.00           | $25.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-01-01      | 6.5000%  | 0.0000% | $1000.00           | $47.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-10-01      | 4.5000%  | 0.0000% | $1000.00           | $123.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-10-01      | 2.0000%  | 0.0000% | $1000.00           | $82.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-08-01      | 3.0000%  | 0.0000% | $1000.00           | $146.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-04-01      | 4.5000%  | 0.0000% | $1000.00           | $153.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-09-01      | 5.8000%  | 0.0000% | $1000.00           | $53.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-08-01      | 5.3500%  | 0.0000% | $1000.00           | $562.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-12-01      | 5.6200%  | 0.0000% | $1000.00           | $147.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-01-01      | 5.5000%  | 0.0000% | $1008.00           | $5.00              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-11-01      | 6.0000%  | 0.0000% | $1000.00           | $59.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-09-01      | 6.0000%  | 0.0000% | $367999.00         | $30226.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-09-01      | 6.0000%  | 0.0000% | $1014.00           | $35.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-04-01      | 5.5000%  | 0.0000% | $1000.00           | $14.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-12-01      | 5.6500%  | 0.0000% | $143862.00         | $42873.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-09-01      | 5.5000%  | 0.0000% | $1000.00           | $221.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-09-01      | 5.5000%  | 0.0000% | $1000.00           | $15.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-03-01      | 7.5000%  | 0.0000% | $1003.00           | $27.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-07-01      | 5.0000%  | 0.0000% | $1000.00           | $13.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-02-01      | 6.0000%  | 0.0000% | $1002.00           | $41.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-09-01      | 4.0000%  | 0.0000% | $1024.00           | $38.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-02-01      | 4.0000%  | 0.0000% | $1118.00           | $126.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-02-01      | 3.0000%  | 0.0000% | $2001.00           | $15.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-10-01      | 3.5000%  | 0.0000% | $1000.00           | $148.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-01-01      | 3.0000%  | 0.0000% | $1008.00           | $6.00              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-01-01      | 3.0000%  | 0.0000% | $1003.00           | $7.00              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-08-01      | 4.5000%  | 0.0000% | $525000.00         | $32961.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-04-01      | 3.5000%  | 0.0000% | $2000.00           | $124.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-05-01      | 3.0000%  | 0.0000% | $761451.00         | $64498.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-10-01      | 2.5000%  | 0.0000% | $1000.00           | $33.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-10-01      | 2.5000%  | 0.0000% | $1001.00           | $259.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-12-01      | 3.5000%  | 0.0000% | $2110.00           | $354.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-12-01      | 3.5000%  | 0.0000% | $41930818.00       | $7616841.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-12-01      | 3.5000%  | 0.0000% | $1031.00           | $116.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-12-01      | 3.5000%  | 0.0000% | $1000.00           | $56.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-01-01      | 3.0000%  | 0.0000% | $1000.00           | $122.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-04-01      | 3.5000%  | 0.0000% | $1026.00           | $142.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-04-01      | 4.0000%  | 0.0000% | $1024.00           | $101.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-02-01      | 3.0000%  | 0.0000% | $1000.00           | $106.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-02-01      | 3.0000%  | 0.0000% | $1000.00           | $213.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-04-01      | 3.0000%  | 0.0000% | $1000.00           | $118.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-04-01      | 3.0000%  | 0.0000% | $1000.00           | $24.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-05-01      | 3.0000%  | 0.0000% | $1022.00           | $184.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-06-01      | 3.5000%  | 0.0000% | $1024.00           | $144.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-06-01      | 2.5000%  | 0.0000% | $1001.00           | $22.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-09-01      | 5.1500%  | 0.0000% | $1000.00           | $468.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-06-01      | 5.0000%  | 0.0000% | $958015.00         | $38078.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-07-01      | 4.0000%  | 0.0000% | $1000.00           | $31.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-10-01      | 4.5000%  | 0.0000% | $2000.00           | $109.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-07-01      | 4.5000%  | 0.0000% | $1153.00           | $9.00              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-10-01      | 5.5000%  | 0.0000% | $7145581.00        | $32451.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-10-01      | 4.5000%  | 0.0000% | $1000.00           | $12.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-12-01      | 5.0000%  | 0.0000% | $1000.00           | $17.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-06-01      | 4.5000%  | 0.0000% | $1000.00           | $6.00              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-05-01      | 4.5000%  | 0.0000% | $735241.00         | $20057.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-12-01      | 4.0000%  | 0.0000% | $2016.00           | $390.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-12-01      | 3.0000%  | 0.0000% | $250000.00         | $37200.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-01-01      | 4.0000%  | 0.0000% | $1000.00           | $95.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-11-01      | 4.0000%  | 0.0000% | $1007.00           | $45.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-07-01      | 3.5000%  | 0.0000% | $6032.00           | $397.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-08-01      | 3.5000%  | 0.0000% | $1000.00           | $72.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-08-01      | 3.0000%  | 0.0000% | $4410000.00        | $305810.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-08-01      | 4.0000%  | 0.0000% | $1000.00           | $93.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-09-01      | 3.5000%  | 0.0000% | $6104.00           | $719.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-10-01      | 4.0000%  | 0.0000% | $2000.00           | $214.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-12-01      | 3.5000%  | 0.0000% | $1000.00           | $145.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-11-01      | 4.0000%  | 0.0000% | $1002.00           | $107.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-01-01      | 3.5000%  | 0.0000% | $1072.00           | $152.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-03-01      | 3.5000%  | 0.0000% | $1001.00           | $161.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-02-01      | 3.5000%  | 0.0000% | $6256202.00        | $889442.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-07-01      | 2.5000%  | 0.0000% | $6001.00           | $739.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-08-01      | 3.0000%  | 0.0000% | $1000.00           | $43.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-10-01      | 3.0000%  | 0.0000% | $1000.00           | $51.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-10-01      | 3.5000%  | 0.0000% | $1000.00           | $95.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-06-01      | 3.5000%  | 0.0000% | $1000.00           | $111.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-07-01      | 3.0000%  | 0.0000% | $6001.00           | $802.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-11-01      | 3.0000%  | 0.0000% | $1000.00           | $77.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-12-01      | 3.5000%  | 0.0000% | $1000.00           | $89.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-01-01      | 3.5000%  | 0.0000% | $1000.00           | $91.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-02-01      | 3.0000%  | 0.0000% | $1001.00           | $83.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-12-01      | 4.5000%  | 0.0000% | $1000.00           | $135.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-04-01      | 3.0000%  | 0.0000% | $1000.00           | $94.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-05-01      | 3.0000%  | 0.0000% | $1000.00           | $74.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-01-01      | 4.0000%  | 0.0000% | $1000.00           | $125.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-02-01      | 3.0000%  | 0.0000% | $1000.00           | $121.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-10-01      | 3.5000%  | 0.0000% | $2000.00           | $78.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $77.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $65.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-12-01      | 4.0000%  | 0.0000% | $1000.00           | $78.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-08-01      | 3.0000%  | 0.0000% | $1000.00           | $138.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-09-01      | 3.0000%  | 0.0000% | $1024.00           | $163.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-09-01      | 2.5000%  | 0.0000% | $1000.00           | $137.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-10-01      | 3.0000%  | 0.0000% | $1002.00           | $236.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $335.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-07-01      | 3.5000%  | 0.0000% | $2000.00           | $212.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-08-01      | 4.0000%  | 0.0000% | $1000.00           | $105.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-08-01      | 3.0000%  | 0.0000% | $2000.00           | $211.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-01-01      | 3.5000%  | 0.0000% | $1008.00           | $138.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-01-01      | 4.0000%  | 0.0000% | $1008.00           | $126.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-03-01      | 3.0000%  | 0.0000% | $2003.00           | $318.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-03-01      | 3.5000%  | 0.0000% | $1030.00           | $133.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-04-01      | 3.5000%  | 0.0000% | $1000.00           | $127.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-04-01      | 4.0000%  | 0.0000% | $2002.00           | $134.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-05-01      | 3.0000%  | 0.0000% | $1000.00           | $97.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-05-01      | 4.0000%  | 0.0000% | $1000.00           | $79.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-07-01      | 3.0000%  | 0.0000% | $1000.00           | $108.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-07-01      | 3.5000%  | 0.0000% | $1000.00           | $80.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-07-01      | 3.5000%  | 0.0000% | $1000.00           | $108.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-06-01      | 3.0000%  | 0.0000% | $3003.00           | $518.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-09-01      | 4.0000%  | 0.0000% | $1313000.00        | $81491.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-09-01      | 4.0000%  | 0.0000% | $1142.00           | $120.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-08-01      | 3.5000%  | 0.0000% | $1000.00           | $70.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 5.0000%  | 0.0000% | $1000.00           | $88.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.0000%  | 0.0000% | $1005.00           | $609.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.5000%  | 0.0000% | $1005.00           | $582.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-07-01      | 1.5000%  | 0.0000% | $2001.00           | $1072.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-08-01      | 2.5000%  | 0.0000% | $1049.00           | $549.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 2.0000%  | 0.0000% | $170000.00         | $105121.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.5000%  | 0.0000% | $5047.00           | $3084.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 1.5000%  | 0.0000% | $1000.00           | $629.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-11-01      | 2.5000%  | 0.0000% | $1000.00           | $496.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $637.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-12-01      | 2.0000%  | 0.0000% | $1000.00           | $564.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-03-01      | 3.5000%  | 0.0000% | $884933.00         | $65264.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-03-01      | 4.0000%  | 0.0000% | $1001.00           | $67.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-05-01      | 3.5000%  | 0.0000% | $1000.00           | $57.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-04-01      | 3.5000%  | 0.0000% | $1000.00           | $64.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-05-01      | 5.0000%  | 0.0000% | $1000.00           | $85.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-06-01      | 4.0000%  | 0.0000% | $1000.00           | $92.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-09-01      | 3.0000%  | 0.0000% | $1000.00           | $104.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-09-01      | 3.0000%  | 0.0000% | $1005.00           | $128.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-10-01      | 3.0000%  | 0.0000% | $1000.00           | $135.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-10-01      | 3.5000%  | 0.0000% | $1000.00           | $119.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-11-01      | 2.0000%  | 0.0000% | $1000.00           | $228.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-11-01      | 3.0000%  | 0.0000% | $497000.00         | $44878.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-11-01      | 3.0000%  | 0.0000% | $1000.00           | $136.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-11-01      | 2.5000%  | 0.0000% | $3000.00           | $601.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-11-01      | 2.5000%  | 0.0000% | $3000.00           | $327.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $83.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-12-01      | 3.0000%  | 0.0000% | $1000.00           | $139.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-12-01      | 4.5000%  | 0.0000% | $1000.00           | $115.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-01-01      | 3.0000%  | 0.0000% | $1000.00           | $149.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-01-01      | 3.5000%  | 0.0000% | $1000.00           | $135.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-01-01      | 3.0000%  | 0.0000% | $1003.00           | $107.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-01-01      | 2.5000%  | 0.0000% | $1000.00           | $226.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-02-01      | 4.5000%  | 0.0000% | $1002.00           | $130.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-03-01      | 3.0000%  | 0.0000% | $1000.00           | $108.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-03-01      | 3.0000%  | 0.0000% | $1000.00           | $166.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-04-01      | 3.5000%  | 0.0000% | $1000.00           | $137.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-04-01      | 3.0000%  | 0.0000% | $1000.00           | $213.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-05-01      | 4.0000%  | 0.0000% | $1001.00           | $196.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-07-01      | 2.5000%  | 0.0000% | $1000.00           | $297.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $281.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $334.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-07-01      | 1.5000%  | 0.0000% | $1000.00           | $381.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 2.5000%  | 0.0000% | $754000.00         | $279544.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-08-01      | 3.0000%  | 0.0000% | $1188926.00        | $337820.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-09-01      | 2.5000%  | 0.0000% | $1000.00           | $321.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 5.0000%  | 0.0000% | $1000.00           | $186.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-11-01      | 2.0000%  | 0.0000% | $1000.00           | $409.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 2.5000%  | 0.0000% | $250000.00         | $108548.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $530.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-02-01      | 2.5000%  | 0.0000% | $236826.00         | $112876.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 2.0000%  | 0.0000% | $1005.00           | $555.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 3.5000%  | 0.0000% | $1039.00           | $389.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-02-01      | 2.0000%  | 0.0000% | $1000.00           | $451.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-03-01      | 1.5000%  | 0.0000% | $1000.00           | $490.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $589.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 2.5000%  | 0.0000% | $3000.00           | $1653.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-06-01      | 1.5000%  | 0.0000% | $1010.00           | $375.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 5.0000%  | 0.0000% | $1000.00           | $889.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 5.5000%  | 0.0000% | $192290.00         | $152389.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-02-01      | 4.5000%  | 0.0000% | $1000.00           | $747.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 4.5000%  | 0.0000% | $1000.00           | $877.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $796.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 4.0000%  | 0.0000% | $1000.00           | $874.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-03-01      | 4.0000%  | 0.0000% | $1000.00           | $624.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 5.0000%  | 0.0000% | $1000.00           | $879.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 5.5000%  | 0.0000% | $1011.00           | $821.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-05-01      | 5.0000%  | 0.0000% | $1000.00           | $543.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $643.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $644.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-01-01      | 2.0000%  | 0.0000% | $64024.00          | $36432.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-01-01      | 2.5000%  | 0.0000% | $1000.00           | $623.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $660.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.5000%  | 0.0000% | $4008.00           | $2708.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.0000%  | 0.0000% | $1938.00           | $1331.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $679.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-04-01      | 2.5000%  | 0.0000% | $1000.00           | $649.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $739.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.0000%  | 0.0000% | $3000.00           | $2131.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-05-01      | 3.0000%  | 0.0000% | $1000.00           | $581.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 3.5000%  | 0.0000% | $3000.00           | $2237.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $755.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-06-01      | 2.5000%  | 0.0000% | $3000.00           | $1851.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-06-01      | 3.5000%  | 0.0000% | $1000.00           | $556.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-05-01      | 3.0000%  | 0.0000% | $2000.00           | $1368.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-07-01      | 3.0000%  | 0.0000% | $1000.00           | $475.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 5.0000%  | 0.0000% | $1001.00           | $803.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 3.0000%  | 0.0000% | $1000.00           | $730.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 4.5000%  | 0.0000% | $16222931.00       | $12282108.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-09-01      | 4.0000%  | 0.0000% | $1007.00           | $675.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.0000%  | 0.0000% | $1000.00           | $767.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $1003.00           | $717.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-08-01      | 4.0000%  | 0.0000% | $1000.00           | $549.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $770.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 4.5000%  | 0.0000% | $1114.00           | $845.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $730.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $737.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-10-01      | 4.0000%  | 0.0000% | $1000.00           | $705.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 6.0000%  | 0.0000% | $51688.00          | $30348.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 3.0000%  | 0.0000% | $1000.00           | $787.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 4.5000%  | 0.0000% | $7500281.00        | $5905149.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.5000%  | 0.0000% | $1157.00           | $861.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 2.5000%  | 0.0000% | $1020.00           | $709.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $753.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $699.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 4.0000%  | 0.0000% | $3072.00           | $2398.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 4.5000%  | 0.0000% | $1000.00           | $819.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 5.5000%  | 0.0000% | $1027.00           | $743.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.0000%  | 0.0000% | $2878092.00        | $2265575.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $736.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 4.5000%  | 0.0000% | $2000.00           | $1618.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $723.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.5000%  | 0.0000% | $5221090.00        | $3888973.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 3.0000%  | 0.0000% | $1000.00           | $735.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $4113.00           | $3373.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.0000%  | 0.0000% | $1024.00           | $697.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 6.0000%  | 0.0000% | $1030.00           | $683.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-04-01      | 4.0000%  | 0.0000% | $1000.00           | $618.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.0000%  | 0.0000% | $11592600.00       | $9455408.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 6.0000%  | 0.0000% | $5723.00           | $3770.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-05-01      | 5.5000%  | 0.0000% | $1000.00           | $617.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-05-01      | 4.5000%  | 0.0000% | $2000.00           | $949.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 4.0000%  | 0.0000% | $2000.00           | $1652.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.0000%  | 0.0000% | $1001.00           | $830.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.5000%  | 0.0000% | $15289932.00       | $11926597.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-07-01      | 5.0000%  | 0.0000% | $1000.00           | $465.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 4.5000%  | 0.0000% | $1000.00           | $847.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.0000%  | 0.0000% | $6633776.00        | $5505421.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.5000%  | 0.0000% | $1003.00           | $781.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $454.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 4.0000%  | 0.0000% | $1000.00           | $822.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 5.0000%  | 0.0000% | $1000.00           | $839.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 5.5000%  | 0.0000% | $1025.00           | $795.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 6.0000%  | 0.0000% | $3003.00           | $2032.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 6.0000%  | 0.0000% | $1024.00           | $703.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-06-01      | 4.0000%  | 0.0000% | $1000.00           | $639.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 4.0000%  | 0.0000% | $1000.00           | $831.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $669.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-11-01      | 6.0000%  | 0.0000% | $1000.00           | $477.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 4.0000%  | 0.0000% | $1000.00           | $836.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 5.5000%  | 0.0000% | $117900.00         | $95847.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.0000%  | 0.0000% | $2026.00           | $1414.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.5000%  | 0.0000% | $1008.00           | $540.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 4.5000%  | 0.0000% | $111770.00         | $97912.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 5.5000%  | 0.0000% | $1000.00           | $828.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 6.5000%  | 0.0000% | $10741321.00       | $5078991.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1315.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $818.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.0000%  | 0.0000% | $1040.00           | $730.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.0000%  | 0.0000% | $2137.00           | $1539.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 4.5000%  | 0.0000% | $1000.00           | $924.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 4.0000%  | 0.0000% | $1899.00           | $1737.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.0000%  | 0.0000% | $1048.00           | $1005.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.0000%  | 0.0000% | $1096.00           | $1048.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-05-01      | 6.5000%  | 0.0000% | $1000.00           | $921.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 4.0000%  | 0.0000% | $1000.00           | $949.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $1024.00           | $1010.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.0000%  | 0.0000% | $13416601.00       | $12964893.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $970.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 6.0000%  | 0.0000% | $1016.00           | $1004.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-11-01      | 5.0000%  | 0.0000% | $3975337.00        | $3945415.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-12-01      | 7.0000%  | 0.0000% | $1093.00           | $31.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-03-01      | 5.5000%  | 0.0000% | $1024.00           | $31.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-09-01      | 4.0000%  | 0.0000% | $1000.00           | $29.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-12-01      | 3.5000%  | 0.0000% | $1000.00           | $72.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.0000%  | 0.0000% | $1008.00           | $947.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 6.0000%  | 0.0000% | $1001.00           | $940.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 6.0000%  | 0.0000% | $1001.00           | $971.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.5000%  | 0.0000% | $1052.00           | $912.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $979.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 6.0000%  | 0.0000% | $1009.00           | $960.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.0000%  | 0.0000% | $1010.00           | $1010.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.5000%  | 0.0000% | $1008.00           | $965.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $939.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $810.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $967.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 7.0000%  | 0.0000% | $3312412.00        | $2340589.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $991.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 5.0000%  | 0.0000% | $1000.00           | $995.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $954.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $813.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%  | 0.0000% | $1034.00           | $994.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $1011.00           | $958.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $1008.00           | $1028.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $1010.00           | $993.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 7.0000%  | 0.0000% | $1000.00           | $780.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.5000%  | 0.0000% | $1008.00           | $1004.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1031.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.5000%  | 0.0000% | $2010.00           | $2048.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $1040.00           | $1004.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $1050.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $858.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 5.5000%  | 0.0000% | $1038.00           | $1008.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.0000%  | 0.0000% | $1007.00           | $1051.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.0000%  | 0.0000% | $52094743.00       | $49702929.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.0000%  | 0.0000% | $1021.00           | $876.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 5.5000%  | 0.0000% | $2036.00           | $1964.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 5.5000%  | 0.0000% | $1049.00           | $1068.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 5.5000%  | 0.0000% | $1003.00           | $1028.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 5.5000%  | 0.0000% | $1001.00           | $1027.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 5.5000%  | 0.0000% | $7048600.00        | $7073982.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $999.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 5.5000%  | 0.0000% | $315160.00         | $303901.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.5000%  | 0.0000% | $2086064.00        | $2109347.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.5000%  | 0.0000% | $1024.00           | $1031.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.5000%  | 0.0000% | $559160.00         | $571900.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $857.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%  | 0.0000% | $1024.00           | $988.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.5000%  | 0.0000% | $18073689.00       | $17046174.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $874.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $800.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.5000%  | 0.0000% | $1039.00           | $934.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 5.0000%  | 0.0000% | $1046.00           | $995.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 6.0000%  | 0.0000% | $1024.00           | $920.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.0000%  | 0.0000% | $1050.00           | $951.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 5.5000%  | 0.0000% | $1045.00           | $899.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 5.5000%  | 0.0000% | $110520.00         | $106815.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 5.0000%  | 0.0000% | $1008.00           | $958.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.5000%  | 0.0000% | $13821823.00       | $12886779.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 6.0000%  | 0.0000% | $3209318.00        | $2587319.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $6531076.00        | $6240129.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $1147.00           | $1115.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%  | 0.0000% | $2228.00           | $1953.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $5067338.00        | $4814015.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.5000%  | 0.0000% | $1075.00           | $1027.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%  | 0.0000% | $1060.00           | $942.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%  | 0.0000% | $1160.00           | $1107.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 5.5000%  | 0.0000% | $2048.00           | $2039.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 5.5000%  | 0.0000% | $1050.00           | $1064.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 4.5000%  | 0.0000% | $4212302.00        | $4078236.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1018.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.5000%  | 0.0000% | $1024.00           | $1049.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 5.0000%  | 0.0000% | $80625.00          | $79852.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 5.0000%  | 0.0000% | $4304078.00        | $3647262.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 5.0000%  | 0.0000% | $1030.00           | $868.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 6.0000%  | 0.0000% | $1029.00           | $771.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $618.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $654.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 5.5000%  | 0.0000% | $1021.00           | $818.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 6.5000%  | 0.0000% | $1086.00           | $903.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 6.5000%  | 0.0000% | $1055.00           | $584.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 7.0000%  | 0.0000% | $190218.00         | $146557.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 5.5000%  | 0.0000% | $1682173.00        | $1571349.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 5.5000%  | 0.0000% | $7640221.00        | $6837365.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 6.0000%  | 0.0000% | $1226512.00        | $1084032.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 7.0000%  | 0.0000% | $1008.00           | $467.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 6.0000%  | 0.0000% | $1048.00           | $805.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 6.0000%  | 0.0000% | $3024.00           | $2285.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $814.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 5.0000%  | 0.0000% | $1010.00           | $903.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 6.5000%  | 0.0000% | $1040.00           | $889.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 5.5000%  | 0.0000% | $63167543.00       | $55258167.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 5.5000%  | 0.0000% | $2024.00           | $1853.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 6.0000%  | 0.0000% | $1000.00           | $847.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 5.0000%  | 0.0000% | $1000.00           | $923.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 5.5000%  | 0.0000% | $1071.00           | $902.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.5000%  | 0.0000% | $1024.00           | $952.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $927.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.0000%  | 0.0000% | $1000.00           | $974.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.5000%  | 0.0000% | $3017.00           | $2638.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.5000%  | 0.0000% | $1003.00           | $938.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 6.0000%  | 0.0000% | $4728981.00        | $3842429.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.5000%  | 0.0000% | $1083.00           | $971.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.5000%  | 0.0000% | $1035.00           | $944.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 4.5000%  | 0.0000% | $1000.00           | $867.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 6.5000%  | 0.0000% | $1003.00           | $966.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 6.5000%  | 0.0000% | $1054.00           | $768.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 5.0000%  | 0.0000% | $1255.00           | $1132.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 6.5000%  | 0.0000% | $1049.00           | $663.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 6.5000%  | 0.0000% | $1040.00           | $743.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1863.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $807.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 5.5000%  | 0.0000% | $547262.00         | $512264.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.5000%  | 0.0000% | $87155720.00       | $64464427.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $3012634.00        | $3016908.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.5000%  | 0.0000% | $5403282.00        | $5444431.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 4.5000%  | 0.0000% | $3144791.00        | $3054232.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.0000%  | 0.0000% | $10951435.00       | $10922853.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.5000%  | 0.0000% | $1024192.00        | $1031103.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 4.5000%  | 0.0000% | $2603456.00        | $2552094.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 4.5000%  | 0.0000% | $3105008.00        | $3060000.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $984.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $15487250.00       | $15814971.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 6.0000%  | 0.0000% | $2612706.00        | $2761868.00        | Agency Mortgage-Backed Securities  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-03-31      | 0.0000%  | 0.0000% | $100.00            | $99.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-05      | 0.0000%  | 0.0000% | $100.00            | $99.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |

### Security 346: J.P. MORGAN SECURITIES LLC

- **C.1 - Title:** J.P. MORGAN SECURITIES LLC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR10384F, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: TPR10384F7791567JP
- **C.18 - Value (incl. sponsor support):** $26800000.00
- **C.18.a - Value (excl. sponsor support):** $26800000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 DEPARTMENT OF THE TREASURY | 2050-08-15      | 0.0000%  | 0.0000% | $200.00            | $58.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-01-15      | 0.3800%  | 0.0000% | $20461200.00       | $27344270.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-02-15      | 0.0000%  | 0.0000% | $20.00             | $5.00              | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-08-15      | 0.0000%  | 0.0000% | $19.00             | $4.00              | U.S. Treasuries (including strips) |

### Security 347: BARCLAYS CAPITAL INC.

- **C.1 - Title:** BARCLAYS CAPITAL INC. 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR103851, C.3 - LEI: AC28XWWI3WIBK2824319, C.5 - Other ID: TPR1038517791565BA
- **C.18 - Value (incl. sponsor support):** $35600000.00
- **C.18.a - Value (excl. sponsor support):** $35600000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 DEPARTMENT OF THE TREASURY | 2029-04-30      | 2.8800%  | 0.0000% | $36922700.00       | $36312006.00       | U.S. Treasuries (including strips) |

### Security 348: J.P. MORGAN SECURITIES LLC

- **C.1 - Title:** J.P. MORGAN SECURITIES LLC 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR103873, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: TPR1038737791564JP
- **C.18 - Value (incl. sponsor support):** $4263000000.00
- **C.18.a - Value (excl. sponsor support):** $4263000000.00
- **C.19 - Percentage of Net Assets:** 1.5000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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 DEPARTMENT OF THE TREASURY | 2027-08-15      | 0.0000%  | 0.0000% | $220100.00         | $208518.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-03-31      | 0.6300%  | 0.0000% | $135333600.00      | $131162859.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $148644400.00      | $141261325.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $202538800.00      | $191188288.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-08-31      | 3.1300%  | 0.0000% | $54095600.00       | $53794047.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-11-15      | 4.1300%  | 0.0000% | $174466000.00      | $177163981.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-11-30      | 3.8800%  | 0.0000% | $5714900.00        | $5784249.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-12-31      | 3.8800%  | 0.0000% | $32113300.00       | $32408207.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-08-31      | 4.3800%  | 0.0000% | $179875000.00      | $186614047.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-12-31      | 4.5000%  | 0.0000% | $964483200.00      | $997425395.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $1059078400.00     | $1064183070.00     | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-31      | 3.8800%  | 0.0000% | $1285004000.00     | $1316054453.00     | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-10-31      | 3.5000%  | 0.0000% | $51914900.00       | $52334234.00       | U.S. Treasuries (including strips) |

### Security 349: FIXED INCOME CLEARING CORPORATION / STATE STREET BANK AND TRUST COMPANY

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION / STATE STREET BANK AND TRUST COMPANY 3.510000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR103878, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: TPR1038787791561SS
- **C.18 - Value (incl. sponsor support):** $46000000.00
- **C.18.a - Value (excl. sponsor support):** $46000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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?:** Yes

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION / STATE STREET BANK AND TRUST COMPANY

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $46377800.00       | $46920000.00       | U.S. Treasuries (including strips) |

### Security 350: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 3.650000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: TPR10387B, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: TPR10387B779156BAR
- **C.18 - Value (incl. sponsor support):** $1705000000.00
- **C.18.a - Value (excl. sponsor support):** $1705000000.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-07
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 351: DEUTSCHE BANK SECURITIES INC.

- **C.1 - Title:** DEUTSCHE BANK SECURITIES INC. 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR10387D, C.3 - LEI: 9J6MBOOO7BECTDTUZW19, C.5 - Other ID: TPR10387D7791561DE
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 DEPARTMENT OF THE TREASURY | 2029-05-15      | 2.3800%  | 0.0000% | $46188700.00       | $44593166.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-06-30      | 0.5000%  | 0.0000% | $29276600.00       | $28061983.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $42564800.00       | $40428882.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-02-28      | 0.5000%  | 0.0000% | $24945500.00       | $24931617.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-03-31      | 0.7500%  | 0.0000% | $45207200.00       | $45098058.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $24863600.00       | $24437059.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-12-31      | 1.3800%  | 0.0000% | $25923800.00       | $24355838.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $26507200.00       | $26430249.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-31      | 2.7500%  | 0.0000% | $34617000.00       | $34689082.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-31      | 3.1300%  | 0.0000% | $36932900.00       | $37176345.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-12-31      | 3.8800%  | 0.0000% | $24621000.00       | $24843089.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-06-30      | 3.7500%  | 0.0000% | $24791800.00       | $24859178.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-07-31      | 4.0000%  | 0.0000% | $36032200.00       | $37093756.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-15      | 4.3800%  | 0.0000% | $38401600.00       | $39312633.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-10-31      | 4.8800%  | 0.0000% | $29679200.00       | $31013572.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $40462800.00       | $41978355.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-15      | 4.1300%  | 0.0000% | $17083800.00       | $17498791.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-04-30      | 4.6300%  | 0.0000% | $32538100.00       | $34123857.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-08-31      | 3.6300%  | 0.0000% | $31338000.00       | $31746365.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-12-31      | 4.5000%  | 0.0000% | $21387500.00       | $22127278.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $40778300.00       | $41723402.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $34987400.00       | $35178603.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-31      | 3.8800%  | 0.0000% | $25373600.00       | $25981544.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-08-31      | 3.6300%  | 0.0000% | $45103600.00       | $45498346.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-12-31      | 3.3800%  | 0.0000% | $32833800.00       | $32818958.00       | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Goldman Sachs Trust

**Date:** 2026-02-06

**By:** Allison Fracchiolla

**Name of Signing Officer:** Allison Fracchiolla

**Title of Signing Officer:** Assistant Treasurer